The paper develops Newton's method of finding multiple eigenvalues with one
Jordan block and corresponding generalized eigenvectors for matrices dependent
on parameters. It computes the nearest value of a parameter vector with a
matrix having a multiple eigenvalue of given multiplicity. The method also
works in the whole matrix space (in the absence of parameters). The approach is
based on the versal deformation theory for matrices. Numerical examples are
given. The implementation of the method in MATLAB code is available.Comment: 19 pages, 3 figure