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All sourcesNASA NTRSDOE OSTI
NASA NTRS1988

Eigenvalue computation of large symmetric tridiagonal matrices on concurrent processors

Symmetric tridiagonal eigenvalue problems may arise indirectly in structural dynamic analysis. An algorithm for eigenvalue computation of large symmetric tridiagonal matrices on concurrent processors to meet the challenge of the new emerging computer hardware technology is presented. A standard bisection method in conjunction with Sylvester's Theorem is chosen to be converted into a parallel N-section algorithm. This parallel algorithm takes advantage of the multi-processor environment by carrying out N (number of processors) triangular factorizations of chosen shifted matrices in all processors concurrently and by minimizing communication between processors. The algorithm is designed for local-memory concurrent processors, i.e. message passing type processors. The efficiency and speed-up are given in terms of problem and machine parameters. The algorithm is very efficient when both the number of processors and the number of eigenvalues to be extracted are much smaller than the order of the tridiagonal matrix.

Chang, H. Y.↗
NASA NTRS1988

Generalized Eigenvalues for pairs on heritian matrices

A study was made of certain special cases of a generalized eigenvalue problem. Let A and B be nxn matrics. One may construct a certain polynomial, P(A,B, lambda) which specializes to the characteristic polynomial of B when A equals I. In particular, when B is hermitian, that characteristic polynomial, P(I,B, lambda) has real roots, and one can ask: are the roots of P(A,B, lambda) real when B is hermitian. We consider the case where A is positive definite and show that when N equals 3, the roots are indeed real. The basic tools needed in the proof are Shur's theorem on majorization for eigenvalues of hermitian matrices and the interlacing theorem for the eigenvalues of a positive definite hermitian matrix and one of its principal (n-1)x(n-1) minors. The method of proof first reduces the general problem to one where the diagonal of B has a certain structure: either diag (B) = diag (1,1,1) or diag (1,1,-1), or else the 2 x 2 principal minors of B are all 1. According as B has one of these three structures, we use an appropriate method to replace A by a positive diagonal matrix. Since it can be easily verified that P(D,B, lambda) has real roots, the result follows. For other configurations of B, a scaling and a continuity argument are used to prove the result in general.

Rublein, George↗
NASA NTRS1989

Accurate calculation of control-augmented structural eigenvalue sensitivities using reduced-order models

A method is presented for generating mode shapes for model order reduction in a way that leads to accurate calculation of eigenvalue derivatives and eigenvalues for a class of control augmented structures. The method is based on treating degrees of freedom where control forces act or masses are changed in a manner analogous to that used for boundary degrees of freedom in component mode synthesis. It is especially suited for structures controlled by a small number of actuators and/or tuned by a small number of concentrated masses whose positions are predetermined. A control augmented multispan beam with closely spaced natural frequencies is used for numerical experimentation. A comparison with reduced-order eigenvalue sensitivity calculations based on the normal modes of the structure shows that the method presented produces significant improvements in accuracy.

Livne, Eli↗
NASA NTRS1990

The kink instability in infinite cylindrical flux tubes - Eigenvalues for power-law twist profiles

Simple, accurate methods of calculating ideal MHD instability eigenvalues for infinitely long cylindrical tubes with twist function T(r) are developed. The results show that the most rapidly growing and energetic instabilities occur in the Gold-Hoyle v = 0 field, with the instability progressively weakening with increasing v. However, the maximum force eigenvalue is always small, so that even in the Gold-Hoyle case only a small proportion of the available magnetic energy can be released in the linear phase. The results also confirm that the linear pinch is remarkably weak yet relatively resistant to line-tying. It is shown that the weakness of the force eigenvalue implies that the influence of uniform gas pressure on stability is negligible. Implications for the energy-release mechanism in solar flares are discussed.

