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|Title:||Iterative computation of derivatives of repeated eigenvalues and the corresponding eigenvectors|
Eigenvalue and eigenvector sensitivities
|Source:||Andrew, A.L.,Tan, R.C.E. (2000). Iterative computation of derivatives of repeated eigenvalues and the corresponding eigenvectors. Numerical Linear Algebra with Applications 7 (4) : 151-167. ScholarBank@NUS Repository.|
|Abstract:||Recently the authors proposed a simultaneous iteration algorithm for the computation of the partial derivatives of repeated eigenvalues and the corresponding eigenvectors of matrices depending on several real variables. This paper analyses the properties of that algorithm and extends it in several ways. The previous requirement that the repeated eigenvalue be dominant is relaxed, and the new generalized algorithm given here allows the simultaneous treatment of simple and repeated eigenvalues. Methods for accelerating convergence are examined. Numerical results support our theoretical analysis. Copyright © 2000 John Wiley & Sons, Ltd.|
|Source Title:||Numerical Linear Algebra with Applications|
|Appears in Collections:||Staff Publications|
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