An inverse eigenproblem and an associated approximation problem for generalized reflexive and anti-reflexive matrices

摘要

In this paper, we first give the existence of and the general expression for the solution to an inverse eigenproblem defined as follows: given a set of real n-vectors xii=1m and a set of real numbers λii=1m, and an n-by-n real generalized reflexive matrix A (or generalized anti-reflexive matrix B) such that xii=1m and λii=1m are the eigenvectors and eigenvalues of A (or B), respectively, we solve the best approximation problem for the inverse eigenproblem. That is, given an arbitrary real n-by-n matrix A, we find a matrix AA which is the solution to the inverse eigenproblem such that the distance between A and AA is minimized in the Frobenius norm. We give an explicit solution and a numerical algorithm for the best approximation problem over generalized reflexive (or generalized anti-reflexive) matrices. Two numerical examples are also presented to show that our method is effective.