Rank-one modification of the symmetric eigenproblem |
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Authors: | James R Bunch Christopher P Nielsen Danny C Sorensen |
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Institution: | (1) Department of Mathematics, University of California, 92093 San Diego, La Jolla, CA, USA;(2) Department of Mathematics, University of Kentucky, 40506 Lexington, KY, USA |
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Abstract: | Summary An algorithm is presented for computing the eigensystem of the rank-one modification of a symmetric matrix with known eigensystem. The explicit computation of the updated eigenvectors and the treatment of multiple eigenvalues are discussed. The sensitivity of the computed eigenvectors to errors in the updated eigenvalues is shown by a perturbation analysis.Support for this research was provided by NSF grants MCS 75-06510 and MCS 76-03139Support for this research was provided by the Applied Mathematics Division, Argonne National Laboratory, Argonne, IL 60439, USA |
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Keywords: | AMS(MOS): 65F15 CR: 5 14 |
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