Solving parameterized generalized inverse eigenvalue problems via Golub-Kahan bidiagonalization
Zeynab Dalvand, Mohammad Ebrahim Dastyar · Computational Mathematics and Computer Modeling with Applications (CMCMA) · 2022
In this study, we present two two-step methods to solve parameterized generalized inverse eigenvalue problems that appear in diverse areas of computation and engineering applications. At the first step, we transfer the inverse eigenvalue problem into a system of nonlinear equations by using of the Golub-Kahan bidiagonalization. At the second step, we use Newton's and Quasi-Newton's methods for the numerical solution of system of nonlinear equations. Finally, we present some numerical examples which show that our methods are applicable for solving the parameterized inverse eigenvalue problems.