diagonal plus symmetric rank one eigenproblem
Posted:
Thu Jul 07, 2011 1:48 amby gmandrew
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!
Re: diagonal plus symmetric rank one eigenproblem
Posted:
Wed Sep 21, 2011 1:57 pmby bibekkabi
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