On the convergence rate of a quasi-Newton method for inverse eigen value problems

Raymond H. CHAN; Shu-Fang XU; Hao-Min ZHOU

doi:10.1137/S0036142997327051

On the convergence rate of a quasi-Newton method for inverse eigen value problems

Raymond H. CHAN^*, Shu-Fang XU, Hao-Min ZHOU

^*Corresponding author for this work

Research output: Journal Publications › Journal Article (refereed) › peer-review

34 Citations (Scopus)

Abstract

In this paper, we first note that the proof of the quadratic convergence of the quasi-Newton method as given in Friedland, Nocedal, and Overton [SIAM J. Numer. Anal., 24 (1987), pp. 634-667] is incorrect. Then we give a correct proof of the convergence.

Original language	English
Pages (from-to)	436-441
Number of pages	6
Journal	SIAM Journal on Numerical Analysis
Volume	36
Issue number	2
DOIs	https://doi.org/10.1137/S0036142997327051
Publication status	Published - Jan 1999
Externally published	Yes

Keywords

Inverse eigenvalue problem
Newton method

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10.1137/S0036142997327051

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title = "On the convergence rate of a quasi-Newton method for inverse eigen value problems",

abstract = "In this paper, we first note that the proof of the quadratic convergence of the quasi-Newton method as given in Friedland, Nocedal, and Overton [SIAM J. Numer. Anal., 24 (1987), pp. 634-667] is incorrect. Then we give a correct proof of the convergence.",

keywords = "Inverse eigenvalue problem, Newton method",

author = "CHAN, \{Raymond H.\} and Shu-Fang XU and Hao-Min ZHOU",

year = "1999",

month = jan,

doi = "10.1137/S0036142997327051",

language = "English",

volume = "36",

pages = "436--441",

journal = "SIAM Journal on Numerical Analysis",

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TY - JOUR

T1 - On the convergence rate of a quasi-Newton method for inverse eigen value problems

AU - CHAN, Raymond H.

AU - XU, Shu-Fang

AU - ZHOU, Hao-Min

PY - 1999/1

Y1 - 1999/1

N2 - In this paper, we first note that the proof of the quadratic convergence of the quasi-Newton method as given in Friedland, Nocedal, and Overton [SIAM J. Numer. Anal., 24 (1987), pp. 634-667] is incorrect. Then we give a correct proof of the convergence.

AB - In this paper, we first note that the proof of the quadratic convergence of the quasi-Newton method as given in Friedland, Nocedal, and Overton [SIAM J. Numer. Anal., 24 (1987), pp. 634-667] is incorrect. Then we give a correct proof of the convergence.

KW - Inverse eigenvalue problem

KW - Newton method

UR - https://www.scopus.com/pages/publications/0042627697

U2 - 10.1137/S0036142997327051

DO - 10.1137/S0036142997327051

M3 - Journal Article (refereed)

AN - SCOPUS:0042627697

SN - 0036-1429

VL - 36

SP - 436

EP - 441

JO - SIAM Journal on Numerical Analysis

JF - SIAM Journal on Numerical Analysis

IS - 2

ER -

On the convergence rate of a quasi-Newton method for inverse eigen value problems

Abstract

Keywords

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