A Riemannian variant of the Fletcher-Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata

Teng-Teng Yao, Zheng-Jian Bai, Zhi Zhao

Abstract: In this paper, we focus on the stochastic inverse eigenvalue problem with partial eigendata of constructing a stochastic matrix from the prescribed partial eigendata. A Riemannian variant of the Flet...