Craig, I. J. D.↗
NASA NTRS1991

Eigenvalue sensitivity analysis of planar frames with variable joint and support locations

Two sensitivity equations are derived in this study based upon the continuum approach for eigenvalue sensitivity analysis of planar frame structures with variable joint and support locations. A variational form of an eigenvalue equation is first derived in which all of the quantities are expressed in the local coordinate system attached to each member. Material derivative of this variational equation is then sought to account for changes in member's length and orientation resulting form the perturbation of joint and support locations. Finally, eigenvalue sensitivity equations are formulated in either domain quantities (by the domain method) or boundary quantities (by the boundary method). It is concluded that the sensitivity equation derived by the boundary method is more efficient in computation but less accurate than that of the domain method. Nevertheless, both of them in terms of computational efficiency are superior to the conventional direct differentiation method and the finite difference method.

Chuang, Ching H.↗
NASA NTRS1992

The eigenvalue spectrum of the Rayleigh equation for a plane shear layer

The eigenvalue spectrum of the Rayleigh equation is examined using three different solution techniques. In particular, a simple second-order finite difference scheme and two spectral methods, the Chebyshev tau and Chebyshev collocation methods, are used to discretize the equation. All of the approximation methods are shown to be capable of predicting the discrete spectrum as well as the continuous spectrum associated with the critical point singularity for the Rayleigh equation. The global eigenvalue methods considered here provide an efficient way of obtaining either an approximation to the complete eigenvalue spectrum or initial guesses for a local shooting procedure for the discrete part of the spectrum.

Liou, William W.-W.↗
NASA NTRS1993

Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.

Tischler, V. A.↗
NASA NTRS1996

Implicity restarted Arnoldi/Lanczos methods for large scale eigenvalue calculations

Eigenvalues and eigenfunctions of linear operators are important to many areas of applied mathematics. The ability to approximate these quantities numerically is becoming increasingly important in a wide variety of applications. This increasing demand has fueled interest in the development of new methods and software for the numerical solution of large-scale algebraic eigenvalue problems. In turn, the existence of these new methods and software, along with the dramatically increased computational capabilities now available, has enabled the solution of problems that would not even have been posed five or ten years ago. Until very recently, software for large-scale nonsymmetric problems was virtually non-existent. Fortunately, the situation is improving rapidly. The purpose of this article is to provide an overview of the numerical solution of large-scale algebraic eigenvalue problems. The focus will be on a class of methods called Krylov subspace projection methods. The well-known Lanczos method is the premier member of this class. The Arnoldi method generalizes the Lanczos method to the nonsymmetric case. A recently developed variant of the Arnoldi/Lanczos scheme called the Implicitly Restarted Arnoldi Method is presented here in some depth. This method is highlighted because of its suitability as a basis for software development.

Sorensen, Danny C.↗
NASA NTRS1997

Frictionless Contact of Multilayered Composite Half Planes Containing Layers With Complex Eigenvalues

A previously developed local-global stiffness matrix methodology for the response of a composite half plane, arbitrarily layered with isotropic, orthotropic or monoclinic plies, to indentation by a rigid parabolic punch is further extended to accommodate the presence of layers with complex eigenvalues (e.g., honeycomb or piezoelectric layers). First, a generalized plane deformation solution for the displacement field in an orthotropic layer or half plane characterized by complex eigenvalues is obtained using Fourier transforms. A local stiffness matrix in the transform domain is subsequently constructed for this class of layers and half planes, which is then assembled into a global stiffness matrix for the entire multilayered half plane by enforcing continuity conditions along the interfaces. Application of the mixed boundary condition on the top surface of the half plane indented by a rigid punch results in an integral equation for the unknown pressure in the contact region. The integral possesses a divergent kernel which is decomposed into Cauchy-type and regular parts using the asymptotic properties of the local stiffness matrix and a relationship between Fourier and finite Hilbert transform of the contact pressure. The solution of the resulting singular integral equation is obtained using a collocation technique based on the properties of orthogonal polynomials developed by Erdogan and Gupta. Examples are presented that illustrate the important influence of low transverse properties of layers with complex eigenvalues, such as those exhibited by honeycomb, on the load versus contact length response and contact pressure distributions for half planes containing typical composite materials.

