A direct solution to the stochastic inverse eigenvalue problem for complex-valued eigenspectra

DOI10.1016/J.LAA.2022.11.005MaRDI QIDQ2104980zbMATH OpenOpenAlexFDO

Authors André M. McDonald, Michaël Antonie Van Wyk, Guanrong Chen

Publication date 8 December 2022

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2022.11.005

zbMATH Keywords

stochastic matrixinverse eigenvalue probleminverse stochastic problemMarkov state disaggregation

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29) Stochastic matrices (15B51)

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Cites work

• scientific article; zbMATH DE number 193132 (Why is no real title available?)
• scientific article; zbMATH DE number 2183250 (Why is no real title available?)
• scientific article; zbMATH DE number 3053876 (Why is no real title available?)
• A Numerical Method for the Inverse Stochastic Spectrum Problem
• A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
• A Riemannian variant of the Fletcher-Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata
• A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
• A note on an inverse problem for nonnegative matrices
• An algorithm for constructing nonnegative matrices with prescribed real eigenvalues
• Constructing Symmetric Nonnegative Matrices with Prescribed Eigenvalues by Differential Equations
• Markov Chains
• Methods of constructing certain stochastic matrices
• Numerical Methods for Solving Inverse Eigenvalue Problems for Nonnegative Matrices
• Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data
• Structured inverse eigenvalue problems
• The NIEP
• The inverse Frobenius-Perron problem: a survey of solutions to the original problem formulation
• The nonnegative inverse eigenvalue problem.

Cited in

(4)

• Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
• A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
• On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem

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