AN ULM-LIKE CAYLEY TRANSFORM METHOD FOR INVERSE EIGENVALUE PROBLEMS

Weiping Shen, Chong Li · Taiwanese Journal of Mathematics · 2012

We propose an Ulm-like Cayley transform method for solving inverse eigenvalue problems, which avoids solving approximate Jacobian equations comparing with other known methods. A convergence analysis of this method is provided and the R-quadratic convergence property is proved under the assumption of the distinction of the given eigenvalues. Numerical experiments are given in the last section and comparisons with the inexact Cayley transform method [1] are made.

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