Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data*
From MaRDI portal
Publication:5132266
DOI10.1088/1361-6420/abbac5zbMath1460.15023arXiv2006.13439OpenAlexW3087948276WikidataQ115293001 ScholiaQ115293001MaRDI QIDQ5132266
Zheng-Jian Bai, Yang Wang, Zhi Zhao
Publication date: 10 November 2020
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.13439
Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29) Stochastic matrices (15B51) Numerical solutions to inverse eigenvalue problems (65F18)
Related Items
A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem, On a numerical construction of doubly stochastic matrices with prescribed eigenvalues, A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum, A direct solution to the stochastic inverse eigenvalue problem for complex-valued eigenspectra, A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Doubly stochastic matrices with prescribed positive spectrum
- Some applications of doubly stochastic matrices
- The inverse eigenvalue problem for symmetric doubly stochastic matrices.
- A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
- On swapping diagonal blocks in real Schur form
- Constructing symmetric nonnegative matrices via the fast Fourier transform
- Finite element model updating in structural dynamics
- The inverse eigenvalue problem of a graph: multiplicities and minors
- On the symmetric doubly stochastic inverse eigenvalue problem
- Spectral properties of doubly-stochastic matrices
- An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem
- A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems
- One Can Hear the Composition of a String: Experiments with an Inverse Eigenvalue Problem
- Truncated-Newton algorithms for large-scale unconstrained optimization
- Structured inverse eigenvalue problems
- Inexact Newton Methods
- Globally Convergent Inexact Newton Methods
- An Introduction to Inverse Scattering and Inverse Spectral Problems
- Inverse Eigenvalue Problems
- An inverse problem for symmetric doubly stochastic matrices
- A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations
- Choosing the Forcing Terms in an Inexact Newton Method
- Manifold Optimization Over the Set of Doubly Stochastic Matrices: A Second-Order Geometry
- Matlab code for sorting real Schur forms
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
- A role for doubly stochastic matrices in graph theory
- A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems
- Matrix Iterative Analysis