Numerical validation for an inverse matrix eigenvalue problem

DOI10.1007/BF02307382MaRDI QIDQ1340878zbMATH OpenOpenAlexFDO

Authors A. Gienger, Günter Mayer, Gotz Alefeld

Publication date 20 December 1994

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02307382

zbMATH Keywords

additive inverse eigenvalue problemenclosureinterval computationKrawczyk methodNewton's methodnumerical examplesprescribed eigenvalue

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Interval and finite arithmetic (65G30)

Review text

The authors consider the following problem (called the additive inverse eigenvalue problem): Given \(n + 1\) real symmetric \(n \times n\) matrices \(A_ i\), \(i = 0, 1, \dots, n\), and given \(n\) real numbers \(\lambda_ 1 < \lambda_ 2 < \dots < \lambda_ n\), prove that there are \(n\) real numbers \(c^*_ i\), \(i = 1, \dots, n\), such that the matrix \(A(c) : = A_ 0 + \sum^ n_{i=1} c_ i A_ i\), \(c : = (c_ i) \in \mathbb{R}^ n\), has for \(c_ i = c^*_ i\), \(i = 1,\dots,n\), the prescribed numbers \(\lambda_ i\) as eigenvalues. The authors solve this problem by means of interval computation. The proposed algorithm is based on Newton's method using a new criterion for terminating the iteration, in order to get an approximation \(\widetilde c\) of \(c^* = (c^*_ i)\). The existence of \(c^*\) using one step of the Krawczyk method is verified. Two numerical examples are reported.

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Cited in

(6)

• An additive eigenvalue problem of physics related to linear programming
• On the Teng inverse eigenvalue problem
• Interval analysis: Theory and applications
• Solving Additive Inverse Eigenvalue Problems for Symmetric Matrices by the Homotopy Method
• On the inverse eigenvalue problem for matrices (atomic corrections)
• scientific article; zbMATH DE number 804634 (Why is no real title available?)

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Uses Software

• PASCAL-XSC

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