计算矩阵特征系统导数的外推算法

An Extrapolation Method of Computing Derivatives for the Matrix Eigensystems

给出计算参数矩阵特征值和特征向量导数的外推算法.数值结果检验了在有舍入误差时,甚至对于次主特征值此方法都是可行的.

An extention of the extrapolation algorithm is proposed for computing derivatives of eigenvalues and eigenvectors of parameter-dependent mattrices. The numerical results show the computational algorithm is workable in the presence of roundoff, and even for subdominant eigenvalues.