The Richarolson Extrapolation Method of Computing Dervatives for the Matrix Eigensystems
Hou Pao-ming · Journal of Dalian University · 1999
An extention of the extrapolation algorithm is proposed for computing derivatives of eigenvalues and eigenvectors of parameter -dependent mattrices. The numerical resultS show the computational algorithm is workable in the presence of roundoff, and even for subdominant eigenvalues.