Solving inverse eigenvalue problems by a projected newton method (Q4354844)
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scientific article; zbMATH DE number 1062179
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| English | Solving inverse eigenvalue problems by a projected newton method |
scientific article; zbMATH DE number 1062179 |
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Solving inverse eigenvalue problems by a projected newton method (English)
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22 January 1998
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Newton's method
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inverse eigenvalue problem
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matrix equations
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orthonormalization
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iteration method
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convergence
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0.9267399907112122
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0.9035396575927734
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0.8640448451042175
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0.8633219599723816
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The inverse eigenvalue problem is shown to be equivalent to a system of two matrix equations. The combination of a Newton step and an orthonormalization is used in each step of the suggested iteration method for solving the matrix equations. The convergence of the algorithm is verified in the case of distinct eigenvalues.
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