Title: First- and second-order eigensensitivities of matrices with distinct eigenvalues
Abstract: Formulae for computation of the first- and second-order sensitivity matrices of the eigenvalues and eigenvectors of a matrix with distinct eigenvalues are derived using matrix calculus and the algebra of Kronecker products. The sensitivities of eigenvalues and eigenvectors to all elements of the matrix can thus be expressed by concise matrix equations.
Publication Year: 1988
Publication Date: 1988-01-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 4
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