Forward stable eigenvalue decomposition of rank-one modifications of diagonal matrices

DOI10.1016/J.LAA.2015.09.025zbMath1325.65053arXiv1405.7537OpenAlexW1827065324MaRDI QIDQ890573

Jesse L. Barlow, Nevena Jakovčević Stor, Ivan Slapničar

Publication date: 10 November 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.7537

zbMATH Keywords

high relative accuracyeigenvalue decompositionreal symmetric matrixarrowhead matrixdiagonal-plus-rank-one matrixforward stability

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Roundoff error (65G50) Software, source code, etc. for problems pertaining to linear algebra (15-04) Special matrices (15B99)

Related Items (6)

Note on a rank-one modification of the singular value decomposition ⋮ A new method to improve the efficiency and accuracy of incremental singular value decomposition ⋮ Fast optimization of viscosities for frequency‐weighted damping of second‐order systems ⋮ On anti-pentadiagonal persymmetric Hankel matrices with perturbed corners ⋮ Randomized greedy magic point selection schemes for nonlinear model reduction ⋮ Deflation for the Symmetric Arrowhead and Diagonal-Plus-Rank-One Eigenvalue Problems

Uses Software

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• mctoolbox
• MKL
• Julia

Cites Work

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• Structures preserved by matrix inversion

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