An algorithm is presented for computing the eigensystem of the rank-one modification of a symmetric matrix with known eigensystem. The explicit computation of the updated eigenvectors and the treatment of multiple eigenvalues are discussed. The sensitivity of the computed eigenvectors to errors in the updated eigenvalues is shown by a perturbation analysis.
%0 Journal Article
%1 bunch78
%A Bunch, James R.
%A Nielsen, Christopher P.
%A Sorensen, Danny C.
%D 1978
%I Springer-Verlag
%J Numerische Mathematik
%K eigenvalues rank-one secular.equation
%N 1
%P 31-48
%R 10.1007/BF01396012
%T Rank-One Modification of the Symmetric Eigenproblem
%V 31
%X An algorithm is presented for computing the eigensystem of the rank-one modification of a symmetric matrix with known eigensystem. The explicit computation of the updated eigenvectors and the treatment of multiple eigenvalues are discussed. The sensitivity of the computed eigenvectors to errors in the updated eigenvalues is shown by a perturbation analysis.
@article{bunch78,
abstract = {An algorithm is presented for computing the eigensystem of the rank-one modification of a symmetric matrix with known eigensystem. The explicit computation of the updated eigenvectors and the treatment of multiple eigenvalues are discussed. The sensitivity of the computed eigenvectors to errors in the updated eigenvalues is shown by a perturbation analysis.},
added-at = {2014-01-28T20:19:29.000+0100},
author = {Bunch, James R. and Nielsen, Christopher P. and Sorensen, Danny C.},
biburl = {https://www.bibsonomy.org/bibtex/20115d3833b0b171356dc4d34923f830a/ytyoun},
doi = {10.1007/BF01396012},
interhash = {848d26ebcfec19de5eec1173a7ab5715},
intrahash = {0115d3833b0b171356dc4d34923f830a},
issn = {0029-599X},
journal = {Numerische Mathematik},
keywords = {eigenvalues rank-one secular.equation},
language = {English},
number = 1,
pages = {31-48},
publisher = {Springer-Verlag},
timestamp = {2016-05-06T14:22:03.000+0200},
title = {Rank-One Modification of the Symmetric Eigenproblem},
volume = 31,
year = 1978
}