Residential College | false |
Status | 已發表Published |
Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems | |
Chiang,Chun Yueh1; Lin,Matthew M.2; Jin,Xiao Qing3 | |
2019-09-01 | |
Source Publication | BIT Numerical Mathematics |
ISSN | 0006-3835 |
Volume | 59Issue:3Pages:675-694 |
Abstract | Inverse eigenvalue and singular value problems have been widely discussed for decades. The well-known result is the Weyl-Horn condition, which presents the relations between the eigenvalues and singular values of an arbitrary matrix. This result by Weyl-Horn then leads to an interesting inverse problem, i.e., how to construct a matrix with desired eigenvalues and singular values. In this work, we do that and more. We propose an eclectic mix of techniques from differential geometry and the inexact Newton method for solving inverse eigenvalue and singular value problems as well as additional desired characteristics such as nonnegative entries, prescribed diagonal entries, and even predetermined entries. We show theoretically that our method converges globally and quadratically, and we provide numerical examples to demonstrate the robustness and accuracy of our proposed method. |
Keyword | Inverse EigenValue And Singular Value Problems Nonnegative Matrices Riemannian Inexact Newton Method |
DOI | 10.1007/s10543-019-00754-7 |
URL | View the original |
Language | 英語English |
WOS ID | WOS:000484910700005 |
Scopus ID | 2-s2.0-85065449429 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Corresponding Author | Lin,Matthew M. |
Affiliation | 1.Center for General Education,National Formosa University,Huwei,632,Taiwan 2.Department of Mathematics,National Cheng Kung University,Tainan,701,Taiwan 3.Department of Mathematics,University of Macau,Macao |
Recommended Citation GB/T 7714 | Chiang,Chun Yueh,Lin,Matthew M.,Jin,Xiao Qing. Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems[J]. BIT Numerical Mathematics, 2019, 59(3), 675-694. |
APA | Chiang,Chun Yueh., Lin,Matthew M.., & Jin,Xiao Qing (2019). Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems. BIT Numerical Mathematics, 59(3), 675-694. |
MLA | Chiang,Chun Yueh,et al."Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems".BIT Numerical Mathematics 59.3(2019):675-694. |
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