DERIVATIVES OF EIGENPAIRS OF SYMMETRIC QUADRATIC EIGENVALUE PROBLEM

摘要

Derivatives of eigenvalues and eigenvectors with respect to parameters in symmetric quadratic eigenvalue problem are studied. The first and second order derivatives of eigenpairs are given. The derivatives are calculated in terms of the eigenvalues and eigenvectors of the quadratic eigenvalue problem, and the use of state space representation is avoided, hence the cost of computation is greatly reduced. The efficiency of the presented method is demonstrated by considering a spring-mass-damper system.