An algorithm for symmetric generalized inverse eigenvalue problems
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Publication:1124955
DOI10.1016/S0024-3795(99)00109-3zbMath0942.65044MaRDI QIDQ1124955
Publication date: 29 November 1999
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
convergenceiterative algorithmnumerical resultsinverse eigenvalue problemGauss-Newton methodleast squares approximationmultiple eigenvaluesQR-decompositiondifferentiable symmetric matrix-valued functions
Inverse problems in linear algebra (15A29) Matrices over function rings in one or more variables (15A54) Numerical solutions to inverse eigenvalue problems (65F18)
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An efficient algorithm based on Lanczos type of BCR to solve constrained quadratic inverse eigenvalue problems ⋮ On Parameterised Quadratic Inverse Eigenvalue Problem ⋮ Smallest Singular Value Based Newton-Like Methods for Solving Quadratic Inverse Eigenvalue Problem ⋮ A backward error for the symmetric generalized inverse eigenvalue problem ⋮ A quadratically convergent algorithm for inverse eigenvalue problems with multiple eigenvalues ⋮ Descent flow methods for inverse Sturm-Liouville problem ⋮ A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems ⋮ Generalized inverse eigenvalue problem for (P,Q)-conjugate matrices and the associated approximation problem ⋮ Solving generalized inverse eigenvalue problems via L-BFGS-B method ⋮ A quadratically convergent algorithm for inverse generalized eigenvalue problems ⋮ On the Solvability Condition and Numerical Algorithm for the Parameterized Generalized Inverse Eigenvalue Problem
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