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Numerical algorithms for problems in analysis and algebra, scientific computation
6
votes
1
answer
215
views
numerically track spectrum curves of a parameter dependent linear operator
Hi, I am interested in how to numerically track spectrum curves of a parameter dependent linear operator.
Given a linear operator in square matrix form $M(t)$, where the matrix is smooth dependent of …
4
votes
1
answer
1k
views
An optimization problem in numerical linear algebra
Provided two diagonal real matrix which has positive entries, $V$ and $U$.
Find a real matrix $A$, satisfying $A^TA=a^2I$ for some scalar $a$, to minimise
$\left|A^TVA-U\right|\quad\quad(*)$ …