On a numerical construction of doubly stochastic matrices with prescribed eigenvalues
Numerical Analysis
2023-05-31 v2 Numerical Analysis
Abstract
We study the inverse eigenvalue problem for finding doubly stochastic matrices with specified eigenvalues. By making use of a combination of Dykstra's algorithm and an alternating projection process onto a non-convex set, we derive hybrid algorithms for finding doubly stochastic matrices and symmetric doubly stochastic matrices with prescribed eigenvalues. Furthermore, we prove that the proposed algorithms converge and linear convergence is also proved. Numerical examples are presented to demonstrate the efficiency of our method.
Cite
@article{arxiv.2208.11610,
title = {On a numerical construction of doubly stochastic matrices with prescribed eigenvalues},
author = {Kassem Rammal and Bassam Mourad and Hassan Abbas and Hassan Issa},
journal= {arXiv preprint arXiv:2208.11610},
year = {2023}
}
Comments
16 pages