A numerical method for solving inverse eigenvalue problems
A numerical method for solving inverse eigenvalue problems
Based on QR-like decomposition with column pivoting, a new and efficient numerical method for solving symmetric matrix inverse eigenvalue problems is proposed, which is suitable for both the distinct and multiple eigenvalue cases. A locally quadratic convergence analysis is given. Some numerical experiments are presented to illustrate our results.
An inverse eigenvalue problem for damped gyroscopic second-order systems.