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, issue 1

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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https://doi.org/10.1155/2013/630618

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2013:y:2013:i:1:n:630618

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