Numerical Methods for solving

Eigenvalues and Eigenvectors

Byy
R. K. Verma & G. R. Reddy

Structural and Seismic Engineering Section

Reactor Safety Division
BARC, Mumbai

Equation of Motion for Base Excitation

Considering as a multi degree freedom system the equation of
motion for the base excitation is written as

[M ]{&x& }+ [C ]{x& }+ [K ]{x } =

[M

]&x& g {1 }

In the absence of external excitation

[M ]{&x& }+ [C ]{x& }+ [K ]{x } =

Neglecting the structural damping, the free vibration of

the system is expressed by

[M ]{&x& } + [K ]{x } =
L t
Let

{x }= { }sin(
i ( t)

we have

and
d so

Fig. 1: 2DOF
System

{&x& } = - 2 { }sin(
i ( t)

- 2 [ M ]{ }+ [K ]{ } = 0

K = M

which can also be written as

where A = [M ]

-1

[K ] and

[A ]{ }= { }

= 2

Now the free vibration problem has been reduced to the

general Eigenvalue problem. We may have to find out a vector
which,
which when multiplied by A yields a scalar multiple of itself.
itself This
multiple is called an Eigenvalue or characteristic value of A and
there are N such Eigenvalues and N such vectors, called
Eigenvectors associated with each Eigenvalue i.

Examples
Vibration of Structures
Natural frequencies and corresponding mode shapes
Heat Transfer Analysis
Linearized Buckling Analysis

Properties of the Eigenvectors

K = M

Solution of eq.4
eq 4 yields n Eigenvalues and corresponding
Eigenvectors. Each Eigen pairs ( i , i ) satisfies eq.4; i.e.; we have
K i = M i

i = 1,......., n

Equation 6 can also be written as

K ( i ) = i M ( i )

where is a nonzero constant

Therefore, i with being an eigenvector, i is also an

eigenvector and we say that an eigenvector is defined
eigenvector,
only by its direction in the n-dimensional space.
4

Hence, the eigenvectors obtained need to be normalized with

respect to mass matrix. After normalization, we have iT Mi = 1.
This fixes the lengths of the eigenvectors, i.e., the absolute
magnitude of the elements in each eigenvector.
M

orthonormality
i T M j = ij

orthonormality
i T K j = i ij

Methods for solution of Eigenvalue problems

There are various numerical methods to obtain the eigenvalues and
eigenvectors of the eq.4 which has large degrees of freedom (i.e
l
large
number
b off equations).
i
) Some
S
off the
h methods
h d used
d are:

a.
a
b.
c.
d.
e.

Simplified Technique
Inverse Iteration Technique
Simultaneous Iteration Technique
q
Subspace Iteration Technique
Lanczos Iteration Technique

The time required for computation of eigenvalues and eigenvectors

reduces from technique a to e and it can be observed in the
following explanation.
6

Simplified Technique
Stiffness Matrix of Each Element

m1

1 1
[K ]e = C

1
1

m2

m3

12 EI
where C = 3
l

Combined stiffness matrix and mass

matrices are respectively given as follows
1 1 0
m1
[ K ] = 9 C 1 2 1 ; [ M ] =
0 1 2

M = [1 2 3 ]
T

m1

m2

m3

m2

m3

1

2

3

2060
1.00
0.67
T M = [1.00 0.67 0.33]
2560

2060 0.33

Fig. 2: Mathematical model of the RCC structure

Column Sizes 100 75 mm

E= 2.5 10
10 10 N/m2 (concrete)
Moment of Inertia of the column section I= 3.52 10-6 m4
500Kg

1000Kg

2
500Kg

3
Added
mass

m1

m2
m3

10
1.0

0.67
033
0.33

Modeshapevector

Fig. 3: Approximate Eigenvector (mode shape) of the structure 7

After normalization of mode shape

0.0171

n = T
= 0.0114
M

0.0056

{}

2 = { }n T [K ]{ }n = 1265 .9

Fig. 4: Mode shape of the structure

obtained
bt i d with
ith 3D FEM

The frequency is 35.5797 rad /sec (5.96 Hz). The frequency of

the structure with 3D finite element method consideringg the
flexibility of floor is about 4.25 Hz.
8

Inverse Iteration Technique

The technique of inverse iteration is very effectively used
to calculate eigenvectors and at the same time the
corresponding eigenvalues can also be evaluated.
The free vibration equation of the system shown in Fig. 5
f vertical
for
i l excitation
i i can be
b written
i
as
2 0 &x&1 (t ) 5 5 x1 (t )
0 2&x& (t ) + 5 15 x (t ) = 0

2
2

m1=2Kg
k=5N/m
m2=2Kg

/
k=10N/m

Fig. 5: 2DOF
System

The characteristic equation can be written as

[K ]{X } = [M ]{X }
The above system has two eigenvalues and two eigenvectors
and can be obtained using inverse iteration technique as follows.
9

