A globally convergent inexact Newton-like Cayley transform method for inverse eigenvalue problems (Q1790041)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A globally convergent inexact Newton-like Cayley transform method for inverse eigenvalue problems |
scientific article |
Statements
A globally convergent inexact Newton-like Cayley transform method for inverse eigenvalue problems (English)
0 references
10 October 2018
0 references
Summary: 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.
0 references
