Seminar series
Date
Thu, 03 May 2007
Time
14:00 -
15:00
Location
Comlab
Speaker
Prof Gene Golub
Organisation
Stanford University
The "secular equation" is a special way of expressing eigenvalue
problems in a variety of applications. We describe the secular
equation for several problems, viz eigenvector problems with a linear
constraint on the eigenvector and the solution of eigenvalue problems
where the given matrix has been modified by a rank one matrix. Next we
show how the secular equation can be approximated by use of the
Lanczos algorithm. Finally, we discuss numerical methods for solving
the approximate secular equation.