Solving generalized inverse eigenvalue problems via L-BFGS-B method

Zeynab Dalvand, Masoud Hajarian · Inverse Problems in Science and Engineering · 2020

The parameterized generalized inverse eigenvalue problems containing multiplicative and additive inverse eigenvalue problems appear in vibrating systems design, structural design, and inverse Sturm–Liouville problems. In this article, by using the Cholesky factorization and the Jacobi method, we propose two efficient algorithms based on Newton's method and the L-BFGS-B method for solving these problems. To demonstrate the effectiveness of the algorithms, we present three numerical examples.

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