A numerical comparison of methods for solving secular equations (Q1379004)

It has been established that eigenvalues of a symmetric rank one perturbation of a given symmetric matrix may be obtained as solution of the secular equation [\textit{G. H. Golub}, SIAM Rev. 15, 318-334 (1973; Zbl 0254.65027)]. In this paper, the author gives a comprehensive review of methods for the solution of the secular equation, proposes new strategies for initial approximation, and gives numerical comparisons.