Residential College | false |
Status | 已發表Published |
A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems | |
Zhao, Zhi1; Jin, Xiao Qing2; Yao, Teng Teng3 | |
2021-04-28 | |
Source Publication | BIT NUMERICAL MATHEMATICS |
ISSN | 0006-3835 |
Volume | 62Issue:1Pages:311-337 |
Abstract | This paper is concerned with the parameterized least squares inverse eigenvalue problems for the case that the number of parameters to be constructed is greater than the number of prescribed realizable eigenvalues. Intrinsically, this is a specific problem of finding a zero of an under-determined nonlinear map defined between a Riemannian product manifold and a matrix space. To solve this problem, we propose a Riemannian under-determined BFGS algorithm with a specialized update formula for iterative linear operators, and an Armijo type line search is used. Global convergence properties of this algorithm are established under some mild assumptions. In addition, we also generalize a Riemannian inexact Newton method for solving this problem. Specially, the explicit form of the inverse of the linear operator corresponding to the perturbed normal Riemannian Newton equation is obtained, which improves the efficiency of Riemannian inexact Newton method. Numerical experiments are provided to illustrate the efficiency of the proposed method. |
Keyword | Parameterized Least Squares Inverse Eigenvalue Problems Riemannian Under-determined Bfgs Method Under-determined Equation |
DOI | 10.1007/s10543-021-00874-z |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Computer Science ; Mathematics |
WOS Subject | Computer Science, Software Engineering ; Mathematics, Applied |
WOS ID | WOS:000645171100002 |
Publisher | SPRINGERVAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS |
Scopus ID | 2-s2.0-85105382364 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Corresponding Author | Yao, Teng Teng |
Affiliation | 1.Department of Mathematics, School of Sciences, Hangzhou Dianzi University, Hangzhou, 310018, China 2.Department of Mathematics, University of Macau, Macao 3.Department of Mathematics, School of Sciences, Zhejiang University of Science and Technology, Hangzhou, 310023, China |
Recommended Citation GB/T 7714 | Zhao, Zhi,Jin, Xiao Qing,Yao, Teng Teng. A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems[J]. BIT NUMERICAL MATHEMATICS, 2021, 62(1), 311-337. |
APA | Zhao, Zhi., Jin, Xiao Qing., & Yao, Teng Teng (2021). A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems. BIT NUMERICAL MATHEMATICS, 62(1), 311-337. |
MLA | Zhao, Zhi,et al."A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems".BIT NUMERICAL MATHEMATICS 62.1(2021):311-337. |
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