A Generalized Inexact Newton Method for Inverse Eigenvalue Problems

Abstract

We propose a generalized inexact Newton method for solving the inverse eigenvalue problems, which includes the generalized Newton method as a special case. Under the nonsingularity assumption of the Jacobian matrices at the solution c*, a convergence analysis covering both the distinct and multiple eigenvalue cases is provided and the quadratic convergence property is proved. Moreover, numerical tests are given in the last section and comparisons with the generalized Newton method are made.