Skip to main content

09.05.2024 | Original Paper

An Ulm-like algorithm for generalized inverse eigenvalue problems

verfasst von: Yusong Luo, Weiping Shen

Erschienen in: Numerical Algorithms

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper, we study the numerical solutions of the generalized inverse eigenvalue problem (for short, GIEP). Motivated by Ulm’s method for solving general nonlinear equations and the algorithm of Aishima (J. Comput. Appl. Math. 367, 112485 2020) for the GIEP, we propose here an Ulm-like algorithm for the GIEP. Compared with other existing methods for the GIEP, the proposed algorithm avoids solving the (approximate) Jacobian equations and so it seems more stable. Assuming that the relative generalized Jacobian matrices at a solution are nonsingular, we prove the quadratic convergence property of the proposed algorithm. Incidentally, we extend the work of Luo et al. (J. Nonlinear Convex Anal. 24, 2309–2328 2023) for the inverse eigenvalue problem (for short, IEP) to the GIEP. Some numerical examples are provided and comparisons with other algorithms are made.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Aishima, K.: A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems. Linear Algebra Appl. 542, 310–333 (2018)MathSciNetCrossRef Aishima, K.: A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems. Linear Algebra Appl. 542, 310–333 (2018)MathSciNetCrossRef
2.
Zurück zum Zitat Aishima, K.: A quadratically convergent algorithm for inverse eigenvalue problems with multiple eigenvalues. Linear Algebra Appl. 549, 30–52 (2018)MathSciNetCrossRef Aishima, K.: A quadratically convergent algorithm for inverse eigenvalue problems with multiple eigenvalues. Linear Algebra Appl. 549, 30–52 (2018)MathSciNetCrossRef
3.
Zurück zum Zitat Aishima, K.: A quadratically convergent algorithm for inverse generalized eigenvalue problems. J. Comput. Appl. Math. 367, 112485 (2020)MathSciNetCrossRef Aishima, K.: A quadratically convergent algorithm for inverse generalized eigenvalue problems. J. Comput. Appl. Math. 367, 112485 (2020)MathSciNetCrossRef
4.
Zurück zum Zitat Arela-Pérez, S., Lozano, C., Nina, H., Pickmann-Soto, H., Rodríguez, J.: The new inverse eigenvalue problems for periodic and generalized periodic Jacobi matrices from their extremal spectral data. Linear Algebra Appl. 659, 55–72 (2023)MathSciNetCrossRef Arela-Pérez, S., Lozano, C., Nina, H., Pickmann-Soto, H., Rodríguez, J.: The new inverse eigenvalue problems for periodic and generalized periodic Jacobi matrices from their extremal spectral data. Linear Algebra Appl. 659, 55–72 (2023)MathSciNetCrossRef
5.
Zurück zum Zitat Bai, Z.J., Chan, R.H., Morini, B.: An inexact Cayley transform method for inverse eigenvalue problems. Inverse Probl. 20, 1675–1689 (2004)MathSciNetCrossRef Bai, Z.J., Chan, R.H., Morini, B.: An inexact Cayley transform method for inverse eigenvalue problems. Inverse Probl. 20, 1675–1689 (2004)MathSciNetCrossRef
6.
Zurück zum Zitat Bai, Z.J., Jin, X.Q.: A note on the Ulm-like method for inverse eigenvalue problems. Recent Advances in Scientific Computing and Matrix Analysis, 1–7 (2011) Bai, Z.J., Jin, X.Q.: A note on the Ulm-like method for inverse eigenvalue problems. Recent Advances in Scientific Computing and Matrix Analysis, 1–7 (2011)
7.
Zurück zum Zitat Behera, K.K.: A generalized inverse eigenvalue problem and m-functions. Linear Algebra Appl. 622, 46–65 (2021)MathSciNetCrossRef Behera, K.K.: A generalized inverse eigenvalue problem and m-functions. Linear Algebra Appl. 622, 46–65 (2021)MathSciNetCrossRef
8.
