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2013 A Globally Convergent Inexact Newton-Like Cayley Transform Method for Inverse Eigenvalue Problems
Yonghui Ling, Xiubin Xu
J. Appl. Math. 2013: 1-11 (2013). DOI: 10.1155/2013/630618

Abstract

We propose an 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 in solving the IEP with distinct eigenvalues.

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Yonghui Ling. Xiubin Xu. "A Globally Convergent Inexact Newton-Like Cayley Transform Method for Inverse Eigenvalue Problems." J. Appl. Math. 2013 1 - 11, 2013. https://doi.org/10.1155/2013/630618

Information

Published: 2013
First available in Project Euclid: 14 March 2014

zbMATH: 06950788
MathSciNet: MR3138971
Digital Object Identifier: 10.1155/2013/630618

Rights: Copyright © 2013 Hindawi

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