A two-step Ulm-Chebyshev-like Cayley transform method for inverse eigenvalue problems with multiple eigenvalues

Abstract

Our focus in this study was on examining the convergence problem of a novel method, inspired by the Ulm-Chebyshev-like Cayley transform method, which was designed to solve the inverse eigenvalue problems (IEPs) with multiple eigenvalues. Compared with other existing methods, the proposed method has higher convergence order and/or requires less operations. Under the assumption that the relative generalized Jacobian matrices at a solution are nonsingular, the proposed method was proved to be convergent with cubic convergence. Experimental findings demonstrated the practicality and efficiency of the suggested approaches.

Keywords

• inverse eigenvalue problems
• multiple eigenvalues
• ulm-chebyshev-like method
• cayley transform
• cubically convergent