Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Numerical solutions to inverse eigenvalue problems (65F18)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
On some inverse singular value problems with Toeplitz-related structure
Some applications of doubly stochastic matrices
A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem
A nonsmooth version of Newton's method
On the local convergence of an iterative approach for inverse singular value problems
A Riemannian variant of the Fletcher-Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata
Some Properties and Applications of Doubly Stochastic Matrices
Proximity Maps for Convex Sets
A Discrete Approach for the Inverse Singular Value Problem in Some Quadratic Group
Finite-Step Algorithms for Constructing Optimal CDMA Signature Sequences
Matrix Analysis
Optimization and nonsmooth analysis
Variational Analysis
A Dual Approach to Semidefinite Least-Squares Problems
On Projection Algorithms for Solving Convex Feasibility Problems
A regularized directional derivative-based Newton method for inverse singular value problems
A Fast Recursive Algorithm for Constructing Matrices with Prescribed Eigenvalues and Singular Values
Numerical methods for solving nonnegative inverse singular value problems with prescribed structure
Manifold Optimization Over the Set of Doubly Stochastic Matrices: A Second-Order Geometry
A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry
Numerical Methods for Solving Inverse Eigenvalue Problems for Nonnegative Matrices
A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems

This page was built for publication: Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6612467)