A numerical method for solving inverse eigenvalue problems

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 -