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A globally convergent inexact Newton-like Cayley transform method for inverse eigenvalue problems. (English) Zbl 1397.65058
Summary: 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.
65F18 Numerical solutions to inverse eigenvalue problems
65F10 Iterative numerical methods for linear systems
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