A Numerical Method for the Inverse Stochastic Spectrum Problem
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Publication:4210275
DOI10.1137/S0895479896292418zbMath0917.65037OpenAlexW1993424854MaRDI QIDQ4210275
Publication date: 21 September 1998
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479896292418
singular value decompositionnumerical experimentsnonnegative matrixnumerical stabilityleast squaresstochastic matrixisospectral matricesprescribed spectrumsteepest descent flowstructured Markov chain
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)
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