Computing Derivatives of Eigensystems by the Vector -Algorithm
Roger C. E. Tan · IMA Journal of Numerical Analysis · 1987
Rudisill & Chu proposed a (slowly converging) iterative method for computing partial derivatives of eigenvalues and eigenvectors of parameter-dependent matrices. It is shown that, with exact computation, application of the vector ε-algorithm to this method produces the exact solution in a small number of steps. Numerical results demonstrate the viability of this method. A refinement process is suggested which makes the method especially effective for subdominant eigenvalues.