Rational matrix functions and rank-1 updates (Q2706247)

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Rational matrix functions and rank-1 updates
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    19 March 2001
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    rational matrix functions
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    rank-1 update
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    Sherman-Morrison formula
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    inverse problem
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    matrix exponential
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    Rational matrix functions and rank-1 updates (English)
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    This paper deals with the efficient computation of \(f(A+ uv^T)\), assuming that \(f(A)\) is available and \(f\) is a prescribed rational function defined on the spectrum of \(A\) and \(A+ uv^T\). A generalized Sherman-Morrison formula is presented. For an application, a Jacobian computation, arising in an inverse problem involving the matrix exponential is considered.
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