A Globally Convergent Inexact Newton-Like Cayley Transform Method for Inverse Eigenvalue Problems

2013/04/23 by Yonghui Ling, Ling, Yonghui, Xiubin Xu +1
Computer Science · Mathematics · #Matrix Theory and Algorithms #Iterative Methods for Nonlinear Equations #Numerical methods in inverse problems

paper · pdf · doi:10.48550/arxiv.1304.6209

Abstract

We propose a inexact Newton method for solving inverse eigenvalue problems (IEP). This method is globalized by employing the classical backtracking techniques. A global convergence analysis of this method is provided and the R-order convergence property is proved under some mild assumptions. Numerical examples demonstrate that the proposed method is very effective for solving the IEP with distinct eigenvalues.

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