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A Globally Convergent Inexact Newton-Like Cayley Transform Method for Inverse Eigenvalue Problems

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  • Yonghui Ling
  • Xiubin Xu

Abstract

We propose an inexact Newton method for solving inverse eigenvalue problems (IEP). This method is globalized by employing the classical backtracking techniques. A global convergence analysis of this method is provided and the R-order convergence property is proved under some mild assumptions. Numerical examples demonstrate that the proposed method is very effective in solving the IEP with distinct eigenvalues.

Suggested Citation

  • Yonghui Ling & Xiubin Xu, 2013. "A Globally Convergent Inexact Newton-Like Cayley Transform Method for Inverse Eigenvalue Problems," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-11, December.
    • Handle: RePEc:hin:jnljam:630618
    DOI: 10.1155/2013/630618
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