An inexact Cayley transform method for inverse eigenvalue problems

Zheng Jian BAI*, Raymond H. CHAN, Benedetta MORINI

*Corresponding author for this work

Research output: Journal PublicationsJournal Article (refereed)peer-review

37 Citations (Scopus)

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 efficiency with 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.

Original languageEnglish
Pages (from-to)1675-1689
Number of pages15
JournalInverse Problems
Volume20
Issue number5
DOIs
Publication statusPublished - 2004
Externally publishedYes

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