A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum

This paper is concerned with the inverse eigenvalue problem of finding a nonnegative matrix such that it has the prescribed realizable spectrum. We reformulate the inverse eigenvalue problem as an under-determined constrained nonlinear matrix equation over several matrix manifolds. Then we propose a Riemannian inexact Newton-CG method for solving the nonlinear matrix equation. The global and quadratic convergence of the proposed method is established under some assumptions. We also extend the proposed method to the case of prescribed entries. Finally, numerical experiments are reported to illustrate the efficiency of the proposed method.

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