A Newton iteration process for inverse eigenvalue problems
✍ Scribed by Friedrich W. Biegler-König
- Publisher
- Springer-Verlag
- Year
- 1981
- Tongue
- English
- Weight
- 199 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0029-599X
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In this paper, we propose an inexact inverse iteration method for the computation of the eigenvalue with the smallest modulus and its associated eigenvector for a large sparse matrix. The linear systems of the traditional inverse iteration are solved with accuracy that depends on the eigenvalue with
A kind of generalized inverse eigenvalue problem is proposed which includes the additive, multiplicative and classical inverse eigenvalue problems as special cases. Newton's method is applied, and a local convergence analysis is given for both the distinct and the multiple eigenvalue cases. When the