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Articles

Reconstructing real symmetric matrices from eigenvalues of finite dimensional perturbations

, &
Pages 1331-1344 | Received 25 Nov 2019, Accepted 10 Feb 2020, Published online: 19 Feb 2020

Abstract

An algorithm for the reconstruction of a symmetric matrix from the eigenvalues of finite dimensional perturbations is given. The sufficient condition of determining the finite symmetric matrices is derived.

2010 Mathematics Subject Classification:

1. Introduction

Let A0 be an n×n real valued symmetric matrix. Let {λi(0)}i=1n be the spectrum of A0. Consider the inverse eigenvalue problem of the real valued symmetric matrices A which are finite dimensional perturbations of A0, expressed by (1) A=A0+i=1paiwiwiT,pZ+(1) where w1,w2,,wp are unit column vectors in Rn and a1,a2,,ap are p real numbers. Let {λi(p)}i=1n be the spectrum of A. Let {λi(j)}i=1n be the spectrum of (2) Aj=A0+i=1jaiwiwiT(2) for j=1,2,,p1. We intend to reconstruct the matrices A from the spectra {λi(j)}i=1n,j=1,2,,p.

There are some results about inverse eigenvalue problem for real valued symmetric matrices (see, for example, [Citation1–8] and references therein). Our main motivation comes from the inverse two spectra problem for Jacobi matrices in [Citation4,Citation5]. In [Citation4], Nylen and Uhlig concerned the reconstruction of an n×n Jacobi matrix T from eigenvalues of T+E11 where Ejj signifies the matrix with a one in the j, j position and zero everywhere else. In [Citation5], they concerned the reconstruction of an n×n Jacobi matrix T from eigenvalues of (I+mEjj,T+kEjj) which are the roots of the equation det(t(I+mEjj)(T+kEjj))=0. From different perspectives, we study the inverse eigenvalue problem for real valued symmetric matrices and give a resolution of the problems in [Citation4,Citation5]. In the paper, we consider finite dimensional perturbations of real valued symmetric matrices while the analysis in [Citation4,Citation5] was concerntrated on rank one perteubations of Jacobi matrices.

The main result of this paper asserts that given the matrix A0 and p sequences of real numbers {λi(j)}i=1n,j=1,2,,p satisfying the interlacing properties (3) λi(j)λi(j+1)λi+1(j),i=1,2,,n1(3) or (4) λi(j+1)λi(j)λi+1(j+1),i=1,2,,n1.(4) Then there exist finite n×n real valued symmetric matrices A such that the spectrum of A is {λi(p)}i=1n and the spectrum of Aj is {λi(j)}i=1n for j=1,2,,p1. The proof of this result is achieved by giving an explicit algorithm for reconstructing all such matrices A.

In Section 3, we apply our results to the inverse eigenvalue problem of Jacobi matrices and resolve the problem in [Citation4,Citation5].

2. The main theorem

To state our main result, we give two propositions and a preliminary theorem.

Proposition 2.1

Each n×n real valued symmetric matrix A can be expressed by (5) A=i=1naiwiwiT,(5) where w1,w2,,wn are unit column vectors in Rn and a1,a2,,an are n real numbers.

Proof.

By Theorem 2.9 of Chapter 7 in [Citation9], there exists an n×n real valued invertible matrix X that (6) A=XTBX,(6) where B=diag(b1,b2,,bn). Let the vector xi be the ith row vector of matrix X. By (Equation6), we get A=b1x1Tx1+b2x2Tx2++bnxnTxn. Let ai=bixi2,wi=xiTxi for i=1,2,,n, then we have (Equation5).

Corollary 2.2

Let A be an n×n real valued symmetric matrix with rank r, then A can be expressed by (Equation5). If w1,w2,,wn are linearly independent, then the number of nonzero real numbers a1,a2,,an is r.

Proof.

According to Proposition 2.1, A can be expressed by (Equation5). Let X=[w1w2wn]T and B=diag(a1,a2,,an). Then (7) A=XTBX.(7) If w1,w2,,wn are linearly independent, then the matrix X is invertible. By Property 2.9 of Chapter 4 in [Citation9], the rank of matrix B is r. That means the number of nonzero real numbers a1,a2,,an is r. The proof is complete.

Proposition 2.3

Let A0 be a real valued symmetric matrix, w be a unit column vector in Rn and a be a real number. Assume that two sequences of real numbers {λi}i=1n,{μi}i=1n arranged in the increasing order, represent the spectra of A0 and (8) A=A0+awwT,(8) respectively. Then we have (9) λ1μ1λ2μ2λnμn(9) or (10) μ1λ1μ2λ2μnλn.(10)

Proof.

