Derivative of a Determinant with Respect to an Eigenvalue in the <i>LDU</i&

• 作 者: Mitsuhiro Kashiwagi
• 机 构: TokaiUniversity
• 出 处: 应用数学(英文)
• 发表日期: 2013年3期
• 关键词: DERIVATIVE of DETERMINANT Non-Symmetric MATRIX EIGENVALUE Band MATRIX LDU DECOMP

We demonstrate that, when computing the LDU decomposition (a typical example of a direct solution method), it is possible to obtain the derivative of a determinant with respect to an eigenvalue of a non-symmetric matrix. Our proposed method augments an LD