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u T R d u
d ζ
= u T d d ζ
Du + α u T d D
d ζ
u + α u T D d u
d ζ
u T R α u T D d u
d
= u T d d
Du + α u T d D
d
u
(6.46)
ζ
ζ
ζ
= u T d
d ζ
Du + α u T d D
d ζ
0
u
Hence,
u T
d
d ζ
(
d Du /
d
ζ) u
=− α
u T Du
Considering that
= 2 I n
d D
d ζ
0
= 2 J
(6.47)
0 T
1
and
u T Du = 2 ( 1 ζ ) + 2 ζ x T x
then
x T x
d
d ζ
1
( 1 ζ ) + ζ x T x
=− α
(6.48)
This equation can be rewritten as
d d
ζ +
=− α
1 =− αφ ( , ζ )
ζ
6.3.2 Eigenvector Derivative
From eq. (6.46) it follows for the i th eigenvector u i associate with the eigen-
value α i :
α i
d ζ
d u i
d ζ
d
Du i + α i d D
d ζ
( R α i D )
=
u i
(6.49)
and
D 1 R α i I n + 1 d u i
d
d α i
d
u i + α i D 1 d D
d
=
u i
ζ
ζ
ζ
Define
D 1 R
H
=
α
i I n + 1
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