A geometric Gauss-Newton method for least squares inverse eigenvalue problems
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Abstract: This paper is concerned with the least squares inverse eigenvalue problem of reconstructing a linear parameterized real symmetric matrix from the prescribed partial eigenvalues in the sense of least squares, which was originally proposed by Chen and Chu [SIAM J. Numer. Anal., 33 (1996), pp. 2417--2430]. We provide a Riemannian inexact Gausss-Newton method for solving the least squares inverse eigenvalue problem. The global and local convergence analysis of the proposed method is discussed. Also, a preconditioned conjugate gradient method with an efficient preconditioner is proposed for solving the Riemannian Gauss-Newton equation. Finally, some numerical tests, including an application in the inverse Sturm-Liouville problem, are reported to illustrate the efficiency of the proposed method.
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(9)- A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
- A Riemannian Inertial Mann Algorithm for Nonexpansive Mappings on Hadamard Manifolds
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- A Riemannian derivative-free Polak-Ribiére-Polyak method for tangent vector field
- Iterative Method with Inertia for Variational Inequalities on Hadamard Manifolds with Lower Bounded Curvature
- An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation
- Geometrical inverse matrix approximation for least-squares problems and acceleration strategies
- The Riemannian two-step perturbed Gauss-Newton method for least squares inverse eigenvalue problems
- A Guass-Newton-like method for inverse eigenvalue problems
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