Affordable Access

Publisher Website

Restricted rank modification of the symmetric eigenvalue problem: Theoretical considerations

Authors
Journal
Linear Algebra and its Applications
0024-3795
Publisher
Elsevier
Publication Date
Volume
104
Identifiers
DOI: 10.1016/0024-3795(88)90309-6

Abstract

Abstract The problem is considered how to obtain the eigenvalues and vectors of a matrix A+ VV T where A is a symmetric matrix with known spectral decomposition and VV T is a positive semidefinite matrix of low rank. It is shown that the eigenvalues of A+ VV T can easily be located to any desired accuracy by means of the inertia of the matrix I − V T (λ − A) -1 V. The problem of determining the eigenvalues of A restricted to R ( V) ⊥ can be treated likewise.

There are no comments yet on this publication. Be the first to share your thoughts.