1. Eigenvalue Problems and Preconditioning
- Author
-
Hans-Rudolf Schwarz
- Subjects
Combinatorics ,Physics ,Order (ring theory) ,Positive-definite matrix ,Rayleigh quotient ,Eigenvalues and eigenvectors - Abstract
Problems of vibration in engineering applications, that are treated by the finite element method using consistent mass matrices, lead to a general eigenvalue problem $$ {\rm A}{\text{x = }}\lambda {\rm B}{\text{x}}, $$ (1) where A and B are the stiffness and mass matrices, respectively. The order n of the matrices is in general large, corresponding to the number of nodal variables. The matrices A and B are symmetric, and without loss of generality we can assume A and B to be positive definite. The matrices are sparse and have the same, in general irregular, sparsity structure. We look for the m smallest eigenvalues $$ 0 < {{\lambda }_{1}} < {{\lambda }_{2}} \leqslant {{\lambda }_{3}} \leqslant \ldots \leqslant {{\lambda }_{m}} $$ (2) and for the corresponding eigenvectors z1, z2,..., zm of (1) such that $$ {\text{A}}{{{\text{z}}}_{{\text{j}}}}{\text{ = }}{{\lambda }_{{\text{j}}}}{\text{B}}{{{\text{z}}}_{{\text{j}}}}{\text{,}}\quad {{{\text{z}}}_{{\text{j}}}}^{{\text{T}}}{\text{B}}{{{\text{z}}}_{{\text{j}}}}{\text{ = 1,}}\quad {\text{(j = 1,2,}} \ldots {\text{,m)}}{\text{.}} $$ (3) The number m of the desired eigenpairs (»j, zj) is small compared with the order n of the matrices.
- Published
- 1991
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