An Improved Two‐Step Method for Inverse Eigenvalue Problems

ABSTRACT In this article, we investigate the numerical solutions of the inverse eigenvalue problem (IEP). Motivated by the techniques of Aishima in 2018, we propose here an improved two‐step method for the IEP. 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 is proved to be convergent with cubic root‐convergence rate. Numerical examples demonstrate the effectiveness of the improved method.