symmetric tridiagonal eigenproblem



Hi all,

I have to solve two related symmetric tridiagonal eigenproblems. One of
size N, the other of size N+1 where the upper-left NxN submatrix is
identical to the former one (i.e. I add only one row and one column). Is
there a way to re-use the information from the N-size calculation to
speed up the N+1-size calculation? Preferably using LAPACK (I already
use DSTEVD for both problems separately).

Thanks,
gert
.



Relevant Pages

  • Re: symmetric tridiagonal eigenproblem
    ... Gert Van den Eynde wrote: ... I have to solve two related symmetric tridiagonal eigenproblems. ... the other of size N+1 where the upper-left NxN submatrix is ... there a way to re-use the information from the N-size calculation to ...
    (sci.math.num-analysis)
  • Re: symmetric tridiagonal eigenproblem
    ... Gert Van den Eynde wrote: ... the other of size N+1 where the upper-left NxN submatrix is ... there a way to re-use the information from the N-size calculation to ... so you can use the method for rank 1 updates of eigenvalue problems ...
    (sci.math.num-analysis)

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