We firstly find the characteristic polynomial of A. Let x be a nontrivial solution of (11) Ax=λx,xRn.(11) We can find the vectors set {yi}i=1n such that yi is the eigenvector of A0 corresponding to the eigenvalue λi and {yi}i=1n forms a normalised orthonormal basis in Rn. Then the vectors x and w can be expressed by  (12) x=i=1nxiyi,w=i=1nwiyi,(12) where {xi}i=1n,{wi}i=1n are real. Substituting (Equation12) into (Equation11) yields A0i=1nxiyi+ai=1nwiyii=1nwiyiTi=1nxiyi=λi=1nxiyi. Since eigenvectors y1,y2,,yn are orthogonal, then i=1n(λxiλixiawij=1nxjwj)yi=0, that is (13) (λλ1aw12)x1aw1j1,j=1nwjxj=0,(λλ2aw22)x2aw2j2,j=1nwjxj=0,(λλnawn2)xnawnjn,j=1nwjxj=0.(13) Then (Equation11) has a nontrivial solution if and only if the determinant of the coefficients of the system (Equation13) is zero. Denote (14) Q(λ)=|λλ1aw12aw1w2aw1wnaw1w2λλ2aw22aw2wnaw1wnaw2wnλλnawn2|,(14) then Q(λ) is the characteristic polynomial of matrix A and the zeros set of Q(λ) is {μi}i=1n. So Q(λ) can also be expressed by Q(λ)=i=1n(λμi). Let P(λ)=i=1n(λλi). By (Equation14), Q(λ)=P(λ)ai=1nwi2j=1,jin(λλj). Hence (15) Q(λ)P(λ)=1ai=1nwi21λλi(15) for λC{λi}i=1n. We will prove the conclusion in two cases:

  1. If a is a positive real number, by the result of the classically known fact [Citation1], the coefficients of the partial fraction decomposition of Q(λ)/P(λ) are nonpositive if and only if the roots of Q(λ) interlace those of P(λ). Thus (Equation9) holds.

  2. If a is a negative real number, then the coefficients of the partial fraction decomposition of Q(λ)/P(λ) are nonnegative. By [Citation1], (Equation10) holds. It finishs the proof.

Corollary 2.4

Let A0 be a real valued symmetric matrix, a be a real number and w be a column vector in Rn. Assume that two sequences of real numbers {λi}i=1n,{μi}i=1n arranged in the increasing order, represent the spectra of A0 and A definded by (Equation8) respectively. If w is the eigenvector of A0 corresponding to λj,j{1,2,,n}, then we have {μi}i=1n={λi}i=1j1{λi}i=j+1n{λj+a}.

Proof.

Let yi be the eigenvector of A0 corresponding to λi,i=1,2,,n,ij. Noting that Aw=(A0+awwT)w=(λj+a)w and Ayi=(A0+awwT)yi=λiyi,ij, the proof is complete.

Theorem 2.5

Let A0 be an n×n real valued symmetric matrix and denote its spectrum by {λi}i=1n. Suppose that {μi}i=1n is a sequence of real numbers satisfying (Equation9) or (Equation10). Then there exists a unit column vector w in Rn and a real number a such that the spectrum of A defined by (Equation8) is {μi}i=1n.

Let S(λ)=i=1n(λμi),P(λ)=i=1n(λλi). Denote by R(λ) the greatest common divisor of S(λ) and P(λ). Let S(λ)=R(λ)s(λ),P(λ)=R(λ)p(λ), where s(λ)=i=1k(λsi),p(λ)=i=1k(λpi). It is possible to arrange the roots of s(λ) and p(λ) such that (16) p1<s1<p2<s2<<pk<sk(16) or (17) s1<p1<s2<p2<<sk<pk.(17) Moreover the number of A is 2k at most.

Proof

Proof of Theorem 2.5

We consider two cases.

