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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.
MSC:
65F18 Numerical solutions to inverse eigenvalue problems
65F10 Iterative numerical methods for linear systems
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