Some Modified Matrix Eigenvalue Problems

DOI10.1137/1015032zbMath0254.65027OpenAlexW2105433369WikidataQ56560339 ScholiaQ56560339MaRDI QIDQ5667943

Gene H. Golub

Publication date: 1973

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1015032

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items

Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework, SuperDC: Superfast Divide-And-Conquer Eigenvalue Decomposition With Improved Stability for Rank-Structured Matrices, An approximate inverse matrix technique for arrowhead matrices, Support vector machine classification with noisy data: a second order cone programming approach, Recursive total least squares algorithm for image reconstruction from noisy, undersampled frames, Analysis of Wave Propagation in 1D Inhomogeneous Media, Schur aggregation for linear systems and determinants, On Gauss-type quadrature formulas with prescribed nodes anywhere on the real line, Approximate streamsurfaces for flow visualization, Practical implementation of Krylov subspace spectral methods, The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale, Boosted optimal weighted least-squares, Improvements on Spectral Bisection, On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices, Cubic overestimation and secant updating for unconstrained optimization ofC^{2, 1}functions, An improved upper bound for the number of distinct eigenvalues of a matrix after perturbation, Eigenvalue problems of a two-dimensional Schrödinger operator with nonparabolic effective mass, The structure of matrices in rational Gauss quadrature, Pseudospectral methods based on nonclassical orthogonal polynomials for solving nonlinear variational problems, The Construction of Jacobi and Periodic Jacobi Matrices With Prescribed Spectra, Recursive transformed component statistical analysis for incipient fault detection, Notes on misspecifying the random effects distribution regarding analysis under the AB/BA crossover trial in dichotomous data – a Monte Carlo evaluation, A note on bounds to the variation of eigenvalues in symmetric matrix perturbation of rank one, Eigenvalue Placement for Regular Matrix Pencils with Rank One Perturbations, The Radau--Lanczos Method for Matrix Functions, Principal components along quiver representations, Inequalities for the eigenvectors associated to extremal eigenvalues in rank one perturbations of symmetric matrices, Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation, Generalized Matrix Nearness Problems, Orthogonal Cauchy-like matrices, Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?, The behavior of the Gauss-Radau upper bound of the error norm in CG, Note on a rank-one modification of the singular value decomposition, Highly accurate quadrature-based scharfetter-gummel schemes for charge transport in degenerate semiconductors, Construction of quantum states with special properties by projection methods, Additive preconditioning and aggregation in matrix computations, Kaczmarz's anomaly: a surprising feature of Kaczmarz's method, Matrix approach to solve polynomial equations, Asymptotic estimations of a perturbed symmetric eigenproblem, Generalized Hybrid Iterative Methods for Large-Scale Bayesian Inverse Problems, Extreme eigenvalues of real symmetric Toeplitz matrices, On families of quadratic surfaces having fixed intersections with two hyperplanes, Stepwise local influence analysis, Aitken's acceleration of the Schwarz process using singular value decomposition for heterogeneous 3D groundwater flow problems, A unifying convergence analysis of second-order methods for secular equations, Partial Lagrangian relaxation for the unbalanced orthogonal Procrustes problem, Expansion of weighted pseudoinverse matrices with positive definite weights into matrix power products. iterative methods, Calculation of Radau-Kronrod and Lobatto-Kronrod quadrature formulas, Refined bounds on the number of distinct eigenvalues of a matrix after low-rank update, Stability and instability of axisymmetric droplets in thermocapillary-driven thin films, Irr: An algorithm for computing the smallest singular value of large scale matrices, Lower bounds for the largest eigenvalue of a symmetric matrix under perturbations of rank one, Approximating composition operator norms on the Dirichlet space, Analysis of third-order methods for secular equations, Updating the singular value decomposition, Effect of small rank modification on the condition number of a matrix, The AAAtrig Algorithm for Rational Approximation of Periodic Functions, Circumscribed ellipsoid algorithm for fixed-point problems, Computation of Gauss-type quadrature