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.



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