Derivatives of eigenvalues and eigenvectors for a general matrix

Abstract

Expressions are obtained for the derivatives of the eigenvalues and eigenvectors which are expressions of only one left-hand and one right-hand eigenvector. The approach described makes use of a Choleski decomposition or some other decomposition method. The method may be extended to find any order of derivative of the eigenvalue and eigenvector. The expressions obtained for finding the derivatives of eigenvalues and eigenvectors for nonself-adjoint systems may be applied to self-adjoint systems.