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Numerical Methods for Inverse Eigenvalue Problems - BAI Zheng Jian; 白正简
The Cayley transform method is a Newton-like method for solving in-
verse eigenvalue problems. If the problem is large, one can solve the Ja-
cobian equation by iterative methods. However, iterative methods usually
oversolve the problem in the sense that they require far more (inner) it-
erations than is required for the convergence of the Newton (outer) itera-
tions. In this paper, we develop an inexact version of the Cayley transform
method. Our method can reduce the oversolving problem and improves the
e±ciency with respect to the exact version. We show that the convergence
rate of our method is superlinear and that a good tradeo® between the
required inner...
(830984 bytes; application/pdf) - 17-dic-2010
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