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Eigenvalue and eigenvector sensitivity and approximate analysis for repeated eigenvalue problems

A set of computationally efficient equations for eigenvalue and eigenvector sensitivity analysis are derived, and a method for eigenvalue and eigenvector approximate analysis in the presence of repeated eigenvalues is presented. The method developed for approximate analysis involves a reparamaterization of the multivariable structural eigenvalue problem in terms of a single positive-valued parameter. The resulting equations yield first-order approximations of changes in both the eigenvalues and eigenvectors associated with the repeated eigenvalue problem. Examples are given to demonstrate the application of such equations for sensitivity and approximate analysis.

Hou, Gene J. W.

Computation of selected eigenvalues of generalized eigenvalue problems

The Arnoldi (1951) and Lanczos (1950) iterative algorithms are used to obtain a few selected eigenvalues of the generalized eigenvalue problem A(x) = lambdaB(x), where A and B are n x n nonsymmetric banded complex matrices. A shift-and-invert strategy is used to increase the rate of convergence toward the desired eigenvalues, and the two approaches are evaluated in view of their performance in a model problem concerning the linear stability of compressible boundary layers. A general scheme for computing the eigenvalues that lie within a 'box' in the complex plane is presented.

Nayar, Narinder

Eigenvalue extraction in NASTRAN by the tridiagonal reduction (FEER) method: Real eigenvalue analysis

The development of the tridiagonal reduction method and its implementation in NASTRAN are described for real eigenvalue analysis as typified by structural vibration and buckling problems. This method is an automatic matrix reduction scheme whereby the eigensolutions in the neighborhood of a specified point in the eigenspectrum can be accurately extracted from a tridiagonal eigenvalue problem whose order is much lower than that of the full problem. The process is effected without orbitrary lumping of masses or other physical quantities at selected node points and thus avoids one of the basic weaknesses of other techniques.

Newman, M.

Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.

Costiner, Sorin

A numerical study of the temporal eigenvalue spectrum of the Blasius boundary layer

A numerical study is made of the temporal eigenvalue spectrum of the Orr-Sommerfeld equation for the Blasius boundary layer. Unlike channel flows, there is no mathematical proof that this flow has an infinite spectrum of discrete eigenvalues. The Orr-Sommerfeld equation is integrated numerically, and the eigenvalues located by tracing out the contour lines in the complex wave velocity plane on which the real and imaginary parts of the secular determinant are zero. The spectrum of plane Poiseuille flow is used as a guide to study the spectrum of an artificial two-wall flow which consists of two Blasius boundary layers. As the upper boundary of this flow moves to infinity, it is found that the portion of the spectrum with an infinite number of eigenvalues moves towards phase velocity equal to unity and the spacing between eigenvalues goes to zero. The original few eigenvalues found are the only discrete eigenvalues that exist for Blasius flow.

Mack, L. M.

On the solution of two-point linear differential eigenvalue problems

A numerical technique is presented for locating the eigenvalues of two point linear differential eigenvalue problems. The technique is designed to search for complex eigenvalues belonging to complex operators. With this method, any domain of the complex eigenvalue plane could be scanned and the eigenvalues within it, if any, located. For an application of the method, the eigenvalues of the Orr-Sommerfeld equation of the plane Poiseuille flow are determined within a specified portion of the c-plane. The eigenvalues for alpha = 1 and R = 10,000 are tabulated and compared for accuracy with existing solutions.

Antar, B. N.

Sensitivity of closed-loop eigenvalues and robustness

Analytical results are obtained in a present investigation of the way in which full state feedback controller and estimator eigenvalues in a closed-loop linear control system affect these eigenvalues' sensitivity with respect to uncertain plant parameters. A controller eigenvalue lying near an estimator eigenvalue yields large eigenvalue sensitivity, which should be reduced through the separation of controller eigenvalues from estimator eigenvalues.

Adamian, A.

Approximate analysis for repeated eigenvalue problems with applications to controls-structure integrated design

A method for eigenvalue and eigenvector approximate analysis for the case of repeated eigenvalues with distinct first derivatives is presented. The approximate analysis method developed involves a reparameterization of the multivariable structural eigenvalue problem in terms of a single positive-valued parameter. The resulting equations yield first-order approximations to changes in the eigenvalues and the eigenvectors associated with the repeated eigenvalue problem. This work also presents a numerical technique that facilitates the definition of an eigenvector derivative for the case of repeated eigenvalues with repeated eigenvalue derivatives (of all orders). Examples are given which demonstrate the application of such equations for sensitivity and approximate analysis. Emphasis is placed on the application of sensitivity analysis to large-scale structural and controls-structures optimization problems.

Kenny, Sean P.

Numerical methods for evaluating the derivatives of eigenvalues and eigenvectors

Two numerical methods are presented for computing the derivatives of eigenvalues and eigenvectors which do not require complete solution of the eigenvalue problem if only a few derivatives are sought. The 'iterative' method may be used to find the first derivative of one or all of the eigenvectors together with the second derivative of their eigenvalues in a self-adjoint system. If the left- and right-hand eigenvectors are known, the first derivative of the eigenvector corresponding to the largest eigenvalue and the second derivative of the largest eigenvalue may be obtained for a nonself-adjoint system. The 'algebraic' method may be used to find all orders of the derivatives, provided they exist, without requiring the left-hand eigenvectors.

Rudisill, C. S.

A comparison of matrix methods for calculating eigenvalues in acoustically lined ducts

Three approximate methods - finite differences, weighted residuals, and finite elements - were used to solve the eigenvalue problem which arises in finding the acoustic modes and propagation constants in an absorptively lined two-dimensional duct without airflow. The matrix equations derived for each of these methods were solved for the eigenvalues corresponding to various values of wall impedance. Two matrix orders, 20 x 20 and 40 x 40, were used. The cases considered included values of wall admittance for which exact eigenvalues were known and for which several nearly equal roots were present. Ten of the lower order eigenvalues obtained from the three approximate methods were compared with solutions calculated from the exact characteristic equation in order to make an assessment of the relative accuracy and reliability of the three methods. The best results were given by the finite element method using a cubic polynomial. Excellent accuracy was consistently obtained, even for nearly equal eigenvalues, by using a 20 x 20 order matrix.

Watson, W.

Finite-difference solution of the compressible stability eigenvalue problem

A compressible stability analysis computer code is developed. The code uses a matrix finite difference method for local eigenvalue solution when a good guess for the eigenvalue is available and is significantly more computationally efficient than the commonly used initial value approach. The local eigenvalue search procedure also results in eigenfunctions and, at little extra work, group velocities. A globally convergent eigenvalue procedure is also developed which may be used when no guess for the eigenvalue is available. The global problem is formulated in such a way that no unstable spurious modes appear so that the method is suitable for use in a black box stability code. Sample stability calculations are presented for the boundary layer profiles of a Laminar Flow Control (LFC) swept wing.

Malik, M. R.

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

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.