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

DOI10.1016/J.LAA.2022.11.005zbMATH Open1504.15067OpenAlexW4309736088MaRDI QIDQ2104980FDOQ2104980

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

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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)

Cites Work

• The nonnegative inverse eigenvalue problem.
• Methods of constructing certain stochastic matrices
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• A note on an inverse problem for nonnegative matrices
• Markov Chains
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• An algorithm for constructing nonnegative matrices with prescribed real eigenvalues
• Structured inverse eigenvalue problems
• Constructing Symmetric Nonnegative Matrices with Prescribed Eigenvalues by Differential Equations
• A Numerical Method for the Inverse Stochastic Spectrum Problem
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• Numerical Methods for Solving Inverse Eigenvalue Problems for Nonnegative Matrices
• The NIEP
• A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
• A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems
• A Riemannian variant of the Fletcher-Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata
• The inverse Frobenius-Perron problem: a survey of solutions to the original problem formulation
• Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data*

Cited In (1)

• Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems

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