Solving the inverse eigenvalue problem via the eigenvector matrix

DOI10.1016/0377-0427(91)90214-5MaRDI QIDQ803722zbMATH OpenOpenAlexFDO

Authors Dirk Laurie

Publication date 1991

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(91)90214-5

zbMATH Keywords

algorithmeigenvector matrixeigenvectorsinverse eigenvalue problemNewton's methodNumerical examplesRayleigh quotientsrotationssymmetric matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

A numerical algorithm for the inverse eigenvalue problem for symmetric matrices is proposed, based on continually updating the eigenvector matrix using plane rotations. The idea behind this algorithm is to utilize the matrix formed from the Rayleigh quotients of the eigenvectors with respect to each of the basis matrices involved. The computational questions involved in this approach are examined in detail. Numerical examples are given which demonstrate that the new algorithm is much more robust than the Newton's method.

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Cites work

• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• A Numerical Approach to the Inverse Toeplitz Eigenproblem
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 3891554 (Why is no real title available?)
• The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems
• The numerically stable reconstruction of Jacobi matrices from spectral data

Cited in

(12)

• A matrix inverse eigenvalue problem and its application
• Isospectral flows and the inverse eigenvalue problem for Toeplitz matrices
• Centrosymmetric isospectral flows and some inverse eigenvalue problems
• A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems
• Solution of the linearly structured partial polynomial inverse eigenvalue problem
• The reconstruction of an Hermitian Toeplitz matrix with prescribed eigenpairs
• A Motivational Example for the Numerical Solution of the Algebraic Eigenvalue Problem
• scientific article; zbMATH DE number 844461 (Why is no real title available?)
• A numerical algorithm for the optimal approximation solution to inverse eigenvalue problem for symmetric matrices
• A numerical method for solving inverse eigenvalue problems
• Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements
• Solving inverse eigenvalue problems via Householder and rank-one matrices

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