Abstract

We consider computation of the derivatives of the semisimple eigenvalues and corresponding eigenvectors of a symmetric quadratic eigenvalue problem. Using the normalization condition, we can compute the derivatives of the differentiable eigenvalues of the quadratic eigenvalue problem. Using the constrained generalized inverse, we present an efficient algorithm to compute the particular solutions to the governing equation of the derivatives of eigenvectors. The proposed method is suitable for the computation of the eigenpair derivatives of a symmetric quadratic eigenvalue problem when the first-order derivatives of eigenvalues are distinct or repeated. A numerical example is included to illustrate the validity of the proposed method.

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