Report Number: CS-TR-71-234
Institution: Stanford University, Department of Computer Science
Title: Some modified eigenvalue problems
Author: Golub, Gene H.
Date: August 1971
Abstract: We consider the numerical calculation of several 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 computing the Gauss-Radau and Gauss-Lobatto quadrature rules. In addition, we study several eigenvalue problems which arise in least squares.