We consider matrix inverse eigenvalue problems. For their numerical solution, we propose an algorithm based on Newton’s iterative process, where, for constructing the Jacobian, a numerical procedure of calculation of the exact derivatives of a matrix determinant is used.
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Translated from Matematychni Metody ta Fizyko-Mekhanichni Polya, Vol. 55, No. 3, pp. 27–34, July–September, 2012.
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Podlevskyi, B.M., Yaroshko, O.S. Newton’s Method for the Solution of Inverse Spectral Problems. J Math Sci 194, 156–165 (2013). https://doi.org/10.1007/s10958-013-1516-1
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DOI: https://doi.org/10.1007/s10958-013-1516-1