Volume 65, pp. 347-371, 2026.

An extended two-step method for solving generalized inverse eigenvalue problems

Wei Ma

Abstract

In this paper, we study numerical algorithms for generalized inverse eigenvalue problems. We propose an extended two-step method, motivated by the technique of K. Aishima, which, compared with other existing methods, requires fewer operations and/or has a higher convergence order. Under appropriate assumptions, the new method is proven to have a third-order root-convergence rate. The numerical results show that the new method is effective and robust.

Full Text (PDF) [441 KB], BibTeX , DOI: 10.1553/etna_vol65s347

Key words

generalized inverse eigenvalue problems, inverse eigenvalue problems, extended two-step method, Newton's method, cubic root-convergence

AMS subject classifications

65F18, 65F15, 15A18