A numerical comparison of methods for solving secular equations (Q1379004)
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scientific article; zbMATH DE number 1115935
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| English | A numerical comparison of methods for solving secular equations |
scientific article; zbMATH DE number 1115935 |
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A numerical comparison of methods for solving secular equations (English)
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18 June 1998
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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.
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eigenvalues
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rank one perturbation
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secular equation
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numerical comparisons
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0.8015680313110352
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0.7979271411895752
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0.7843323945999146
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0.7538288235664368
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