Solving nonlinear eigenvalue problems by algorithmic differentiation (Q1068512)

The eigenvalues of a matrix A(\(\lambda)\), the elements of which are complex functions of a complex variable \(\lambda\), can be found with a zero finding method applied to the determinant function det A(\(\lambda)\). It is proposed to evaluate the derivatives of det A(\(\lambda)\) used in the zero finding method by algorithmic differentiation. This leads to a simple and lucid algorithm. Program listings and numerical examples are given.