(i) Suppose that (Equation9) holds. Denote by I the following subset of {1,2,,n}I={i|λi=pj,1jk}. By (Equation16), s(λ)/p(λ) is a Herglotz function. From the Herglotz representation theorem in [Citation3, P4 ], s(λ)/p(λ) can be expressed by (18) s(λ)p(λ)=1iIbiλλi,(18) where bi=s(νi)/p˙(νi)>0,p˙(λ)=dp(λ)/dλ. We can find the vectors set {yi}i=1n such that yi is the eigenvector of A0 corresponding to the eigenvalue λi and {yi}i=1n forms a normalised orthonormal basis in Rn. Let (19) a=iI|bi|(19) and (20) w=iIwiyi,(20) where wi2=|bi|/a. By (Equation18), (21) s(λ)p(λ)=1aiIwi21λλi.(21) Next we claim that the spectrum of the matrix A defined by (Equation8) is  {μi}i=1n. In fact, define Q(λ)=P(λ)(1aiIwi21λλi). According to (Equation15), it follows that Q(λ) is the characteristic polynomial of A. Comparing with (Equation21), we obtain Q(λ)=P(λ)s(λ)p(λ), i.e. Q(λ)=S(λ). This proves that the spectrum of A is {μi}i=1n. Moreover by (Equation20) the number of the vectors w is 2k at most.

(ii) Suppose that (Equation10) holds, then we have (Equation18) with bi=s(νi)/p˙(νi)<0,iI. Let the vector w and the real number a be defined by (Equation20) and (Equation19). By the proof of case (i), we see that the spectrum of A is {μi}i=1n and the number of the vectors w is 2k at most. Then the proof is complete.

Now we state our main result.

Theorem 2.6

Let A0 be an n×n real valued symmetric matrix and denote its spectrum by {λi(0)}i=1n. Suppose that {λi(j)}i=1n,j=1,2,,p are p sequences of real numbers satisfying (Equation3) or (Equation4). Then there exist finitely many matrices A defined by (Equation1) such that the spectrum of A is {λi(p)}i=1n and the spectrum of Aj defined by (Equation2) is {λi(j)}i=1n,j=1,2,,p1.

Proof.

We prove our theorem by the induction. Denote by σ(Aj) the spectrum of Aj,j=1,2,,p1.

For k = 1, by Theorem 2.5 there exists the vector w1 and the real number a1 such that σ(A1)={λi(1)}i=1n and the number of A1 is finite.

For k>1, if there exist k−1 vectors w1,w2,,wk1 and k−1 real numbers a1,a2,,ak1 such that σ(Aj)={λi(j)}i=1n for j=1,2,,k1, then by Theorem 2.5 there exists the vector wk and the real number ak such that σ(Ak)={λi(k)}i=1n and the number of Ak is finite. That is, there exists k vectors w1,w2,,wk and k real numbers a1,a2,,ak such that σ(Aj)={λi(j)}i=1n for j=1,2,,k and the number of Ak is finite.

From above, there exist finitely many matrices A such that the eigenvalues sets of A is {λi(p)}i=1n and the spectrum of Aj is {λi(j)}i=1n for j=1,2,,p1. The proof is ended.

Remark 2.7

By Proposition 2.1, we know that all matrices A reconstructed in Theorem 2.6 have been found do not satisfying any other relations except the interlacing property (Equation3) or (Equation4).

3. Application

We can apply our results to the inverse eigenvalue problem of Jacobi matrices defined by (22) A0=[α1β1β1α2β2β2αn1βn1βn1αn],(22) where αiR+,βjR. Let w be a unit column vector in Rn and a be a positive real number. Let {λi}i=1n,{μi}i=1n be the spectra of A0 and A=A0+awwT represently. Then the following inverse eigenvalue problem is stated: reconstruct the Jacobi matrix A0 and the positive real number a from the spectra {λi}i=1n,{μi}i=1n and the vector w.

We first mention some preliminaries which will be needed subsequently. Let Λ0=[λ1λ2λn], where {λi}i=1n is the spectrum of A0. By Theorem 2.5, there exists the column vector w0=(wi)i=1n, where (23) wi2=j=1n(λiμj)ji,j=1n(λiλj),(23) such that the spectrum of (Λ0+w0w0T) is {μi}i=1n.

For fundamental aspects of spectral theory for Jacobi matrices, we refer to [Citation10]. Let φ(λ) be a nontrivial solution of (24) A0x=λx,xRn.(24) Noting that φ(λ) can be written as φ(λ)=(P1(λ),P2(λ),,Pn(λ))T where Pi(λ) is a real valued function of λ. By (Equation24 ), we get P1(λ)α1+β1P2(λ)=λP1(λ),βi1Pi1(λ)+αiPi(λ)+βiPi+1(λ)=λPi(λ),i=2,3,,n1,βn1Pn1(λ)+αnPn(λ)=λPn(λ). For ij, the matrix Aij denotes the (ji+1)×(ji+1) submatrix of A contained in the rows and columns of A indexed by i,i+1,,j. Then (25) Pi(λ)=P1(λ)θ1,i1A1,i1(λ),i=2,3,,n(25) where Aij(λ) is the determinant of (λEAij) and θij=(k=ijβk)1.

