Rank one update #86
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Rank one update #86
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still some instabilities that I suspect are due to zero eigenvalues.
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I am closing this PR because we have decided to move rank-one updates to a separate repository. Remaining relevant changes have been moved to #97. |
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should we remove the branch or do you still need it to move to a separate repo? |
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A branch to add the utilities of rank one updates for symmetric eigenproblems. Current implementations follow these papers:
BNS:
https://en.wikipedia.org/wiki/Bunch%E2%80%93Nielsen%E2%80%93Sorensen_formula
https://link.springer.com/content/pdf/10.1007/BF01396012.pdf
Gu-Eisenstadt:
https://epubs.siam.org/doi/pdf/10.1137/S089547989223924X
https://people.inf.ethz.ch/arbenz/ewp/Lnotes/lsevp.pdf
Currently, the Gu-Eisenstadt does not work for full matrices, and the BNS is dreadfully off. Any comments on implementation appreciated.