A Numerical Method for the Inverse Stochastic Spectrum Problem

DOI10.1137/S0895479896292418zbMath0917.65037OpenAlexW1993424854MaRDI QIDQ4210275

Quanlin Guo, Moody T. Chu

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

zbMATH Keywords

singular value decompositionnumerical experimentsnonnegative matrixnumerical stabilityleast squaresstochastic matrixisospectral matricesprescribed spectrumsteepest descent flowstructured Markov chain

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)

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Uses Software

• Matlab
• MATLAB ODE suite