MIMO transceiver design via majorization theory
Foundations and Trends in Communications and Information Theory
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The Weyl--Horn theorem characterizes a relationship between the eigenvalues and the singular values of an arbitrary matrix. Based on that characterization, a fast recursive algorithm is developed to construct numerically a matrix with prescribed eigenvalues and singular values. Besides being of theoretical interest, the technique could be employed to create test matrices with desired spectral features. Numerical experiment shows this algorithm to be quite efficient and robust.