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Abstract: 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. Beside being theoretically interesting, the technique could be employed to create test matrices with desired spectral features. Numerical experiment shows this algorithm is quite efficient and robust. (Update)
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BibTeX entry: (Update)
@misc{ with-fast,
author = "Constructing Matrices With",
title = "A Fast Recursive Algorithm For",
url = "citeseer.ist.psu.edu/758195.html" }
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