Some Modified Matrix Eigenvalue Problems

Gene H. Golub

Type: Article

Publication Date: 1973-04-01

Citations: 734

DOI: https://doi.org/10.1137/1015032

Abstract

We consider the numerical calculation of several matrix eigenvalue problems which require some manipulation before the standard algorithms may be used. This includes finding the stationary values of a quadratic form subject to linear constraints and determining the eigenvalues of a matrix which is modified by a matrix of rank one. We also consider several inverse eigenvalue problems. This includes the problem of determining the coefficients for the Gauss–Radau and Gauss–Lobatto quadrature rules. In addition, we study several eigenvalue problems which arise in least squares.

Locations

SIAM Review - View
CiteSeer X (The Pennsylvania State University) - View - PDF

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