A regularized directional derivative-based Newton method for inverse singular value problems
Wei Ma, Zheng‐Jian Bai · Inverse Problems · 2012
In this paper, we give a regularized directional derivative-based Newton method for solv-ing the inverse singular value problem. The proposed method is also globalized by employing the directional derivative-based Wolfe line search conditions. Under some mild assumptions, The global and quadratic convergence of our method is established. To improve the prac-tical effectiveness, we also propose a hybrid method for solving the inverse singular value problem. We show that the hybrid method converges locally quadratically and globally in the sense that a stationary point of a merit function for the inverse singular value problem is computed. Numerical tests demonstrate that the proposed hybrid method is very effective for solving the inverse singular value problem with distinct and multiple singular values.