Symmetric stochastic inverse eigenvalue problem

DOI10.1186/S13660-015-0698-0MaRDI QIDQ264513zbMATH OpenOpenAlexWikidataFDO

Authors Quanbing Zhang, Changqing Xu, Shangjun Yang

Publication date 31 March 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0698-0

zbMATH Keywords

inverse eigenvalue problemsymmetric stochastic inverse eigenvalue problemtypical orthogonal matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29)

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Cites work

• A map of sufficient conditions for the real nonnegative inverse eigenvalue problem
• A note on eigenvalues of nonnegative matrices
• A note on the inverse eigenvalue problem for symmetric doubly stochastic matrices
• Applications of a Brauer theorem in the nonnegative inverse eigenvalue problem
• Eigenvalues of nonnegative symmetric matrices
• Matrices similar to a positive or essentially positive matrix
• On the inverse eigenvalue problem for irreducible doubly stochastic matrices of small orders
• On the nonnegative eigenvalue problem
• On the symmetric doubly stochastic inverse eigenvalue problem
• Row Stochastic Matrices Similar to Doubly Stochastic Matrices
• Spectral properties of doubly-stochastic matrices
• The inverse eigenvalue problem for symmetric doubly stochastic matrices.

Cited in

(3)

• Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
• On the symmetric doubly stochastic inverse eigenvalue problem
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem

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