On the Spectral Decomposition of Hermitian Matrices Modified by Low Rank Perturbations with Applications

DOI10.1137/0609004zbMath0646.65033MaRDI QIDQ3790544

Gene H. Golub, Peter Arbenz

Publication date: 1988

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0609004

zbMATH Keywords

singular value decomposition; eigenvalues; eigenvectors; spectral decomposition; Hermitian matrix; Hermitian Toeplitz matrices; divide and conquer algorithms; rank one modifications

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

15A18: Eigenvalues, singular values, and eigenvectors

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