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Diagonal plus Rank One

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Diagonal plus Rank One

Postby jknight » Wed Jan 24, 2007 9:03 am

I need to compute the eigen-decomposition of a diagonal plus rank one matrix. I know this is done as a part of the divide and conquer algorithm for symmetric tridiagonal matrices (xstedc). Is there an interface for doing only this operation and not the whole tridiagonal eigen-decomposition? Any suggestions? I think I might be able to use xlaed[1-3] in some way.

Thanks
James
jknight
 
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