Chapter 11: Numerical solution of the eigenvalue problem

 As discussed earlier the eigenvalues of a system can be determined by finding the roots of
the characteristic polynomial obtained by equating the determinant of the coefficient matrix
as zero. Consider again the free vibration problem
(1)
Try the solution
(2)
On cancelling out we get
(3)
A nonzero solution for Eq. 3 is obtained when the determinant of the coefficient matrix is
zero. This gives an N order polynomial in , called the characteristic polynomial whose roots
are the eigenvalues. For high order polynomials numerical methods must be used to find the
roots. In fact, a very large number of numerical operations are required and the procedure is
impracticable for the solution of systems with many dof.
Numerical solution of the eigenvalue problem

As alternatives to finding roots of the characteristic polynomial, a large number of other

numerical solution methods have been developed to solve for the eigenvalues. These
methods can be classified into the following categories.
1. Transformation methods
2. Iterative methods
3. Determinant search methods

Of these methods the iterative search methods are most suitable for practical problems in
dynamics of structures. In such problems the major portion of the response is usually
contained in the first few lower order modes, the contributions from higher modes being
small or negligible. This is the reason we order the modes on the basis of the magnitude of
the associated frequencies, from the smallest frequency to the largest frequency. Also the
matrices involved in the problems are of large order, usually having a small bandwidth and
sparse. For such situations, the iterative methods are most suitable. We therefore focus our
attention on such methods.
Numerical solution of the eigenvalue problem
 Inverse iteration method

Consider the eigenvalue problem

(4)
or
(5)
where is known as the dynamic matrix.
Begin with an arbitrary vector u of size N. Using expansion theorem it can be expressed as
(6)
Multiply both sides of Eq. 6 by D.

(7)
Numerical solution of the eigenvalue problem
 On multiplying Eq. 7 again by D we get

(8)
Repeated multiplication by D and noting that is less than 1 we get
(9)
In a similar manner
(10)
The iteration can be assumed to have converged when the vector in Eq. 10 closely
matches the vector in Eq. 9. On dividing the scalar multiplier of vector q in Eq. 9 by that in
Eq. 10 we get an estimate of while the vector itself provides an estimate of the first
mode shape.
Example 1
 In the two-storey frame assume that and The mass matrix and
stiffness matrix are
(a)
(b)

 The dynamic matrix is given by

(c)
Begin the iteration with an arbitrary vector
Two storey frame

(d)
Example 1

 We can assume that the iteration has converged at this stage. Dividing the coefficient of by
that of we get
and (e)
Also,
(f)
Numerical solution of the eigenvalue problem

 It is apparent from our discussion that iteration with any arbitrary vector will always
converge to the first mode shape and the first frequency. In order to converge to a higher
mode shape, we again examine the expansion of our arbitrary vector
(11)
Note that we have already determined . We multiply both sides of Eq. 11 by to get
(12)
or
(13)
Now we adjust our starting vector as follows
(14)
Numerical solution of the eigenvalue problem

 We now carry out our iteration with the modified vector . Multiplying it by D we get
(15)
Where is a refined dynamic matrix. Matrix S1 is referred to as sweeping matrix. It removes or sweeps
away mode shape 1 from our trial vector, so the iteration will converge on the next frequency or
mode shape, that is frequency and mode shape number 2. In fact, instead of iterating on the
modified vector as in we can iterate on the original vector but using the refined dynamic matrix as in
.
Using a similar reasoning we can sweep away as many modes as we want from the trial vector so as
to converge on the next higher mode shape and frequency. Thus
(16)
(17)
We can develop a sweeping matrix for as many modes as we wish and thus converge to higher
modes. It may be noted that with each step in which we progressively sweep a mode, numerical
errors will be introduced and with more and more modes being removed the subsequent modes and
frequencies may not be as accurate.
Example 2

 Suppose we want to determine the second mode for the structure shown in Example 1.
We have already found the first mode and with sufficient number of iterations it should
have converged to
(a)
Next we determine sweeping matrix for the first mode
(d)
The refined dynamic matrix is
Example 2
 We iterate on any arbitrary vector using the refined dynamics matrix. We choose the
same starting vector as before
(f)
(g)
Iterations have already converged. Thus the second mode shape is
(h)
The second frequency is obtained from
(i)
Inverse vector iteration with shifts
 As stated earlier, the accuracy of the eigenvalues and mode shapes decreases as we iterate for higher
and higher modes. Iteration with shifts allows us to determine the higher modes and frequencies with
greater accuracy. It also allows us to determine the frequency and associate mode shape where the
frequency being sought is close to a specified value.
We shift the origin on the eigenvalue axis by a distance as shown in Fig. 1. The eigenvalues measured
from the shifted origin are denoted by so that
(18)
 The eigenvalue equation now becomes

or
q
(19)
Iteration with will converge on
Figure 1 Measurement of eigenvalues from a shifted origin.
Example 3

 The stiffness and mass matrices for a structure are as given below. The first two eigenvalues
and eigenvectors have been determined. The eigenvalues are Determine the third
eigenvalue and eigenvector.

