求解广义特征值反问题的数值方法

Numerical Methods for Solving Generalized Inverse Eigenvalue Problem

讨论一类广义特征值反问题的数值解法,这类问题包括加法、乘法和经典特征值反问题作为其特殊情况。基于行列式和最小奇异值的计算,文中给出了求解这类问题的两个二次收敛的数值方法,描述了在出现重特征值的情况下如何改进其中的一个方法以保持二次收敛性。

Considers the numerical solution of a kind of generalized inverse eigenvalue pro blem which includes the additive, multiplicative and classical inverse eigenvalue problems as special cases. This paper presents two quadratically convergent numerical methods based on the determinant and the smallest singular value evaluations, and describes how to modify one of these methods to retain quadratic convergence in the case where multiple eigenvalues are given. Two numerical examples are presented to illustrate the convergence results.