by 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!