• 제목/요약/키워드: smallest eigenvalues

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EIGENVALUE ANALYSIS USING PIECEWISE CUBIC B-SPLINE (CUBIC B-SPLINE을 이용한 고유치 해석)

  • Kim Young-Moon
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.10a
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    • pp.355-360
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    • 2000
  • This paper presents properties of piecewise cubic B-spline function and Rayleigh-Ritz method to compute the smallest eigenvales. In order to compute the smallest eigenvalues, Rayleigh quotient approach is used and four different types of finite element approximating functions corresponding to the statical deflection curve, spanned by the linearly independent set of piecewise cubic B-spline functions with equally spaced 5 knots from a partion of [0, 1], each satisfying homogeneous boundary conditions with constraining effects are used to compute the smallest eigenvalues for a Sturm-Lionville boundary equations of u"+ λ²u=0, u(0.0)=u(0.0)=0, 0≤x≤1.0.

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THE LOCATION FOR EIGENVALUES OF COMPLEX MATRICES BY A NUMERICAL METHOD

  • Wu, Junliang;Zhang, Pingping;Wang, Yong
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.49-53
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    • 2011
  • In this paper, we adopt a numerical method to establish the smallest set to contain all Ger$\v{s}$gorin discs of a given complex matrix and its some similar matrices. With the smallest set, a new estimation for all eigenvalues of the matrix is obtained.

Interior Eigenvalue Computation Using Algebraic Substructuring (대수학 부구조법을 이용한 내부 고유치 계산)

  • Ko, Jin-Hwan;Byun, Do-Young
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.20 no.6
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    • pp.743-749
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    • 2007
  • Algebraic substructuring (AS) is a state-of-the-art method in eigenvalue computations, especially for large size problems, but, originally, it was designed to calculate only the smallest eigenvalues. In this paper, an updated version of AS is proposed to calculate the interior eigenvalues over a specified range by using a shift value, which is referred to as the shifted AS. Numerical experiments demonstrate that the proposed method has better efficiency to compute numerous interior eigenvalues for the finite element models of structural problems than a Lanczos-type method.

AN ACCELERATED DEFLATION TECHNIQUE FOR LARGE SYMMETRIC GENERALIZED EIGENPROBLEMS

  • HYON, YUN-KYONG;JANG, HO-JONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.1
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    • pp.99-106
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    • 1999
  • An accelerated optimization technique combined with a stepwise deflation procedure is presented for the efficient evaluation of a few of the smallest eigenvalues and their corresponding eigenvectors of the generalized eigenproblems. The optimization is performed on the Rayleigh quotient of the deflated matrices by the aid of a preconditioned conjugate gradient scheme with the incomplete Cholesky factorization.

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A Deflation-Preconditioned Conjugate Gradient Method for Symmetric Eigenproblems

  • Jang, Ho-Jong
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.331-339
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    • 2002
  • A preconditioned conjugate gradient(PCG) scheme with the aid of deflation for computing a few of the smallest eigenvalues arid their corresponding eigenvectors of the large generalized eigenproblems is considered. Topically there are two types of deflation techniques, the deflation with partial shifts and an arthogonal deflation. The efficient way of determining partial shifts is suggested and the deflation-PCG schemes with various partial shifts are investigated. Comparisons of theme schemes are made with orthogonal deflation-PCG, and their asymptotic behaviors with restart operation are also discussed.

A PARALLEL PRECONDITIONER FOR GENERALIZED EIGENVALUE PROBLEMS BY CG-TYPE METHOD

  • MA, SANGBACK;JANG, HO-JONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.2
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    • pp.63-69
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    • 2001
  • In this study, we shall be concerned with computing in parallel a few of the smallest eigenvalues and their corresponding eigenvectors of the eigenvalue problem, $Ax={\lambda}Bx$, where A is symmetric, and B is symmetric positive definite. Both A and B are large and sparse. Recently iterative algorithms based on the optimization of the Rayleigh quotient have been developed, and CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for small extreme eigenvalues. As in the case of a system of linear equations, successful application of the CG scheme to eigenproblems depends also upon the preconditioning techniques. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. The idea underlying the present work is a parallel computation of the Multi-Color Block SSOR preconditioning for the CG optimization of the Rayleigh quotient together with deflation techniques. Multi-Coloring is a simple technique to obatin the parallelism of order n, where n is the dimension of the matrix. Block SSOR is a symmetric preconditioner which is expected to minimize the interprocessor communication due to the blocking. We implemented the results on the CRAY-T3E with 128 nodes. The MPI(Message Passing Interface) library was adopted for the interprocessor communications. The test problems were drawn from the discretizations of partial differential equations by finite difference methods.

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How to Compute the Smallest / Largest Eigenvalue of a Symmetric Matrix

  • Baik, Ran
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.37-49
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    • 1999
  • In this paper we develop a general Homotopy method called the Group Homotopy method to solve the symmetric eigenproblem. The Group Homotopy method overcomes notable drawbacks of the existing Homotopy method, namely, (i) the possibility of breakdown or having a slow rate of convergence in the presence of clustering of the eigenvalues and (ii) the absence of any definite criterion to choose a step size that guarantees the convergence of the method. On the other hand, We also have a good approximations of the largest eigenvalue of a Symmetric matrix from Lanczos algorithm. We apply it for the largest eigenproblem of a very large symmetric matrix with a good initial points.

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THE STEEPEST DESCENT METHOD AND THE CONJUGATE GRADIENT METHOD FOR SLIGHTLY NON-SYMMETRIC, POSITIVE DEFINITE MATRICES

  • Shin, Dong-Ho;Kim, Do-Hyun;Song, Man-Suk
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.439-448
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    • 1994
  • It is known that the steepest descent(SD) method and the conjugate gradient(CG) method [1, 2, 5, 6] converge when these methods are applied to solve linear systems of the form Ax = b, where A is symmetric and positive definite. For some finite difference discretizations of elliptic problems, one gets positive definite matrices that are almost symmetric. Practically, the SD method and the CG method work for these matrices. However, the convergence of these methods is not guaranteed theoretically. The SD method is also called Orthores(1) in iterative method papers. Elman [4] states that the convergence proof for Orthores($\kappa$), with $\kappa$ a positive integer, is not heard. In this paper, we prove that the SD method and the CG method converge when the $\iota$$^2$ matrix norm of the non-symmetric part of a positive definite matrix is less than some value related to the smallest and the largest eigenvalues of the symmetric part of the given matrix.(omitted)

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An Application of the Multigrid Method to Eigenvalue problems (복합마디방법의 고유치문제에 응용)

  • Lee, Gyou-Bong;Kim, Sung-Soo;Sung, Soo-Hak
    • The Journal of Natural Sciences
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    • v.8 no.2
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    • pp.9-11
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    • 1996
  • We apply a full mutigrid scheme to computing eigenvalues of the Laplace eigenvalue problem with Dirichlet boundary condition. We use finite difference method to get an algebraic equation and apply inverse power method to estimating the smallest eigenvalue. Our result shows that combined method of inverse power method and full multigrid scheme is very effective in calculating eigenvalue of the eigenvalue problem.

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