Computation of multiple eigenvalues and generalized eigenvectors for matrices dependent on parameters
Mailybaev, A. A.
arXiv, 0502010 / Harvested from arXiv
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.
Publié le : 2005-02-02
Classification:  Mathematical Physics,  15A21, 65F15
@article{0502010,
     author = {Mailybaev, A. A.},
     title = {Computation of multiple eigenvalues and generalized eigenvectors for
  matrices dependent on parameters},
     journal = {arXiv},
     volume = {2005},
     number = {0},
     year = {2005},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0502010}
}
Mailybaev, A. A. Computation of multiple eigenvalues and generalized eigenvectors for
  matrices dependent on parameters. arXiv, Tome 2005 (2005) no. 0, . http://gdmltest.u-ga.fr/item/0502010/