eigenproblem of a special symmetric matrix

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eigenproblem of a special symmetric matrix

Postby klmn » Mon Feb 12, 2007 10:41 am

Dear Lapack developers and users,
I would be very grateful for your advice on the following problem.

My symmetric matrix is specified by two vectors a and b as:
a·a^T + diag(b), where diag(b) is a diagonal matrix with elements taken from b.

One can solve eigenproblem for this matrix by standard means.
But is there a more elegant way?
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