eigeninv-package: A package for generating matrices that have a given set of...
In eigeninv: Generates (dense) matrices that have a given set of eigenvalues
Description
Details
Author(s)
References
Description
Solves the “inverse eigenvalue problem” which is to generate a real-valued matrix that has the specified real eigenvalue spectrum. It uses the Soules' matrix. It can generate infinitely many dense matrices, symmetric or asymmetric, with the given set of eigenvalues. Algorithm can also generate stochastic and doubly stochastic matrices, which have the property that their elements are probability measures and that the row sums and colum sums (for doubly stochastic) are equal to 1.
Details
Package: eigeninv
Type: Package
Version: 2011
Date: 2011-08-23
License: GPL-2 or greater
LazyLoad: yes
Author(s)
Ravi Varadhan, Johns Hopkins University
URL: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html
Maintainer: Ravi Varadhan <rvaradhan@jhmi.edu>
References
MQ Chen, L Han, and M Neumann, On single and double Soules matrices, Linear Algebra Appl, 416, p.88-110, 2006
MT Chu and GH Golub, Inverse Eigenvalue Problems, Oxford University Press, 2005
eigeninv documentation built on May 2, 2019, 2:17 a.m.
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Description Details Author(s) References
Description
Solves the “inverse eigenvalue problem” which is to generate a real-valued matrix that has the specified real eigenvalue spectrum. It uses the Soules' matrix. It can generate infinitely many dense matrices, symmetric or asymmetric, with the given set of eigenvalues. Algorithm can also generate stochastic and doubly stochastic matrices, which have the property that their elements are probability measures and that the row sums and colum sums (for doubly stochastic) are equal to 1.
Details
| Package: | eigeninv |
| Type: | Package |
| Version: | 2011 |
| Date: | 2011-08-23 |
| License: | GPL-2 or greater |
| LazyLoad: | yes |
Author(s)
Ravi Varadhan, Johns Hopkins University
URL: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html
Maintainer: Ravi Varadhan <rvaradhan@jhmi.edu>
References
MQ Chen, L Han, and M Neumann, On single and double Soules matrices, Linear Algebra Appl, 416, p.88-110, 2006
MT Chu and GH Golub, Inverse Eigenvalue Problems, Oxford University Press, 2005
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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