Numerische Mathematik

, Volume 31, Issue 1, pp 31–48

Rank-one modification of the symmetric eigenproblem

  • James R. Bunch
  • Christopher P. Nielsen
  • Danny C. Sorensen
Article

DOI: 10.1007/BF01396012

Cite this article as:
Bunch, J.R., Nielsen, C.P. & Sorensen, D.C. Numer. Math. (1978) 31: 31. doi:10.1007/BF01396012

Summary

An algorithm is presented for computing the eigensystem of the rank-one modification of a symmetric matrix with known eigensystem. The explicit computation of the updated eigenvectors and the treatment of multiple eigenvalues are discussed. The sensitivity of the computed eigenvectors to errors in the updated eigenvalues is shown by a perturbation analysis.

Subject Classifications

AMS(MOS): 65F15 CR: 5.14 

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • James R. Bunch
    • 1
  • Christopher P. Nielsen
    • 1
  • Danny C. Sorensen
    • 2
  1. 1.Department of MathematicsUniversity of CaliforniaSan Diego, La JollaUSA
  2. 2.Department of MathematicsUniversity of KentuckyLexingtonUSA

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