On some structured inverse eigenvalue problems

DOI10.1023/A:1019202301522MaRDI QIDQ1370337zbMATH OpenFDO

Authors Robert Erra, Bernard Philippe

Publication date 2 April 1998

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1019202301522

zbMATH Keywords

convergenceEuclid-Sturm algorithminverse eigenvalue problemsJacobi matrixnonsymmetric Lanczos algorithmpolynomial algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

Two special structured inverse eigenvalue problems are investigated. The first one is the Jacobi inverse eigenvalue problem: given some constraints on two sets of reals, find a Jacobi matrix that admits as spectrum and principal subspectrum the two given sets. The polynomial algorithm is based on a special Euclid-Sturm algorithm. The second one is the tridiagonal inverse eigenvalue problem: it is an extension to the nonsymmetric case with the nonsymmetric Lanczos algorithm. The connection between the two algorithms exhibits a similarity transform from the classical Frobenius companion matrix to the tridiagonal matrix. The nonsymmetric Lanczos algorithm may lead to slow convergence, even for a symmetric matrix, since an outer eigenvalue of the tridiagonal matrix of order \(n-1\) can be arbitrarily far from the spectrum of the original matrix.

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Cited in

(10)

• Solution of the linearly structured partial polynomial inverse eigenvalue problem
• Inverse eigenvalue problems for extended Hessenberg and extended tridiagonal matrices
• Structured inverse eigenvalue problems
• The λ − τ structured inverse eigenvalue problem
• scientific article; zbMATH DE number 1131718 (Why is no real title available?)
• On the construction of real non-selfadjoint tridiagonal matrices with prescribed three spectra
• Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements
• A pseudo-Jacobi inverse eigenvalue problem with a rank-one modification
• The numerically stable reconstruction of Jacobi matrices from spectral data
• Sturm and Sylvester algorithms revisited via tridiagonal determinantal representations

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