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On the eigenvalue and eigenvector derivatives of a general matrix

The existence of differentiable eigenvalues and eigenvectors for a general matrix is addressed. The eigenspace which contains differentiable eigenvectors is determined and computed by using the concept of subspace intersection in conjunction with the singular value decomposition algorithm. The differentiable eigenvectors associated with repeated eigenvalues should be simultaneously the eigenvectors of the general matrix and its corresponding sensitivity matrix. Furthermore, the derivatives for differentiable eigenvectors associated with repeated eigenvalues can be computed using higher order derivatives of the matrix, whereas the corresponding eigenvalue derivatives are the eigenvalues of the sensitivity matrix.

Juang, Jer-Nan↗

On the eigenvalue and eigenvector derivatives of a non-defective matrix

A novel approach is introduced to address the problem of existence of differentiable eigenvectors for a nondefective matrix which may have repeated eigenvalues. The existence of eigenvector derivatives for a unique set of continuous eigenvectors corresponding to a repeated eigenvalue is rigorously established for nondefective and analytic matrices. A numerically implementable method is then developed to compute the differentiable eigenvectors associated with repeated eigenvalues. The solutions of eigenvalue and eigenvector derivatives for repeated eigenvalues are then derived. An example is given to illustrate the validity of formulations developed in this paper.

Juang, Jer-Nan↗

Efficient eigenvalue assignment for large space structures

A novel and efficient approach for the eigenvalue assignment of large first-order time-invariant systems is developed using full-state feedback and output feedback. First, a Schur decomposition is applied to triangularize the state matrix. Second, a series of coordinate rotations (Givens rotations) are used to move the eigenvalue to be reassigned to the end of the diagonal of its Schur form. Third, the eigenvalue is moved to the desired location by a full-state feedback, without affecting the remaining eigenvalues. The second and third step can be repeated until all the assignable eigenvalues are moved to the desired locations. Given the freedom of multiple inputs, the feedback gain matrix is calculated to minimize an objective function composed of a gain matrix norm and/or a robustness index of the closed-loop system. Numerical examples are given to demonstrate the feasibility of the proposed approach.

Maghami, Peiman G.↗

A robust multilevel simultaneous eigenvalue solver

Multilevel (ML) algorithms for eigenvalue problems are often faced with several types of difficulties such as: the mixing of approximated eigenvectors by the solution process, the approximation of incomplete clusters of eigenvectors, the poor representation of solution on coarse levels, and the existence of close or equal eigenvalues. Algorithms that do not treat appropriately these difficulties usually fail, or their performance degrades when facing them. These issues motivated the development of a robust adaptive ML algorithm which treats these difficulties, for the calculation of a few eigenvectors and their corresponding eigenvalues. The main techniques used in the new algorithm include: the adaptive completion and separation of the relevant clusters on different levels, the simultaneous treatment of solutions within each cluster, and the robustness tests which monitor the algorithm's efficiency and convergence. The eigenvectors' separation efficiency is based on a new ML projection technique generalizing the Rayleigh Ritz projection, combined with a technique, the backrotations. These separation techniques, when combined with an FMG formulation, in many cases lead to algorithms of O(qN) complexity, for q eigenvectors of size N on the finest level. Previously developed ML algorithms are less focused on the mentioned difficulties. Moreover, algorithms which employ fine level separation techniques are of O(q(sub 2)N) complexity and usually do not overcome all these difficulties. Computational examples are presented where Schrodinger type eigenvalue problems in 2-D and 3-D, having equal and closely clustered eigenvalues, are solved with the efficiency of the Poisson multigrid solver. A second order approximation is obtained in O(qN) work, where the total computational work is equivalent to only a few fine level relaxations per eigenvector.

Costiner, Sorin↗

Theory and numerics of subspace approximation of eigenvalue problems

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to mitigate the computational burden associated with high-fidelity systems. Furthermore, we provide general error estimates under non-simple eigenvalue conditions, establishing some theoretical foundations for understanding the convergence behavior of subspace approximations. Numerical examples, including problems with one-dimensional to three-dimensional spatial domain and one-dimensional to two-dimensional parameter domain, are presented to demonstrate the efficacy of reduced basis method in handling parametric variations in boundary conditions and coefficient fields to achieve significant computational savings while maintaining high accuracy, making them promising tools for practical applications in large-scale eigenvalue computations.

