IJNME Eigenvalues Rev

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING
Int. J. Numer. Meth. Engng 2006; 00:16 Prepared using nmeauth.cls [Version: 2002/09/18 v2.02]
On the solution of generalized non-linear complex-symmetric
eigenvalue problems
N. A. Dumont
,
Departamento de Engenharia Civil
Pontifcia Universidade Catolica do Rio de Janeiro PUC-Rio
22451-900 Rio de Janeiro, Brazil
SUMMARY
This paper brings an attempt toward the systematic solution of the generalized non-linear, complex-
symmetric eigenproblem (K
0
iC
1

2
M
1
i
3
C
2

4
M
2
) = 0, with real, symmetric
matrices K
0
, C
j
, M
j
R
nn
, which are associated to the dynamic governing equations of a structure
submitted to viscous damping, as laid out in the frame of an advanced mode superposition technique.
The problem can be restated as (K
()
M
()
) = 0, where K
()
= K
T
()
and M
()
= M
T
()
are
complex-symmetric matrices given as power series of the complex eigenfrequencies , such that, if
(, ) is a solution eigenpair,
T
M
()
= 1 and
T
K
()
= . The traditional Rayleigh quotient
iteration and the more recent Jacobi-Davidson method are outlined for complex-symmetric linear
problems and shown to be mathematically equivalent, both with asymptotically cubic convergence.
The Jacobi-Davidson method is more robust and adequate for the solution of a set of eigenpairs.
The non-linear eigenproblem subject of this paper can be dealt with in the exact frame of the linear
analysis, thus also presenting cubic convergence. Two examples help to visualize some of the basic
concepts developed. Three more examples illustrate the applicability of the proposed algorithm to
solve non-linear problems, in the general case of underdamping, but also for overdamping combined
with multiple and close eigenvalues. Copyright c 2006 John Wiley & Sons, Ltd.
key words: non-linear eigenproblems, advanced modal analysis, Rayleigh quotient iteration, Jacobi-
Davidson method, complex-symmetric matrices
1. INTRODUCTION
1.1. Problem justication
A variationally-based nite/boundary element formulation is in the background of the present
developments. It was originally conceived for static problems [1, 2] as an extension of Pians
Correspondence to: N. A. Dumont, Departamento de Engenharia Civil, Pontifcia Universidade Catolica do

Rio de Janeiro PUC-Rio, 22451-900 Rio de Janeiro, Brazil.
E-mail: dumont@civ.puc-rio.br
Contract/grant sponsor: Brazilian agency CNPq (Projects Nr. 475153/2003-0 and 301227/2003-9).
Received May 2006
Copyright c 2006 John Wiley & Sons, Ltd. Revised
2 N. A. DUMONT
hybrid nite element method [3, 4] and as a counterpart to the traditional boundary element
method [5]. Later on, the formulation was extended to the analysis of 2D and 3D transient
problems [6, 7, 8] built up on a proposition by Przemieniecki [9] intended for the free-vibration
analysis of truss and beam structures.
The resulting advanced mode superposition technique [6, 7] starts with a frequency-domain
formulation in terms of a power series expansion and requires the solution of a non-linear
eigenvalue problem. General domain actions as well as general boundary and initial conditions
are almost as straightforward to deal with [6, 7, 10, 11, 12] as in classical dynamics [13, 14, 15].
The inclusion of viscous damping makes the eigenproblem complex symmetric [10]. The non-
linear eigenvalue problem was rstly solved using linearization, which leads to large, although
sparse, matrices. The present paper is together with References [16, 11] an attempt to lay out
the theoretical basis of the proposed dynamic formulation.
1.2. Paper organization
A systematic review of the technical literature on the solution of linear and non-linear
eigenproblems is beyond the scope of this paper. A general mathematical outline of the non-
linear problem has been accomplished by Hadeler as early as in the year 1967 [17, 18]. See
Voss [19] for an illuminating account of the subject including the historically most important
contributions. Some basic references on eigenproblems are [13, 20, 21, 22, 23, 24].
Section 2 deals with the solution of linear, complex-symmetric eigenproblems. The Rayleigh
quotient iteration and the Jacobi-Davidson method are presented and compared with each
other, to make evident that they can be applied almost unchanged to the class of non-linear
problems one is actually concerned with.
This is the subject of Section 3, for an eective stiness matrix, Equation (29), formulated
in terms of generalized damping and mass matrices. One rstly outlines the real-symmetric
eigenproblem, in Section 3.2, to which the results of Section 2 can be directly extended. The
outline makes use of sets of linearized eigenvalue problems in terms of augmented matrices with
the purpose of deriving generalized linear-algebra properties of the original non-linear problem.
Some theorems are presented in order to (a) establish the equivalence between the augmented,
linearized system and the original non-linear problem, (b) assess the positivity of the stiness
and mass polynomial matrices, (c) determine the number of real solutions comprised in the
formulation and (d) assess the existence range of the real eigenvalues.
The non-linear, complex-symmetric problem is formulated in Section 3.3. It is shown that
the eigensolutions are given in complex-associated pairs, in the general case, as corresponding
to underdamping. The eigenproblem related to overdamping (and to the unlikely case of
critical damping) is also discussed. Finally, a perturbation analysis is presented to provide
the mathematical justication for nding the complex solutions of interest starting from the
solutions of the underlying real-symmetric eigenproblem.
Five examples are given. The rst example shows the stiness and mass polynomial matrices
of the simplest mathematical model one may conceive, namely a truss element with two degrees
of freedom. The second example, for the heat conduction in a square plate, helps to visualize
the eigenvalue properties of a real-symmetric problem, as outlined in Section 3.2. The third
example makes use of the matrices of the rst example applied to a xed-free damped bar to
illustrate the iterative eigenvalue solution with the Jacobi-Davidson algorithm of Section 3.5.
The fourth example resources to the matrices of the second example to create an articial,
Copyright c 2006 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2006; 00:16
Prepared using nmeauth.cls
NON-LINEAR COMPLEX-SYMMETRIC EIGENVALUE PROBLEMS 3
mathematically challenging, problem with overdamping and multiple eigenvalues. The last
example deals with a rail-pad-sleeper-ballast dynamic interaction model of a railway track, in
which several clusters of close eigenvalues have to be evaluated.
2. SOLUTION OF LINEAR, COMPLEX-SYMMETRIC EIGENPROBLEMS
2.1. Introduction
This Section deals with the linear eigenvalue problem
(KM) = 0 (1)
where K, M C
mm
are complex-symmetric matrices, K
T
= K, M
T
= M, and (, ) is a
generic, complex eigenvalue and eigenvector solution pair. Bold, lower case is used for vectors;
bold, upper case is used for matrices. An eigenvalue is generally characterized by the letter
, thus encompassing both the real-symmetric formulation of Section 3.2, with real, positive

