Moody T. Chu and Gene H. Golub
- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198566649
- eISBN:
- 9780191718021
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198566649.003.0007
- Subject:
- Mathematics, Applied Mathematics
This chapter shows that the problems of computing least squares approximations for various types of real and symmetric matrices subject to spectral constraints share a common structure. A general ...
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This chapter shows that the problems of computing least squares approximations for various types of real and symmetric matrices subject to spectral constraints share a common structure. A general framework by using the projected gradient method is described. A broad range of applications, including the Toeplitz inverse eigenvalue problem, the simultaneous reduction problem, and the nearest normal matrix approximation, are discussed.Less
This chapter shows that the problems of computing least squares approximations for various types of real and symmetric matrices subject to spectral constraints share a common structure. A general framework by using the projected gradient method is described. A broad range of applications, including the Toeplitz inverse eigenvalue problem, the simultaneous reduction problem, and the nearest normal matrix approximation, are discussed.