Our shift point must be larger than 1.719. We select .

Example 3
 For our starting vector we select

The steps in the iteration are shown below

Example 3
 

The last two vectors are sufficiently close so the iteration has converged. The eigenvalue
is obtained as follows:
Example 3
 The figure shows the shifted  𝜇=3.5 𝛿  =0.28
origin and all 3 eigenvalues.
When iterating for δ with origin
0 𝜆  1 =0.5 𝜆  2 =1.72 𝜆  3 =3.78
at 3.5, the nearest eigenvalue or
one with smallest absolute δ is .
Hence the iteration converges to 𝛿=−1.28
 
that eigenvalue.

 If the origin was placed at , the nearest eigenvalue will be with , compared to for
and the iteration will therefore converge to . In that case to obtain we will have to
sweep out mode No. 2 from the trial vector.
Semidefinite or unrestrained system
 Consider the system shown in Fig. 2. The
stiffness matrix for this system is
(18)

Figure 2: Three-degree-of-freedom unrestrained system.

 To impart displacements , we need forces given by

(19)
Thus to maintain such displacements no forces are required. This is because the system is
unrestrained and can be displaced as a rigid body without any force being applied. It is easily
seen that the stiffness matrix is singular and does not have an inverse. It will be noted that row
2 of the matrix is the sum of rows 1 and 2. When relationships such as this exist among rows or
columns of a matrix the determinant of the matrix is zero and the matrix is singular.
Semidefinite or unrestrained system
 A system such as the one in Fig. 2 is called a semidefinite system. It has one or more rigid
body displaced shapes which require zero force to maintain. The eigenvalue equation for
the system of Fig. 2 is given by
(20)

This equation can be satisfied when , which makes the left hand side a vector of zeros,
along with on the right hand side. Thus, the unit vector is one of the mode shapes of the
system and is associated with a zero eigenvalue. In general, for an unrestrained system
rigid body displacements are mode shapes of the system and their corresponding
eigenvalues are zeros.
Since K is singular it is not possible to invert it and therefore we can not construct the
dynamic matrix given by We must therefore develop alternative procedures to find the
eigenvalues and eigenvectors of such systems.
Semidefinite or unrestrained system
 Addition of a small fictitious stiffness

The singular stiffness of an unrestrained system can be made non-singular by adding a

small but fictious stiffness to one or more dof. This modifies the system but if the added
stiffness is small, the frequencies and mode shapes of the modified system will be close to
those of the original system.
Example 4
Consider again the system shown in Fig. 2. It is modified by the addition of a spring of
stiffness at dof 1 as shown in Fig. 3

Figure 3 Semidefinite system restrained by a fictitious spring.

 Example 4
Let the system in Fig. 3 have the following properties:
. The stiffness and mass matrices are as follows

The eigenvalues for the modified system are obtained by the standard inverse iteration method
giving.
as compared to the exact value 0.
compared to
compared to
compared to
compared to
compared to
Semidefinite or unrestrained system
 Vector iteration with shift

Another method of finding the eigenvalues and eigenvectors of a semidefinite system is to

introduce a shift in the origin of the eigenvalue axis, which modifies the eigenvalue problem to
(21)
Where the eigenvalue of the original problem is related to the new eigenvalue by the
relationship . The modified stiffness matrix is not singular and hence the standard inverse
iteration process can be used to derive the eigenvalues and eigenvectors of the original
system.
Example 5
We determine the eigenvalues and eigenvectors of the system shown in Example 3 by
introducing a shift of . The new problem is
and
 Example 5

Inverse iteration with this D matrix gives the following results

, ,
, ,
, ,
Semidefinite or unrestrained system
 Sweeping of rigid body modes
Another alternative for determining the eigenvalues and eigenvectors of a semidefinite
system is to sweep of the rigid body modes. The latter modes can usually be obtained by
inspection, which makes this method feasible.
Example 6
We determine the eigenvalues and eigenvectors of the system in Example 3 by noting that
the rigid body mode for this system is . Since this is a mode of the system the other modes
must be orthogonal to it. Let one of the other modes be , then we have
or (a)
Eq. (a) gives (b)
Eq. (b) can be expressed as
or as (c)
 Example 6
We use Eq. c to carry out transformation of coordinates as follows
(d)
The new eigenvalue problem is given by
(e)
Note that is not singular although K is singular. We may therefore use the standard inverse
iteration procedure to find the eigenvalues and mode shapes. The following results are
obtained:
(f)
The mode shape is in the reduced space; to obtain the full mode shape we use the
transformation given by Eq. c
(g)
 Example 6

The third eigenvalue and mode shapes are given by

(h)

(i)

Numerical solution of the eigenvalue problem

For practical structural dynamics problems where the property matrices have a small
bandwidth and only the lower few eigenvalues and mode shapes are to be found the inverse
vector iteration method is most effective. However, as stated earlier the accuracy of the
results decreases when progressively higher eigenvalues are calculated. In such cases inverse
vector iteration with shift can be used.