A Dual Optimization Approach to Inverse Eigenvalue Problems with Partial Eigenstructure
Zheng‐Jian Bai, 白正简 · 2006
The largest numerical examples that we tested in this paper are:• (i) n = 2,000 and k = 30 and• (ii) n = 450 and k = 150.For case (i), there are roughly 6,000,000 unknowns in the primalproblem and 60,000 unknowns in the dual problem while for case(ii), these numbers are roughly 300,000 and 67,000, respectively.• In consideration of the scales of problems solved, our algorithmis very effective.