Numerical methods for finding multiple eigenvalues of matrices depending on parameters

Summary. Let be a square matrix dependent on parameters and , of which we choose as the eigenvalue parameter. Many computational problems are equivalent to finding a point such that has a multiple eigenvalue at . An incomplete decomposition of a matrix dependent on several parameters is proposed. Based on the developed theory two new algorithms are presented for computing multiple eigenvalues of with geometric multiplicity . A third algorithm is designed for the computation of multiple eigenvalues with geometric multiplicity but which also appears to have local quadratic convergence to semi-simple eigenvalues. Convergence analyses of these methods are given. Several numerical examples are presented which illustrate the behaviour and applications of our methods. Received December 19, 1994 / Revised version received January 18, 1996