2
, and the complex-symmetric formulation of Section 3.3, which leads to complex .
Stiness and mass matrix polynomials of a variable are denoted by K
()
and M
()
.
Horn and Johnston [20] are the best reference on complex-symmetric matrices, whose
properties are also explored by Arbenz and Hochstenbach [25] in their development of the
Jacobi-Davidson method. These two references, together with the classical book by Bathe and
Wilson for engineers [13], were of invaluable help for the outline of the following sections.
Denition 1 (Inner product for complex-symmetric eigenproblems) Given two com-
plex vectors x, y C
m
, and given a complex-symmetric matrix M C
mm
, one denes the
inner product for the complex-symmetric eigenproblem as the indenite bilinear form
x, y = x
T
My (2)
Strictly speaking, this is not an inner product denition, as it cannot be guaranteed that
x, x 0 for all x and that x, x = 0 only if x = 0, that is, x may be a quasi-null or isotropic
vector (see Denition 5.1.3 in Reference [20]).
The eigenproblem of interest given by Equation (1) as applied to structural dynamics
requires that K and M be simultaneously diagonalizable. In general, a matrix M C
mm
is diagonalizable if it has m linearly independent eigenvectors. As complex symmetric, M
is diagonalizable if and only if M = QDQ
T
, where D C
mm
is a diagonal matrix and
Q C
mm
satises Q
T
Q = I, as given in Theorem 4.4.13 of Reference [20]. (K and M are
not necessarily normal, whence Q is generally complex.) Accordingly, all eigenpair solutions
(, ) of Equation (1) may be gathered in the pair of matrices (, ), where is diagonal
and is a non-singular matrix that can be normalized such that
T
M = I,
T
K = ,
T
= D
1
(3)
The use of the inner product Denition 1 is justied in the sense that, if convergence is
occurring in an iterative procedure for the solution of the eigenproblem of Equation (1), then
all approximations u of an eigenvector lay in a subspace of C
m
for which u, u = 0 as well
as u
T
u = 0. Even in the case of a real eigenproblem, for which the inner product of Denition
1 has no restrictions, convergence of an iterative process is only asymptotical [13].
The following projector denitions will be helpful in the solution of the eigenvalue problem,
as outlined in Section 2.2. The notation is in accord with Reference [26].
4 N. A. DUMONT
Denition 2 (Orthogonal projectors)
P
M
=
M
T
M
T
MM
(4)
is the orthogonal projector onto the subspace of C
m
spanned by the non-isotropic vector M:
P
M
M = M (5)
This is consistent with the inner product Denition 1, since, given two vectors x, y C
m
,
x, y = 0 P
Mx
y = 0 P
My
x = 0 (6)
As an orthogonal projector, P
M
is both symmetric and idempotent. Moreover,
P
(M)
= I P
M
(7)
Denition 3 (Oblique projectors)
P
,(M)
=

T
M
T
M
(8)
is the oblique projector onto the subspace spanned by along the subspace spanned by (M)
:
P
,(M)
= P
T
,(M)
M = M (9)
P
,(M)
is idempotent and generally non-symmetric (for M = I). This denition is also

