• Title/Summary/Keyword: eigenproblem

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How to Compute the Smallest / Largest Eigenvalue of a Symmetric Matrix

  • Baik, Ran
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.37-49
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    • 1999
  • In this paper we develop a general Homotopy method called the Group Homotopy method to solve the symmetric eigenproblem. The Group Homotopy method overcomes notable drawbacks of the existing Homotopy method, namely, (i) the possibility of breakdown or having a slow rate of convergence in the presence of clustering of the eigenvalues and (ii) the absence of any definite criterion to choose a step size that guarantees the convergence of the method. On the other hand, We also have a good approximations of the largest eigenvalue of a Symmetric matrix from Lanczos algorithm. We apply it for the largest eigenproblem of a very large symmetric matrix with a good initial points.

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Solution of Eigenproblems for Non-proportional Damping Systems by Lanczos Method (Lanczos 방법에 의한 비비례 감쇠 시스템의 고유치 해석)

  • 김만철;정형조;오주원;이인원
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1998.04a
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    • pp.283-290
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    • 1998
  • A solution method is presented to solve the eigenproblem arising in tile dynamic analysis of non-proportional damping systems with symmetric matrices. The method is based on tile use of Lanczos method to generate a Krylov subspace of trial vectors, witch is then used to reduce a large eigenvalue problem to a much smaller one. The method retains the η order quadratic eigenproblem, without the need to the method of matrix augmentation traditionally used to cast the problem as a linear eigenproblem of order 2n. In the process, the method preserves tile sparseness and symmetry of the system matrices and does not invoke complex arithmetics, therefore, making it very economical for use in solving large problems. Numerical results are presented to demonstrate the efficiency and accuracy of the method.

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THE STRONG STABILITY OF ALGORITHMS FOR SOLVING THE SYMMETRIC EIGENPROBLEM

  • Smoktunowicz, Alicja
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.7 no.1
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    • pp.25-31
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    • 2003
  • The concepts of stability of algorithms for solving the symmetric and generalized symmetric-definite eigenproblems are discussed. An algorithm for solving the symmetric eigenproblem $Ax={\lambda}x$ is stable if the computed solution z is the exact solution of some slightly perturbed system $(A+E)z={\lambda}z$. We use both normwise approach and componentwise way of measuring the size of the perturbations in data. If E preserves symmetry we say that an algorithm is strongly stable (in a normwise or componentwise sense, respectively). The relations between the stability and strong stability are investigated for some classes of matrices.

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A Parallel Iterative Algorithm for Solving The Eigenvalue Problem of Symmetric matrices

  • Baik, Ran
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.4 no.2
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    • pp.99-110
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    • 2000
  • This paper is devoted to the parallelism of a numerical matrix eigenvalue problem. The eigenproblem arises in a variety of applications, including engineering, statistics, and economics. Especially we try to approach the industrial techniques from mathematical modeling. This paper has developed a parallel algorithm to find all eigenvalues. It is contributed to solve a specific practical problem, a vibration problem in the industry. Also we compare the runtime between the serial algorithm and the parallel algorithm for the given problems.

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A Method for Checking Missed Eigenvalues in Eigenvalue Analysis with Damping Matrix

  • Jung, Hyung-Jo;Kim, Dong-Hyawn;Lee, In-Won
    • Computational Structural Engineering : An International Journal
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    • v.1 no.1
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    • pp.31-38
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    • 2001
  • In the case of the non-proportionally damped system such as the soil-structure interaction system, the structural control system and composite structures, the eigenproblem with the damping matrix should be necessarily performed to obtain the exact dynamic response. However, most of the eigenvalue analysis methods such as the subspace iteration method and the Lanczos method may miss some eigenvalues in the required ones. Therefore, the eigenvalue analysis method must include a technique to check the missed eigenvalues to become the practical tools. In the case of the undamped or proportionally damped system the missed eigenvalues can easily be checked by using the well-known Sturm sequence property, while in the case of the non-proportionally damped system a checking technique has not been developed yet. In this paper, a technique of checking the missed eigenvalues for the eigenproblem with the damping matrix is proposed by applying the argument principle. To verify the effectiveness of the proposed method, two numerical examples are considered.

