Generalized Finite Algorithms for Constructing Hermitian Matrices with Prescribed Diagonal and Spectrum

In this paper, we present new algorithms that can replace the diagonal entries of a Hermitian matrix by any set of diagonal entries that majorize the original set without altering the eigenvalues of the matrix. They perform this feat by applying a sequence of (N-1) or fewer plane rotations, where N...

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Bibliographic Details
Published in:	SIAM journal on matrix analysis and applications Vol. 27; no. 1; pp. 61 - 71
Main Authors:	Dhillon, Inderjit S., Heath, Robert W., Sustik, Mátyás A., Tropp, Joel A.
Format:	Journal Article
Language:	English
Published:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2005
Subjects:	Algebra Algorithms Eigenvalues Exact sciences and technology Linear and multilinear algebra, matrix theory Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Sciences and techniques of general use inverse eigenvalue problem Spectral properties Singular value Hermitian matrix Plane rotation plane rotations Hermitian matrices Algorithm Inverse problem Spectrum Schur Horn theorem 15A57 Diagonal matrix Schur-Horn theorem Majoration finite-step algorithms 15A18 Eigenvalue problem majorization 65F18
ISSN:	0895-4798, 1095-7162
Online Access:	Get full text
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