The projected newton method for solving inverse eigenvalue problems - the case of multiple eigenvaues
Veronika Scholtyssek · Numerical Functional Analysis and Optimization · 1996
The Projected Newton method for solving inverse eigenvalue problems is extended to the case of multiple eigenvalues. It is shown that under some regularity assumptions the method converges quadratically, even if multiple eigenvalues are given. The resulting algorithm is basically the same as in case distinct eigenvalues. The algorithm and some numerical examples are presented