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ETNA - Electronic Transactions on Numerical Analysis
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Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
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DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 347-371, 2026/07/20
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.
Keywords: generalized inverse eigenvalue problems, inverse eigenvalue problems, extended two-step method, Newton's method, cubic root-convergence