Numerical Methods for Solving Inverse Eigenvalue Problems for Nonnegative Matrices

DOI10.1137/050634529MaRDI QIDQ5470530zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(19)

• On a numerical construction of doubly stochastic matrices with prescribed eigenvalues
• Generalized pole placement via static output feedback: a methodology based on projections
• Numerical methods for solving nonnegative inverse singular value problems with prescribed structure
• 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
• An Inverse Iteration Method for Eigenvalue Problems with Eigenvector Nonlinearities
• On the alternating direction method of multipliers for nonnegative inverse eigenvalue problems with partial eigendata
• scientific article; zbMATH DE number 2164722 (Why is no real title available?)
• Subspace estimation and prediction methods for hidden Markov models
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem
• 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
• Nonnegative inverse eigenvalue problems with partial eigendata
• Riemannian linearized proximal algorithms for nonnegative inverse eigenvalue problem

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