Inverse eigenproblem for centrosymmetric and centroskew matrices and their approximation

In this paper, we first give the solvability condition for the following inverse eigenproblem (IEP): given a set of vectors { x i} i=1 m in C n and a set of complex numbers { λ i } i=1 m , find a centrosymmetric or centroskew matrix C in R n×n such that { x i} i=1 m and { λ i } i=1 m are the eigenve...

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Veröffentlicht in:Theoretical computer science 2004-05, Vol.315 (2), p.309-318
Hauptverfasser: Bai, Zheng-Jian, Chan, Raymond H.
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper, we first give the solvability condition for the following inverse eigenproblem (IEP): given a set of vectors { x i} i=1 m in C n and a set of complex numbers { λ i } i=1 m , find a centrosymmetric or centroskew matrix C in R n×n such that { x i} i=1 m and { λ i } i=1 m are the eigenvectors and eigenvalues of C, respectively. We then consider the best approximation problem for the IEPs that are solvable. More precisely, given an arbitrary matrix B in R n×n , we find the matrix C which is the solution to the IEP and is closest to B in the Frobenius norm. We show that the best approximation is unique and derive an expression for it.
ISSN:0304-3975
1879-2294
DOI:10.1016/j.tcs.2004.01.017