A Globally Convergent Inexact Newton-Like Cayley Transform Method for Inverse Eigenvalue Problems
Numerical Analysis
2013-04-24 v1
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.
Cite
@article{arxiv.1304.6209,
title = {A Globally Convergent Inexact Newton-Like Cayley Transform Method for Inverse Eigenvalue Problems},
author = {Yonghui Ling and Xiubin Xu},
journal= {arXiv preprint arXiv:1304.6209},
year = {2013}
}
Comments
18 pages, 2 tables