Report Number: CS-TR-78-684
Institution: Stanford University, Department of Computer Science
Title: The matrix inverse eigenvalue problem for periodic Jacobi
Author: Boley, Daniel L.
Author: Golub, Gene H.
Date: December 1978
Abstract: A stable numerical algorithm is presented for generating a
periodic Jacobi matrix from two sets of eigenvalues and the
product of the off-diagonal elements of the matrix. The
algorithm requires a simple generalization of the Lanczos
algorithm. It is shown that the matrix is not unique, but the
algorithm will generate all possible solutions.