Inverse unitary eigenproblems and related orthogonal functions

Summary. This paper explores the relationship between certain inverse unitary eigenvalue problems and orthogonal functions. In particular, the inverse eigenvalue problems for unitary Hessenberg matrices and for Schur parameter pencils are considered. The Szeg? recursion is known to be identical to the Arnoldi process and can be seen as an algorithm for solving an inverse unitary Hessenberg eigenvalue problem. Reformulation of this inverse unitary Hessenberg eigenvalue problem yields an inverse eigenvalue problem for Schur parameter pencils. It is shown that solving this inverse eigenvalue problem is equivalent to computing Laurent polynomials orthogonal on the unit circle. Efficient and reliable algorithms for solving the inverse unitary eigenvalue problems are given which require only O() arithmetic operations as compared with O() operations needed for algorithms that ignore the structure of the problem. Received April 3, 1995 / Revised version received August 29, 1996     

Isospectral flow method for nonnegative inverse eigenvalue problem with prescribed structure

The nonnegative inverse eigenvalue problem is that given a family of complex numbers λ={λ₁,…,λ_n}, find a nonnegative matrix of order n with spectrum λ. This problem is difficult and remains unsolved partially. In this paper, we focus on its generalization that the reconstructed nonnegative matrices should have some prescribed entries. It is easy to see that this new problem will come back to the common nonnegative inverse eigenvalue problem if there is no constraint of the locations of entries. A numerical isospectral flow method which is developed by hybridizing the optimization theory and steepest descent method is used to study the reconstruction. Moreover, an error estimate of the numerical iteration for ordinary differential equations on the matrix manifold is presented. After that, a numerical method for the nonnegative symmetric inverse eigenvalue problem with prescribed entries and its error estimate are considered. Finally, the approaches are verified by the numerical test results.     

关于加法逆特征值问题

１．引言 设Ａ（ｃ）＝（ａｉｊ（ｃ））是ｎ阶实矩阵,其元素ａｉｊ（ｃ）（ｉ,ｊ＝１,…,ｎ）是参变量ｃ＝（Ｃ１,…,ｃｎ）Ｔ的实解析函数,λ１（ｃ）,…,λｎ（Ｃ）是矩阵Ａ（ｃ）的特征值,λ１,…,λｎ是给定的实数,代数特征值反问题［４］就是研究如何求解实的ｃ,使Ａ（ｃ）的特征值为给定的λ１,…,λｎ． 假设给定的ｎ个数λ１,…,λｎ互异,且问题的解存在（解不存在时可考虑某种形式的最小二乘解）,过去的研究一般是直接研究或将问题转化为如下等价的非线性方程组 ｄｅｔ（Ａ（ｃ卜人Ｉ）一０, ｉ＝ １,…,…     

Perturbed preconditioned inverse iteration for operator eigenvalue problems with applications to adaptive wavelet discretization

In this paper we discuss an abstract iteration scheme for the calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. A short and geometric proof based on the preconditioned inverse iteration (PINVIT) for matrices (Knyazev and Neymeyr, SIAM J Matrix Anal 31:621–628, 2009) is extended to the case of operators. We show that convergence is retained up to any tolerance if one only uses approximate applications of operators which leads to the perturbed preconditioned inverse iteration (PPINVIT). We then analyze the Besov regularity of the eigenfunctions of the Poisson eigenvalue problem on a polygonal domain, showing the advantage of an adaptive solver to uniform refinement when using a stable wavelet base. A numerical example for PPINVIT, applied to the model problem on the L-shaped domain, is shown to reproduce the predicted behaviour.     

Constructive methods for spectra with three nonzero elements in the nonnegative inverse eigenvalue problem

We present and compare three constructive methods for realizing nonreal spectra with three nonzero elements in the nonnegative inverse eigenvalue problem. We also provide some necessary conditions for realizability and numerical examples. In particular, we utilize the companion matrix.     

