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A systematic linear space approach to solving partially described inverse eigenvalue problems

Sau-Lon James Hu1 and Haujun Li2

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Most applications of the inverse eigenvalue problem (IEP), which concerns the reconstruction of a matrix from prescribed spectral data, are associated with special classes of structured matrices. Solving the IEP requires one to satisfy both the spectral constraint and the structural constraint. If the spectral constraint consists of only one or few prescribed eigenpairs, this kind of inverse problem has been referred to as the partially described inverse eigenvalue problem (PDIEP). This paper develops an efficient, general and systematic approach to solve the PDIEP. Basically, the approach, applicable to various structured matrices, converts the PDIEP into an ordinary inverse problem that is formulated as a set of simultaneous linear equations. While solving simultaneous linear equations for model parameters, the singular value decomposition method is applied. Because of the conversion to an ordinary inverse problem, other constraints associated with the model parameters can be easily incorporated into the solution procedure. The detailed derivation and numerical examples to implement the newly developed approach to symmetric Toeplitz and quadratic pencil (including mass, damping and stiffness matrices of a linear dynamic system) PDIEPs are presented. Excellent numerical results for both kinds of problem are achieved under the situations that have either unique or infinitely many solutions.


PACS

02.30.Zz Inverse problems

02.10.Yn Matrix theory

02.60.Dc Numerical linear algebra

MSC

65F18 Inverse eigenvalue problems

15A29 Inverse problems

15A22 Matrix pencils (See also 47A56)

Subjects

Mathematical physics

Computational physics

Dates

Issue 3 (June 2008)

Received 21 October 2007, in final form 24 March 2008

Published 21 April 2008



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