A Fast Recursive Algorithm for Constructing Matrices with Prescribed Eigenvalues and Singular Values

DOI10.1137/S0036142998339301MaRDI QIDQ4943652zbMATH OpenFDO

Authors Moody T. Chu

Publication date 19 March 2000

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesrecursive algorithminverse problemssingular valuesnumerical experimentWeyl-Horn theorem

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical solutions to inverse eigenvalue problems (65F18)

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• Construction of matrices with prescribed singular values and eigenvalues
• Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries
• Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements
• Low rank update of singular values
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• Constructing matrices with prescribed eigenvalues and singular values with an application to reducing the dimension of state-space systems
• Inverse spectral problems for arrowhead matrices
• A fast eigenvalue algorithm for Pascal matrices
• Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems
• Generalized Finite Algorithms for Constructing Hermitian Matrices with Prescribed Diagonal and Spectrum
• The generalized triangular decomposition
• Attaining the optimal Gaussian diffusion acceleration

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