diagonal plus symmetric rank one eigenproblem

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diagonal plus symmetric rank one eigenproblem

Postby gmandrew » Thu Jul 07, 2011 1:48 am

I'd appreciate any advice on how to find all eigenvalues/vectors of a matrix of the form D + a d d^T, where D is positive and diagonal, a is a positive scalar, and d is a vector with positive entries. (Actually, the diagonal elements of D are the squares of the entries of d.) It looks like I should be able to use dlaed3, but I'm having trouble understanding the documentation. Thanks!
gmandrew
 
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Re: diagonal plus symmetric rank one eigenproblem

Postby bibekkabi » Wed Sep 21, 2011 1:57 pm

hey please refer this paper " mathematical formulation of cuppen's divide and conquer algorithm" u will find the code structure for solving the secular equation and there is a lapack routine slaed4.f ,this uses the middle way method and fixed weight method for solving the equation

solving secular equation stably and efficiently ren-cang li even this paper will help u
bibekkabi
 
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