Evaluation of first eigenvalues and eigenvectors

{X } = 11
Step 1- Assume {X}

Step 2- Evaluate {R} = [M] {X}

2 1 2
2 1 = 2

Step 3- Evaluate new {X} using [K] {X} ={R} 5

5 X 1 2
5 15 X = 2

2
X 1 0.8
=
X 2 0.4

Step 4 Normalizing
o a
g the
t e mode
ode shapes
s apes
=

{X }
{X }T [M ]{X }

Step 5- Evaluate eigenvalues

{ }T [K ]{ } =

0.6325

0
.
3162

= 1.5
= 1.22

Consider {X} = {} and repeat the steps 1-4 till required convergence
is reached.
10

One suggested way of checking the convergence is = i +1 i 0.0001

i +1

Evaluation of eigenvalues
g
and eigenvectors
g
of second mode
Gram-Schmidt deflation technique is used to make mode shapes
independent to avoid duplication of eigenvalues and eigenvectors
which is explained as below.
below
1
0.6325
Step 1- New Trial vector {X1} = {X}- {} {X 1} =

1
0
.
3162

where = { } [M ]{X }
T

2 1
= [0.6325 0.3162]
1 = 1.8974
2

N
C
id i g {X} ={X
{X1} follow
f ll
t
1 4 off above
b
d evaluate
l t
Now
Considering
steps
1-4
and
eigenvalues and eigenvectors
0.2999
After first iteration { } =

0
.
6000

and = 7.6498
= 2.766

The frequencies of the 2 DOF system with finite element method is

1.21 and 2.92 Hz.
11

Simultaneous Iteration Technique

Iteration-1
Step 1- Assume {X}
Step 2- Evaluate {R} = [M] {X}

0
{X } = 1

1
0

0
0 0 2 0
3120
1560
0
1 1 = 1560 1560
1560
0

0
0
1560 2 0 3120
0

Step 3- Evaluate new {X} using [K] {X} ={R}

1
9 C 1
0
X 11

X 21
X
31

St 4 Normalizing
Step
N r li i g th
the mode
d shapes
h
=

{X }
[ {X }T [M ]{X } ]

1
2
1

0 X 11

1 X 21
2 X 31

X 12

X 22 =
X 32

1560
3120

X 12
0 .4786

X 22 = 1 .0 e 3 0 .4786
0 .3590
X 32

X 11

X 1 = X 21
X
31

X 12 0 .0158

X 22 = 0 .0158
X 32 0 .0119

3120

1560
0

0 . 9573

0 .7180
0 .3590

0 .0172

0 .0035
0 .0182

12

Step 5- Evaluate Eigenvalues

{ }T [K ]{ } =

1 = 2038.5, 2 = 12758
1 = 45.149, 2 = 112.95

End of first iteration.

Iteration 2
Iteration-2

X 11

X 21
X
31

X 12
0 .0183

X 22 = 1 .0 e 3 0 .0151
0 .0088
X 32

0 .0150

0 . 0070
0 . 0192

1 = 1661.4, 2 = 13024
1 = 40.76, 2 = 114.122

End of second iteration.

Iteration-3

X 11

X 21
X
31

X 12
0 .0186

X 22 = 1 .0 e 3 0 .0150
0 .0084
X 32

0 .0179

0 .0051
0 .0172

1 = 1655.3, 2 = 12641
1 = 40.685, 2 = 112.43

End of third iteration.

13

Subspace Iteration Technique

0
{X } = 1
2

Step 1- Assume {X}

1
0

0
0 0 2 0
3120
1560
0
1 1 = 1560 1560
1560
0

0
0
1560 2 0 3120
0

Step 2- Evaluate {R} = [M] {X}

Step 3- Evaluate new {X} using [K] {X} ={R}

1 1 0 X 11

9 C 1 2 1 X 21
0 1 2 X 31
X 11

X 21
X
31

X 12 0
3120

X 22 = 1560 1560
X 32 3120
0

X 12
0 .4786

X 22 = 1 .0 e 3 0 .4786
0 .3590
X 32

0 .9573

0 .7180
0 .3590
14

Step 4- Reduce the stiffness and mass matrix using above vectors
[M]R = [X]T [M] [X] =0.0009
0 0015
0.0015
[K]R = [X]T [K} [X] =

0.0015
00.0024
0024

1.8666 2.2400
2.2400 4.1066

Step 5- Let new trial vector [X]k,j =

1 0
0 1

Step 66 Considering load vectors [R]k,j =

Step 7- Solving [K]R [X]
[X]

0.0009 0.0015
[M]R {X}k,j =0.0015 0.0024

= [R]k,j

0.1269 0.2961
= 110 0.2961 0.4229

Normalizing first vector [X] with [M]R modifies to

[X]k,1 =

6.9096

16.1224

First
as {X}k,1T [K]R {X}k,1
Fi t eigenvalue
i
l iis given
i
11 = 1666.6

15

Step 8- To make the vectors independent use Gram-Schmidt

deflation technique as follows and obtain the second vector
=

[X]k,1T

0.0009 0.0015 0.2961 3

10 = 2.99610-5
[M]R [X]k,2 = [ 6.9096 16.1226]

