Smooth eigendecomposition of real symmetric matrix function

Version 1.0.1 (6.1 KB) by Alessandro Pugliese
Numerical computation of a smooth eigendecomposition of an n-by-n real symmetric matrix valued function of one real parameter
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Updated 30 Apr 2025

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This function numerically computes the smooth eigendecomposition of an n-by-n real symmetric matrix-valued function FUN of one real parameter. The eigenvector matrices are orthogonal; the eigenvalues are real, arranged in decreasing order, and are assumed to be distinct for all values of the parameter. It is possible to continue a subset of the eigenvalues and eigenvectors.
A typical call to realSymmEigCont is:
[Tout,Uout,Dout,flag]=realSymmEigCont(FUN,tspan,params)
See the script example_realSymmEigCont.m for an example of how to use the function.
The command help realSymmEigCont displays information and functionality of the software.
Please cite the references below if you use this software.
Authors: Alessandra Papini and Alessandro Pugliese

Cite As

L. Dieci, A. Pugliese, "Singular values of two-parameter matrices: an algorithm to accurately find their intersections", Mathematics and Computers in Simulation, Vol. 79, Iss. 4, pp. 1255-1269, 2008. https://doi.org/10.1016/j.matcom.2008.03.012

L. Dieci, A. Papini, A. Pugliese, "Coalescing points for eigenvalues of banded matrices depending on parameters with application to banded random matrix functions", Numer. Algorithms, Vol. 80, pp. 1241-1266, 2019. https://doi.org/10.1007/s11075-018-0525-z

MATLAB Release Compatibility
Created with R2023b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.1

Fixed typos
1.0.0