consistent with the inner product Denition 1, as, given two vectors x, y C
m
,
x, y = 0 P
x,(Mx)
y = 0 P
y,(My)
x = 0 (10)
Observe that P
T
,(M)
P
(M),
. Moreover,
P
M
P
,(M)
= P
M
, P
,(M)
P
M
= P
,(M)
(11)
The clause on the normalization of u is not strictly required in the following denition, but is
convenient to simplify notation in the subsequent developments.
Denition 4 (Rayleigh quotient) Let u be a vector normalized according to the inner
product Denition 1, provided that u is not quasi-null. The Rayleigh quotient is dened as
=
u
T
Ku
u
T
Mu
u
T
Ku (12)
The following Rayleigh quotient iteration [13, 21, 22] is referred to in the outline of the Jacobi-
Davidson method of Section 2.2.
Algorithm 1 (Rayleigh quotient iteration) The procedure starts with an estimated
eigenvalue
1
and an estimated iteration vector u
1
, normalized according to Denition 1. Dene
b
1
:= Mu
1
. Then, for k = 1, 2, :
(1) solve for u
k+1
in (K
k
M) u
k+1
= b
k
(2) evaluate u
k+1
by normalizing u
k+1
according to Definition 1
(3) evaluate b
k+1
:= Mu
k+1
(4) evaluate
k+1
:= u
T
k+1
b
k
+
k
u
T
k+1
Ku
k+1
as in Definition 4
If convergence occurs, b
k+1
M and
k+1
as k . The iteration is repeated until
| (
k+1
k
) /
k+1
| tol (13)
provided that
k+1
> 0. If the system matrix in step (1) is singular, then
k
is already the
eigenvalue one is looking for and u
k
is the corresponding eigenvector.
Algorithm 1 follows a proposition in Reference [13] for a computationally ecient sequence
of calculations. The critical aspect of the algorithm namely the solution of the equation
system of step (1) is not addressed here. See References [27, 28, 29, 30, 31, 23], for instance,
which are mostly devoted to non-linear problems, but also present implementations in terms
of inexact algorithms that might increase the overall eciency of the method.
A right eigenvector of a complex-symmetric eigenproblem is also a left eigenvector. Then,
provided that Denition 1 holds, the following theorem may be proved [25].
Theorem 1 (Quadratic approximation of the Rayleigh quotient) If a vector u
k
ap-
proaches the eigenvector with error O(
k
), then the corresponding Rayleigh quotient
k
of
Denition 4 approaches the eigenvalue with error O
_
2
k
_
.
In the case of a Hermitian eigenproblem, approximation of the Rayleigh quotient is linear.
Convergence of the iterative process can be assessed as in the case of real-symmetric
eigenproblems [13, 25] and stated, for convenience, in terms of the following theorem.
Theorem 2 (Cubic convergence of the Rayleigh quotient iteration) If a vector u
k
approaches the eigenvector with error O(
k
), then, as obtained in the frame of the Rayleigh
quotient iteration of Algorithm 1 and according to Theorem 1, u
k+1
for k > 1 approaches
with error O
_
3
k
_
.
As convergence is attained, K
k
M tends to become singular and the elements of the
non-normalized vector u
k+1
in Algorithm 1 tend to become very large numbers. However, if
the eigenvector is well conditioned, the error resulting from the solution of u
k+1
is mainly in
the direction engendered by , which is the searched direction [32]. In such a case, machine-
precision accuracy may be obtained for the numerical results. The process of proving the
latter theorem [13, 25] enables to generalize (for Hermitian eigenproblems and also for k = 1)
that, if a vector u
k
approaches the eigenvector with error O(
k
) and a value
k
approaches
the eigenvalue with error O(
k
), then u
k+1
approaches with error O(
k
k
). As a result,
starting with
1
equal to an eigenvalue within machine precision and with a vector u
1
that
is not orthogonal to the searched eigenvector , only one iteration step is needed in Algorithm
1 to achieve convergence within machine precision [32].
As shown in the following, the equation system given in Algorithm 1 may be rearranged, so
the increasing ill-conditioning of K
k
M is adequately dealt with.
2.2. Jacobi-Davidson method for complex-symmetric eigenproblems
2.2.1. Problem formulation. The Jacobi-Davidson method was introduced in 1994 by Sleijpen
and van der Vorst [25, 33, 34] as an extension of Davidsons method [35]. It is a member of a
large family of recently developed projection algorithms, as the Lanczos method, the Arnoldis
method and the rational Krylov method, which may be extended to non-linear problems. A
few references are [27, 28, 30, 31, 36, 37, 38]. Comprehensive problem formulation, literature
review and algorithm outlines are found in References [29, 23, 39].
6 N. A. DUMONT
In the following, the Jacobi-Davidson method will be derived directly from and will
be shown to be mathematically equivalent to the Rayleigh quotient iteration, therefore
with asymptotically cubic convergence. Although not strictly original (see Reference [25],
for instance), some didactic merit may be claimed for the present outline, particularly as
a connection will be established to the Bott-Dun inverse [26, 40].
Given an approximate eigenpair solution (
k
, u
k
) of the problem introduced in Equation (1),
where
k
is the Rayleigh quotient of Denition 4, one may write the improved, non-normalized,
solution of u
k+1
in step (1) of Algorithm 1 as
u
k+1
= (u
k
+ u
k
)
k
(14)
where
k
is a scaling factor actually, an increasingly large number as convergence is attained.
The vector increment u
k
is necessarily orthogonal to u
k
in terms of Denition 1,
u
k
, u
k
= 0 (15)
and presents cubic convergence to zero in the frame of Theorem 2.
The solution for u
k+1
in Algorithm 1 is equivalent to solving the following restricted system
of equations for u
k
, given Equation (15) and the orthogonal projector of Denition 2:
_
_
_
(K
k
M) u
k
Mu
k
/
k
= (K
k
M) u
k
restricted to P
Mu
k
u
k
= 0
given that P
Mu
k
Mu
k
= Mu
k
(16)
with subsequent evaluation of u
k+1
from Equation (14).
2.2.2. Solution in terms of orthogonal projector. Assuming that (K
k
M) P
(Mu
k
)
+P
Mu
k
is non-singular, the solution of Equation (16) may be uniquely expressed as the solution of the
following equation for the auxiliary vector y
k
:
_
(K
k
M) P
(Mu
k
)
+P
Mu
k
y
k
= (K
k
M) u
k
(17)
with subsequent evaluation of u
k
and
k
as
u
k
= P
(Mu
k
)
y
k
,
k
=
_
u
T
k
P
Mu
k
y
k
_
1
(18)
In this procedure, one recognizes
A
(1)
(Mu
k
)
= P
(Mu
k
)
_
(K
k
M) P
(Mu
k
)
+P
Mu
k
1
(19)
as the Bott-Dun inverse of the restricted Equation (16) [26, 40].
The system matrix of Equation (17) is well conditioned for
k
converging to a simple
eigenvalue , in which case (K
k
M) P
(Mu
k
)
and P
Mu
k
are by construction complementary
matrices. In the case of multiple eigenvalues, the system matrix of Equation (17) tends to
become ill conditioned. Nevertheless, u
k
still tends cubically to zero, as the error resulting
from the ill-conditioning is mainly in the direction engendered by , as one obtains from
Chatelins proof for the Rayleigh quotient iteration [32]. In particular, if the starting value
1
is equal (within machine precision) to a multiple eigenvalue , only one iteration is required
for convergence, provided that u
1
is not orthogonal to the searched eigenvector .
One-step convergence is illustrated in Table I for the non-linear eigenproblem of Example
2, as solved according to Algorithm 2, which is a generalization of the scheme proposed in
this Section. For large eigenproblems, round-o errors in the solution of the equation system
make the occurrence of multiple eigenvalues within machine precision unlikely. However, the
existence of close eigenvalues generally contributes to the decrease of the number of iterations
required in the sequential solution of an eigenvalue problem. This is illustrated both in the
modied case of Example 2 and in Example 5.
The development above was derived directly from the Rayleigh quotient iteration. However,
this is not the only way of dealing with the present linear algebra problem.
2.2.3. Solution in terms of oblique projectors. Arbenz and Hochstenbach [25] outline a
solution of u
k
in the frame of a formulation that is conceptually equivalent to Equation
(16), although contextually dierent, as it relies on the residual
r
k
= (K
k
M) u
k
(20)
which has the property
u
T
k
r
k
= 0 (21)
for the Rayleigh quotient
k
given as in Denition 4. This formulation is integrated into the
following elaboration of the results of Section 2.2.2, which makes use of the oblique projector
P
u
k
,(Mu
k
)
u
k
u
T
k
M introduced in Denition 3, for u
k
, u
k
= 1.
Pre-multiplying both sides of the equation in step (1) of Algorithm 1 by
_
I P
u
k
,(Mu
k
)
_
T
one obtains the consistency equation
_
I P
u
k
,(Mu
k
)
_
T
(K
k
M) u
k+1
= 0 (22)
Since
P
Mu
k
u
k
= 0 P
u
k
,(Mu
k
)
u
k
= 0 (23)
and in view of Equations (20) and (21), an expression equivalent to Equation (16) is
_
_
I P
u
k
,(Mu
k
)
_
T
(K
k
M) u
k
= (K
k
M) u
k
restricted to P
u
k
,(Mu
k
)
u
k
= 0
(24)
and u
k
may be solved directly from
_
_
I P
u
k
,(Mu
k
)
_
T
(K
k
M)
_
I P
u
k
,(Mu
k
)
_
+P
Mu
k
_
u
k
= (K
k
M) u
k
(25)
as an alternative to Equation (17).
Another expression alternative to Equations (17) and (25) is
_
_
(K
k
M)
_
I P
u
k
,(Mu
k
)
_
+P
Mu
k
y
k
= (K
k
M) u
k
u
k
=
_
I P
u
k
,(Mu
k
)
_
T
y
k
(26)
It is worth observing that the residual r
k
and the increment u
k
are related by
u
T
k
r
k
= 1/
k
(27)
This is obtained by rst pre-multiplying both sides of Equation (20) by u
T
k
, with the result
u
T
k
r
k
= u
T
k
Ku
k
, according to Equation (15). On the other hand, pre-multiplying both sides
of Equation (14) by u
T
k
(K
k
M) gives u
T
k
Ku
k
k
= 1 after making use of the expression
of u
k+1
in Algorithm 1 and of Equations (21) and (15). Since both r
k
and u
k
have cubic
convergence to a zero vector as u
k
, 1/
k
converges cubically to zero with approximately
double the number of exact digits see remark after Theorem 2. As a result, |1/
k
| might be
used as a convergence threshold, instead of Equation (13), which only applies for = 0.
8 N. A. DUMONT
2.3. On the numerical implementation of the Jacobi-Davidson method
The vector u
k+1
obtained by normalizing u
k
+ u
k
, according to Equation (14), is unique
(except for a plus/minus sign), whether u
k
has been evaluated from Equations (17), (25)
or (26), which is in either case mathematically equivalent to using the Rayleigh quotient
iteration, Algorithm 1, as convergence is asymptotically cubic. The Jacobi-Davidson method,
as formulated in terms of the vector increment u
k
, is preferable for two main reasons: (a)
the equation system is better conditioned; (b) the search subspace for u
k
represented by
IP
(Mu
k
)
may be further restricted with no lack of mathematical rigor, thus enabling either
sequential or simultaneous evaluation of a set of eigenpairs. The designation Jacobi refers to
subspace iteration [25, 33].
The projector P
Mu
k
in Equations (17), (25) or (26) may be multiplied by any scalar = 0,
with no inuence in the mathematical results. In fact, such a multiplication is advisable, as
done in step (4.1) of Algorithm 2, so the summands have approximately the same order of
magnitude and round-o errors is minimized.
Once evaluated within the required tolerance, an eigenpair might in principle be removed
from the original eigenproblem by matrix deation [13, 20]. However, this introduces numerical
errors in the original system and is hardly applicable to non-linear eigenproblems. An
alternative is to solve the problem sequentially, for the eigenpairs of a subspace of interest.
The algorithm of Section 3.5 outlines the numerical implementation of the Jacobi-Davidson
method in terms of the orthogonal projector of Section 2.2.2, for the evaluation of the complete
set (, ). The search of each eigenpair (, ) starts with a rst estimate u
1
orthogonal to
all previously evaluated eigenvectors. The incremental vector u
k
is then evaluated iteratively,
according to Equations (17) and (18), but using in place of P
Mu
k
an orthogonal projector
that encompasses all eigenvectors that have been already evaluated, besides u
k
. Algorithm 2
is intended for non-linear problems, with mass and stiness matrices given as functions of the
eigenvalues, as detailed in Sections 3.2 and 3.3.
3. FORMULATION OF NON-LINEAR, COMPLEX-SYMMETRIC EIGENPROBLEMS
OF THE STRUCTURAL ANALYSIS
3.1. Introduction
The dynamics problem subject of this paper is formulated in the frequency domain in terms
of a generalized eective stiness matrix K
eff()
given as the frequency power series
K
eff()
= K
0
iC
1
2
M
1
i
3
C
2
4
M
2
i
2n1
C
n
2n
M
n
+ O
_
2n+1
_
(28)
truncated after 2n + 1 terms, compactly expressed as
K
eff()
= K
0
j=1
_
i
2j1
C
j
+
2j
M
j
_
+ O
_
2n+1
_
(29)
where K
0
R
mm
is the stiness matrix of the static case, C
j
, M
j
R
mm
are generalized
damping and mass matrices, and i =

