A new approach for solving symmetric eigenvalue problems

1992 ◽  
Vol 3 (6) ◽  
pp. 671-679 ◽  
Author(s):  
C. Carey ◽  
H.-C. Chen ◽  
G. Golub ◽  
A. Sameh

The objective of this study is to ef-ciently resolve a perturbed symmetric eigen-value problem, without resolving a completelynew eigenvalue problem. When the size of aninitial eigenvalue problem is large, its multipletimes solving for each set of perturbations can becomputationally expensive and undesired. Thistype of problems is frequently encountered inthe dynamic analysis of mechanical structures.This study deals with a perturbed symmetriceigenvalue problem. It propose to develop atechnique that transforms the perturbed sym-metric eigenvalue problem, of a large size, toa symmetric polynomial eigenvalue problem ofa much reduced size. To accomplish this, weonly need the introduced perturbations, the sym-metric positive-de nite matrices representing theunperturbed system and its rst eigensolutions.The originality lies in the structure of the ob-tained formulation, where the contribution of theunknown eignsolutions of the unperturbed sys-tem is included. The e ectiveness of the pro-posed method is illustrated with numerical tests.High quality results, compared to other existingmethods that use exact reanalysis, can be ob-tained in a reduced calculation time, even if theintroduced perturbations are very signi cant.


Author(s):  
Andrey V. Boiko ◽  
Kirill V. Demyanko ◽  
Yuri M. Nechepurenko

Abstract A new approach to formulation of asymptotic boundary conditions for eigenvalue problems arising in numerical analysis of hydrodynamic stability of such shear flows as boundary layers, separations, jets, wakes, characterized by almost constant velocity of the main flow outside the shear layer or layers is proposed and justified. This approach makes it possible to formulate and solve completely the temporal and spatial stability problems in the locally-parallel approximation, reducing them to ordinary algebraic eigenvalue problems.


2017 ◽  
Vol 7 (1) ◽  
pp. 21-37 ◽  
Author(s):  
Cun-Qiang Miao

AbstractFor symmetric eigenvalue problems, we constructed a three-term recurrence polynomial filter by means of Chebyshev polynomials. The new filtering technique does not need to solve linear systems and only needs matrix-vector products. It is a memory conserving filtering technique for its three-term recurrence relation. As an application, we use this filtering strategy to the Davidson method and propose the filtered-Davidson method. Through choosing suitable shifts, this method can gain cubic convergence rate locally. Theory and numerical experiments show the efficiency of the new filtering technique.


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