Symmetric row/column update of a size-n symmetric eigenvalue problem
The matrix to diagonalize is given in the form
A = D + e(p) uT + u e(p)T
where D is a diagonal matrix with diagonal elements {dk, k=1,...,n}, u is a given column-vector, and the vector e(p) with components e(p)i=δip is a unit vector in the direction p where 1≤p≤n.
Given the diagonal elements of the matrix D, the vector u, and the integer p, calculate the eigenvalues of the matrix A using O(n2) operations (see section "Eigenvalues of updated matrix" in the book).