講題:On a Geometric Approach for Solving Structured Inverse Eigenvalue and Singular Value Problems
時間:01/08(二) 13:30
地點:校本部第二綜合大樓8樓A813教室
摘要: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 talk, two topics will be included.
First,we provide a necessary and sufficient condition for the
existence of a 2-by-2 real matrix, or even a nonnegative matrix,
with prescribed eigenvalues, singular values, and main diagonal
entries.Second, 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.