formulas, Perturbation bounds for polynomials, Algorithms for the regularization of ill-conditioned least squares problems, Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems, Series expansion of weighted pseudoinverse matrices and iterative methods for calculating weighted pseudoinverse matrices and weighted normal pseudosolutions, Unnamed Item, Relationship between the characteristic polynomial and the spectrum of a diagonalizable matrix and those of its low-rank update, Space-Time Discretized Retarded Potential Boundary Integral Operators: Quadrature for Collocation Methods, On Gauss-Type Quadrature Rules, Spectral solution of the breakage-coalescence population balance equation Picard and Newton iteration methods, The matrix ridge approximation: algorithms and applications, Superfast Divide-and-Conquer Method and Perturbation Analysis for Structured Eigenvalue Solutions, The Number of Distinct Eigenvalues of a Matrix After Perturbation, An Accelerated Greedy Missing Point Estimation Procedure, Linear stability of inviscid vortex rings to axisymmetric perturbations, Augmenting the one-shot framework by additional constraints, A Distributed and Incremental SVD Algorithm for Agglomerative Data Analysis on Large Networks, A Proximal Operator for Multispectral Phase Retrieval Problems, The rank and eigenvalues of main diagonal perturbed matrices, Some large-scale matrix computation problems, Construction of real symmetric and per-antisymmetric matrices with prescribed spectrum data, A fast algorithm for Gaussian type quadrature formulae with mixed boundary conditions and some lumped mass spectral approximations, Iterative methods with different rates of convergence for calculating weighted pseudoinverse matrices and weighted normal pseudosolutions with positive definite weights, Unnamed Item, Eigenvectors from eigenvalues: A survey of a basic identity in linear algebra, Explicit high-order time stepping based on componentwise application of asymptotic block Lanczos iteration, Deflation for the Symmetric Arrowhead and Diagonal-Plus-Rank-One Eigenvalue Problems, 2-norm effective isotropic Hookean solids, Estimates of Eigenvalues for Iterative Methods, Eigenvalues of a symmetric tridiagonal matrix: A divide-and-conquer approach, On a class of matrix pencils and \(\ell\)-ifications equivalent to a given matrix polynomial, Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature, Gaussian formulae for the calculation of Cauchy principal value integrals and their convergence, Maximizing bilinear forms subject to linear constraints, The symmetric tridigonal eigenproblem on a shared memory multiprocessor. I, A Gaussian approximation scheme for computation of option prices in stochastic volatility models, On inhomogeneous eigenvalue problems. I, A Petrov-Galerkin spectral element technique for heterogeneous porous media flow, Estimates in quadratic formulas, Linear algebra on high performance computers, Variational analysis of an extended eigenvalue problem, Gauss-Jacobi-type quadrature rules for fractional directional integrals, Application of Gauss quadrature rule in finding bounds for solution of linear systems of equations, Hydrodynamic singular regimes in \(1+1\) kinetic models and spectral numerical methods, Zero-free regions for a rational function with applications, On the solution of the advection equation and advective dominated reactor models by weighted residual methods, Component analysis with different sets of constraints on different dimensions, A Gauss-Newton iteration for total least squares problems, Subspace identification for FDI in systems with non-uniformly sampled multirate data, Restricted rank modification of the symmetric eigenvalue problem: Theoretical considerations, Emergence of correlations between securities at short time scales, Schur complements and the Weinstein-Aronszajn theory for modified matrix eigenvalue problems, The modified bordering method to evaluate eigenvalues and eigenvectors of normal matrices, A constrained eigenvalue problem, Generalized updating problems and computation of the eigenvalues of rational Toeplitz matrices, The spectrum of a modified linear pencil, Adaptive Richardson iteration based on Leja points, A numerical comparison of methods for solving secular equations, An adaptive Richardson iteration method for indefinite linear systems, Iterative methods for the computation of a few eigenvalues of a large symmetric matrix, Extension of moment projection method to the fragmentation process, A Divide and Conquer method for the symmetric tridiagonal eigenproblem, Eigenvalue estimates using the Kolmogorov-Sinai entropy, On