Zurück zum Zitat Cai, J., Chen, J.: Iterative solutions of generalized inverse eigenvalue problem for partially bisymmetric matrices. Linear Multilinear A. 65, 1643–1654 (2017)MathSciNetCrossRef Cai, J., Chen, J.: Iterative solutions of generalized inverse eigenvalue problem for partially bisymmetric matrices. Linear Multilinear A. 65, 1643–1654 (2017)MathSciNetCrossRef
9.
Zurück zum Zitat Chan, R.H., Chung, H.L., Xu, S.F.: The inexact Newton-like method for inverse eigenvalue problem. BIT Numer. Math. 43, 7–20 (2003)MathSciNetCrossRef Chan, R.H., Chung, H.L., Xu, S.F.: The inexact Newton-like method for inverse eigenvalue problem. BIT Numer. Math. 43, 7–20 (2003)MathSciNetCrossRef
11.
Zurück zum Zitat Dai, H.: An algorithm for symmetric generalized inverse eigenvalue problems. Linear Algebra Appl. 296, 79–98 (1999)MathSciNetCrossRef Dai, H.: An algorithm for symmetric generalized inverse eigenvalue problems. Linear Algebra Appl. 296, 79–98 (1999)MathSciNetCrossRef
12.
Zurück zum Zitat Dai, H., Lancaster, P.: Newton’s method for a generalized inverse eigenvalue problem. Numer. Linear Algebra Appl. 4, 1–21 (1997)MathSciNetCrossRef Dai, H., Lancaster, P.: Newton’s method for a generalized inverse eigenvalue problem. Numer. Linear Algebra Appl. 4, 1–21 (1997)MathSciNetCrossRef
13.
Zurück zum Zitat Dai, H., Bai, Z.Z., Wei, Y.: On the solvability condition and numerical algorithm for the parameterized generalized inverse eigenvalue problem. SIAM J. Matrix Anal. Appl. 36, 707–726 (2015)MathSciNetCrossRef Dai, H., Bai, Z.Z., Wei, Y.: On the solvability condition and numerical algorithm for the parameterized generalized inverse eigenvalue problem. SIAM J. Matrix Anal. Appl. 36, 707–726 (2015)MathSciNetCrossRef
14.
Zurück zum Zitat Dalvand, Z., Hajarian, M.: Newton-like and inexact Newton-like methods for a parameterized generalized inverse eigenvalue problem. Math. Methods Appl. Sci. 44, 4217–4234 (2021)MathSciNetCrossRef Dalvand, Z., Hajarian, M.: Newton-like and inexact Newton-like methods for a parameterized generalized inverse eigenvalue problem. Math. Methods Appl. Sci. 44, 4217–4234 (2021)MathSciNetCrossRef
15.
Zurück zum Zitat Dalvand, Z., Hajarian, M., Roman, J.E.: An extension of the Cayley transform method for a parameterized generalized inverse eigenvalue problem. Numer. Linear Algebra Appl. 27, e2327 (2020)MathSciNetCrossRef Dalvand, Z., Hajarian, M., Roman, J.E.: An extension of the Cayley transform method for a parameterized generalized inverse eigenvalue problem. Numer. Linear Algebra Appl. 27, e2327 (2020)MathSciNetCrossRef
16.
Zurück zum Zitat Ezquerro, J.A., Hernández, M.A.: The Ulm method under mild differentiability conditions. Numer. Math. 109, 193–207 (2008)MathSciNetCrossRef Ezquerro, J.A., Hernández, M.A.: The Ulm method under mild differentiability conditions. Numer. Math. 109, 193–207 (2008)MathSciNetCrossRef
17.
Zurück zum Zitat Friedland, S., Nocedal, J., Overton, M.L.: The formulation and analysis of numerical methods for inverse eigenvalue problems. SIAM J. Numer. Anal. 24, 634–667 (1987)MathSciNetCrossRef Friedland, S., Nocedal, J., Overton, M.L.: The formulation and analysis of numerical methods for inverse eigenvalue problems. SIAM J. Numer. Anal. 24, 634–667 (1987)MathSciNetCrossRef
18.