Zhang, Wang↗
NASA NTRS2008

Sparse Regression as a Sparse Eigenvalue Problem

We extend the l0-norm "subspectral" algorithms for sparse-LDA [5] and sparse-PCA [6] to general quadratic costs such as MSE in linear (kernel) regression. The resulting "Sparse Least Squares" (SLS) problem is also NP-hard, by way of its equivalence to a rank-1 sparse eigenvalue problem (e.g., binary sparse-LDA [7]). Specifically, for a general quadratic cost we use a highly-efficient technique for direct eigenvalue computation using partitioned matrix inverses which leads to dramatic x103 speed-ups over standard eigenvalue decomposition. This increased efficiency mitigates the O(n4) scaling behaviour that up to now has limited the previous algorithms' utility for high-dimensional learning problems. Moreover, the new computation prioritizes the role of the less-myopic backward elimination stage which becomes more efficient than forward selection. Similarly, branch-and-bound search for Exact Sparse Least Squares (ESLS) also benefits from partitioned matrix inverse techniques. Our Greedy Sparse Least Squares (GSLS) generalizes Natarajan's algorithm [9] also known as Order-Recursive Matching Pursuit (ORMP). Specifically, the forward half of GSLS is exactly equivalent to ORMP but more efficient. By including the backward pass, which only doubles the computation, we can achieve lower MSE than ORMP. Experimental comparisons to the state-of-the-art LARS algorithm [3] show forward-GSLS is faster, more accurate and more flexible in terms of choice of regularization

Exact Sparse Least Squares (ESLS)↗
NASA NTRS2019

Observations on the Computation of Eigenvalue and Eigenvector Jacobians

Many scientific and engineering problems benefit from analytic expressions for eigenvalue and eigenvector derivatives with respect to the elements of the parent matrix. While there exists extensive literature on the calculation of these derivatives, which take the form of Jacobian matrices, there are a variety of deficiencies that have yet to be addressed — including the need for both left and right eigenvectors, limitations on the matrix structure, and issues with complex eigenvalues and eigenvectors. This work addresses these deficiencies by proposing a new analytic solution for the eigenvalue and eigenvector derivatives. The resulting analytic Jacobian matrices are numerically efficient to compute and are valid for the general complex case. It is further shown that this new general result collapses to previously known relations for the special cases of real symmetric matrices and real diagonal matrices. Finally, the new Jacobian expressions are validated using forward finite differencing and performance is compared with another technique.

Jacobian↗
DOE OSTI2024

On the convergence of the fixed point method for solving neutron transport alpha eigenvalue problems

It was shown that the Fixed Point Method (also known as the Rayleigh Quotient Method) is several times faster than the Critical Search Method for solving neutron transport alpha eigenvalue problems. It was also shown that the Fixed Point Method is able to determine the alpha eigenvalues of sub-critical systems that are beyond the reach of the Critical Search Method. Despite these significant advances, the Fixed Point Method remains an unproven algorithm. Here, this report provides a proof.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2025

An eigenvalue-based method for computing the relaxed pressure in compressible multiphase flow with N phases

The modeling of compressible multiphase flows is a decades-old area of study with many applications across various fields. Many of these application areas use stiff pressure relaxation. This process involves the solution of a nonlinear system with N + 1 equations and N + 1 unknowns, where N is the number of phases. The resolution of this system with general equations of state (EOSs) is difficult. Furthermore, nonlinear systems can admit multiple solutions, and current solution methods do not address this possibility. Very recently, a thermodynamic relaxation method was introduced, which effectively maps a relatively simple predictor equation of state onto a more complex target equation of state. In this context, the target EOSs are the chosen EOSs for the thermodynamic model. Furthermore, this thermodynamic relaxation has the benefit of simplifying the stiff pressure relaxation system of equations. In this article, we show this system reduces to a polynomial of degree N, which can be recast as an eigenvalue problem through the use of the associated companion matrix. We show that although this eigenvalue method is generally less efficient than Newton–Raphson iteration, it does not suffer from convergence issues and finds all N roots of the polynomial. Hence, the method provides a fail-safe for root-finding iterative methods and a way to address the issue of multiple solutions to the nonlinear system of equations in stiff pressure relaxation.

