An eigenvalue design sensitivity formulation of a general nonsymmetric-matrix rotor-bearing system is devised. using the DDM (direct differential method). Then, investigations on the design sensitivities of critical speeds are carried out for an APU turbogenerator with a spline shaft connection. Results show that the dependence of the rate of change of the critical speed on the stiffness changes of bearing models of spline shaft connection points is negligible, and thereby their modeling uncertainty does not present any problem. And the passing critical speeds up to the 4th critical speed are not sensitive to the design stiffness coefficients of four main bearings. Further, the dependence of the rate of change of the critical speed on the shaft-element length changes shows quantitatively that the spline shaft has some limited influence on the 4th critical speed but no influence on the 1st to 3rd critical speeds. With no adverse effect from the spline shaft, the APU system achieves a critical speed separation margin of more than 40% at a rated speed of 60,000 rpm.