The inexact Newton-like method for inverse eigenvalue problem

BIT Numerical Mathematics

Volumn 43, Issue 1, 2003, Pages 7-20

  Chan, R H ^a   Chung, H L ^a   Xu, S F ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b PEKING UNIVERSITY   (China)

Author keywords

Inverse eigenvalue problem; Newton like method; Nonlinear equations

Indexed keywords

EID: 4043116218     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023611931016     Document Type: Article

References (8)

1. R. Chan and M. Ng, Conjugate gradient method for Toeplitz systems, SIAM Review, 38 (1996), pp. 427-482.
2. R. Chan, S. Xu, and H. Zhou, On the convergence rate of a quasi-Newton method for inverse eigenvalue problem, SIAM J. Numer. Anal., 36 (1999), pp. 436-441.
3. S. Eisenstat and H. Walker, Choosing the forcing terms in an inexact Newton method, SIAM J. Sci. Comput., 17 (1996), pp. 16-32.
4. S. Friedland, J. Nocedal, and M. Overton. The formulation and analysis of numerical methods for inverse eigenvalue problems, SIAM J. Numer. Anal., 24 (1987), pp. 634-667.
5. G. Golub and C. van Loan, Matrix Computations, 2nd ed., The John Hopkins University Press, Baltimore, MD, 1989.
6. R. Freund and N. Nachtigal, QMR: a quasi-minimal residual method for non-Hermitian linear systems, Numer. Math., 60 (1991), pp. 315-339.
7. S. Xu, An Introduction to Inverse Algebraic Eigenvalue Problems, Peking University Press, 1998.
8. W. Trench, Numerical solution of the inverse eigenvalue problem for real symmetric Toeplitz matrices, SIAM J. Sci. Comput., 18 (1997), pp. 1722-1736.