Multiple-rank Modification of Symmetric Eigenvalue Problem
From MaRDI portal
Abstract: Rank-1 modifications in k-times (k > 1) often are performed to achieve rank-k modification. We propose a rank- k modification for enhancing computational efficiency. As the first step towards a rank- k modification, an algorithm to perform rank-2 modification is proposed and tested. The computation cost of our proposed algorithm is in O(n^1.5). We also propose a general rank- k update algorithm based upon the modified Sturm Theorem, and compare our results from those of the direct eigenvalue decomposition and of a perturbation method.
This page was built for publication: Multiple-rank Modification of Symmetric Eigenvalue Problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6287419)
