• Title/Summary/Keyword: symmetric eigenproblem

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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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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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ON NUMERICAL PROPERTIES OF COMPLEX SYMMETRIC HOUSEHOLDER MATRICES

  • Smoktunowicz, Alicja;Grabarski, Adam
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.7 no.2
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    • pp.51-64
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    • 2003
  • Analysis is given of construction and stability of complex symmetric analogues of Householder matrices, with applications to the eigenproblem for such matrices. We investigate numerical properties of the deflation of complex symmetric matrices by using complex symmetric Householder transformations. The proposed method is very similar to the well-known deflation technique for real symmetric matrices (Cf. [16], pp. 586-595). In this paper we present an error analysis of one step of the deflation of complex symmetric 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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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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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.

PERTURBATION ANALYSIS OF DEFLATION TECHNIQUE FOR SYMMETRIC EIGENVALUE PROBLEM

  • JANG, HO-JONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.2
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    • pp.17-23
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    • 2001
  • The evaluation of a few of the smallest eigenpairs of large symmetric eigenvalue problem is of great interest in many physical and engineering applications. A deflation-preconditioned conjugate gradient(PCG) scheme for a such problem has been shown to be very efficient. In the present paper we provide the numerical stability of a deflation-PCG with partial shifts.

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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.

Inelastic distortional buckling of hot-rolled I-section beam-columns

  • Lee, Dong-Sik
    • Steel and Composite Structures
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    • v.4 no.1
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    • pp.23-36
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    • 2004
  • The inelastic lateral-distortional buckling of doubly-symmetric hot-rolled I-section beam-columns subjected to a concentric axial force and uniform bending with elastic restraint which produce single curvature is investigated in this paper. The numerical model adopted in this paper is an energy-based method which leads to the incremental and iterative solution of a fourth-order eigenproblem, with very rapid solutions being obtained. The elastic restraint considered in this paper is full restraint against translation, but torsional restraint is permitted at the tension flange. Hitherto, a numerical method to analyse the elastic and inelastic lateral-distortional buckling of restrained or unrestrained beam-columns is unavailable. The prediction of the inelastic lateral-distortional buckling load obtained in this study is compared with the inelastic lateral-distortional buckling of restrained beams and the inelastic lateral-torsional buckling solution, by suppressing the out-of-plane web distortion, is published elsewhere and they agree reasonable well. The method is then extended to the lateral-distortional buckling of continuously restrained doubly symmetric I-sections to illustrate the effect of web distortion.

Improved Numerical Method Evaluating Exact Static Element Stiffness Matrices of Beam on Elastic Foundations (탄성지반위의 보의 엄밀한 강성계산을 위한 개선된 해석방법)

  • Kim Nam-Il;Lee Jun-Seok;Kim Moon-Young
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.589-596
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    • 2006
  • An improved numerical method to obtain the exact element stiffness matrix is newly proposed to perform the spatially coupled elastic and stability analyses of non-symmetric thin-walled beam-columns with two-types of elastic foundation. This method overcomes drawbacks of the previous method to evaluate the exact stiffness matrix for the spatially coupled stability analysis of thin-walled beam-column. This numerical technique is firstly accomplished via a generalized eigenproblem associated with 14 displacement parameters by transforming equilibrium equations to a set of first order simultaneous ordinary differential equations. Then exact displacement functions are constructed by combining eigensolutions and polynomial solutions corresponding to non-zero and zero eigenvalues, respectively. Consequently an exact stiffness matrix is evaluated by applying the member force-deformation relationships to these displacement functions.

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