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Sensitivity analysis and approximation methods for general eigenvalue problems

Optimization of dynamic systems involving complex non-hermitian matrices is often computationally expensive. Major contributors to the computational expense are the sensitivity analysis and reanalysis of a modified design. The present work seeks to alleviate this computational burden by identifying efficient sensitivity analysis and approximate reanalysis methods.

For the algebraic eigenvalue problem involving non-hermitian matrices, algorithms for sensitivity analysis and approximate reanalysis are classified, compared and evaluated for efficiency and accuracy. Proper eigenvector normalization is discussed. An improved method for calculating derivatives of eigenvectors is proposed based on a more rational normalization condition and taking advantage of matrix sparsity. Important numerical aspects of this method are also discussed.

To alleviate the problem of reanalysis, various approximation methods for eigenvalues are proposed and evaluated. Linear and quadratic approximations are based directly on the Taylor series. Several approximation methods are developed based on the generalized Rayleigh quotient for the eigenvalue problem. Approximation methods based on trace theorem give high accuracy without needing any derivatives. Operation counts for the computation of the approximations are given. General recommendations are made for the selection of appropriate approximation technique as a function of the matrix size, number of design variables, number of eigenvalues of interest and the number of design points at which approximation is sought. / Ph. D.

Identiferoai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/71161
Date January 1986
CreatorsMurthy, Durbha V.
ContributorsAerospace Engineering, Haftka, Raphael T., Kelley, Henry J., Hallauer, William L., Sundkvist, Karl E., Kapania, Rakesh K.
PublisherVirginia Polytechnic Institute and State University
Source SetsVirginia Tech Theses and Dissertation
Languageen_US
Detected LanguageEnglish
TypeDissertation, Text
Formatxiv, 117 leaves, application/pdf, application/pdf
RightsIn Copyright, http://rightsstatements.org/vocab/InC/1.0/
RelationOCLC# 15295048

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