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SIAM Journal on Matrix Analysis and Applications
Article . 2005 . Peer-reviewed
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Generalized Finite Algorithms for Constructing Hermitian Matrices with Prescribed Diagonal and Spectrum

Generalized finite algorithms for constructing Hermitian matrices with prescribed diagonal and spectrum
Authors: Dhillon, Inderjit S.; Heath, Robert W., Jr.; Sustik, Mátyás A.; Tropp, Joel A.;

Generalized Finite Algorithms for Constructing Hermitian Matrices with Prescribed Diagonal and Spectrum

Abstract

Summary: We present new algorithms that can replace the diagonal entries of a Hermitian matrix by any set of diagonal entries that majorize the original set without altering the eigenvalues of the matrix. They perform this feat by applying a sequence of \((N-1)\) or fewer plane rotations, where \(N\) is the dimension of the matrix. Both the algorithms of \textit{R. B. Bendel} and \textit{M. R. Mickey} [Commun. Stat., Simulation Comput. B7, 163--182 (1978; Zbl 0386.62011)] as well as of \textit{N. N. Chan} and \textit{K.-H. Li} [J. Math. Anal. Appl. 91, 562--566 (1983; Zbl 0529.15006)] algorithms are special cases of the proposed procedures. Using the fact that a positive semidefinite matrix can always be factored as \(X^*X\), we also provide more efficient versions of the algorithms that can directly construct factors with specified singular values and column norms. We conclude with some open problems related to the construction of Hermitian matrices with joint diagonal and spectral properties.

Keywords

numerical examples, plane rotations, finite-step algorithms, Hermitian matrices, majorization, Numerical solutions to inverse eigenvalue problems, inverse eigenvalue problem, Schur-Horn theorem, 510

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
30
Average
Top 10%
Average
Green
bronze