A Fast Recursive Algorithm for Constructing Matrices with Prescribed Eigenvalues and Singular Values
Copyright policy )A Fast Recursive Algorithm for Constructing Matrices with Prescribed Eigenvalues and Singular Values
Summary: The Weyl-Horn theorem characterizes a relationship between the eigenvalues and the singular values of an arbitrary matrix. Based on that characterization, a fast recursive algorithm is developed to construct numerically a matrix with prescribed eigenvalues and singular values. Besides being of theoretical interest, the technique could be employed to create test matrices with desired spectral features. A numerical experiment shows this algorithm to be quite efficient and robust.
- North Carolina State University United States
recursive algorithm, singular values, inverse problems, Weyl-Horn theorem, eigenvalues, numerical experiment, Numerical solutions to inverse eigenvalue problems, Inequalities involving eigenvalues and eigenvectors
recursive algorithm, singular values, inverse problems, Weyl-Horn theorem, eigenvalues, numerical experiment, Numerical solutions to inverse eigenvalue problems, Inequalities involving eigenvalues and eigenvectors
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