09 September 2014 0 8K Report

Let A be a real symmetric indefinite matrix. A is perturbed by a rank-one modification, i.e. B = A + \alpha \diag{c_i}. How can I compute the scalar \alpha such that B is real symmetric positive definite, i.e. B > 0 ?

\diag{c_i} denotes a diagonal matrix, where c_i > 0 \forall i.

More Nils Wagner's questions See All
Similar questions and discussions