0.0015 0.0024 0.4229

Modified {X}k,2 = {X}k,2-

6.9096

=
16.1224

0.9126 4

10
0.5507

Step
9- Normalizing
St 9
N
li i g second
d vector
t [X]k,2 with
ith [M]R modifies
difi tto
{X}k,2 =

141.2504

85.2352

Step 10- Second eigenvalue is given as {X}k,2 T [K]R {X}k,2

22 = 13139.0
Considering these as new trial vectors and repeating steps 5-10,
converged eigenvalues and vectors can be obtained satisfying the
following convergence criteria.
Check convergence

j =

j ,i +1 j ,i
0.0001
j ,i +1

16

Step 11- Eigen vectors of the original problem can be written as

follows
0 4 86 0.9572
0 9 2
0.4786
6.9096 141.2501

3
[] = [X][X]R= 10 0.4786 0.7179

16.1226 85.235

0.3590
0 3590 00.3590
3590

[] =

0.0187 0.014
0.0149 0.0064

0.0083 0.0201

It also satisfied all the orthogonality conditions.

0 1655 0.0039
0 0039
0.1655
K = 10

0.0039
1.3142

0 9999 00.0006
0006
0.9999
T
M =

0.0006 1.0001
T

17

Lanczos Iteration Technique

The basic steps of the Lanczos iteration technique is to transform
generalized eigenproblem into a standard form with a tridiagonal
coefficient
ffi i
matrix.
i The
Th steps are as follows
f ll
:
1.0
{X } = 1.0
1.0

Step 1- Assume {X}

Step 2- Calculate {X1} = {X}/
Where = [ {X}T [M]{X} ]

= 68.41

0.0146
{X 1 } = 0.0146
0.0146

3 Let 0 = 0; then calculate X i for i =1.

=1 . . . . . , n,
n
Step 3for i = 1:

[K ]{X i } = [M ]{X i }

{X }
1

0.1049

= 1.0e 4 0.0875
0.0525

18

Step 4-

Step 5-

{X } [M ]{X }

i =

1 = 5.5841e - 004

0.2332
X% 1 = 1.0e-005 0.0583
0.2915

and if i n,
X% i = X i i X i i 1 X i 1

Step 6
6-

i = [ { X% } [ M ]{ X% }
T

Step 7-

X i +1 =

1 = 1.4924e - 004
0.0156
{X 2 } = 0.0039
0.0195

X% i

Repeat step 3-7 to get 2 , 2

2 = 1.1681e
1 1681e - 004
2 = 1.480424e - 005

19

Repeat step 3-7 to get 3 , 3

3 = 4.2735e - 005

3 = 5.4912e - 018

Tn

= 1

1
2
2

2
n 1
n 1

n 1

5.5841e - 4 1.4924e - 4

Tn = 1.4924e - 4 1.1681e - 4 1.4804 e - 5

1.4804e -5 4.2735e - 5

The eigenvalues of Tn can be obtained using any procedure

explained above and reciprocals of these will give the eigenvalues of
original problem.
The eigenvalues of Tn are 6.041e-4, 7.7e-5and 3.69e-5.
Reciprocal of these are 1655.355, 12987.012 and 27100.27.

20

Response of the System by Response Spectrum Method

Frequencies and mode shapes of the system are

Node1

m1=2Kg
k=5N/m

f1 = 0.193 Hz
H andd f 2 = 0.465Hz
H
0.6325 0.2999
=

0.3162 0.6000

1.8974
{ } [M ]{1} =

0.6002
T

k=10N/m

Fig. 6: 2DOF
System
y
0.5

Acceleration
n (g)

Participation factor corresponding to

each mode can be given as

m2=2Kg

Node 2

Response Spectrum

0.4
0.3
0.2
0.1
0
0

10

20

30

40

50

Frequency (Hz)

Fig. 7: Response Spectrum

21

The spectral values corresponding to frequencies 0.193 and 0.465 Hz are 0.49
and 0.98 m/sec2 respectively.
Acceleration response of node 1 in first mode is
0.63251.89740.49=0.588
Acceleration response of node 1 in second mode is
-0.29990.60020.98=-0.176
Acceleration response of node 2 in first mode is
0 31621 89740 49=0 294
0.31621.89740.49=0.294
Acceleration response of node 2 in second mode is
0 6000 0 6002 0 98 0 353
0.60000.60020.98=0.353

By taking the SRSS combination of modes,

modes acceleration responses
of node 1 and 2 are 0.614 and 0.459 m/sec2 respectively.
22

References
1. K. J. Bathe, Finite Element Procedures, 3rd Indian
reprint 1996.
reprint,
1996
2. Anil K. Chopra, Dynamics of Structures, theory and
applications
to
earthquake
engineering,
Second
edition, 2007.

23

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