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Mathematics of Computation

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On the relations between eigenvalues and eigenvectors for matrices resulting from pre and post multiplication by the transpose

Authors: V. J. Law and R. H. Fariss
Journal: Math. Comp. 22 (1968), 867-868
MSC: Primary 15.25
MathSciNet review: 0238869
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Abstract: Relationships between the eigenproblem associated with the matrices $ {A^T}A$ and $ A{A^T}$ are derived. If the larger problem is solved first, then the eigenvalues and eigenvectors associated with the smaller problem may easily be computed from the derived relationships.

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Article copyright: © Copyright 1968 American Mathematical Society