An algorithm for symmetric generalized inverse eigenvalue problems

被引：21

作者：

Dai, H ^{[1
]}

机构：

[1] Nanjing Univ Aeronaut & Astronaut, Dept Math, Nanjing 210016, Peoples R China

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1999年 / 296卷 / 1-3期

基金：

中国国家自然科学基金;

关键词：

eigenvalue; inverse problems; QR-like decomposition; least squares; Gauss-Newton method;

D O I：

10.1016/S0024-3795(99)00109-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Using QR-like decomposition with column pivoting and least squares techniques, we propose a new and efficient algorithm for solving symmetric generalized inverse eigenvalue problems, and give its locally quadratic convergence analysis. We also present some numerical experiments which illustrate the behaviour of our algorithm. (C) 1999 Elsevier Science Inc. All rights reserved.

引用

页码：79 / 98

页数：20

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