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### [Lapack] Moment matrix eigenvector update

 ```Rank one perturbation of a symmetric matrix: cs.nju.edu.cn/people/zhaojinxi/miao.pdf And the secular equation can be solved with laed4(N,I,D,Z,rho,Delta,Dlambda,info), Delta is useful for the calculation of the new eigenvectors. Z is not the original modifying vector but its transformation with the original eigenvectors. Laszlo 2006/11/15, Laszlo Sragner : `````` Hi, if X is an N x M (N>>M) matrix let C = X' * X and C = VDV' if w is a Mx1 vector what is the diagonalization of ( C + ww' )? I understand that the trick is to diagonalize (D+pp') where p=Vw and that this is the heart of the divide and conquer algorithm but are there any LAPACK function to do it? I am also interested to do an SVD on [ X ] [ -- ] [ w'] which is an analogous problem and interesting if C is rank defficient. Cheers, Laszlo ``````-------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.cs.utk.edu/private/lapack/attachments/20061121/daf0cc7e/attachment.html ```
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