English

Reconstruction of tridiagonal matrices from spectral data

Numerical Analysis 2007-05-23 v1 Mathematical Physics math.MP

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 UΛπ{\cal U}^\pi_\Lambda centered at diagonal matrices Λπ\Lambda^\pi, where π\pi spans the permutations. {\it Bidiagonal coordinates} are a variant of norming constants which parametrize each open set UΛπ{\cal U}^\pi_\Lambda 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.

Keywords

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