An Ulm-like Method for Inverse Singular Value Problems
Seakweng Vong, Zheng‐Jian Bai, Xiaoqing Jin · SIAM Journal on Matrix Analysis and Applications · 2011
In this paper, an Ulm-like method is proposed for solving inverse singular value problems. This method has an advantage over Newton’s methods since it avoids solving approximate Jacobian equations. Under some mild assumptions, we show that the proposed method converges at least quadratically in the root sense. Our numerical tests, based on comparison with the inexact Newton method given by Bai and Xu [Linear Algebra Appl., 429 (2008), pp. 527–547], demonstrate the effectiveness of the new method.