Numerische Mathematik

, Volume 123, Issue 2, pp 309–331 | Cite as

Solving inverse cone-constrained eigenvalue problems

Article

Abstract

We compare various algorithms for constructing a matrix of order \(n\) whose Pareto spectrum contains a prescribed set \(\Lambda =\{\lambda _1,\ldots , \lambda _p\}\) of reals. In order to avoid overdetermination one assumes that \(p\) does not exceed \(n^2.\) The inverse Pareto eigenvalue problem under consideration is formulated as an underdetermined system of nonlinear equations. We also address the issue of computing Lorentz spectra and solving inverse Lorentz eigenvalue problems.

Mathematics Subject Classification

15A18 65F18 65H17 

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Copyright information

© Springer-Verlag 2012

Authors and Affiliations

  1. 1.Departamento de MatemáticaUniversidad Técnica Federico Santa MaríaValparaísoChile
  2. 2.Department of MathematicsUniversity of AvignonAvignonFrance

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