Stability Estimates on the Jacobi and Unitary Hessenberg Inverse Eigenvalue Problems

Authors:
Leonid Knizhnerman
Affiliations:
-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2005

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Cited 1

Sensitivity of the Lanczos recurrence to Gaussian quadrature data: How malignant can small weights be?

Journal of Computational and Applied Mathematics

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Abstract

Perturbation bounds for the Jacobi inverse eigenvalue problem (JIEP), which are more realistic than the earlier ones, are proved and illustrated by numerical experiments. The technique of orthonormal polynomials and integral representation of Hankel determinants is used. The same technique is then applied to the unitary Hessenberg inverse eigenvalue problem (UHIEP).