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SIAMMAX
2011

Nonlinear Low Rank Modification of a Symmetric Eigenvalue Problem

8 years 1 months ago
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
Heinrich Voss, Kemal Yildiztekin, Xin Huang
Added 17 Sep 2011
Updated 17 Sep 2011
Type Journal
Year 2011
Where SIAMMAX
Authors Heinrich Voss, Kemal Yildiztekin, Xin Huang
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