Solving inverse eigenvalue problems via Householder and rank-one matrices (Q958025)
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English | Solving inverse eigenvalue problems via Householder and rank-one matrices |
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Solving inverse eigenvalue problems via Householder and rank-one matrices (English)
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2 December 2008
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The paper deals with the problem of constructing matrices with prescribed spectrum. Currently, very few practical numerical algorithms are available and the authors aim at filling this gap. Indeed, they succeed in developing a brief numerical algorithm (HROU), which turns out to be more effective than those already presented in literature. HROU is a constructive direct algorithm and is based on Houesholder transformation and rank one updating. Sensitivity analysis is developed. Some significant numerical examples are reported, which provide a better insight of features of the proposed algorithm, even if some questions still remain open.
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symmetric nonnegative inverse eigenvalue problem
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Householder transformation
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rank one updating
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algorithms
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numerical examples
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