1 is the imaginary number. Thus, K
eff
C
mm
in Equation (29) is a complex-symmetric matrix for a problem with m degrees of freedom.
Basis for this formulation is a frequency-dependent development of stiness and mass matrices
proposed by Przemieniecki [9] in terms of a displacement approach for the free-vibration
analysis of damping-free truss and beam structures, thus without the imaginary terms. He
obtained the real-symmetric, eective stiness matrix K
eff(
2
)
of an element in the shape
K
eff(
2
)
= K
0
2
M
0
4
(M
2
K
4
)
6
(M
4
K
6
) + O(
8
) (30)
which gave rise to a dynamic nite element formulation [27, 39, 41, 42], a not quite adequate
denomination, as it was only applied to free-vibration problems. It is worth remarking that
Equation (30) is sometimes represented as [27, 39]
K
eff(
2
)
= K
0
2
(M
0
K
2
)
4
(M
2
K
4
)
6
(M
4
K
6
) + O(
8
) (31)
with a coecient matrix K
2
in the term that multiplies
2
, probably as a consequence
of having been obtained in the frame of a displacement formulation that does not seek
dynamic equilibrium satisfaction inside the nite element. However, this term is void in any
variationally-based nite/boundary element expansion one may obtain [6, 7, 10, 11, 12, 16],
which is coherent with the developments in the classical books on dynamics that retain terms
up to
2
: K
eff(
2
)
= K
0
2
M
0
+O(
4
) [9, 13, 14, 43, 44]. Except for M
0
, which corresponds
to M
1
in the present paper, the mass matrix terms given in Equations (30) and (31) dier in
physical meaning from the ones introduced in Equation (29).
The simplest illustration of this problem is the stiness matrix of a truss element with two
degrees of freedom, as given in Example 1, which shows that the matrix terms C
j
, M
j
, j > 1,
when consistently obtained, contain damping, mass and stiness contributions in fact,
the rst mass matrix, M
1
, is already aected by viscous damping. In spite of the mixed
nature of C
j
and M
j
, they will be referred to as generalized damping and mass matrices.
Equation (88) illustrates that, if the variational formulation makes use of fundamental solutions
given as real functions of complex arguments, the eective matrix K
eff()
turns out to be
complex symmetric. Inherently complex formulations such as in References [45, 46] (the latter
formulation is also non-variational) do not lead directly to complex-symmetric problems.
The linear algebra properties of these matrix terms are outlined in the following
developments, which omit, for simplicity, the truncation error orders O(
2n+1
) and O(
2n+2
)
(for complex and real problems). Observe the notation K
eff()
as in Equation (29) for the
complex-symmetric problem, and K
eff(
2
)
as in Equation (30) for the real-symmetric problem.
One can always infer from context whether real or complex matrices are being dealt with.
This paper is concerned with the non-linear eigenvalue problem associated to Equation (29):
K
eff()

