NUMERICAL VALIDATION FOR AN INVERSE MATRIX EIGENVALUE PROBLEM

被引:4
|
作者
ALEFELD, G [1 ]
GIENGER, A [1 ]
MAYER, G [1 ]
机构
[1] UNIV ROSTOCK,FACHBEREICH MATH,D-18051 ROSTOCK,GERMANY
关键词
INVERSE EIGENVALUE PROBLEM; ENCLOSURE FOR THE INVERSE EIGENVALUE PROBLEM; INTERVAL COMPUTATION; NEWTONS METHOD;
D O I
10.1007/BF02307382
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We describe an algorithm with which one can verify solutions of an additive inverse matrix eigenvalue problem. The algorithm is based on Newton's method using a new criterion for terminating the iteration. In addition, it yields tight interval bounds for the solutions of the problem, thus guaranteeing most of their leading digits in a given floating point system.
引用
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页码:311 / 322
页数:12
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