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Suppose $A\in\mathbb{R}^{n\times c}$,$u\in\mathbb{R}^n$,$n\gg c$. The time complexity of eigenvalue decomposing directly for matrix $AA^T+\text{diag}(u)$ is $O(n^3)$. And it is easy to avoid $O(n^3)$ for matrix $AA^T+I$. So can we avoid $O(n^3)$ for matrix $AA^T+\text{diag}(u)$? Thanks.

Regards.

Jay.

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    $\begingroup$ There are a few earlier related questions here (see linked): scicomp.stackexchange.com/q/503/713 $\endgroup$
    – Kirill
    Jul 20, 2016 at 8:27
  • $\begingroup$ Thanks, it seems that the answer is no. And $AA^T+\text{diag}(u)$ is not diagonally dominant. $\endgroup$
    – Echo
    Jul 22, 2016 at 9:26

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