Improvement of Subspace Iteration Method with Shift

쉬프트를 갖는 부분공간 반복법의 개선

  • 정형조 (한국과학기술원 토목공학과) ;
  • 김만철 (한국과학기술원 토목공학과) ;
  • 박선규 (성균관대학교 토목공학과) ;
  • 이인원 (한국과학기술원 토목공학과)
  • Received : 1998.06.29
  • Published : 1998.09.30

Abstract

A numerically stable technique to remove the limitation in choosing a shift in the subspace iteration method with shift is presented. A major difficulty of the subspace iteration method with shift is that because of singularity problem, a shift close to an eigenvalue can not be used, resulting in slower convergence. This study solves the above singularity problem using side conditions without sacrifice of convergence. The method is always nonsingular even if a shift is an eigenvalue itself. This is one of the significant characteristics of the proposed method. The nonsingularity is proved analytically. The convergence of the proposed method is at least equal to that of the subspace iteration method with shift, and the operation counts of above two methods are almost the same when a large number of eigenpairs are required. To show the effectiveness of the proposed method, two numerical examples are considered.

본 논문에서는 쉬프트를 갖는 부분공간 반복법의 제한조건을 제거하여 수치적으로 안정한 고유치해석 방법을 제안 하였다. 쉬프트를 갖는 부분공간 반복범의 주된 단점은 특이성 문제 때문에 어떤 고유치에 근접한 쉬프트를 사용할 수 없어서 수렴성이 저하될 가능성이 있다는 점이다. 본 논문에서는 부가조건식을 이용하여 위와 같은 특이성 문제를 수렴성의 저하없이 해결하였다. 이 방법은 쉬프트가 어떤 고유치와 같은 경우일지라도 항상 비특이성인 성질을 갖고 있다. 이것은 제안방법의 중요한 특성중의 하나이다. 제안방법의 비특이성은 해석적으로 증명되었다. 제안방법의 수렴성은 쉬프트를 갖는 부분공간 반복법의 수렴성과 거의 같고, 두 방법의 연산횟수는 구하고자 하는 고유치의 개수가 많은 경우에 거의 같다. 제안방법의 효율성을 증명하기 위하여, 두개의 수치예제를 고려하였다.

Keywords

References

  1. Solution methods for large generalized eigenvalue problems in structural engineering, UC SESM Report 71-20 Bathe, K.J.
  2. J. Engr. Mech. Div. ASCE v.98 Large eigenvalue problems in dynamic analysis Bathe, K.J.;Wilson, E.L.
  3. Comput. Struct. v.16 An eigensolution strategy for large systems Wilson, E.L.;Itoh, T.
  4. Comput. Struct. v.16 An eigensolution strategy for large systems Wilson, E.L.;Itoh, T.
  5. Int. J. Numer. Methods Eng. v.10 Subspace iteration accelerated by using Chebyshev polynomials for eigenvalue problems with symmetric matrices Yamamoto, Y.;Ohtsubo, H.
  6. Int. J. Numer. Methods Eng. v.14 Over-relaxation and subspace iteration Akl, F.A.;Dilger, W.H.;Irons, B.M.
  7. Comput. Methods Appl. Mech. and Eng. v.23 An accelerated subspace iteration method Bathe, K.J.;Ramaswamy, S.
  8. Int. J. Numer. Methods Eng. v.4 Eigensolution for large structural systems with sub-structures Nguyen, D.T.;Arora, J.S.
  9. Int. J. Numer. Methods Eng. v.24 Computer algorithms for calculating efficient initial vectors for subspace iteration method Cheu, T.C;Johnson, C.P.;Craig, R.R. Jr.
  10. Finite Elements in Analysis and Design v.18 Acceleration of the subspace iteration method by selective repeated inverse iteration Lam, Y.C.;Bertolini, A.F.
  11. Computing Systems in Engineering v.6 Accelerated reduction of subspace upper bound by multiple inverse iteration Bertolini, A.F.;Lam, Y.C.
  12. Comput. Struct. v.54 An accelerated subspace iteration method for generalized eigenproblems Qian, Y.;Dhatt, G.
  13. A Finite Element Program for Automatic Dynamic Incremental Nonlinear Analysis
  14. Finite Element Procedures Bathe, K.J.
  15. Comput. Struct. v.62 Determination of the natural frequencies and mode shapes for large structures by accelerated Newton-Raphson method Lee, I.W.;Kim, M.C.;Robinson, A.R.
  16. J. Engr. Mech., ASCE v.124 An efficient solution method of eigenproblems for damped systems using modified Newton-Raphson technique Lee, I.W.;Kim, M.C.;Robinson, A.R.