Reconstruction of tridiagonal matrices from spectral data
Abstract
Jacobi matrices are parametrized by their eigenvalues and norming constants (first coordinates of normalized eigenvectors): this coordinate system breaks down at reducible tridiagonal matrices. The set of real symmetric tridiagonal matrices with prescribed simple spectrum is a compact manifold, admitting an open covering by open dense sets centered at diagonal matrices , where spans the permutations. {\it Bidiagonal coordinates} are a variant of norming constants which parametrize each open set by the Euclidean space. The reconstruction of a Jacobi matrix from inverse data is usually performed by an algorithm introduced by de Boor and Golub. In this paper we present a reconstruction procedure from bidiagonal coordinates and show how to employ it as an alternative to the de Boor-Golub algorithm. The inverse bidiagonal algorithm rates well in terms of speed and accuracy.
Cite
@article{arxiv.math/0508099,
title = {Reconstruction of tridiagonal matrices from spectral data},
author = {Ricardo S. Leite and Nicolau C. Saldanha and Carlos Tomei},
journal= {arXiv preprint arXiv:math/0508099},
year = {2007}
}
Comments
10 pages, 1 figure