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A Riemannian inexact Newton-CG method for constructing nonnegative matrix with prescribed realizable spectrum
Zhi Zhao1; Zheng-Jian Bai2; Xiao-Qing Jin3
2018-06-28
Source PublicationNumerische Mathematik
Abstract

This paper is concerned with the inverse eigenvalue problem of finding a nonnegative matrix such that it has the prescribed realizable spectrum. We reformulate the inverse eigenvalue problem as an under-determined constrained nonlinear matrix equation over several matrix manifolds. Then we propose a Riemannian inexact Newton-CG method for solving the nonlinear matrix equation. The global and quadratic convergence of the proposed method is established under some assumptions. We also extend the proposed method to the case of prescribed entries. Finally, numerical experiments are reported to illustrate the efficiency of the proposed method.

KeywordInverse Eigenvalue Problems Algorithm Conjugate-gradient Method Sufficient Conditions
DOI10.1007/s00211-018-0982-2
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000447395500001
PublisherSPRINGER HEIDELBERG
Scopus ID2-s2.0-85049144641
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Document TypeJournal article
CollectionFaculty of Science and Technology
Corresponding AuthorZheng-Jian Bai
Affiliation1.Department of Mathematics,School of Sciences, Hangzhou Dianzi University, Hangzhou 310018, People’s Republic of China
2.School of Mathematical Sciences and Fujian Provincial Key Laboratory on Mathematical Modeling & High Performance Scientific Computing, Xiamen University, Xiamen 361005, People’s Republic of China
3.Department of Mathematics, University of Macau, Macao, People’s Republic of China
Recommended Citation
GB/T 7714
Zhi Zhao,Zheng-Jian Bai,Xiao-Qing Jin. A Riemannian inexact Newton-CG method for constructing nonnegative matrix with prescribed realizable spectrum[J]. Numerische Mathematik,2018.
APA Zhi Zhao,Zheng-Jian Bai,&Xiao-Qing Jin.(2018).A Riemannian inexact Newton-CG method for constructing nonnegative matrix with prescribed realizable spectrum.Numerische Mathematik.
MLA Zhi Zhao,et al."A Riemannian inexact Newton-CG method for constructing nonnegative matrix with prescribed realizable spectrum".Numerische Mathematik (2018).
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