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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Vydané v:	SIAM journal on matrix analysis and applications Ročník 27; číslo 1; s. 61 - 71
Hlavní autori:	Dhillon, Inderjit S., Heath, Robert W., Sustik, Mátyás A., Tropp, Joel A.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2005
Predmet:	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
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