A numerical method for solving inverse eigenvalue problems
نویسنده
چکیده
Based on QR~\ike décomposition with column pivoting, a new and efficient numerical method for solving symmetrie matrix inverse eigenvalue problems is proposed, which is suitable for both the distinct and multiple eigenvalue cases. A locally quadratic convergence analysis is given. Some numerical experiments are presented to illustrate our results. Résumé. Basée sur la décomposition QR-iype avec la colonne pivot, une nouvelle et efficace méthode numérique pour résoudre des problèmes inverses des valeurs propres des matrices symétriques est proposée, qui est convenable aux deux cas des valeurs propres distinctes et multiples. Une analyse de convergence localement quadratique de la méthode est donnée. Des expériences numériques sont présentées pour illustrer nos résultats. AMS Subject Classification. 65F15, 65H15. Received: August 31, 1998.
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تاریخ انتشار 1998