A fast recursive algorithm for constructing matrices with prescribed eigenvalues and singular values

被引：18

作者：

Chu, MT ^{[1
]}

机构：

[1] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 2000年 / 37卷 / 03期

关键词：

eigenvalues; singular values; inverse problems; Weyl-Horn theorem; recursive algorithm;

D O I：

10.1137/S0036142998339301

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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. Numerical experiment shows this algorithm to be quite efficient and robust.

引用

页码：1004 / 1020

页数：17

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