Let (26) V=(φ(λ1),φ(λ2),,φ(λn))(26) and φ(λi)=1. Then V is an orthogonal matrix and A0=VΛ0VT. If  (27) Vw0=aw,(27) then the matrix (Λ0+w0w0T) is similar to (A0+awwT) and the spectrum of(A0+awwT) is {μi}i=1n.

Let {ei}i=1n be the standard basis in Rn. Next we will treat two cases:

  1. w=en;

  2. w=el,0<l<n.

Case (i). Let {λi}i=1n and {μi}i=1n be two sequences of real numbers satisfying (28) λ1<μ1<λ2<μ2<<λn<μn.(28) Then we can reconstruct the unique Jacobi matrix A0 and the positive real number a such that the spectrum of A0 is {λi}i=1n and the spectrum of A is {μi}i=1n, where A=A0+aenenT.

Calculate wi,i=1,2,,n by (Equation23). By Theorem 2 in [Citation5], there exists a uniqe Jacobi matrix A0. Suppose that the orthogonal matrix V defined by (Equation26) satisfies (Equation27) i.e. (29) i=1nwiPj(λi)=0,j=1,2,,n1,i=1nwnPn(λi)=a.(29) Due to VTV=I, it follows that aVTen=w0, i.e. (30) aPn(λ1)=w1,aPn(λ2)=w2,aPn(λn)=wn.(30) According to (Equation25), (31) P1(λ)=Pn(λ)1θ1,n1A1,n1(λ),Pi(λ)=Pn(λ)θ1,i1A1,i1(λ)θ1,n1A1,n1(λ),i=2,3,,n.(31) Putting (Equation30) and (Equation31) into (Equation29), we get  i=1nwi2A1,j1(λi)A1,n1(λi)=0,j=1,2,,n1,i=1nwi2=a, that is (32) i=1nwi2λij1A1,n1(λi)=0,j=1,2,,n1,i=1nwi2λin1A1,n1(λi)=a.(32) By (Equation28), (Equation32) has a unique solution (33) a=i=1nwi2,A1,n1(λi)=wi2j=1nwj2ji,j=1n(λiλj),i=1,2,,n.(33) Let A1,n1(λ)=pn1λn1+pn2λn2++p0. Therefore, it is possible to determine A1,n1(λ) by solving the Vandermonde system (34) [λ1n1λ1n2λ11λ2n1λ2n2λ21λnn1λnn2λn1][pn1pn2p0]=[A1,n1(λ1)A1,n1(λ2)A1,n1(λn)].(34) By A1,n1(λi)A1,n1(λi+1)<0 and A1,n1(λ) is a continuous function in R, there is at least one zero in (λi,λi+1). However, A1,n1(λ) has only n−1 zeros. Hence it necessarily follows that the zeros set of A1,n1(λ) interlaces {λi}i=1n. By Theorem 1 and Remark in [Citation4, p414], we can exactly reconstruct the uniqe matrix A0 from {λi}i=1n and the zeros of A1,n1(λ).

Example 3.1

Find all 3×3 Jacobi matrices A0 and the positive number a such that the spectrum ofA0 is {1,3,5} and the spectrum of A is {2,4,6} where A=A0+ae3e3T and e3T=(0,0,1).

The explicit algorithm is:

  1. Calculate w1,w2,w3 by (Equation23);

  2. Let A1,2(λ)=p2λ2+p1λ+p0;

  3. Calculate A1,2(1),A1,2(3),A1,2(5) and a by (Equation33);

  4. Calculate p0,p1,p2 by (Equation34);

  5. Calculate the zeros of A1,2(λ), denoted by {t1,t2};

  6. Reconstruct the uniqe matrix A0 from {1,3,5} and {t1,t2} by (λ1)(λ3)(λ5)(λt1)(λt2)=λα3β22λα2β12/(λα1).

It yiels the unique matrix A0, i.e. [3.4999941648043731.11803199999342201.1180319999934223.5000018351956261.41421725592781501.4142172559278152.000004000000000]. This computation was performed using MATLAB.

Case (ii). Let {λi}i=1n and {μi}i=1n be two sequences of real numbers satisfying (Equation28). Then we can reconstruct the Jacobi matrix A0 and a positive real number a such that the spectrum of A0 is {λi}i=1n and the spectrum of A is {μi}i=1n, where A=A0+aelelT,0<l<n.