_
_
K
0
j=1
_
i
2j1
C
j
+
2j
M
j
_
_
_
= 0 (32)
In order to adequately solve the complex eigenproblem of practical interest, it is advisable
to start with the outline of the underlying real problem.
3.2. Non-linear, real-symmetric eigenproblems
3.2.1. Formulation. Equation (32), particularized to damping-free problems and written
with in place of
2
, for notation simplicity,
K
eff()

_
_
K
0
j=1
j
M
j
_
_
= 0 (33)
10 N. A. DUMONT
may be restated as the linearized, augmented set of equations [6],
_
_
_
_
_
_
_
_
_
_
K
0
0 0 0
0 M
2
M
3
M
n
0 M
3
M
4
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 M
n
0 0
_
_
M
1
M
2
M
3
M
n
M
2
M
3
0
M
3
.
.
.
.
.
.
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
M
n
0 0 0
_
_
_
_
_
_
_
_
_
_
_
2
.
.
.
n1
_
_
= 0 (34)
where
j
=
j
, j = 0, , n 1 (35)
The matrix product corresponding to the rst row in Equation (34) is exactly the power series
expansion of Equation (33), with the remaining equations vanishing identically.
Equation (34) is a generalization of Duncans original proposition [47], as it is valid for any
number n of matrix terms and is disposed in such a way that the augmented stiness and mass
matrices grow from left to right and from top down, while preserving symmetry. A similar
structure for complex-symmetric matrices is proposed in Section 3.3. There is an extensive
literature on matrix arrangements similar to Equation (34), called matrix pencils [20, 48]. As
outlined in the following, Equation (34) is key to the theoretical argumentation, but is not
required for an algorithm implementation.
The linearized, augmented eigenproblem of Equation (34), compactly expressed as
(K
aug
M
aug
)
aug
= 0 (36)
leads to an enlarged set with m n solution eigenpairs, which are in part complex even
in the case of a damping-free problem, as the augmented stiness and mass matrices are
not positive denite. However, only m real eigensolutions
_
,
aug
_
, corresponding to real
eigenpairs (, )
_
2
,
_
, will be solutions of Equation (33) of practical interest in a vibration
or transient analysis. This is discussed and justied in the next Sections.
Given a non-normalized eigenvector

aug
, the corresponding normalized eigenvector
aug
of the augmented, linearized system is obtained as
aug
=

aug
_
T
aug
M
aug
aug
_
1/2
(37)
in such a way that
T
aug
M
aug
aug
= 1
T
aug
K
aug
aug
= (38)
assuming that M
aug
works as positive denite for
aug
, according to Denition 1.
From the rst matrix row in Equation (34), which is actually the only one of interest, one
infers that Equation (33) may be alternatively expressed as
K
eff()

_
K
()
M
()
_
= 0 (39)
in terms of frequency-dependent mass and stiness matrices M
()
and K
()
dened as
M
()
=
n
j=1
j
j1
M
j
= M
1
+ 2M
2
+ 3
2
M
3
+ (40)
K
()
= K
0
+
n
j=2
(j 1)
j
M
j
= K
0
+
2
M
2
+ 2
3
M
3
+ (41)
According to Equation (37) for the augmented, linearized eigenproblem, one obtains for the
eigenvectors of interest
0
in Equation (39) that, given a non-normalized eigenvector