关于Jacobi矩阵的特征值反问题可解的充分必要条件的一个注记 (英)

本文讨论一类具有特殊结构的Jacobi矩阵的特征值反问题,该问题由描述变截面杆的微分方程离散化得到．我们得到了这个问题有解的一些必要条件,并且通过一些数值例子,说明了L．Lu和K．Michael给出的充分条件和算法在矩阵的阶数高于3的时候是错误的。     

The Inexact Newton-Like Method for Inverse Eigenvalue Problem

In this paper, we consider using the inexact Newton-like method for solving inverse eigenvalue problem. This method can minimize the oversolving problem of Newton-like methods and hence improve the efficiency. We give the convergence analysis of the method, and provide numerical tests to illustrate the improvement over Newton-like methods.     

Reconstruction for a class of the inverse transmission eigenvalue problem

The authors present a constructive algorithm for the numerical solution to a class of the inverse transmission eigenvalue problem. The numerical experiments are provided to demonstrate the efficiency of our algorithms by a numerical example.     

A spectral projection method for transmission eigenvalues

We consider a nonlinear integral eigenvalue problem, which is a reformulation of the transmission eigenvalue problem arising in the inverse scattering theory. The boundary element method is employed for discretization, which leads to a generalized matrix eigenvalue problem. We propose a novel method based on the spectral projection. The method probes a given region on the complex plane using contour integrals and decides whether the region contains eigenvalue(s) or not. It is particularly suitable to test whether zero is an eigenvalue of the generalized eigenvalue problem, which in turn implies that the associated wavenumber is a transmission eigenvalue. Effectiveness and efficiency of the new method are demonstrated by numerical examples.     

用3个向量对构造梁振动系统的刚度矩阵

针对梁的离散化模型的刚度矩阵是五对角矩阵,梁振动反问题的实质是实对称五对角矩阵的特征值反问题.该文利用向量对、Moore-Penrose广义逆给出了实对称五对角矩阵向量对反问题存在唯一解的条件,并结合矩阵分块讨论了双对称五对角矩阵向量对反问题解存在唯一的条件,进而计算了次对角线位置元素为负,其它位置元素均为正的实对称五对角矩阵特征值反问题.由于构造梁的离散模型需要的数据可由测试得到,故而其结果适合于模态分析、系统结构的分析与设计等方面应用.最后给出了数值算例,通过数值讨论说明方法的有效性.     

A Riemannian variant of the Fletcher–Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata

In this paper, we focus on the stochastic inverse eigenvalue problem with partial eigendata of constructing a stochastic matrix from the prescribed partial eigendata. A Riemannian variant of the Fletcher–Reeves conjugate gradient method is proposed for solving a general unconstrained minimization problem on a Riemannian manifold, and the corresponding global convergence is established under some assumptions. Then, we reformulate the inverse problem as a nonlinear least squares problem over a matrix oblique manifold, and the application of the proposed geometric method to the nonlinear least squares problem is investigated. The proposed geometric method is also applied to the case of prescribed entries and the case of column stochastic matrix. Finally, some numerical tests are reported to illustrate that the proposed geometric method is effective for solving the inverse problem.     

The inverse scattering problem for a partially coated penetrable cavity with interior measurements

In this paper we consider the inverse scattering problem for a cavity that is bounded by a partially coated penetrable inhomogeneous medium of compact support and recover the shape of the cavity and the surface conductivity from a knowledge of measured scattered waves due to point sources located on a curve or surface inside the cavity. First, we prove that both the shape of the cavity and the surface conductivity on the coated part can be uniquely determined from a knowledge of the measured data. Next, we establish a linear sampling method for determining both the shape of the cavity and the surface conductivity. A central role in our justification is played by an eigenvalue problem which we call the exterior transmission eigenvalue problem. Finally, we present some numerical examples to illustrate the validity of our method.     

实对称五对角矩阵逆特征值问题

1 引 言 对于n阶实对称矩阵A=(aij),r是一个正整数,且1≤r≤n-1,当|i-j|>r时,aij=0(i,j=1,2,…,n),至少有一个i使得ai,i+r≠0,则称矩阵A是带宽为2r+1的实对称带状矩阵.特别地,当r=1时,称A为实对称三对角矩阵;当r=2时,称A为实对称五对角矩阵. 实对称带状矩阵逆特征值问题应用十分广泛,这类问题不仅来自微分方程逆特征值问     

A Homotopy Algorithm for Solving the Inverse Eigenvalue Problem for Complex Symmetric Matrices

A homotopy algorithm for solving the inverse eigenvalue problem for complex symmetric matrices is suggested. Some numerical examples are presented.     

