On the Convergence Rate of a Quasi-Newton Method for Inverse Eigenvalue Problems
Raymond H. Chan, Shufang Xu, Haomin Zhou · SIAM Journal on Numerical Analysis · 1999
In this paper, we first note that the proof of the quadratic convergence of the quasi-Newton method as given in Friedland, Nocedal, and Overton [SIAM J. Numer. Anal., 24 (1987), pp. 634--667] is incorrect. Then we give a correct proof of the convergence.