Construction of matrices with prescribed singular values and eigenvalues (Q5937102)

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scientific article; zbMATH DE number 1618505
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Construction of matrices with prescribed singular values and eigenvalues
scientific article; zbMATH DE number 1618505

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    Construction of matrices with prescribed singular values and eigenvalues (English)
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    26 June 2002
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    The necessary and sufficient condition for existence of a complex square matrix with prescribed (nonnegative) singular values and (complex) eigenvalues (viz., the Weyl-Horn inequalities) is generalized to the case where not all the eigenvalues are prescribed (and, by the way, an amusing observation about the ``missing'' eigenvalues is made in this context) and then, the construction itself is addressed. The current available algorithms are made more sophisticated - the order of eigenvalues may be prescribed in triangular case. This idea improves the recent algorithm of \textit{M. T. Chu} [SIAM J. Numer. Anal. 37, No. 3, 1004-1020 (2000; Zbl 0994.65040)] and, as the most important consequence, the matrix may be required real (one first constructs its block-triangular predecessor with the necessary two-by-two partitioning).
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    eigenvalues and singular values
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    mutual compatibility (majorization) conditions
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    re-construction of matrices
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    re-construction of real matrices
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    Weyl-Horn inequalities
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    algorithms
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    inverse eigenvalue problem
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