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
DOIs
StatePublished - 1987

ASJC Scopus subject areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

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