Eigenvalue problems↗

Complex eigenvalue instantons and the Fredholm determinant expansion in the Gross-Witten-Wadia model

We study the leading nonperturbative corrections to the strong-coupling (ungapped) phase of the Gross-Witten-Wadia (GWW) integral over unitary matrices, to one-loop order. We compute these corrections directly in terms of eigenvalue tunneling in a holomorphic presentation of the integral over eigenvalues. The leading nonperturbative contribution to the partition function comes from a pair of complex eigenvalue instantons. We show that these are in fact “ghost instantons”, which are extrema of the one-eigenvalue effective potential on the “unphysical sheet” of the spectral curve and have been discussed in detail recently by Mariño, Schiappa, and Schwick. Further, we discuss the relationship of these instantons to the Fredholm determinant expansion of the unitary matrix integral, which has recently become an object of interest in the computations of BPS indices of supersymmetric gauge theories and black holes. We find that, after taking the ’t Hooft limit, the first correction given by the Fredholm determinant expansion of the GWW integral agrees precisely with the leading nonperturbative correction, to one-loop order.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

High-Impedance Non-Linear Fault Detection via Eigenvalue Analysis with low PMU Sampling Rates

This work presents a hybrid data-driven and physics-based framework for high-impedance fault detection in power systems. An innovative method based on eigenvalue analysis is expanded and validated. Phasor Measurement Unit data is used to estimate eigenvalues corresponding to the powerlines being monitored. The projection and drift of these eigenvalues is then tracked and evaluated. Faults are detected as they drive eigenvalues outside of their normal zones. Eigenvectors are leveraged to support and validate the decisions made by the main algorithm. This technique holds several advantages over contemporary techniques in that it utilizes technology that is already deployed in the field, it offers a significant degree of generality, and so far it has displayed a very high-level of sensitivity without sacrificing accuracy. Validation takes place in the form of simulations in the IEEE 13 Node System considering a popular high-impedance non-linear fault model. Test results are encouraging indicating potential for real-life applications.

Paramo, Gian↗

Statistical uncertainty of fission matrix eigenvalues using perturbation theory

Eigenvalue search of high dominance ratio systems may be slow to converge. The fission matrix element is defined by its element (FM){sub ij}, which are the probability for a neutron born in cell i to create a fission in cell j for a spatial mesh of n{sub i}*n{sub j} elements. Fission matrices are used in Monte Carlo criticality simulations to enhance computing speed, but also to find higher order eigenvalues. However, few studies have been made on the link between statistical uncertainties of fission matrix elements and eigenvalues uncertainties. Thus, dominance ratio statistical uncertainties remain unknown. This paper uses a new generalized perturbation theory (GPT) method to estimate sensitivities of eigenvalues to fission matrix elements and then to calculate dominance ratio uncertainties.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Recent advances in numerical analysis of structural eigenvalue problems

A wide range of eigenvalue problems encountered in practical structural engineering analyses is defined, in which the structures are assumed to be discretized by any suitable technique such as the finite-element method. A review of the usual numerical procedures for the solution of such eigenvalue problems is presented and is followed by an extensive account of recently developed eigenproblem solution procedures. Particular emphasis is placed on the new numerical algorithms and associated computer programs based on the Sturm sequence method. Eigenvalue algorithms developed for efficient solution of natural frequency and buckling problems of structures are presented, as well as some eigenvalue procedures formulated in connection with the solution of quadratic matrix equations associated with free vibration analysis of structures. A new algorithm is described for natural frequency analysis of damped structural systems.

Gupta, K. K.↗

Multiple eigenvalues of sound-absorbing circular and annular ducts

Eigenvalue equations of the form D(lambda) = 0 are studied for acoustic modes in circular and annular ducts without flow. The ducts have locally reacting walls with arbitrary wall admittance. It is shown that circular ducts may have double eigenvalues, or wall admittances where both D(lambda) and D prime (lambda) are zero. These double eigenvalues are formed by the coalescence of the lowest-order eigenfunction with some higher-order eigenfunction. The eigenfunctions, or acoustic modes, associated with the double eigenvalues are found to be orthogonal to themselves so that the standard expansion formula for the acoustic field, which is obtained from a separation-of-variables analysis, is invalid. An alternate expansion formula for the acoustic field is derived. This alternate formula shows that the coalesced acoustic mode is linearly amplified by the transmission distance and exponentially attenuated at the expected rate. The expansion formula also reveals a new eigenfunction, or acoustic mode, which is exponentially attenuated at the same rate as the coalesced eigenfunction.

Zorumski, W. E.↗

On eigenvectors of multiple eigenvalues obtained in NASTRAN

In the case of nonmultiple eigenvalues, each of the three real eigenvalue extraction methods available in NASTRAN will, for a given type of normalization, give essentially the same eigenvectors, but this is not so in the case of multiple eigenvalues. This discrepancy is explained and illustrated by considering the example of a NASTRAN demonstration problem that has both multiple and nonmultiple eigenvalues.

Pamidi, P. R.↗

Numerical determination of the fundamental eigenvalue for the Laplace operator on a spherical domain

Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (i.e., the membrane eignevalue problem for the vibration equation) on the unit spherical surface are developed. Two types of spherical surface domains are considered: the interior of a spherical triangle, and the exterior of a great circle arc extending for less than pi radians (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is employed. The fundamental eigenvalue is approximated by iteration utilizing the power method and point successive overrelaxation. Some numerical results are given and compared, in certain special cases, with analytical solutions to the eigenvalue problem. The significance of the numerical eigenvalue results is discussed in terms of the singularities in the solution of three-dimensional boundary-value problems near a polyhedral corner of the domain.

