General Solutions for a Class of Inverse Quadratic Eigenvalue Problems

Abstract

AbstractBased on various matrix decompositions, we compare different techniques for solving the inverse quadratic eigenvalue problem, where n × n real symmetric matrices M, C and K are constructed so that the quadratic pencil Q(λ) = λ2M + λC + K yields good approximations for the given k eigenpairs. We discuss the case where M is positive definite for 1 ≤ k ≤ n, and a general solution to this problem for n + 1 ≤ k ≤ 2n. The efficiency of our methods is illustrated by some numerical experiments.