UM
A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems
Wen,Chao Tao1; Chen,Xiao Shan2; Sun,Hai Wei1
2020-01-15
Source PublicationLinear Algebra and Its Applications
ISSN0024-3795
Volume585Pages:241-262
AbstractA two-step inexact Newton-Chebyshev-like method is proposed to solve inverse eigenvalue problems. Unlike general Newton type methods which need to invert the Jacobian matrix that may lead to an unexpected instability, the proposed method can guarantee the numerical stability by exploiting the Chebyshev method to approximate the inverse of the Jacobian matrix. Theoretically, we prove that the proposed method converges cubically. Numerical examples are given to demonstrate the effectiveness of our method.
KeywordChebyshev method Cubical convergence Inexact Newton-like method Inverse eigenvalue problem Two-step
DOI10.1016/j.laa.2019.10.004
URLView the original
Language英语
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Cited Times [WOS]:2   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionUniversity of Macau
Affiliation1.Department of Mathematics,University of Macau,Macao
2.School of Mathematical Sciences,South China Normal University,Guangzhou,530631,China
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Wen,Chao Tao,Chen,Xiao Shan,Sun,Hai Wei. A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems[J]. Linear Algebra and Its Applications,2020,585:241-262.
APA Wen,Chao Tao,Chen,Xiao Shan,&Sun,Hai Wei.(2020).A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems.Linear Algebra and Its Applications,585,241-262.
MLA Wen,Chao Tao,et al."A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems".Linear Algebra and Its Applications 585(2020):241-262.
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