Abstract: In this paper, we present new algorithms that can replace the diagonal entries of a Hermitian matrix by any set of diagonal entries that majorize the original set without altering the eigenvalues of the matrix. They perform this feat by applying a sequence of (N − 1) or fewer plane rotations, where N is the dimension of the matrix. Both the Bendel–Mickey and the Chan–Li algorithms are special cases of the proposed procedures. Using the fact that a positive semidefinite matrix can always be factored as X∗X, we also provide more efficient versions of the algorithms that can directly construct factors with specified singular values and column norms. We conclude with some open problems related to the construction of Hermitian matrices with joint diagonal and spectral properties.
- Numerical Linear Algebra
- Generalized Finite Algorithms for Constructing Hermitian Matrices with Prescribed Diagonal and Spectrum (pdf)
I. Dhillon, R. Jr., M. Sustik, J. Tropp.
SIAM Journal of Matrix Analysis and Applications (SIMAX) 27(1), pp. 61-71, June 2005.