An Inexact Cayley Transform Method For Inverse Eigenvalue Problems

@inproceedings{Bai2004AnIC,
  title={An Inexact Cayley Transform Method For Inverse Eigenvalue Problems},
  author={Zheng-Jian Bai and Raymond H. Chan and Benedetta Morini},
  year={2004}
}
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 improves… CONTINUE READING

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