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

Yonghui Ling and Xiubin Xu

Journal of Applied Mathematics, 2013, vol. 2013, 1-11

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.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:630618

DOI: 10.1155/2013/630618

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