Computation of eigenvalue and eigenvector derivatives for a general complex-valued eigensystem

N.P. Aa, van der, H.G. Morsche, ter, R.M.M. Mattheij

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62 Citations (Scopus)
105 Downloads (Pure)

Abstract

In many engineering applications, the physical quantities that have to be computed are obtained by solving a related eigenvalue problem. The matrix under consideration and thus its eigenvalues usually depend on some parameters. A natural question then is how sensitive the physical quantity is with respect to (some of) theseparameters, i.e., how it behaves for small changes in the parameters. To find this sensitivity, eigenvalue and/or eigenvector derivatives with respect to those parameters need to be found. A method is provided to compute first order derivatives of the eigenvalues and eigenvectors for a general complex-valued, non-defective matrix.
Original languageEnglish
Pages (from-to)300-314
JournalElectronic Journal of Linear Algebra
Volume16
Publication statusPublished - 2007

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