Orsi, Robert (Australian National Univ.), Yang, Kaiyang (Australian National Univ.)

Numerical Methods for Solving Inverse Eigenvalue Problems for Nonnegative Matrices

Scheduled for presentation during the Regular Session "Linear Systems II" (ThP13), Thursday, July 27, 2006, 15:45−16:10, Room 101

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on May 19, 2024

Abstract

Presented are two related numerical methods, one for the inverse eigenvalue problem for nonnegative or stochastic matrices and another for the inverse eigenvalue problem for symmetric nonnegative matrices. The methods are iterative in nature and utilize alternating projection ideas. For the symmetric problem, the main computational component of each iteration is an eigenvalue-eigenvector decomposition, while for the other problem, it is a Schur matrix decomposition. Numerical results are presented demonstrating the effectiveness of the algorithms.