Forward stable eigenvalue decomposition of rank-one modifications of diagonal matrices

DOI10.1016/j.laa.2015.09.025zbMath1325.65053arXiv1405.7537OpenAlexW1827065324MaRDI QIDQ890573

Jesse L. Barlow, Nevena Jakovčević Stor, Ivan Slapničar

Publication date: 10 November 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.7537

zbMATH Keywords

high relative accuracyeigenvalue decompositionreal symmetric matrixarrowhead matrixdiagonal-plus-rank-one matrixforward stability

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Roundoff error (65G50) Software, source code, etc. for problems pertaining to linear algebra (15-04) Special matrices (15B99)

Related Items (5)

Note on a rank-one modification of the singular value decomposition ⋮ A new method to improve the efficiency and accuracy of incremental singular value decomposition ⋮ Fast optimization of viscosities for frequency‐weighted damping of second‐order systems ⋮ On anti-pentadiagonal persymmetric Hankel matrices with perturbed corners ⋮ Deflation for the Symmetric Arrowhead and Diagonal-Plus-Rank-One Eigenvalue Problems

Uses Software

• LAPACK
• Maple
• Matlab
• mctoolbox
• MKL
• Julia

Cites Work

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• On eigenvectors and adjoints of modified matrices
• A Stable and Efficient Algorithm for the Rank-One Modification of the Symmetric Eigenproblem
• A Divide-and-Conquer Algorithm for the Bidiagonal SVD
• Accuracy and Stability of Numerical Algorithms
• N Roots of the Secular Equation in O(N) Operations
• Error Analysis of Update Methods for the Symmetric Eigenvalue Problem
• Structures preserved by matrix inversion

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