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Some Modified Matrix Eigenvalue Problems

Golub, Gene H.·1973·SIAM Review

Abstract

We consider the numerical calculation of several matrix eigenvalue problems which require some manipulation before the standard algorithms may be used. This includes finding the stationary values of a quadratic form subject to linear constraints and determining the eigenvalues of a matrix which is modified by a matrix of rank one. We also consider several inverse eigenvalue problems. This includes the problem of determining the coefficients for the Gauss–Radau and Gauss–Lobatto quadrature rules. In addition, we study several eigenvalue problems which arise in least squares.

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Metadata

Authors
Golub, G. H.
Venue
SIAM Review
Published
1973-04
Volume
15
Issue
2
Pages
318-334
ISSN
  • 0036-1445 (ISSN-L)
  • 1095-7200
OpenAlex
W2105433369
Cited by
728
References
1
FWCI
0.52
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Some Modified Matrix Eigenvalue Problems. https://app.cochat.ai/papers/10.1137/1015032
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Golub, G. H. (1973). Some Modified Matrix Eigenvalue Problems. SIAM Review. https://doi.org/10.1137/1015032

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