A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum

被引:0
|
作者
Zhi Zhao
Teng-Teng Yao
Zheng-Jian Bai
Xiao-Qing Jin
机构
[1] Hangzhou Dianzi University,Department of Mathematics, School of Sciences
[2] Zhejiang Univessity of Science and Technology,Department of Mathematics, School of Sciences
[3] Xiamen University,School of Mathematical Sciences
[4] University of Macau,Department of Mathematics
来源
Numerical Algorithms | 2023年 / 92卷
关键词
Symmetric nonnegative inverse eigenvalue problem; Underdetermined equation; Riemannian Newton dogleg method; Preconditioner; 15A18; 65F08; 65F18; 65F15;
D O I
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中图分类号
学科分类号
摘要
This paper is concerned with the inverse problem of constructing a symmetric nonnegative matrix from realizable spectrum. We reformulate the inverse problem as an underdetermined nonlinear matrix equation over a Riemannian product manifold. To solve it, we develop a Riemannian underdetermined inexact Newton dogleg method for solving a general underdetermined nonlinear equation defined between Riemannian manifolds and Euclidean spaces. The global and quadratic convergence of the proposed method is established under some mild assumptions. Then, we solve the inverse problem by applying the proposed method to its equivalent nonlinear matrix equation and a preconditioner for the perturbed normal Riemannian Newton equation is also constructed. Numerical tests show the efficiency of the proposed method for solving the inverse problem.
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页码:1951 / 1981
页数:30
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