Computation of multiple eigenvalues and generalized eigenvectors for matrices dependent on parameters
Mathematical Physics
2013-03-08 v1 math.MP
Abstract
The paper develops Newton's method of finding multiple eigenvalues with one Jordan block and corresponding generalized eigenvectors for matrices dependent on parameters. It computes the nearest value of a parameter vector with a matrix having a multiple eigenvalue of given multiplicity. The method also works in the whole matrix space (in the absence of parameters). The approach is based on the versal deformation theory for matrices. Numerical examples are given. The implementation of the method in MATLAB code is available.
Keywords
Cite
@article{arxiv.math-ph/0502010,
title = {Computation of multiple eigenvalues and generalized eigenvectors for matrices dependent on parameters},
author = {A. A. Mailybaev},
journal= {arXiv preprint arXiv:math-ph/0502010},
year = {2013}
}
Comments
19 pages, 3 figures