On the Convergence Rate of a Newton-Like Method for Inverse Eigenvalue and Inverse Singular Value Problems

Raymond H. CHAN, Zheng-jian BAI

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

Abstract

In this paper, we first note that Method III in Friedland, Nocedal, and Overton [SIAM J. Numer. Anal., 24 (1987), pp. 634–667] may not converge quadratically in the quotient sense. Then, we show that the method is convergent quadratically under a weaker notion of convergence — the root convergence. We also extend our results to the algorithm given in Chu [SIAM J. Numer. Anal., 29 (1992), pp. 885–903] for inverse singular value problems.
Original languageEnglish
Pages (from-to)59-69
Number of pages13
JournalInternational Journal of Applied Mathematics
Volume13
Issue number1
Publication statusPublished - 2003
Externally publishedYes

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