Issue |
ESAIM: M2AN
Volume 33, Number 5, September October 1999
|
|
---|---|---|
Page(s) | 1003 - 1017 | |
DOI | https://doi.org/10.1051/m2an:1999131 | |
Published online | 15 August 2002 |
A numerical method for solving inverse eigenvalue problems
Department of Mathematics, Nanjing University of
Aeronautics and Astronautics, Nanjing 210016, China.
The research was supported in part by the National Natural Science
Foundation of China and the Jiangsu Province Natural Science Foundation.
This work was done while the author was visiting CERFACS,
France (March-August 1998).
Received:
31
August
1998
Based on QR-like decomposition with column pivoting, a new and efficient numerical method for solving symmetric matrix inverse eigenvalue problems is proposed, which is suitable for both the distinct and multiple eigenvalue cases. A locally quadratic convergence analysis is given. Some numerical experiments are presented to illustrate our results.
Résumé
Basée sur la décomposition QR-type avec la colonne pivot, une nouvelle et efficace méthode numérique pour résoudre des problèmes inverses des valeurs propres des matrices symétriques est proposée, qui est convenable aux deux cas des valeurs propres distinctes et multiples. Une analyse de convergence localement quadratique de la méthode est donnée. Des expériences numériques sont présentées pour illustrer nos résultats.
Mathematics Subject Classification: 65F15 / 65H15
Key words: Inverse eigenvalue problems / QR-like decomposition / least squares / Gauss-Newton method.
© EDP Sciences, SMAI, 1999
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