Walden, H.↗

An eigenvalue method for solving transient heat conduction problems

The eigenvalue method, which has been used by researchers in structure mechanics, is applied to problems in heat conduction. Its formulation is decribed in terms of an examination of transient heat conduction in a square slab. Taking advantage of the availability of the exact solution, we compare the accuracy and other numerical properties of the eigenvalue method with those of existing numerical schemes. The comparsion shows that, overall, the eigenvalue method appears to be fairly attractive. Furthermore, only a few dominant eigenvalues and their corresponding eigenvectors need to be computed and retained to yield reasonably high accuracy. Greater savings are attained in the computation time for a transient problem with long time duration and a large computational domain.

Shih, T. M.↗

On the design derivatives of eigenvalues and eigenvectors for distributed parameter systems

In this paper, analytic expressions are obtained for the design derivatives of eigenvalues and eigenfunctions of self-adjoint linear distributed parameter systems. Explicit treatment of boundary conditions is avoided by casting the eigenvalue equation into integral form. Results are expressed in terms of the linear operators defining the eigenvalue problem, and are therefore quite general. Sufficiency conditions appropriate to structural optimization of eigenvalues are obtained.

Reiss, R.↗

Sensitivity analysis and approximation methods for general eigenvalue problems

Optimization of dynamic systems involving complex non-hermitian matrices is often computationally expensive. Major contributors to the computational expense are the sensitivity analysis and reanalysis of a modified design. The present work seeks to alleviate this computational burden by identifying efficient sensitivity analysis and approximate reanalysis methods. For the algebraic eigenvalue problem involving non-hermitian matrices, algorithms for sensitivity analysis and approximate reanalysis are classified, compared and evaluated for efficiency and accuracy. Proper eigenvector normalization is discussed. An improved method for calculating derivatives of eigenvectors is proposed based on a more rational normalization condition and taking advantage of matrix sparsity. Important numerical aspects of this method are also discussed. To alleviate the problem of reanalysis, various approximation methods for eigenvalues are proposed and evaluated. Linear and quadratic approximations are based directly on the Taylor series. Several approximation methods are developed based on the generalized Rayleigh quotient for the eigenvalue problem. Approximation methods based on trace theorem give high accuracy without needing any derivatives. Operation counts for the computation of the approximations are given. General recommendations are made for the selection of appropriate approximation technique as a function of the matrix size, number of design variables, number of eigenvalues of interest and the number of design points at which approximation is sought.

Murthy, D. V.↗

Solution and sensitivity analysis of a complex transcendental eigenproblem with pairs of real eigenvalues

This paper considers complex transcendental eigenvalue problems where one is interested in pairs of eigenvalues that are restricted to take real values only. Such eigenvalue problems arise in dynamic stability analysis of nonconservative physical systems, i.e., flutter analysis of aeroelastic systems. Some available solution methods are discussed and a new method is presented. Two computational approaches are described for analytical evaluation of the sensitivities of these eigenvalues when they are dependent on other parameters. The algorithms presented are illustrated through examples.

Murthy, Durbha V.↗

Eigenvector derivatives of repeated eigenvalues using singular value decomposition

An explicit formula is obtained for the first-order eigenvector derivative that corresponds to the eigenvector of a repeated eigenvalue, in the case of the nonself-adjoint eigenvalue problem. This method applies to the class of nondefective problems whose first eigenvalue derivatives of the repeated eigenvalues are distinct. A singular-value decomposition approach is used to compute four requisite bases for eigenspaces, as well as to keep track of the dimensions of state variables and the conditioning of the state equations.

Lim, Kyong B.↗

Elimination of spurious eigenvalues in the Chebyshev tau spectral method

Spectral methods have been used to great advantage in hydrodynamic stability calculations; the concepts are described in Orszag's seminal application of the Chebyshev tau method to the Orr-Sommerfeld equation for plane Poiseuille flow in 1971. Orszag discusses both the Chebyshev Galerkin and the Chebyshev tau methods, but presents results for the tau method, which is easier to implement than the Galerkin method. The tau method has the disadvantage that two unstable eigenvalues are produced that are artifacts of the discretization. An extremely simple modification to the Chebyshev tau method is presented which eliminates the spurious eigenvalues. First a simplified model of the Orr-Sommerfeld equation discussed by Gottlieb and Orszag was studied. Then the Chebyshev tau method is considered, which has two spurious eigenvalues, and then a modification which eliminates them is described. Finally, results for the Orr-Sommerfeld equation are considered where the modified tau method also eliminates the spurious eigenvalues. The simplicity of the modification makes it a convenient alternative to other approaches to the problem.

Mcfadden, G. B.↗