A wave function picks up, in addition to the dynamic phase, the geometric
(Berry) phase when traversing adiabatically a closed cycle in parameter space.
We develop a general multidimensional theory of the geometric phase for
(double) cycles around exceptional degeneracies in non-Hermitian Hamiltonians.
We show that the geometric phase is exactly $\pi$ for symmetric complex
Hamiltonians of arbitrary dimension and for nonsymmetric non-Hermitian
Hamiltonians of dimension 2. For nonsymmetric non-Hermitian Hamiltonians of
higher dimension, the geometric phase tends to $\pi$ for small cycles and
changes as the cycle size and shape are varied. We find explicitly the leading
asymptotic term of this dependence, and describe it in terms of interaction of
different energy levels.