Computing derivatives of eigensystems by the topological e-algorithm

Abstract The topological e-algorithm of Brezinski for accelerating the convergence of vector sequences is shown to be a very effective method for computing partial derivatives of eigenvalues and eigenvectors of parameter-dependent matrices when used in conjunction with an iterative procedure of Rudisill and Chu. Particular attention is given to the general complex case and four versions of the algorithm are compared. Theoretical results are supported by numerical examples. A refinement procedure suggested here is especially effective for computing derivatives of subdominant eigenvalues and the corresponding eigenvectors.