Numerical Methods for Solving Inverse Eigenvalue Problems for Nonnegative Matrices

DOI10.1137/050634529zbMATH Open1113.65034OpenAlexW1994155896MaRDI QIDQ5470530FDOQ5470530

Authors: Robert Orsi 

Publication date: 31 May 2006

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050634529

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zbMATH Keywords

alternating projectionsnumerical examplesstochastic matricesSchur's decomposition

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51) Numerical solutions to inverse eigenvalue problems (65F18)

Cited In (19)

• Numerical methods for solving nonnegative inverse singular value problems with prescribed structure
• Generalized pole placement via static output feedback: a methodology based on projections
• A direct solution to the stochastic inverse eigenvalue problem for complex-valued eigenspectra
• Isospectral flow method for nonnegative inverse eigenvalue problem with prescribed structure
• 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
• An algorithm for constructing nonnegative matrices with prescribed real eigenvalues
• Local linear convergence for alternating and averaged nonconvex projections
• Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries
• On the alternating direction method of multipliers for nonnegative inverse eigenvalue problems with partial eigendata
• Title not available (Why is that?)
• An Inverse Iteration Method for Eigenvalue Problems with Eigenvector Nonlinearities
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem
• Subspace estimation and prediction methods for hidden Markov models
• A Contribution to the Inverse Eigenvalue Problem for Non-Negative Matrices
• A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum
• Riemannian linearized proximal algorithms for nonnegative inverse eigenvalue problem
• Nonnegative inverse eigenvalue problems with partial eigendata
• On a numerical construction of doubly stochastic matrices with prescribed eigenvalues

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