A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems

DOI10.1137/15M1023051zbMath1376.65061OpenAlexW2282216560WikidataQ115246970 ScholiaQ115246970MaRDI QIDQ2797100

Zhi Zhao, Wai-Ki Ching, Teng-Teng Yao, Zheng-Jian Bai

Publication date: 4 April 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1023051

zbMATH Keywords

inverse eigenvalue problemdoubly stochastic matrixRiemannian Fletcher-Reeves conjugate gradient methodRiemannian isospectral flow

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Programming in abstract spaces (90C48) Eigenvalues, singular values, and eigenvectors (15A18) Numerical solutions to inverse eigenvalue problems (65F18)

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