An extended two-step method for solving generalized inverse eigenvalue problems
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.
Fields of Study & Subjects
Numerical methods in inverse problems
Matrix Theory and Algorithms
Electromagnetic Scattering and Analysis
Publication details
- Journal / source
- ETNA - Electronic Transactions on Numerical Analysis
- Publisher
- Osterreichische Akademie der Wissenschaften, Verlag
- Volume
- 65
- Pages
- 347–371
- Publication date
- 1 January 2026
- Language
- EN