Calculation of derivatives of multiple eigenpairs of unsymmetrical quadratic eigenvalue problems

  • Authors:

  • Huiqing Xie;Hua Dai

  • Affiliations:

  • Department of Mathematics, East China University of Science and Technology, Shanghai, People's Republic of China;Nanjing University of Aeronautics and Astronautics, Nanjing, P.R. China

  • Venue:
  • International Journal of Computer Mathematics
  • Year:
  • 2008

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Abstract

New methods are presented for computing the derivatives of multiple eigenvalues and the corresponding eigenvectors of unsymmetrical quadratic eigenvalue problems. The expressions of eigenpair derivatives are derived in terms of the eigenvalues and eigenvectors of quadratic eigenvalue problems, and the use of rather undesirable state-space representation is avoided. Hence the cost of computation is greatly reduced. The proposed methods are valid for both the case of distinct eigenvalue derivatives and the case of equal eigenvalue derivatives. Numerical results show that the proposed methods are efficient.