Computing the eigenvalues of modified symmetric matrices (Q1189623)
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scientific article; zbMATH DE number 57562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the eigenvalues of modified symmetric matrices |
scientific article; zbMATH DE number 57562 |
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Computing the eigenvalues of modified symmetric matrices (English)
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27 September 1992
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A stable updating method is presented for the computation of the eigenvalues of \(A+CC^ T\) if the spectral decomposition of \(A\) is known and \(C\) is of low rank. The same idea is applied to the restricted Rayleigh-Ritz iteration with linear constraints.
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updating
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modified symmetric matrices
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eigenvalues
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spectral decomposition
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Rayleigh-Ritz iteration
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