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In Golub's paper , page 327,the eigenvalues of a rank-one modification of a $n\times n$ symmetric matrix can be computed by findng the zeros of the secular equation \begin{equation*} w(\lambda_j)=1-\sum_{i}^n \frac{u_i^2}{d_i-\lambda_j}. \end{equation*} where $u(n\times 1)$ is the modified column vector; $d_i$ $(i=1,2,3...n)$ is the eigenvalues of the matrix before modification,which are arranged from smallest to largest. My question is that when $n$ is a large number,only first $k$ terms of the vector $u$ and $d_i$ are known, and the new eigenvalues $\lambda_j$ $(j=1,2,3...n)$are arranged from smallest to largest,how can I get the first $k$ terms of new eigenvalues $\lambda_j$? Added known conditions are that we have different pairs of $uh$ and $dh$ $(h=1,2,3...)$, and which make \begin{equation*} w(\lambda_j)≈1-\sum_{i}^k \frac{u1_i^2}{d1_i-\lambda_j}≈1-\sum_{i}^k \frac{u2_i^2}{d2_i-\lambda_j}≈1-\sum_{i}^k \frac{u3_i^2}{d3_i-\lambda_j}... \end{equation*} Is there any way that we can calculate the new eigenvalues $\lambda$? and how to choose which sets of $uj$ and $dj$ to solve for the eigenvalues? The method I tried was to choose two sets of $d1$$u1$ and $d2$$u2$, square their $w(\lambda)$ differences, and then find the extreme point of the new formula to find the approximation of the $\lambda$. It seems that the larger the difference between the chosen $d1_1$ and $d2_1$, the closer the approximate solution of the $\lambda$ is to the true value.

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  • $\begingroup$ Please provide the full reference, ideally with DOI link $\endgroup$ Commented Jun 26, 2023 at 12:09
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    $\begingroup$ what do you mean by "the first $k$ terms of new eigenvalues $\lambda$?" the eigenvalue is some number, do you mean the first $k$ digits of that number? $\endgroup$ Commented Jun 27, 2023 at 8:22
  • $\begingroup$ what I mean is that the new $(n\times n)$ matrix may have $n$ eigenvalues $\lambda_i$,which arranged from smallest to largest. I want to compute the first $k$ eigenvalues of $\lambda_i$ based on first $k$ terms of $u$ and $d$. $\endgroup$
    – brant
    Commented Jun 27, 2023 at 15:02
  • $\begingroup$ Normally the first $k$ eigenvalues do not depend only on the top $k\times k$ submatrix, and only in presence of very special decay properties can they be approximated just by knowing that matrix. Do you have any particular reason to believe that something special happens in your problem? $\endgroup$ Commented Jun 28, 2023 at 22:23

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