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 language||English (US)|
|Number of pages||34|
|Journal||SIAM Journal on Numerical Analysis|
|Publication status||Published - Jun 1987|
ASJC Scopus subject areas
- Applied Mathematics
- Computational Mathematics