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Construction of Matrices with Prescribed Singular Values and Eigenvalues

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Abstract

Two issues concerning the construction of square matrices with prescribe singular values an eigenvalues are addressed. First, a necessary and sufficient condition for the existence of an n × n complex matrix with n given nonnegative numbers as singular values an m (≤ n) given complex numbers to be m of the eigenvalues is determined. This extends the classical result of Weyl and Horn treating the case when m = n. Second, an algorithm is given to generate a triangular matrix with prescribe singular values an eigenvalues. Unlike earlier algorithms, the eigenvalues can be arranged in any prescribe order on the diagonal. A slight modification of this algorithm allows one to construct a real matrix with specified real an complex conjugate eigenvalues an specified singular values. The construction is done by multiplication by diagonal unitary matrices, permutation matrices and rotation matrices. It is numerically stable and may be useful in developing test software for numerical linear algebra packages.

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Authors and Affiliations

  1. Department of Mathematics, The College of William and Mary, Williamsburg, VA, 23187, USA

    Chi-Kwong Li & Roy Mathias

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  1. Chi-Kwong Li
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  2. Roy Mathias
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Li, CK., Mathias, R. Construction of Matrices with Prescribed Singular Values and Eigenvalues. BIT Numerical Mathematics 41, 115–126 (2001). https://doi.org/10.1023/A:1021969818438

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