Report Number: CS-TR-78-684
Institution: Stanford University, Department of Computer Science
Title: The matrix inverse eigenvalue problem for periodic Jacobi matrices
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.
http://i.stanford.edu/pub/cstr/reports/cs/tr/78/684/CS-TR-78-684.pdf