An Inexact Newton-Type Method for Inverse Singular Value

In this paper, an inexact Newton-type approach is proposed for solving inverse singu- lar value problems. We show that the method converges superlinearly. This method can reduce signi¯cantly the oversolving problem of the Newton-type method and improve the e±ciency. Numerical experiments is also presented to illustrate our results

Projected pseudotransient continuation

2008-2009 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

AN ULM-LIKE METHOD FOR INVERSE SINGULAR VALUE PROBLEMS

University of Macau [UL020/08-Y3/MAT/JXQ01/FST]; Natural Science Foundation of Fujian Province of China for Distinguished Young Scholars [2010J06002]; NCETIn 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

Low rank update of singular values

10.1090/S0025-5718-06-01825-4Mathematics of Computation752551351-136