Principal minors. II: The principal minor assignment problem (Q854863)

The inverse problem of finding \(n\times n\) matrix \(A\) having prescribed principal minors is solved using a constructive algorithm based on a method already proposed by the same authors [\textit{K. Griffin, M. J. Tsatsomeros}, in part I [ibid. 419, No.~1, 107--124 (2006; reviewed above)]. The method computes all the principal minors of a matrix recursively by means of Schur complements, in a very efficient way. The listing of the complete MATLAB program takes 17 pages, but source codes are available for download on the web. Issues of numerical stability and accuracy are treated carefully in the program.