Calculate wi,i=1,2,,n by (Equation23). By Theorem 2 in [Citation5], there exist finitely many (n1l1) Jacobi matrices A0. Suppose that the orthogonal matrix V defined by (Equation26), satisfies (Equation27) i.e. (35) i=1nwiP1(λi)=0,i=1nwiPj(λi)=0,j=2,3,,l1,i=1nwiPl(λi)=a,i=1nwiPj(λi)=0,j=l+1,j+2,,n.(35) By VTV=I, it follows that aVTel=w0 i.e. (36) aPl(λ1)=w1,aPl(λ2)=w2,aPl(λn)=wn.(36) According to (Equation25), (37) P1(λ)=Pl(λ)1θ1,l1A1,l1(λ),Pi(λ)=Pl(λ)θ1,i1A1,i1(λ)θ1,l1A1,l1(λ),i=2,3,,n.(37) Putting (Equation36) and (Equation37) into (Equation35), we have i=1nwj21A1,l1(λi)=0,i=1nwi2A1,j1(λi)A1,l1(λi)=0,j=2,3,,l1,i=1nwi2=a,i=1nwi2A1,j1(λi)A1,l1(λi)=0,j=l+1,l+2,,n, that is (38) i=1nwi2λij1A1,l1(λi)=0,j=1,2,,l1,i=1nwi2λil1A1,l1(λi)=a,i=1nwi2A1,l(λi)λijl1A1,l1(λi)=0,j=l+1,l+2,,n.(38) Combining with A1,l(λi)Al+1,n(λi)βl2=0, we obtain i=1nwi2λij1A1,l1(λi)=0,j=1,2,,l1,i=1nwi2=a,i=1nwi2λijl1A1,l1(λi)Al+1,n(λi)=0,j=l+1,l+2,,n. Then, it is easily shown that (39) i=1nwi2λij1A1,l1(λi)Al+1,n(λi)=0,j=1,2,,n1,i=1nwi2λin1A1,l1(λi)Al+1,n(λi)=a.(39) By (Equation28), (Equation39) has a unique solution (40) a=i=1nwi2,A1,l1(λi)Al+1,n(λi)=wi2j=1nwj2ji,j=1n(λiλj),i=1,2,,n.(40) Let A1,l1(λ)Al+1,n(λ)=pn1λn1+pn2λn2++p0. Therefore, it is possible to determine A1,l1(λ)Al+1,n(λ) by solving the Vandermonde system (41) [λ1n1λ1n2λ11λ2n1λ2n2λ21λnn1λnn2λn1][pn1pn2p0]=[A1,l1(λ1)Al+1,n(λ1)A1,l1(λ2)Al+1,n(λ2)A1,l1(λn)Al+1,n(λn)].(41) By A1,l1(λi)Al+1,n(λi)A1,l1(λi+1)Al+1,n(λi+1)<0 and A1,l1(λ)Al+1,n(λ) is a continuous function in R, there is at least one zero in (λi,λi+1). However, A1,l1(λ)Al+1,n(λ) has only n−1 zeros. Hence it necessarily follows that the zeros set of A1,l1(λ)Al+1,n(λ) interlaces {λi}i=1n. By Theorem 3 in [Citation4], we can exactly reconstruct the finitely many (n1l1) matrices A~0=A0 from {λi}i=1n and the zeros of A1,l1(λ)Al+1,n(λ).

Example 3.2

Find all 3×3 Jacobi matrices A0 and the positive number a such that the spectrum ofA0 is {1,3,5} and the spectrum of A is {2,4,6} where A=A0+ae2e2T and e2T=(0,1,0).

The explicit algorithm is:

  1. Calculate w1,w2,w3 by (Equation23);

  2. Let A1,1(λ)A3,3(λ)=p2λ2+p1λ+p0;

  3. Calculate A1,1(1)A3,3(1),A1,1(3)A3,3(3),A1,1(5)A3,3(5) and a by (Equation40);

  4. Calculate p0,p1,p2 by (Equation41);

  5. Calculate the zeros of A1,1(λ)A3,3(λ), denoted by {t1,t2};

  6. Reconstruct the matrices A0 from {1,3,5} and {t1,t2} by (λ1)(λ3)(λ5)(λt1)(λt2)=λα2β12λα1β32λα3.

It shows two matrices A0, i.e. [3.8640289556801401.34473287287598401.3447328728759842.0000040000000000.43784009360804800.4378400936080480.066203959516563],[0.0662039595165630.43784009360804800.4378400936080482.0000040000000001.34473287287598401.3447328728759843.864028955680140]. This computation was performed using MATLAB.

Disclosure statement

No potential conflict of interest was reported by the author(s).

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