A Guass-Newton-like method for inverse eigenvalue problems

被引：5

作者：

Wang, Zhibo ^{[1
]}

Vong, Seakweng ^{[1
]}

机构：

[1] Univ Macau, Dept Math, Taipa, Peoples R China

来源：

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 2013年 / 90卷 / 07期

关键词：

inverse eigenvalue problem; the Guass-Newton method; least-square solutions; iterative methods; inverse power method; SINGULAR-VALUE PROBLEMS; CONVERGENCE;

D O I：

10.1080/00207160.2012.750721

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a Guass-Newton-like method for finding least-square solutions to inverse eigenvalue problems. We show that the proposed method converges under some mild conditions. In particular, if the method converges to the exact solution, the convergence rate is at least quadratic in the root sense. Numerical examples are given to justify the theoretical result.

引用

页码：1435 / 1447

页数：13

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