<p>In this work, we study the problem of determining whether a prescribed pair <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\((\lambda ,x)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>λ</mi> <mo>,</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> can be made an exact eigenpair of a nonnegative Hankel matrix obtained from a given Hankel matrix <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(H\in \mathbb {R}^{n\times n}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>H</mi> <mo>∈</mo> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mrow> <mi>n</mi> <mo>×</mo> <mi>n</mi> </mrow> </msup> </mrow> </math></EquationSource> </InlineEquation> through the smallest possible structured perturbation. The task reduces to checking the feasibility of a set of linear constraints that encode both the Hankel structure and entrywise nonnegativity. When the feasibility set is nonempty, we compute the minimum-norm perturbation <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\Delta H\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="normal">Δ</mi> <mi>H</mi> </mrow> </math></EquationSource> </InlineEquation> such that <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\((H+\Delta H)x=\lambda x\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>H</mi> <mo>+</mo> <mi mathvariant="normal">Δ</mi> <mi>H</mi> <mo stretchy="false">)</mo> <mi>x</mi> <mo>=</mo> <mi>λ</mi> <mi>x</mi> </mrow> </math></EquationSource> </InlineEquation>. When no such perturbation exists, we compute the nearest nonnegative Hankel matrix in a residual sense by minimizing <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\Vert (H+\Delta H)x-\lambda x\Vert _{2}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">‖</mo> <mrow> <mo stretchy="false">(</mo> <mi>H</mi> <mo>+</mo> <mi mathvariant="normal">Δ</mi> <mi>H</mi> <mo stretchy="false">)</mo> </mrow> <mi>x</mi> <mo>-</mo> <mi>λ</mi> <mi>x</mi> <mo stretchy="false">‖</mo> </mrow> <mn>2</mn> </msub> </math></EquationSource> </InlineEquation> subject to the imposed constraints. Because closed-form formulas for the structured backward error are generally unavailable, our method provides a fully numerical and optimization-based framework for evaluating eigenpair sensitivity under Hankel perturbations that keep the perturbed matrix nonnegative. Numerical examples illustrate feasible, infeasible, and complex eigenpair cases, together with validation experiments.</p>

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Construction of the nearest nonnegative Hankel matrix for a prescribed eigenpair

  • Prince Kanhya,
  • Udit Raj

摘要

In this work, we study the problem of determining whether a prescribed pair \((\lambda ,x)\) ( λ , x ) can be made an exact eigenpair of a nonnegative Hankel matrix obtained from a given Hankel matrix \(H\in \mathbb {R}^{n\times n}\) H R n × n through the smallest possible structured perturbation. The task reduces to checking the feasibility of a set of linear constraints that encode both the Hankel structure and entrywise nonnegativity. When the feasibility set is nonempty, we compute the minimum-norm perturbation \(\Delta H\) Δ H such that \((H+\Delta H)x=\lambda x\) ( H + Δ H ) x = λ x . When no such perturbation exists, we compute the nearest nonnegative Hankel matrix in a residual sense by minimizing \(\Vert (H+\Delta H)x-\lambda x\Vert _{2}\) ( H + Δ H ) x - λ x 2 subject to the imposed constraints. Because closed-form formulas for the structured backward error are generally unavailable, our method provides a fully numerical and optimization-based framework for evaluating eigenpair sensitivity under Hankel perturbations that keep the perturbed matrix nonnegative. Numerical examples illustrate feasible, infeasible, and complex eigenpair cases, together with validation experiments.