On inverse quadratic eigenvalue problems with partially prescribed eigenstructure

Moody T. Chu*, Yuen Cheng Kuo, Wen-Wei Lin

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

38 Scopus citations

Abstract

The inverse eigenvalue problem of constructing real and symmetric square matrices M, C, and K of size n x n for the quadratic pencil Q(λ) = λ2M + λC + K so that Q(λ) has a prescribed subset of eigenvalues and eigenvectors is considered. This paper consists of two parts addressing two related but different problems. The first part deals with the inverse problem where M and K are required to be positive definite and semidefmite, respectively. It is shown via construction that the inverse problem is solvable for any k, given complex conjugately closed pairs of distinct eigenvalues and linearly independent eigenvectors, provided k ≤ n. The construction also allows additional optimization conditions to be built into the solution so as to better refine the approximate pencil. The eigenstructure of the resulting Q(λ) is completely analyzed. The second part deals with the inverse problem where M is a fixed positive definite matrix (and hence may be assumed to be the identity matrix In). It is shown via construction that the monic quadratic pencil Q(λ) = λ2In + λC + K, with n + 1 arbitrarily assigned complex conjugately closed pairs of distinct eigenvalues and column eigenvectors which span the space ℂn, always exists. Sufficient conditions under which this quadratic inverse eigenvalue problem is uniquely solvable are specified.

Original languageEnglish
Pages (from-to)995-1020
Number of pages26
JournalSIAM Journal on Matrix Analysis and Applications
Volume25
Issue number4
DOIs
StatePublished - 22 Nov 2004

Keywords

  • Inverse eigenvalue problem
  • Partial eigenstructure assignment
  • Partially prescribed spectrum
  • Quadratic eigenvalue problem

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