Nonlinear Low Rank Modification of a Symmetric Eigenvalue Problem

This paper studies existence and uniqueness results and interlacing properties of nonlinear modifications of small rank of symmetric eigenvalue problems. Approximation properties of the Rayleigh functional are used to design numerical methods the local convergence of which is quadratic or even cubic. Numerical examples demonstrate their efficiency. Key words. eigenvalue problem, nonlinear small rank modification, interlacing property AMS subject classifications. 15A18, 47J10, 65F15

• Type: Journal
• Year: 2011
• Where: SIAMMAX
• Authors: Heinrich Voss, Kemal Yildiztekin, Xin Huang
• Keywords: Approximation Properties, Numerical Examples, SIAMMAX 2011, Symmetric Eigenvalue Problems