Abstract

Based on the implicitly restarted Arnoldi method for eigenpairs of large matrix, a new method is presented for the computation of a few eigenpairs and their derivatives of large matrix-valued functions. Eigenpairs and their derivatives are calculated simultaneously. Equation systems that are solved for eigenvector derivatives are greatly reduced from the original matrix size. The left eigenvectors are not required. Hence, the computational cost is saved. The convergence theory of the proposed method is established. Finally, numerical experiments are given to illustrate the efficiency of the proposed method. Copyright © 2010 John Wiley & Sons, Ltd.

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