Solving inverse eigenvalue problems via Householder and rank-one matrices
DOI10.1016/J.LAA.2008.07.021zbMATH Open1161.65028OpenAlexW2057127113MaRDI QIDQ958025FDOQ958025
Authors: Sheng-Xin Zhu, Tongxiang Gu, Xing-Ping Liu
Publication date: 2 December 2008
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2008.07.021
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algorithmsnumerical examplessymmetric nonnegative inverse eigenvalue problemHouseholder transformationrank one updating
Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51) Numerical solutions to inverse eigenvalue problems (65F18)
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Cited In (4)
- A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
- On the symmetric doubly stochastic inverse eigenvalue problem
- Construction of full H-matrices with the given eigenvalues based on the Givens matrices
- Inverse problems for symmetric doubly stochastic matrices whose Suleĭmanova spectra are bounded below by 1/2
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