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Sib. Èlektron. Mat. Izv., 2018, Volume 15, Pages 1513–1529 (Mi semr1011)  

Computational mathematics

On convergence of the inverse iteration algorithm for modified Prony method

A. A. Lomov

Sobolev Institute of Mathematics, 4, pr. Koptyuga, Novosibirsk, 630090, Russia

Abstract: In the nonlinear eigenvalue problem of modified Prony method under small perturbations the global convergence of first inverse iteration algorithm of M. Osborne (1970) is investigated.

Keywords: difference equations, parameter identification, modified Prony method, nonlinear eigenvalue problem, inverse iteration, global convergence.

Funding Agency Grant Number
Russian Foundation for Basic Research 16-01-00592_а


DOI: https://doi.org/10.33048/semi.2018.15.126

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Bibliographic databases:

Document Type: Article
UDC: 519.6
MSC: 65F15, 41A30
Received July 23, 2018, published November 27, 2018

Citation: A. A. Lomov, “On convergence of the inverse iteration algorithm for modified Prony method”, Sib. Èlektron. Mat. Izv., 15 (2018), 1513–1529

Citation in format AMSBIB
\Bibitem{Lom18}
\by A.~A.~Lomov
\paper On convergence of the inverse iteration algorithm for modified Prony method
\jour Sib. \`Elektron. Mat. Izv.
\yr 2018
\vol 15
\pages 1513--1529
\mathnet{http://mi.mathnet.ru/semr1011}
\crossref{https://doi.org/10.33048/semi.2018.15.126}


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