Iterative solutions of generalized inverse eigenvalue problem for partially bisymmetric matrices
Jing Cai, Jianlong Chen · Linear and Multilinear Algebra · 2016
In this paper, for given , , an iterative algorithm is constructed to find the solutions of generalized inverse eigenvalue problem , where A and B should be partially bisymmetric under a prescribed submatrix constraint. For any initial constrained matrices, a solution pair can be obtained in finite iteration steps by this iterative algorithm in the absence of roundoff errors. The least norm solution can be obtained by choosing a special kind of initial matrix pencil. In addition, the unique optimal approximation solution to a given matrix pencil in the solution set of the above problem can also be obtained by this iterative algorithm. Numerical examples are given to illustrate efficiency of the proposed algorithm.