Computation of eigenpair partial derivatives by Rayleigh-Ritz procedure

DOI10.1016/J.CAM.2011.12.010MaRDI QIDQ408193zbMATH OpenOpenAlexFDO

Authors Huiqing Xie

Publication date 29 March 2012

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2011.12.010

zbMATH Keywords

eigenvalueseigenvectormatrix-valued functionparameterized matrixpartial derivativeRayleigh-Ritz procedure

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

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.

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Cites work

• An analysis of the Rayleigh-Ritz method for approximating eigenspaces
• An optimal bound for the spectral variation of two matrices
• Convergence of Restarted Krylov Subspaces to Invariant Subspaces
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• Derivatives of Eigenvalues and Eigenvectors of Matrix Functions
• Direct computation of derivatives of eigenvalues and eigenvectors
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Iterative computation of derivatives of repeated eigenvalues and the corresponding eigenvectors
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• Multiple eigenvalue sensitivity analysis
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• Simplified calculation of eigenvector derivatives

Cited in

(11)

• A new inequality for the Hausdorff distance between spectra of two matrices
• Computation of derivatives of eigenvalues and eigenvectors of parameter-dependent matrices
• Computation of eigenpairs and their derivatives of large-scale matrix based on Lanczos method
• Orthogonal projection method for eigenpair derivatives of large symmetric matrices
• IRAM-based method for eigenpairs and their derivatives of large matrix-valued functions.
• Rayleigh-Ritz approximation for the linear response eigenvalue problem
• Computation of mixed partial derivatives of eigenvalues and eigenvectors by simultaneous iteration
• scientific article; zbMATH DE number 69499 (Why is no real title available?)
• A refined bound for the spectral variations of matrices
• Davidson method for eigenpairs and their partial derivatives of generalized eigenvalue problems
• A new iterative method for many eigenpair partial derivatives

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