'A Cayley Transform Method for
large inverse eigenvalue problems'
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 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.
--
Benedetta Morini
Dipartimento di Energetica 'S. Stecco'
Universita' di Firenze
Via Cesare Lombroso 6/17, 50134 Firenze
tel: 055 4796711/2
fax: +39 055 4224137
http://ciro.de.unifi.it/~morini