How Eigen Decomposition for (N+1)x(N+1) of positive definite matrix is computed given the Eigen Decomposition of its first NxN subset of it?

How Eigen Decomposition (Eigen values and Eigen Vectors) of an NxN positive definite matrix (A) is related to the Eigen Decomposition of an (N+1)x(N+1) positive definite matrix (B), such that A is...

08 August 2013 1,393 9 View