A Note On Efficient Numerically Stabilized Rank-one Eigenstructure Updating

Moonen, Marc;Van Dooren, Paul;Vandewalle, J.
(1991) IEEE Transactions on Signal Processing — Vol. 39, n° 8, p. 1911-1913 (1991)

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  • Moonen, MarcUCLouvain
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  • Van Dooren, PaulUCLouvain
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  • Vandewalle, J.
    Author
Abstract
In a recent paper, DeGroat and Roberts developed a reorthogonalization scheme for stabilizing eigenstructure updating algorithms. In this correspondence, we show that only part of this scheme, namely the renormalization, is essential for the stability, so that a cheaper scheme, with roughly hair as many computations, can perform equally well.
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Moonen, M., Van Dooren, P., & Vandewalle, J. (1991). A Note On Efficient Numerically Stabilized Rank-one Eigenstructure Updating. IEEE Transactions on Signal Processing, 39(8), 1911-1913. https://doi.org/10.1109/78.91165 (Original work published 1991)