On Some Inverse Eigenvalue Problems with Toeplitz-Related Structure

Fasma Diele, Teresa Laudadio, Nicola Mastronardi · SIAM Journal on Matrix Analysis and Applications · 2004

Some inverse eigenvalue problems for matrices with Toeplitz-related structure are considered in this paper. In particular, the solutions of the inverse eigenvalue problems for Toeplitz-plus-Hankel matrices and for Toeplitz matrices having all double eigenvalues are characterized, respectively, in close form. Being centrosymmetric itself, the Toeplitz-plus-Hankel solution can be used as an initial value in a continuation method to solve the more difficult inverse eigenvalue problem for symmetric Toeplitz matrices. Numerical testing results show a clear advantage of such an application.

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