FORMULATION AND ANALYSIS OF NUMERICAL METHODS FOR INVERSE EIGENVALUE PROBLEMS.

S. Friedland, J. Nocedal, M. L. Overton

Research output: Contribution to journalArticle

Abstract

We consider the formulation and local analysis of various quadratically convergent methods for solving the symmetric matrix inverse eigenvalue problem. One of these methods is new. We study the case where multiple eigenvalues are given: we show how to state the problem so that it is not overdetermined, and describe how to modify the numerical methods to retain quadratic convergence on the modified problem. We give a general convergence analysis, which covers both the distinct and the multiple eigenvalue cases. We also present numerical experiments which illustrate our results.

Original languageEnglish (US)
Pages (from-to)634-667
Number of pages34
JournalSIAM Journal on Numerical Analysis
Volume24
Issue number3
StatePublished - Jun 1987

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Multiple Eigenvalues
Inverse Eigenvalue Problem
Numerical methods
Numerical Methods
Quadratic Convergence
Formulation
Symmetric matrix
Convergence Analysis
Experiments
Numerical Experiment
Cover
Distinct

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics
  • Computational Mathematics

Cite this

FORMULATION AND ANALYSIS OF NUMERICAL METHODS FOR INVERSE EIGENVALUE PROBLEMS. / Friedland, S.; Nocedal, J.; Overton, M. L.

In: SIAM Journal on Numerical Analysis, Vol. 24, No. 3, 06.1987, p. 634-667.

Research output: Contribution to journalArticle

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