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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 …
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  • 135
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 $\left|A^TVA-U\right|\quad\quad(*)$ …
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