Eigenvalue algorithm↗
DOE OSTI2024

A Second Moment Method for k -Eigenvalue Acceleration with Continuous Diffusion and Discontinuous Transport Discretizations

The second moment method is a linear acceleration technique that couples the transport equation to a diffusion equation with transport-dependent additive closures. The resulting low-order diffusion equation can be discretized independent of the transport discretization, unlike diffusion synthetic acceleration, and is symmetric positive definite, unlike quasidiffusion. While this method has been shown to be comparable to quasidiffusion in iterative performance for fixed source and time-dependent problems, it is largely unexplored as an eigenvalue problem acceleration scheme due to the belief that the resulting inhomogeneous source makes the problem ill posed. Recently, a preliminary feasibility study was performed on the second moment method for eigenvalue problems. The results suggested comparable performance to quasidiffusion and more robust performance than diffusion synthetic acceleration. This work extends the initial study to more realistic reactor problems using state-of-the-art discretization techniques. Finally, the results in this paper show that the second moment method is more computationally efficient than its alternatives on complex reactor problems with unstructured meshes.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Spectrum of Dirac eigenvalues across QCD chiral transition

Here, we show that the universal scaling properties of the chiral phase transition in quantum chromodynamics (QCD) at the macroscale are encoded in the microscopic energy levels of the quarks in the background of gluon fields, defined as eigenvalues of the Dirac operator. We introduce a novel relation between the cumulants of the chiral condensate, and the correlations among the energy levels of quarks, i.e., the eigenspectra of the massless QCD Dirac operator. This relation elucidates how the fluctuations of the chiral condensate arise from the correlations within the infrared part of the energy spectra of quarks, and naturally leads to a generalization of the Banks-Casher relation for the cumulants of the chiral condensate. Then, through (2+1)-flavor lattice QCD calculations using HISQ action with varying light quark masses around the chiral phase transition temperature, we demonstrate that the correlations among the infrared part of the Dirac eigenvalue spectra exhibit same universal scaling behaviors as expected of the cumulants of the chiral condensate. We find that these universal scaling behaviors extend up to the physical values of the up and down quark masses.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Two transitions in complex eigenvalue statistics: Hermiticity and integrability breaking

Open quantum systems have complex energy eigenvalues which are expected to follow non-Hermitian random matrix statistics, when chaotic, or two-dimensional (2d) Poisson statistics, when integrable. We investigate the spectral properties of a many-body quantum spin chain, i.e., the Hermitian Heisenberg model with imaginary disorder. Its rich complex eigenvalue statistics is found to separately break both Hermiticity and integrability at different scales of the disorder strength. With no disorder, the system is integrable and Hermitian, with spectral statistics corresponding to the 1d Poisson point process. At very small disorder, we find a transition from 1d Poisson statistics to an effective D -dimensional Poisson point process, showing Hermiticity breaking. At intermediate disorder, we find integrability breaking, as inferred from the statistics matching that of non-Hermitian complex symmetric random matrices in class AI † . For large disorder, as the spins align, we recover the expected integrability (now in the non-Hermitian setup), indicated by 2d Poisson statistics. These conclusions are based on fitting the spin-chain data of numerically generated nearest- and next-to-nearest-neighbor spacing distributions to an effective 2d Coulomb gas description at inverse temperature β . We confirm that such an effective description of random matrices also applies in classes AI † and AII † up to next-to-nearest-neighbor spacings. Published by the American Physical Society 2025

Akemann, Gernot (ORCID:0000000217104258)↗
NASA NTRS1971

Eigenvalues of the Laplacian of a graph

Let G be a finite undirected graph with no loops or multiple edges. The Laplacian matrix of G, Delta(G), is defined by Delta sub ii = degree of vertex i and Delta sub ij = -1 if there is an edge between vertex i and vertex j. The structure of the graph G is related to the eigenvalues of Delta(G); in particular, it is proved that all the eigenvalues of Delta(G) are nonnegative, less than or equal to the number of vertices, and less than or equal to twice the maximum vertex degree. Precise conditions for equality are given.

Anderson, W. N., Jr.↗