Hyman's method revisited (Q1008688)

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Hyman's method revisited
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    Hyman's method revisited (English)
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    30 March 2009
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    The authors propose a method for multiple eigenvalues, which can be computed by the QR method in conjunction with the Newton method and Hyman's evaluation process using multiple precision. The authors derive a new general derivative formula for the characteristic polynomial and give the Jordan normal form of unreduced Hessenberg matrices in terms of the derivatives of the left and right eigenvectors. Finally, the authors demonstrate the applicability of the proposed method and numerical results are presented, using MATLAB.
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    QR method
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    multiple eigenvalues
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    Hessenberg matrices
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    Jacobian canonical form
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    Newton method
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    Hyman's method
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