A geometric Gauss-Newton method for least squares inverse eigenvalue problems

DOI10.1007/S10543-019-00798-9zbMATH Open1452.65072arXiv1806.06327OpenAlexW2998959417MaRDI QIDQ2192604FDOQ2192604

Zheng-Jian Bai, Zhi Zhao, Xiao-Qing Jin, Tengteng Yao

Publication date: 17 August 2020

Published in: BIT (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1806.06327

Recommendations

• A Guass-Newton-like method for inverse eigenvalue problems
• The Riemannian two-step perturbed Gauss-Newton method for least squares inverse eigenvalue problems
• A generalized inexact Newton method for inverse eigenvalue problems
• On the Least Squares Solution of Inverse Eigenvalue Problems
• Inexact Newton methods for inverse eigenvalue problems
• A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
• Geometrical inverse matrix approximation for least-squares problems and acceleration strategies
• The inexact Newton-like method for inverse eigenvalue problem
• scientific article; zbMATH DE number 4026670
• Newton-like and inexact Newton-like methods for a parameterized generalized inverse eigenvalue problem

zbMATH Keywords

eigenvalue problempreconditionergeometric Gauss-Newton methodparameterized least squares inverse problem

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to inverse eigenvalue problems (65F18) Implicit function theorems; global Newton methods on manifolds (58C15)

Cites Work

• Trust-region methods on Riemannian manifolds
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Newton's method on Riemannian manifolds and a geometric model for the human spine
• The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems
• Title not available (Why is that?)
• Optimization Techniques on Riemannian Manifolds
• Parallel iterative methods for sparse linear systems
• Updating the Inverse of a Matrix
• Title not available (Why is that?)
• Title not available (Why is that?)
• Finite element model updating in structural dynamics
• Optimization methods on Riemannian manifolds and their application to shape space
• Inverse Eigenvalue Problems
• Spectral graph theory and the inverse eigenvalue problem of a graph
• Structured inverse eigenvalue problems
• Constructing Symmetric Nonnegative Matrices with Prescribed Eigenvalues by Differential Equations
• A Numerical Method for the Inverse Stochastic Spectrum Problem
• Title not available (Why is that?)
• An introduction to inverse algebraic eigenvalue problems
• Finite-Step Algorithms for Constructing Optimal CDMA Signature Sequences
• Inverse problems in vibrations.
• Approximate Gauss–Newton Methods for Nonlinear Least Squares Problems
• Projection-like retractions on matrix manifolds
• Calculus on normed vector spaces
• The Inverse Sturm-Liouville Problem and the Rayleigh-Ritz Method
• The reconstruction of a symmetric matrix from the spectral data
• On the Least Squares Solution of Inverse Eigenvalue Problems
• One can hear the composition of a string: experiments with an inverse eigenvalue problem
• A Guass–Newton-like method for inverse eigenvalue problems
• A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
• A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
• A Riemannian Newton Algorithm for Nonlinear Eigenvalue Problems
• A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems
• On the Solvability Condition and Numerical Algorithm for the Parameterized Generalized Inverse Eigenvalue Problem
• Title not available (Why is that?)
• The inverse eigenvalue problem of a graph: multiplicities and minors

Cited In (6)

• A Riemannian Inertial Mann Algorithm for Nonexpansive Mappings on Hadamard Manifolds
• A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
• 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
• The Riemannian two-step perturbed Gauss-Newton method for least squares inverse eigenvalue problems

This page was built for publication: A geometric Gauss-Newton method for least squares inverse eigenvalue problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2192604)