The Cayley transform method is a Newton-like method for solving inverse eigenvalue problems. If the problem is large, one can solve the Jacobian equation by iterative methods. However, iterative methods usually oversolve the problem in the sense that they require far more (inner) iterations than is required for the convergence of the Newton (outer) iterations. In this paper, we develop an inexact version of the Cayley transform method. Our method can reduce the oversolving problem and it improves the efficiencywith respect to the exact version. We show that the convergence rate of our method is superlinear and that a good tradeoff between the required inner and outer iterations can be obtained.

An inexact Cayley-Transform method for inverse eigenvalue problems / B. MORINI; R. CHAN; Z. BAI. - In: INVERSE PROBLEMS. - ISSN 0266-5611. - STAMPA. - 20:(2004), pp. 1675-1689. [10.1088/0266-5611/20/5/022]

An inexact Cayley-Transform method for inverse eigenvalue problems

MORINI, BENEDETTA;
2004

Abstract

The Cayley transform method is a Newton-like method for solving inverse eigenvalue problems. If the problem is large, one can solve the Jacobian equation by iterative methods. However, iterative methods usually oversolve the problem in the sense that they require far more (inner) iterations than is required for the convergence of the Newton (outer) iterations. In this paper, we develop an inexact version of the Cayley transform method. Our method can reduce the oversolving problem and it improves the efficiencywith respect to the exact version. We show that the convergence rate of our method is superlinear and that a good tradeoff between the required inner and outer iterations can be obtained.
2004
20
1675
1689
B. MORINI; R. CHAN; Z. BAI
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/313093
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