A simple iterative scheme is proposed for locating the parameter values for which a 2-parameter family of real symmetric matrices has a double eigenvalue. The convergence is proved to be quadratic. An extension of the scheme to complex Hermitian matrices (with 3 parameters) and to location of triple eigenvalues (5 parameters for real symmetric matrices) is also described. Algorithm convergence is illustrated in several examples: a real symmetric family, a complex Hermitian family, a family of matrices with an avoided crossing (no covergence) and a 5-parameter family of real symmetric matrices with a triple eigenvalue.