Iterative Computation of Derivatives of Eigenvalues and Eigenvectors
- 1 September 1979
- journal article
- research article
- Published by Oxford University Press (OUP) in IMA Journal of Applied Mathematics
- Vol. 24 (2) , 209-218
- https://doi.org/10.1093/imamat/24.2.209
Abstract
Some refinements are proposed to increase the efficiency and range of validity of an iterative method of Rudisill & Chu for numerical computation of partial derivatives of eigenvalues and eigenvectors of a matrix which depends on a number of parameters. Difficulties arising when the matrix is close to one with repeated eigenvalues are considered.Keywords
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