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Sensitivity Analysis of Semi-simple Eigenvalues of Regular Quadratic Eigenvalue Problems 被引量：2

Sensitivity Analysis of Semi-simple Eigenvalues of Regular Quadratic Eigenvalue Problems
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摘要 This paper discusses the sensitivity analysis of semisimple eigenvalues and associated eigen-matrix triples of regular quadratic eigenvalue problems analytically dependent on several parameters. The directional derivatives of semisimple eigenvalues are obtained. The average of semisimple eigenvalues and corresponding eigen-matrix triple are proved to be analytic, and their partial derivatives are given. On these grounds, the sensitivities of the semisimple eigenvalues and corresponding eigenvector matrices are defined. This paper discusses the sensitivity analysis of semisimple eigenvalues and associated eigen-matrix triples of regular quadratic eigenvalue problems analytically dependent on several parameters. The directional derivatives of semisimple eigenvalues are obtained. The average of semisimple eigenvalues and corresponding eigen-matrix triple are proved to be analytic, and their partial derivatives are given. On these grounds, the sensitivities of the semisimple eigenvalues and corresponding eigenvector matrices are defined.
作者 Hui-qing XIE
机构地区 Department of Mathematics
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2015年第2期499-518,共20页 应用数学学报（英文版）
基金 Supported by Shanghai Natural Science Fund(No.15ZR1408400)
关键词 sensitivity analysis quadratic eigenvalue problems multiple eigenvalue matrix-valued functions sensitivity analysis quadratic eigenvalue problems multiple eigenvalue matrix-valued functions
分类号 O241.6 [理学—计算数学]
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Acta Mathematicae Applicatae Sinica
2015年 第2期

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