Nonlinear Low Rank Modification of a Symmetric Eigenvalue Problem
Heinrich Voß, Kemal Yildiztekin, Xin Sunny Huang · SIAM Journal on Matrix Analysis and Applications · 2011
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.