Zurück zum Zitat Gajewski, A., Zyczkowski, M.: Optimal structural design under stability constraints. Kluwer Academic, Dordrecht, The Natherlands (1988)CrossRef Gajewski, A., Zyczkowski, M.: Optimal structural design under stability constraints. Kluwer Academic, Dordrecht, The Natherlands (1988)CrossRef
19.
Zurück zum Zitat Galperin, A., Waksman, Z.: Ulm’s method under regular smoothness. Numer. Funct. Anal. Optim. 19, 285–307 (1998)MathSciNetCrossRef Galperin, A., Waksman, Z.: Ulm’s method under regular smoothness. Numer. Funct. Anal. Optim. 19, 285–307 (1998)MathSciNetCrossRef
20.
Zurück zum Zitat Ghanbari, K.: A survey on inverse and generalized inverse eigenvalue problems for Jacobi matrices. Appl. Math. Comput. 195, 355–363 (2008)MathSciNet Ghanbari, K.: A survey on inverse and generalized inverse eigenvalue problems for Jacobi matrices. Appl. Math. Comput. 195, 355–363 (2008)MathSciNet
21.
22.
Zurück zum Zitat Golub, G.H., Van Loan, C.F.: Matrix Computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996) Golub, G.H., Van Loan, C.F.: Matrix Computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996)
23.
Zurück zum Zitat Grandhi, R.: Structural optimization with frequency constraints-Areview. AIAA J. 31, 2296–2303 (1993)CrossRef Grandhi, R.: Structural optimization with frequency constraints-Areview. AIAA J. 31, 2296–2303 (1993)CrossRef
24.
Zurück zum Zitat Gutiérrez, J.M., Hernández, M.A., Romero, N.: A note on a modification of Moser’s method. J. Complex. 24, 185–197 (2008)MathSciNetCrossRef Gutiérrez, J.M., Hernández, M.A., Romero, N.: A note on a modification of Moser’s method. J. Complex. 24, 185–197 (2008)MathSciNetCrossRef
25.
Zurück zum Zitat Hald, O.: On discrete and numerical Sturm-Liouville problems. New York University, New York (1972) Hald, O.: On discrete and numerical Sturm-Liouville problems. New York University, New York (1972)
27.
Zurück zum Zitat Harman, H.: Modern factor analysis. University of Chicago Press, Chicago (1976) Harman, H.: Modern factor analysis. University of Chicago Press, Chicago (1976)
28.
Zurück zum Zitat Joseph, K.T.: Inverse eigenvalue problem in structural design. AIAA J. 30, 2890–2896 (1992)CrossRef Joseph, K.T.: Inverse eigenvalue problem in structural design. AIAA J. 30, 2890–2896 (1992)CrossRef
30.
Zurück zum Zitat Luo, Y.S., Shen, W.P., Luo, E.P.: A quadratically convergent algorithm for inverse eigenvalue problems. J. Nonlinear Convex Anal. 24, 2309–2328 (2023)MathSciNet Luo, Y.S., Shen, W.P., Luo, E.P.: A quadratically convergent algorithm for inverse eigenvalue problems. J. Nonlinear Convex Anal. 24, 2309–2328 (2023)MathSciNet
31.
Zurück zum Zitat Ma, W.: Two-step Ulm-Chebyshev-like Cayley transform method for inverse eigenvalue problems. Int. J. of Comput. Math. 99, 391–406 (2022)MathSciNetCrossRef Ma, W.: Two-step Ulm-Chebyshev-like Cayley transform method for inverse eigenvalue problems. Int. J. of Comput. Math. 99, 391–406 (2022)MathSciNetCrossRef
32.
Zurück zum Zitat Shen, W.P., Li, C., Jin, X.Q.: A Ulm-like method for inverse eigenvalue problems. Appl. Numer. Math. 61, 356–367 (2011)MathSciNetCrossRef Shen, W.P., Li, C., Jin, X.Q.: A Ulm-like method for inverse eigenvalue problems. Appl. Numer. Math. 61, 356–367 (2011)MathSciNetCrossRef
33.
