Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/103023
Title: Computation of derivatives of repeated eigenvalues and the corresponding eigenvectors of symmetric matrix pencils
Authors: Andrew, A.L.
Tan, R.C.E. 
Keywords: Close eigenvalues
Eigenvalue and eigenvector sensitivities
Multiple eigenvalues
Issue Date: Sep-1998
Citation: Andrew, A.L.,Tan, R.C.E. (1998-09). Computation of derivatives of repeated eigenvalues and the corresponding eigenvectors of symmetric matrix pencils. SIAM Journal on Matrix Analysis and Applications 20 (1) : 78-100. ScholarBank@NUS Repository.
Abstract: This paper presents and analyzes new algorithms for computing the numerical values of derivatives, of arbitrary order, and of eigenvalues and eigenvectors of Α(ρ)×(ρ) = λ(ρ)Β(ρ)×(ρ) at a point ρ = ρ0 at which the eigenvalues considered are multiple. Here Α(ρ) and Β(ρ) are hermitian matrices which depend analytically on a single real variable ρ, and Β(ρ0) 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.
Source Title: SIAM Journal on Matrix Analysis and Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/103023
ISSN: 08954798
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

38
checked on Oct 26, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.