The Cayley method and the inverse eigenvalue problem for Toeplitz matrices (Q698565)

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The Cayley method and the inverse eigenvalue problem for Toeplitz matrices
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    The Cayley method and the inverse eigenvalue problem for Toeplitz matrices (English)
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    1 May 2003
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    The paper deals with the inverse eigenvalue problem for finite Toeplitz matrices. As it is well known, this topic has important applications in mechanics, differential equations and inverse spectral theory. Instead of using the usual Newton based iterations, the authors make use of the continuation method, which tracks the Cayley flow explicitly. This method is capable of recovering a regular Toeplitz matrix whose existence is guaranteed by Landau's theorem and the first step is to solve the inverse eigenvalue problem for a centro-symmetric Jacobi matrix. Although the convergence analysis is outlined for the case \(n=3,\) few numerical examples of large matrices are reported at the end of the paper.
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    inverse eigenvalue problem
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    Toeplitz matrices
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    Cayley methods
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    continuation method
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    Jacobi matrix
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    convergence
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    numerical examples
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