A NUMERICALLY STABLE ALGORITHM FOR THE INVERSE EIGENPROBLEM

Authors
SHALABY MA
Citation
Ma. Shalaby, A NUMERICALLY STABLE ALGORITHM FOR THE INVERSE EIGENPROBLEM, International journal of computer mathematics, 52(1-2), 1994, pp. 55-64
Citations number
17
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
International journal of computer mathematics
ISSN journal
00207160 → ACNP
Volume
52
Issue
1-2
Year of publication
1994
Pages
55 - 64
Database
ISI
SICI code
Abstract
A new algorithm for the inverse eigenproblem of a controllable pair (A , B) is presented. The proposed method is based on the controllability canonical form and the algorithm is numerically stable, non-iterative and produces a semi-robust least-squares solution. The method copes w ith both complex eigenvalues and real ones. Two illustrative example a s well as comparative study are given.