,
the corresponding normalized eigenvector is obtained as
=

T
M
()
_
1/2
(42)
in such a way that
T
M
()
= 1
T
K
()
= (43)
M
()
and K
()
must be positive denite and semidenite, respectively, which depends on the
physical meaningfulness of the mathematical model, as outlined in Section 3.2.2.
Given two normalized eigenvectors
r
and
s
,
T
r
M
(
r
,
s
)
s
=
rs
(44)
where M
(
r
,
s
)
is the generalization of the frequency-dependent mass matrix of Equation (40)
as referred to the eigenvalues
r
,
s
:
M
(
r
,
s
)
=
n
j=1
j
k=1
k1
r

jk
s
M
j
M
1
+ (
r
+
s
) M
2
+
_
2
r
+
r
s
+
2
s
_
M
3
+
(45)
If all eigenpair solutions are gathered in the pair of matrices (, ), where is diagonal and
is the set of eigenvectors normalized according to Equation (42), one obtains for Equations
(43) and (44), as a generalization of Equation (3) for the present non-linear problem [10]:
n
j=1
j
k=1
k1
T
M
j
jk
= I,
T
K
0
+
n
j=2
j1
k=1
T
M
j
jk
= (46)
3.2.2. Consistency of the non-linear, real-symmetric formulation. Equation (39) is
equivalent to the original Equation (33), only rearranged in a convenient way in terms of
eigenvalue-dependent stiness and mass matrices. Equation (34) for an augmented, linearized
problem was laid out as an intermediary step between Equations (33) and (39). All three
equations lead to the same set of m n eigensolutions, from which only a subset of m real
eigensolutions are of interest in a practical application. The orthogonality statement
r
,
s
arrived at in Equation (44) is consistent with both Denition 1 and the generalized inner
product denition of Reference [17] for non-linear problems.
There are some key issues to be discussed about the present outline. The rst one is
formulated as the following Theorem.
Theorem 3 (Equivalence of Equations (34) and (39)) Equations (34) and (39) have
the same set of mn solution pairs (,
0
) (, ).
Proof: Equation (39), a non-linear system of degree n in and with coecient matrices
of order m, has exactly mn generally complex solution eigenpairs (, ), since the
characteristic polynomial det
_
K
eff()
_
has mn roots . Every solution of Equation (39)
satises Equation (34) identically, and this is a linear eigensystem in of order mn.
12 N. A. DUMONT
The following Theorem, adapted from Observation 7.1.3 by Horn and Johnson [20], is of
interest for the forthcoming developments.
Theorem 4 (Positivity of mass and stiness matrices) M
()
in Equation (40) is
positive denite for all nonnegative if and only if all matrices M
j
, j = 1, , n are positive
denite. Moreover, given all M
j
, j = 1, , n as positive denite, K
()
in Equation (41) is
positive denite or semidenite if and only if K
0
is positive denite or semidenite.
A last concern are number and properties of the real solution eigenpairs one is able to obtain
in any of the equivalent Equations (34) or (39).
3.2.3. Eigenvalue properties of the non-linear, real-symmetric formulation. The conclusions
of interest might be drawn from the minmax characterization of eigenvalues laid out by Hadeler
for non-linear eigenproblems [17, 18, 19]. The following independent development addresses
the non-linear eigenproblem as formulated in Equations (39-41), for n > 1. One starts by
proving the following Theorem, in which K
k
M
{k}
denes a matrix whose kth column is the
column M
{k}
of M and whose remaining columns coincide with those of K [20].
Theorem 5 (Determinant derivatives and positive denite matrices) Let K, M
C
mm
be Hermitian matrices with constant elements, and suppose that K is positive
semidenite and M is positive denite. Then,
m
k=1
det
_
K
k
M
{k}
_
> 0 (47)
Proof: K+Mx is positive semidenite for all x 0, according to Theorem 4. Also,
K+Mx +Mx is positive denite for all x 0 and a positive increment x. Since Mx =
(K+Mx +Mx) (K+Mx) is positive denite, it follows from Corollary 7.7.4(b) by
Horn and Johnson [20] that
det (K+Mx +Mx) > det (K+Mx) (48)
As a result, the following determinant derivative [48] is positive for all x 0:
d
dx
det (K+Mx) =
m
k=1
det
_
K+Mx
k
M
{k}
_
= lim
x0
det (K+Mx +Mx) det (K+Mx)
x
> 0 (49)
which proves the theorem when evaluated for x = 0.
The developments above apply to a negative matrix K, as well, by just replacing
K with K. Since det (K) = (1)
m
det (K), Equation (47) of Theorem 5 reads
(1)
m1
m
k=1
det
_
K
k
M
{k}
_
> 0 in the case of a negative K (as there are m1 columns
of K in the summand). The proof given in Reference [20] for the item (b) of Corollary 7.7.4
is also meant to apply to the case of the dierence of two positive denite matrices A and B
being positive semidenite, leading to det (A) det (B). However, this apparently involves a
mistake and the corollary is actually only applicable, except for the trivial case A B, in the
case of a positive denite matrix dierence, as needed for arriving at Equation (48).
The eigenvalues of Equation (33) are the roots of
det
_
K
()
M
()
_
= 0 (50)
which has mn complex solutions. However, if one is only interested in the subset of the real
eigenvalue solutions, Equation (50) is more conveniently stated as the restricted linear system
_
det
_
K
()
M
()
_
= 0 for all 0
such that =
(51)
On the other hand, the set of isocurves
det
_
K
eff(,)
_
det
_
K
()
M
()
_
= C (52)
(with the simplifying notation K
eff(,)
used only in the following outline) may be stated in
the Cartesian system (, ) as
det
_
K
eff(,)
_
+

det
_
K
eff(,)
_
d
d
= 0 (53)
The determinant derivatives are conveniently expressed as
det
_
K
eff(,)
_
=
m
k=1
det
_
K
eff(,)

k
K
eff(,){k}
_
(54)
det
_
K
eff(,)
_
=
m
k=1
det
_
K
eff(,)

