A globally convergent inexact Newton-like Cayley transform method for inverse eigenvalue problems (Q1790041)

Summary: We propose an inexact Newton method for solving inverse eigenvalue problems (IEP). This method is globalized by employing the classical backtracking techniques. A global convergence analysis of this method is provided and the R-order convergence property is proved under some mild assumptions. Numerical examples demonstrate that the proposed method is very effective in solving the IEP with distinct eigenvalues.