Zurück zum Zitat Shen, W.P., Li, C., Jin, X.Q.: An inexact Cayley transform method for inverse eigenvalue problems with multiple eigenvalues. Inverse Probl. 31, 085007 (2015)MathSciNetCrossRef Shen, W.P., Li, C., Jin, X.Q.: An inexact Cayley transform method for inverse eigenvalue problems with multiple eigenvalues. Inverse Probl. 31, 085007 (2015)MathSciNetCrossRef
34.
Zurück zum Zitat Shen, W.P., Li, C., Jin, X.Q.: An Ulm-like Cayley transform method for inverse eigenvalue problems with multiple eigenvalues. Numer. Math. -Theory Me. 9, 664–685 (2016)MathSciNet Shen, W.P., Li, C., Jin, X.Q.: An Ulm-like Cayley transform method for inverse eigenvalue problems with multiple eigenvalues. Numer. Math. -Theory Me. 9, 664–685 (2016)MathSciNet
35.
Zurück zum Zitat Sivan, D.D., Ram, Y.M.: Mass and stiffness modifications to achieve desired natural frequencies. Commun. Numer. Methods Engrg. 12, 531–542 (1996)CrossRef Sivan, D.D., Ram, Y.M.: Mass and stiffness modifications to achieve desired natural frequencies. Commun. Numer. Methods Engrg. 12, 531–542 (1996)CrossRef
36.
Zurück zum Zitat Sun, D., Sun, J.: Strong semismoothness of eigenvalues of symmetric matrices and its application to inverse eigenvalue problems. SIAM J. Numer. Anal. 40, 2352–2367 (2002)MathSciNetCrossRef Sun, D., Sun, J.: Strong semismoothness of eigenvalues of symmetric matrices and its application to inverse eigenvalue problems. SIAM J. Numer. Anal. 40, 2352–2367 (2002)MathSciNetCrossRef
38.
Zurück zum Zitat Ulm, S.: On iterative methods with successive approximation of the inverse operator. Izv. Akad. Nauk Est. SSR 16, 403–411 (1967) Ulm, S.: On iterative methods with successive approximation of the inverse operator. Izv. Akad. Nauk Est. SSR 16, 403–411 (1967)
39.
Zurück zum Zitat Wen, C.T., Chen, X.S., Sun, H.W.: A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems. Linear Algebra Appl. 585, 241–262 (2020)MathSciNetCrossRef Wen, C.T., Chen, X.S., Sun, H.W.: A two-step inexact Newton-Chebyshev-like method for inverse eigenvalue problems. Linear Algebra Appl. 585, 241–262 (2020)MathSciNetCrossRef
40.
Zurück zum Zitat Xie, H.Q., Dai, H.: Inverse eigenvalue problem in structural dynamics design. Number. Math. J. Chinese Univ. 15, 97–106 (2006)MathSciNet Xie, H.Q., Dai, H.: Inverse eigenvalue problem in structural dynamics design. Number. Math. J. Chinese Univ. 15, 97–106 (2006)MathSciNet
41.
Zurück zum Zitat Zehnder, E.J.: A remark about Newton’s method, Commun. Pure. Appl. Math. 27, 361–366 (1974)MathSciNet Zehnder, E.J.: A remark about Newton’s method, Commun. Pure. Appl. Math. 27, 361–366 (1974)MathSciNet
42.
Zurück zum Zitat Zhang, H., Yuan, Y.: Generalized inverse eigenvalue problems for Hermitian and J-Hamiltonian/skew-Hamiltonian matrices. Appl. Math. Comput. 361, 609–616 (2019)MathSciNet Zhang, H., Yuan, Y.: Generalized inverse eigenvalue problems for Hermitian and J-Hamiltonian/skew-Hamiltonian matrices. Appl. Math. Comput. 361, 609–616 (2019)MathSciNet
Metadaten
Titel
An Ulm-like algorithm for generalized inverse eigenvalue problems
verfasst von
Yusong Luo
Weiping Shen
Publikationsdatum
09.05.2024
Verlag
Springer US
Erschienen in
Numerical Algorithms
Print ISSN: 1017-1398
Elektronische ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-024-01845-5

Premium Partner