k
K
eff(,){k}
_
(55)
according to the notation introduced in Equation (47). The matrix derivatives needed in
Equations (54) and (55) are obtained from Equations (40) and (41):
K
eff(,)
= ( )
n
j=2
j (j 1)
j2
M
j
= ( ) (2M
2
+ 6M
3
+ ) (56)
K
eff(,)
= M
()
(57)
Then,
det
_
K
eff(,)
_
= ( )
m
k=1
det
_
_
K
eff(,)

k
n
j=2
j (j 1)
j2
M
j{k}
_
_
(58)
det
_
K
eff(,)
_
=
m
k=1
det
_
K
eff(,)

k
M
(){k}
_
(59)
Suppose K
eff(,)
is positive semidenite, that is, C 0 in Equation (52). Then, for 0
the sums given in Equations (58) and (59) are positive, according to Theorem 5, and it follows
from Equation (53) that, necessarily,
signum
_
d
d
_
= signum( ) (60)
14 N. A. DUMONT
In the case of negative denite K
eff(,)
, that is, C < 0 in Equation (52), Equation (60) still
holds true, according to the remark made after the proof of Theorem 5.
According to Equation (60), the eigensolutions
j
(), j = 1, , m of Equation (51),
interceptions with the straight line = , are determined as unique minimum values for
each isocurve
j
().
The developments above are illustrated in Figure 3 for Example 2, with a set of m = 12
curves, showing the interception points with the line = as the eigenvalue solutions of
the non-linear problem of Equation (50). The interceptions of the curves
j
() with the axis
= 0 are the solutions of the linear problem given in Equation (51). As increases, each
j
()
decreases continually until a minimum value, and then increases indenitely again, according to
Equation (60). Multiple eigenvalues cannot be perceived in a 2D plot as in Figure 3. Only a 3D
analysis, with a third axis corresponding to det
_
K
()
M
()
_
, would enable the visualization
of the eect of multiple eigenvalues, for the surface given by Equation (52) cut by the plane
(, , 0). All curves
j
(), j = 1, , m, converge to one single value, as, from Equation (50)
together with Equations (40) and (41),
lim
=
n 1
n
for all j (61)
The issues of intercepting or coinciding curves
j
() do not deserve a closer examination, as the
implemented iterative procedure follows a path given by the eigenpair (, ) that is uniquely
determined even in the case of multiple eigenvalues. It is worth observing in Figure 3 the case
of curves intercepting in the range between = 0 and = , for eigenvalues
10

11
and
12
,
more clearly seen by comparing the columns for n = 1 and n = 3 in Table I. Bifurcations cannot
occur in the present context. However, it is possible that two curves intercept at = 0, for K
0
and M
1
corresponding to a topological symmetry of the mathematical model, if, owing to some
inappropriateness or numerical error in their evaluation, one or more of the remaining matrices
M
j
in Equations (40) and (41), while still positive denite, fail to reect the symmetry. This
is illustrated in the modied case of Example 2.
The relevant conclusions of these developments are summarized in the following theorem.
Theorem 6 (Consistency of the non-linear symmetric eigenproblem) Given the non-
linear, real-symmetric eigenvalue problem of Equation (50), where M
()
and K
()
are dened
as in Equations (40) and (41), for K
0
positive semidenite and M
j
, j = 1, , n positive
denite, (a) there are m real, non-negative eigenvalues and n m m complex eigenvalues;
(b) the non-zero real eigenvalues of the non-linear problem are smaller than the corresponding
eigenvalues of the underlying linear problem.
Proof: The proof has already been given above. However, it is worth recalling that the
rst of Equation (51) admits exactly m sets
j
() of curves (including repeated eigenvalues),
each one starting from
j
(0) and decreasing until the global minimum value
j
() =
j
is
reached, which coincides with the restriction given by the second of Equation (51), and
increasing indenitely again, according to Equation (61). The trivial linear case n = 1 is
included in the theorem.
It may happen that some matrix M
j
whose elements usually decrease in magnitude as j
increases are actually non-positive, as a consequence of some conceptual inappropriateness
[see the remark after Equation (31)] or of round-o errors. Then, it will be impossible to
evaluate m eigenpairs as real solutions. In practice, solutions related to higher eigenvalues will
be missing, in such a case, as the relative contribution of the terms aected by the matrices M
j
increases with higher subscripts j. Then, although accuracy is expected to generally increase
with the number of power series terms, the quality of the evaluated eigenpairs is compromised
if inaccurate higher-order matrix terms are included.
3.3. Non-linear, complex-symmetric eigenproblems
3.3.1. Formulation. Although apparently repeated, the following developments are more
than a mere extension of the ones of Section 3.2. Equation (32) may also be expressed as a
linearized, augmented set of equations, for
j
=
j
, j = 0, , n 1 [10],
_
_
_
_
_
_
_
_
_
_
_
_
K
0
0 0 0 0
0 M
1
iC
2
M
2
M
n
0 iC
2
M
2
iC
3
0
0 M
2
iC
3
.
.
.
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 M
n
0 0 0
_
_
iC
1
M
1
iC
2
M
2
M
n
M
1
iC
2
M
2
iC
3
0
iC
2
M
2
iC
3
0
M
2
iC
3
.
.
.
.
.
.
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
M
n
0 0 0 0
_
_
_
_
_
_
_
_
_
_
_
_
_
3
.
.
.
n1
_
_
= 0 (62)
This augmented complex-symmetric eigenproblem leads to an enlarged set of eigensolutions
with 2 n m mathematically possible solutions. However, the subvector solutions
0

of immediate interest correspond to a basic set of m eigenpairs (, ). Section 3.3.2
extends a generic solution (, ) to its complex-associated eigenpair
_
, i
_
, in the case
of underdamping. The case of overdamping is briey assessed in Section 3.3.3.
From the rst matrix row in Equation (62), which is the only one of interest, one infers that
Equation (32) may be alternatively expressed as
K
eff()

