0
$\begingroup$

Are there existing implementations for rank-one updating of symmetric matrices eigensystems? This is the mathematical statement of the problem. Let $S=QDQ^T$ $$S + vv^T = QDQ^T +vv^T = Q_{new}D_{new}Q_{new}^T$$ This paper describes the algorithm for efficiently computing update, but the closest thing I found was SLAED7 in LAPACK, which assumes S is tridiagonal symmetric.

Improve this question
$\endgroup$

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.