Stability Estimates on the Jacobi and Unitary Hessenberg Inverse Eigenvalue Problems
Leonid Aronovich Knizhnerman · SIAM Journal on Matrix Analysis and Applications · 2004
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).