computing quadrature-based bounds for the \(A\)-norm of the error in conjugate gradients, Matrices related to interpolatory quadratures, Enclosing clusters of zeros of polynomials, Matrix computations and polynomial root-finding with preprocessing, A mathematical biography of Danny C. Sorensen, The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation, Computational methods of linear algebra, Efficient determination of the hyperparameter in regularized total least squares problems, A nonclassical Radau collocation method for nonlinear initial-value problems with applications to Lane-Emden type equations, Sparse linear regression from perturbed data, The communality problem for Stieltjes matrices, Computation of induced orthogonal polynomial distributions, Restoring rank and consistency by orthogonal projection, Personal report : Gene Howard Golub, 1932--2007, Hypergraph edge elimination -- a symbolic phase for Hermitian eigensolvers based on rank-1 modifications, Approximate eigensolution of Laplacian matrices for locally modified graph products, Quadratically constrained least squares and quadratic problems, Positive reduction from spectra, Adaptive Lanczos methods for recursive condition estimation, Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. II. singular weights, An optimal Q-OR Krylov subspace method for solving linear systems, Generation and application of multivariate polynomial quadrature rules, Matrices, moments, and rational quadrature, A complete characterization of disjunctive conic cuts for mixed integer second order cone optimization, A case against a divide and conquer approach to the nonsymmetric eigenvalue problem, On anti-pentadiagonal persymmetric Hankel matrices with perturbed corners, Fisher-Rao geometry of Dirichlet distributions, Additive preconditioning, eigenspaces, and the inverse iteration, A numerical comparison of the method of moments for the population balance equation, Solving secular and polynomial equations: a multiprecision algorithm, Influence analysis with homogeneous linear restrictions, Orthogonal polynomial expansions for the matrix exponential, Computable eigenvalue bounds for rank-\(k\) perturbations, Randomized preprocessing of homogeneous linear systems of equations, A Nyström method for Fredholm integral equations on the real line, New progress in real and complex polynomial root-finding, On numerical improvement of Gauss-Lobatto quadrature rules., Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations, On the modification of an eigenvalue problem that preserves an eigenspace, Calculation of Gauss quadratures with multiple free and fixed knots, Rank-one modification of the symmetric eigenproblem, Fractional Sturm-Liouville boundary value problems in unbounded domains: theory and applications, A Nyström method for a class of Fredholm integral equations of the third kind on unbounded domains, A survey on variational characterizations for nonlinear eigenvalue problems, \(P\)-invertibility of matrices and operators, Computing the eigenvalues and eigenvectors of symmetric arrowhead matrices, Editorial: Total least squares and errors-in-variables modeling, A secular equation for the eigenvalues of a diagonal matrix perturbation, The numerically stable reconstruction of Jacobi matrices from spectral data, Rayleigh quotient algorithms for nonsymmetric matrix pencils, High-order generalized Gauss-Radau and Gauss-Lobatto formulae for Jacobi and Laguerre weight functions, Krylov subspace spectral methods for the time-dependent Schrödinger equation with non-smooth potentials, The Weierstrass iterative method as a Petrov-Galerkin method for solving eigenvalue problem, Iterative methods to compute weighted normal pseudosolutions with positive definite weights, A weighted pseudoinverse, generalized singular values, and constrained least squares problems, Eigenvalue perturbation and generalized Krylov subspace method, Numerical computation in heterovalent chromatography, Gauss-Radau formulae for Jacobi and Laguerre weight functions, On the calculation of Jacobi matrices, Spectral functions for real symmetric Toeplitz matrices, The ubiquitous Kronecker product, On the paper ``A continued fraction approximation of the modified Bessel function \(I_ 1(t)\) by P. R. Parthasarathy and N. Balakrishnan, Some algorithms for maximum volume and cross approximation of symmetric semidefinite matrices, Zero and negative masses in finite element vibration and transient analysis, On the condition of nearly singular matrices under rank-1 perturbations, Rank and null space calculations using matrix decomposition without column interchanges