Computation of eigenpair partial derivatives by Rayleigh-Ritz procedure (Q408193): Difference between revisions

The author considers the computation of partial derivatives of eigenvalues and eigenvectors of a matrix dependent on several parameters. The well-known Rayleigh-Ritz procedure of a matrix is extended to a matrix-valued function. The new method computes the eigenpairs and their partial derivatives simultaneously. Linear systems of equations that are solved for eigenvector partial derivatives are greatly reduced from the original matrix size. The left eigenvectors are not required.