Nearest matrix with prescribed eigenvalues and its applications
Numerical Analysis
2015-02-19 v3
Abstract
Consider matrix and a set consisting of prescribed complex numbers. Lippert (2010) in a challenging article, studied geometrically the spectral norm distance from to the set and constructed a perturbation matrix with minimum spectral norm such that had in its spectrum. This paper presents an easy practical computational method for constructing the optimal perturbation by extending necessary definitions and lemmas of previous works. Also, some conceivable applications of this issue are provided.
Cite
@article{arxiv.1401.0482,
title = {Nearest matrix with prescribed eigenvalues and its applications},
author = {Esmaeil Kokabifar and Ghasem Barid Loghmani and S. M. Karbassi},
journal= {arXiv preprint arXiv:1401.0482},
year = {2015}
}