An Extended Two-Step Method for Inverse Eigenvalue Problems with Multiple Eigenvalues

An Extended Two-Step Method for Inverse Eigenvalue Problems with Multiple Eigenvalues

Year:    2023

Author:    Weiping Shen, Yue Wang, Weiping Shen

Numerical Mathematics: Theory, Methods and Applications, Vol. 16 (2023), Iss. 4 : pp. 968–992

Abstract

In recent years, numerical solutions of the inverse eigenvalue problems with multiple eigenvalues have attracted the attention of some researchers, and there have been a few algorithms with quadratic convergence. We propose here an extended two-step method for solving the inverse eigenvalue problems with multiple eigenvalues. Under appropriate assumptions, the convergence analysis of the extended method is presented and the cubic root-convergence rate is proved. Numerical experiments are provided to confirm the theoretical results and comparisons with the inexact Cayley transform method are made. Our extended method and convergence result in the present paper may enrich the results of numerical solutions of the inverse eigenvalue problems with multiple eigenvalues.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2023-0002

Numerical Mathematics: Theory, Methods and Applications, Vol. 16 (2023), Iss. 4 : pp. 968–992

Published online:    2023-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    25

Keywords:    Inverse eigenvalue problems extended two-step method cubic root-convergence.

Author Details

Weiping Shen

Yue Wang

Weiping Shen