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SIAM Journal on Matrix Analysis and Applications

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Computation of Derivatives of Repeated Eigenvalues and the Corresponding Eigenvectors of Symmetric Matrix Pencils

SIAM. J. Matrix Anal. & Appl. Volume 20, Issue 1, pp. 78-100 (1998)

Issue Date: 1998
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This paper presents and analyzes new algorithms for computing the numerical values of derivatives, of arbitrary order, and of eigenvalues and eigenvectors of ${\bf A}(\rho){\bf x}(\rho) = \lambda(\rho){\bf B}(\rho){\bf x}(\rho)$ at a point $\rho=\rho_0$ at which the eigenvalues considered are multiple. Here ${\bf A}(\rho)$ and ${\bf B}(\rho)$ are hermitian matrices which depend analytically on a single real variable $\rho,$ and ${\bf B}(\rho_0)$ is positive definite. The algorithms are valid under more general conditions than previous algorithms. Numerical results support the theoretical analysis and show that the algorithms are also useful when eigenvalues are merely very close rather than coincident.

©1998 Society for Industrial and Applied Mathematics

KEYWORDS and AMS

Keywords
AMS Subject Classifications
65F15, 15A22

PUBLICATION DATA

ISSN:
0895-4798 (print)   1095-7162 (online)
Publisher:
AIP is a member of CrossRef SIAM

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