On the Convergence Rate of a Newton-Like Method for Inverse Eigenvalue and Inverse Singular Value Problems
نویسندگان
چکیده
In this paper, we first note that Method III in Friedland, Nocedal, and Overton [SIAM J. Numer. Anal., 24 (1987), pp. 634–667] may not converge quadratically in the quotient sense. Then, we show that the method is convergent quadratically under a weaker notion of convergence — the root convergence. We also extend our results to the algorithm given in Chu [SIAM J. Numer. Anal., 29 (1992), pp. 885–903] for inverse singular value problems.
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