An inverse eigenvalue problem in symmetric sparse quadratic model updating
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s40314-020-01380-8.pdf
Reference38 articles.
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3. Boyd S, Vandenberghe L (2004) Convex optimization. Cambridge University Press, Cambridge
4. Brahma S, Datta BN (2007) A Sylvester-equation based parametric approach for minimum norm and robust partial quadratic eigenvalue assignment problems. In: Control and automation, 2007. MED’07. Mediterranean conference on, pp 1–6. IEEE,
5. Cai J, Chen J (2018) Least-squares solutions of generalized inverse eigenvalue problem over Hermitian–Hamiltonian matrices with a submatrix constraint. Comput Appl Math 37(1):593–603
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