A numerical method for solving inverse eigenvalue problems

Hua Dai

ESAIM: Mathematical Modelling and Numerical Analysis (2010)

  • Volume: 33, Issue: 5, page 1003-1017
  • ISSN: 0764-583X

Abstract

top
Based on QR-like decomposition with column pivoting, a new and efficient numerical method for solving symmetric matrix inverse eigenvalue problems is proposed, which is suitable for both the distinct and multiple eigenvalue cases. A locally quadratic convergence analysis is given. Some numerical experiments are presented to illustrate our results.

How to cite

top

Dai, Hua. "A numerical method for solving inverse eigenvalue problems." ESAIM: Mathematical Modelling and Numerical Analysis 33.5 (2010): 1003-1017. <http://eudml.org/doc/197524>.

@article{Dai2010,
abstract = { Based on QR-like decomposition with column pivoting, a new and efficient numerical method for solving symmetric matrix inverse eigenvalue problems is proposed, which is suitable for both the distinct and multiple eigenvalue cases. A locally quadratic convergence analysis is given. Some numerical experiments are presented to illustrate our results. },
author = {Dai, Hua},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis},
keywords = {Inverse eigenvalue problems; QR-like decomposition; least squares; Gauss-Newton method.; QR-factorization; convergence; symmetric matrix inverse eigenvalue problems; algorithm; multiple eigenvalue; numerical experiments},
language = {eng},
month = {3},
number = {5},
pages = {1003-1017},
publisher = {EDP Sciences},
title = {A numerical method for solving inverse eigenvalue problems},
url = {http://eudml.org/doc/197524},
volume = {33},
year = {2010},
}

TY - JOUR
AU - Dai, Hua
TI - A numerical method for solving inverse eigenvalue problems
JO - ESAIM: Mathematical Modelling and Numerical Analysis
DA - 2010/3//
PB - EDP Sciences
VL - 33
IS - 5
SP - 1003
EP - 1017
AB - Based on QR-like decomposition with column pivoting, a new and efficient numerical method for solving symmetric matrix inverse eigenvalue problems is proposed, which is suitable for both the distinct and multiple eigenvalue cases. A locally quadratic convergence analysis is given. Some numerical experiments are presented to illustrate our results.
LA - eng
KW - Inverse eigenvalue problems; QR-like decomposition; least squares; Gauss-Newton method.; QR-factorization; convergence; symmetric matrix inverse eigenvalue problems; algorithm; multiple eigenvalue; numerical experiments
UR - http://eudml.org/doc/197524
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.