Solving inverse eigenvalue problems by a projected newton method

DOI10.1080/01630569608816735MaRDI QIDQ4354844zbMATH OpenOpenAlexFDO

Authors V. Scholtyssek

Publication date 22 January 1998

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630569608816735

zbMATH Keywords

convergenceinverse eigenvalue problemiteration methodmatrix equationsNewton's methodorthonormalization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

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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Cites work

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Cited in

(22)

• Relating Newton's method to projection methods for eigenvalue problems
• Solving inverse eigenvalue problems by a projected Newton method
• The inexact Newton-like method for inverse eigenvalue problem
• Newton's method for solving the inverse spectral problem
• scientific article; zbMATH DE number 3976203 (Why is no real title available?)
• The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems
• scientific article; zbMATH DE number 4030834 (Why is no real title available?)
• scientific article; zbMATH DE number 53742 (Why is no real title available?)
• On the inverse eigenvalue problem for matrices (atomic corrections)
• On the Convergence Rate of a Quasi-Newton Method for Inverse Eigenvalue Problems
• Reconstructing a matrix from a partial sampling of Pareto eigenvalues
• Minisymposium 4 : Parallele Algorithmen in Der Numerischen Algebra
• The projected newton method for solving inverse eigenvalue problems - the case of multiple eigenvaues
• Newton's Method for a Generalized Inverse Eigenvalue Problem
• Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems
• An affine inverse eigenvalue problem
• Two-step Newton-type methods for solving inverse eigenvalue problems.
• scientific article; zbMATH DE number 1894332 (Why is no real title available?)
• scientific article; zbMATH DE number 844461 (Why is no real title available?)
• Solving generalized inverse eigenvalue problems via L-BFGS-B method
• On the Least Squares Solution of Inverse Eigenvalue Problems
• Solving the inverse eigenvalue problem via the eigenvector matrix

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