Isospectral flow method for nonnegative inverse eigenvalue problem with prescribed structure

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摘要

The nonnegative inverse eigenvalue problem is that given a family of complex numbers λ={λ1,…,λn}, find a nonnegative matrix of order n with spectrum λ. This problem is difficult and remains unsolved partially. In this paper, we focus on its generalization that the reconstructed nonnegative matrices should have some prescribed entries. It is easy to see that this new problem will come back to the common nonnegative inverse eigenvalue problem if there is no constraint of the locations of entries. A numerical isospectral flow method which is developed by hybridizing the optimization theory and steepest descent method is used to study the reconstruction. Moreover, an error estimate of the numerical iteration for ordinary differential equations on the matrix manifold is presented. After that, a numerical method for the nonnegative symmetric inverse eigenvalue problem with prescribed entries and its error estimate are considered. Finally, the approaches are verified by the numerical test results.

论文关键词:65F15,65H15,Isospectral flow,Nonnegative inverse eigenvalue problem,Steepest descent method,Structured matrix

论文评审过程:Received 23 September 2008, Revised 18 December 2010, Available online 16 February 2011.

论文官网地址:https://doi.org/10.1016/j.cam.2011.02.005