Closure of the squared Zakharov-Shabat eigenstates

By solving the inverse scattering problem for a third-order (degenerate) eigenvalue problem, we can find the closure of the squared eigenfunctions of the Zakharov-Shabat equations. The question of the completeness of squared eigenstates occurs in many aspects of “inverse scattering transforms” (solving nonlinear evolution equations exactly by inverse scattering techniques) as well as in various aspects of the inverse scattering problem. The method we use is quite suggestive as to how one might find the closure of the squared eigenfunctions of other eigenvalue equations, and we point the strong analogy between our results and the problem of finding the closure of the eigenvectors of a nonself-adjoint matrix.     

A SMALLEST SINGULAR VALUE METHOD FOR SOLVING INVERSE EIGENVALUE PROBLEMS

1.IntroductionConsiderthefollowinginverseeigenvalueproblem:ProblemG.LetA(x)ERnxn5earealanalyticmatrix-valuedfunctionofxeR".Findapointx*eR"suchthatthematrixA(x*)ha8agiven8Pectral8etL={Al,'tA.}.HereA1,'1A.aregivencomPlexnum6ersandclosedundercomplexconjugation.Thiskindofproblemarisesofteninvariousareasofapplications(seeFreidlandetal.(1987)andreferencescontainedtherein).ThetwospecialcasesofProblemG,whicharefrequentlyencountered,arethefollowingproblemsproposedbyDowningandHouseholder(19…     

由主子阵和特殊次序缺损特征对构造Jacobi矩阵

In this paper,an inverse eigenvalue problem of constructing a Jacobian matrix from its prescribed specially ordered defective eigenpairs and a principal subma-trix is considered.The necessary and sufficient conditions for the existence and uniqueness of the solution are derived.Two numerical algorithms and two numer-ical examples are given.     

Local and parallel finite element method for solving the biharmonic eigenvalue problem of plate vibration

In this paper, we establish a new local and parallel finite element discrete scheme based on the shifted‐inverse power method for solving the biharmonic eigenvalue problem of plate vibration. We prove the local error estimation of finite element solution for the biharmonic equation/eigenvalue problem and prove the error estimation of approximate solution obtained by the local and parallel scheme. When the diameters of three grids satisfy H⁴ = ?(w²) = ?(h), the approximate solutions obtained by our schemes can achieve the asymptotically optimal accuracy. The numerical experiments show that the computational schemes proposed in this paper are effective to solve the biharmonic eigenvalue problem of plate vibration.     

A Jacobi matrix inverse eigenvalue problem with mixed data

In this paper, the inverse eigenvalue problem of reconstructing a Jacobi matrix from part of its eigenvalues and its leading principal submatrix is considered. The necessary and sufficient conditions for the existence and uniqueness of the solution are derived. Furthermore, a numerical algorithm and some numerical examples are given.     

Interaction of faults under slip‐dependent friction. Non‐linear eigenvalue analysis

We analyse the evolution of a system of finite faults by considering the non‐linear eigenvalue problems associated to static and dynamic solutions on unbounded domains. We restrict our investigation to the first eigenvalue (Rayleigh quotient). We point out its physical significance through a stability analysis and we give an efficient numerical algorithm able to compute it together with the corresponding eigenfunction. We consider the anti‐plane shearing on a system of finite faults under a slip‐dependent friction in a linear elastic domain, not necessarily bounded. The static problem is formulated in terms of local minima of the energy functional. We introduce the non‐linear (static) eigenvalue problem and we prove the existence of a first eigenvalue/eigenfunction characterizing the isolated local minima. For the dynamic problem, we discuss the existence of solutions with an exponential growth, to deduce a (dynamic) non‐linear eigenvalue problem. We prove the existence of a first dynamic eigenvalue and we analyse its behaviour with respect to the friction parameter. We deduce a mixed finite element discretization of the non‐linear spectral problem and we give a numerical algorithm to approach the first eigenvalue/eigenfunction. Finally we give some numerical results which include convergence tests, on a single fault and a two‐faults system, and a comparison between the non‐linear spectral results and the time evolution results. Copyright © 2004 John Wiley & Sons, Ltd.