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An Adjoint Variable Method for Eigenproblem Design Sensitivity Analysis of Damped Systems (감쇠계 고유치문제의 설계민감도해석을 위한 보조변수법)

  • Lee, Tae Hee;Lee, Jin Min;Yoo, Jung Hoon;Lee, Min Uk
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.11 s.242
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    • pp.1527-1533
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    • 2005
  • Three methods for design sensitivity analysis such as finite difference method(FDM), direct differentiation method(DDM) and adjoint variable method(AVM) are well known. FDM and DDM for design sensitivity analysis cost too much when the number of design variables is too large. An AVM is required to compute adjoint variables from the simultaneous linear system equation, the so-called adjoint equation. Because the adjoint equation is independent of the number of design variables, an AVM is efficient for when number of design variables is too large. In this study, AVM has been extended to the eigenproblem of damped systems whose eigenvlaues and eigenvectors are complex numbers. Moreover, this method is implemented into a commercial finite element analysis program by means of the semi-analytical method to show applicability of the developed method into practical structural problems. The proposed_method is compared with FDM and verified its accuracy for analytical and practical cases.

Vibration Damping Analysis of Viscoelastic and Viscoelastically Damped Structures (점탄성 또는 점탄성 감쇠처리된 구조물의 진동 감쇠 해석)

  • 황원재;박진무
    • Journal of KSNVE
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    • v.10 no.1
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    • pp.64-73
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    • 2000
  • We present finite element equations in the Laplace-domain for linear viscoelastic and viscoelstically damped structures governed by a constitutive equation involving factional order derivative opeartors. These equations yield a nonstandard eigenproblem consisted of frequency dependent stiffness matrix. To solve this nonstandard eigenproblem we suggest an eigenvalue iteration procedure in the Laplace-domain. Improved Zenor and GHM material function type constitutive equations in the Laplace-domain are also available for this procedure. From above equations, complex eigenvalues and complex eigenvectors are obtained. Using obtained eigenvalues and eigenvectors, time domain analysis is performed by means of mode superposition. Finally, finite element solutions of viscoelastic and viscoeleastically damped sandwich beam are presented as an example.

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NUMERICAL STABILITY OF UPDATE METHOD FOR SYMMETRIC EIGENVALUE PROBLEM

  • Jang Ho-Jong;Lee Sung-Ho
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.467-474
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    • 2006
  • We present and study the stability and convergence of a deflation-preconditioned conjugate gradient(PCG) scheme for the interior generalized eigenvalue problem $Ax = {\lambda}Bx$, where A and B are large sparse symmetric positive definite matrices. Numerical experiments are also presented to support our theoretical results.

A Deflation-Preconditioned Conjugate Gradient Method for Symmetric Eigenproblems

  • Jang, Ho-Jong
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.331-339
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    • 2002
  • A preconditioned conjugate gradient(PCG) scheme with the aid of deflation for computing a few of the smallest eigenvalues arid their corresponding eigenvectors of the large generalized eigenproblems is considered. Topically there are two types of deflation techniques, the deflation with partial shifts and an arthogonal deflation. The efficient way of determining partial shifts is suggested and the deflation-PCG schemes with various partial shifts are investigated. Comparisons of theme schemes are made with orthogonal deflation-PCG, and their asymptotic behaviors with restart operation are also discussed.

Improved Lanczos Method for the Eigenvalue Analysis of Structures (구조물의 고유치 해석을 위한 개선된 Lanczos 방법)

  • 김병완;김운학;이인원
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.04a
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    • pp.133-140
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    • 2002
  • This paper investigates the applicability of the modified Lanczos method using the power technique, which was developed in the field of quantum physics, to the eigenproblem in the field of engineering mechanics by introducing matrix-powered Lanczos recursion and numerically evaluating the suitable power value. The matrix-powered Lanczos method has better convergence and less operation count than the conventional Lanczos method. By analyzing four numerical examples, the effectiveness of the matrix-powered Lanczos method is verified and the appropriate matrix power is also recommended.

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