Forward stable eigenvalue decomposition of rank-one modifications of diagonal matrices
From MaRDI portal
Abstract: We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with high relative accuracy in operations. The algorithm is based on a shift-and-invert approach. Only a single element of the inverse of the shifted matrix eventually needs to be computed with double the working precision. Each eigenvalue and the corresponding eigenvector can be computed separately, which makes the algorithm adaptable for parallel computing. Our results extend to the complex Hermitian case. The algorithm is similar to the algorithm for solving the eigenvalue problem for real symmetric arrowhead matrices from: N. Jakovv{c}evi'{c}~Stor, I. Slapniv{c}ar and J. L. Barlow, {Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications}, Lin. Alg. Appl., 464 (2015).
Recommendations
- A Stable and Efficient Algorithm for the Rank-One Modification of the Symmetric Eigenproblem
- Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications
- Computing the eigenvalues of modified symmetric matrices
- Fast QR Eigenvalue Algorithms for Hessenberg Matrices Which Are Rank‐One Perturbations of Unitary Matrices
- On the Spectral Decomposition of Hermitian Matrices Modified by Low Rank Perturbations with Applications
Cites work
- N Roots of the Secular Equation in O(N) Operations
- A Divide and Conquer method for the symmetric tridiagonal eigenproblem
- A Divide-and-Conquer Algorithm for the Bidiagonal SVD
- A floating-point technique for extending the available precision
- A Fully Parallel Algorithm for the Symmetric Eigenvalue Problem
- A Stable and Efficient Algorithm for the Rank-One Modification of the Symmetric Eigenproblem
- Accuracy and Stability of Numerical Algorithms
- Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications
- Computing the eigenvalues and eigenvectors of symmetric arrowhead matrices
- Error Analysis of Update Methods for the Symmetric Eigenvalue Problem
- scientific article; zbMATH DE number 3671573 (Why is no real title available?)
- scientific article; zbMATH DE number 53686 (Why is no real title available?)
- scientific article; zbMATH DE number 592764 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- Matrix algorithms. Vol. 2: Eigensystems
- Matrix computations and semiseparable matrices. Vol. 1: Linear systems.
- Matrix mathematics. Theory, facts, and formulas
- Numerical solution of a secular equation
- On eigenvectors and adjoints of modified matrices
- Rank-one modification of the symmetric eigenproblem
- Structures preserved by matrix inversion
Cited in
(9)- Computing the eigenvalues of modified symmetric matrices
- Über die Falksche ECP-Transformation und Verallgemeinerungen
- A Stable and Efficient Algorithm for the Rank-One Modification of the Symmetric Eigenproblem
- On anti-pentadiagonal persymmetric Hankel matrices with perturbed corners
- Deflation for the symmetric arrowhead and diagonal-plus-rank-one eigenvalue problems
- 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
- Randomized greedy magic point selection schemes for nonlinear model reduction
This page was built for publication: Forward stable eigenvalue decomposition of rank-one modifications of diagonal matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q890573)
