2.092/2.

093 Finite Element Analysis of Solids & Fluids I Fall 09

Lecture 21- Solution of the GeneralizedEigenvalue Problem
Prof. K. J. Bathe MIT OpenCourseWare
Reading assignment: Chapters 10 and 11
MU

+KU =R (1)
Aside: M could have zero masses. Then we use Gauss elimination on K to remove zero-mass DOFs, but
we denote the nal matrix still as K. Then, in free vibrations:
MU

+KU =0 (2)
where now M and K are assumed to be positive denite matrices, i.e. U

T
MU

>0, U

T
KU

>0 for any

U

=0. Then, we obtain the eigenvalue problem

K=M K
i
=
i
M
i
(A)
where 0<
1

2
. . .
n
.

1 2 n
Recall:

T
i
M
j
=
ij

T
i
K
j
=
i
2

ij
=
i

ij
The Case of Multiple Eigenvalues
Assume
1
=
2
<
3
,i.e.
1
hasamultiplicityof2(m=2),
1
and
2
aretwoeigenvectorsfor
1
and
2
,
and
1
=
2
. Then, we have
K
1
=
1
M
1
(: any constant) (3)
K
2
=
1
M
2
(: any constant) (4)
Hence,
K(
1
+
2
) =
1
M(
1
+
2
) (5)
Eq. (5) shows
1
+
2
=

is also an eigenvector corresponding to

1
! We can change the length of the
eigenvector so that for some ,

T

= 1
Recall we want x
i
+
i
2
x
i
=r
i
, having set the mass m to 1 since
T
i
M
j
=
ij
.
Iftheeigenvaluesforthesystem(A)aredistinct,theeigenvectorsareunique. Here,wehaveatwodimensional
eigenspace (
1
=
2
). Any two M-orthogonal vectors in this space are eigenvectors and could be used as
mode shapes.
Gram-Schmidt (see textbook)
Orthogonalization is used to obtain M-orthogonal vectors. For an eigenvalue of multiplicity m, we have an
eigenspace of dimension m and can always nd m M-orthogonal vectors that are in this eigenspace. We
need orthogonality to decouple Eq. (2). Next, we will discuss some solution techniques.
1

Lecture 21 Solution of the Generalized Eigenvalue Problem 2.092/2.093, Fall 09

Inverse Iteration
Once we have eigenvectors with
i
T
M
j
=
ij
, we could simply use
i
T
K
j
=
i

ij
to obtain
i
.
Do we need to iterate on K = (M) to get K
i
=
i
M
i
? Since for the general case there are no
explicit formulas available to calculate the roots of p() when the order of p is greater than 4, an iterative
solution method has to be used.
Iteration
Assume
1
>0. We pick x
1
and use for k= 1,2, . . .
Kx
k+1
=Mx
k
(a)
x
k+1
= x
k+1
1
x
k
T
+1
Mx
k+1
2
Since
1
>0, K is positive denite and we can solve Eq. (a). We want x
k+1
to satisfy the mass orthonor-
mality relation x
T
k+1
Mx
k+1
=1. If we assume x
T
1
M
1
=0, then
x
k+1

1
as k

1
=
1
T
K
1
,
T
1
M
1
= 1
Proof: Consider
Kx
k+1
=Mx
k
(B)
We see that (B) is equivalent to working with vectors z
k+1
and z
k
.
z
k+1
=x
k+1
, z
k
=x
k
Substitute into (B):

T
Kz
k+1
=
T
Mz
k

1
zeros

2
.
.
.
zeros
n

z
k+1
=z
k
(C)
Working on (C) is equivalent to working on (B)
Next, iterate with (C). Assume:
T
= 1 1 1 . . . 1 z
1

1
zeros

2
.
.
.
zeros
n

z
2
=z
1
Then we nd
T
z =
1 1 1 1
2 1 2 3
. . .
n
After l iterations,

l

l

l
T
=
1

l
z
l+1
1 1
1 2 3
. . .
1
n
2

Lecture 21 Solution of the Generalized Eigenvalue Problem 2.092/2.093, Fall 09
Only the direction of the vector is important.
Assume
1
<
2
. Multiply z
l+1
by (
1
)
l
to obtain a new z
l+1
:

l

l

l
z
l
T
+1
=
1
1 1 1
. . .
2 3 n
This z
l
T
+1
converges to [1 0 0 0 ] as l. . . .

1
0
0
.
.
.
0

Note that if z
1
is orthogonal to , we will never reach the eigenvector corresponding to
1
.
Finally, assume
1
=
2
<
3
. Then we obtain
T
= 1 1 0 . . . 0 z
l+1
To obtain the 2nd eigenvector for
1
=
2
, choose a starting vector x
1
that is M-orthogonal to
1
and
enforce this orthogonality in each iteration. To avoid round-o error, see the textbook.
Inpractice,theinverseiterationmethodishardlyusedbyitself,butratherasaningredientinamorecomplex
scheme. Thenextlectureintroducesthewidelyusedsubspaceiterationmethodwhichemploystheinverse
iterationmethodtoecientlysolvefortherstfewlowestfrequencies/eigenvaluesandmodeshapesoflarge
systems.
3
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Fall 2009



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