_
K
()
M
()
_
= 0 (63)
in terms of frequency-dependent mass and stiness matrices M
()
and K
()
:
M
()
=
n
j=1
_
i(2j 1)
2j2
C
j
+ 2j
2j1
M
j
_
iC
1
+ 2M
1
+ 3i
2
C
2
+ 4
3
M
2
+
(64)
K
()
= K
0
+
n
j=1
_
i(2j 2)
2j1
C
j
+ (2j 1)
2j
M
j
_
K
0
+
2
M
1
+ 2i
3
C
2
+ 3
4
M
2
+
(65)
Observe that, while K
eff(
2
)
in Equation (39) is a particular case of K
eff()
in Equation
(63), the same cannot be said about M
(
2
)
and K
(
2
)
in Equations (40) and (41) as
compared with M
()
and K
()
in Equations (64) and (65).
According to Equation (62) for the augmented, linearized eigenproblem, one normalizes an
eigenvector
0
of the non-linear problem, Equation (63), by proceeding as in Equation
(42). However, this is only feasible if
T
M
()
= 0. For an exact solution eigenpair (, ),
such a condition is a premise that the proposed eigenproblem has a physical meaning.
16 N. A. DUMONT
Given two normalized eigenvectors
r
and
s
, the orthogonality expression of Equation (44)
is valid for eigenvalues
r
,
s
and the frequency-dependent mass matrix of Equation (64):
M
(
r
,
s
)
=
n
j=1
_
i
2j2
k=0
k
r
2jk2
s
C
j
+
2j1
k=0
k
r
2jk1
s
M
j
_
= iC
1
+ (
r
+
s
) M
1
+ i
_
2
r
+
r
s
+
2
s
_
C
2
+
_
3
r
+
2
r
s
+
r
2
s
+
3
s
_
M
2
+
(66)
Matrix expressions similar to Equation (46) may be obtained for the complex case by
gathering all eigenpair solutions in the pair of matrices (, ) [10]:
n
j=1
_
i
2j
k=2
k2
T
C
j
2jk
+
2j
k=1
k1
T
M
j
2jk
_
= I
T
K
0
+
n
j=1
_
i
2j1
k=2
k1
T
C
j
2jk
+
2j1
k=1
T
M
j
2jk
_
=
(67)
3.3.2. Complex-associated eigenpairs in the general case of underdamping. The following
theorem states that to every complex eigenpair (, ) corresponds an eigenpair (, i), as
required in the modal analysis, which actually deals with real transient problems [10]. This
theorem, although generally valid, is of practical relevance only in the case of underdamping.
Theorem 7 (Complex-associated solutions) If the complex eigenpair (, ) is a solution
of Equation (32), normalized as in Equation (43) for M
()
and K
()
given in Equations (64)
and (65), then the eigenpair (, i) is also a normalized solution. Moreover,
r
and
s
i are orthogonal eigenvectors in the sense of the inner product of Equation (44) for the
generalized mass matrix M
(
r
,
s
)
of Equation (66).
Proof: Only for the scope of this proof, write = r (cos + i sin ), where r = || is the
modulus and is the amplitude of the complex number . According to Moivres theorem,
j
= r
j
(cos j + i sin j). Moreover, = r (cos i sin ) and
()
j
= (r)
j
(cos j i sin j). Then, from the denitions of M
()
and K
()
in Equations
(64) and (65), M
()
M
()
, K
()
K
()
. As a result,
_
K
()
M
()
_
= 0
_
K
()
M
()
_
= 0
_
K
()
M
()
_
i = 0 (68)
Similarly,
T
M
()
= 1 i
T
M
()
i = 1 (69)
T
K
()
= i
T
K
()
i = (70)
Also, it follows from the expression of M
(
r
,
s
)
in Equation (66) that
T
r
M
(
r
,
s
)
s
=
rs
i
T
r
M
(
r
,
s
)
i
s
=
rs
(71)
Finally, since (, ) and (, i) are solution eigenpairs of Equation (63), there must be by
denition corresponding augmented, orthogonal eigenpairs of the augmented, linearized
eigenproblem of Equation (62). This proves that
T
M
(,)
i = 0.
3.3.3. Overdamping. The concepts of underdamping, critical damping and overdamping in
a transient analysis are briey introduced by Meirovitch [49]. The subject is dealt with in more
detail by Kolousek [43] and Warburton [44] in the frame of the dynamic analysis of engineering
structures. In mathematics, the term overdamping is used in a dierent context [50, 19, 51].
An undamped problem of structural dynamics has m real eigenpair solutions
_
2
,
_
, as
outlined in Section 3.2, where the positive square root is the eigenfrequency of interest.
As damping takes place, the solution evolves into m sets of complex eigeinpairs (, )
and
_
, i
_
, according to Theorem 7, with decreasing contribution of the real part and
increasing contribution of the (negative) imaginary part of . For a rst critical damping
value, the associated complex eigenpairs corresponding to the smallest eigenvalues coalesce
into a single one, when becomes negative imaginary and may be made real. By increasing
damping the eigensolution branches again, with one of the imaginary eigenvalues tending
to zero and the other one tending to minus innity. The eigenvectors remain real, but
inassociated. (The denomination inassociated in the case of overdamping is used as opposed
to the denomination complex-associated introduced for underdamping in Section 3.3.3.) The
eigenfrequency evolution described above may be followed analytically for the simple truss
element of Example 1 by solving Equation (87) for and then plotting the solutions for
increasing values of , given a sequence of wave numbers k = (2j 1)/2/, j = 1, 2, . As
damping increases, the described overdamping eect gradually aects all the eigenfrequencies.
Assume that an eigenvalue solution of Equation (63) is negative imaginary. Then, one may
replace with i in Equations (63), (64) and (65), where is real positive, obtaining
_
K
()

M
()
_
= 0 (72)
with a new denition of real-symmetric, generalized mass and stiness matrices:
M
()
=
n
j=1
(1)
j
_
(2j 1)
2j2
C
j
+ 2j
2j1
M
j
_
C
1
2M
1
3
2
C
2
+ 4
3
M
2
+
(73)
K
()
= K
0
+
n
j=1
(1)
j
_
(2j 2)
2j1
C
j
+ (2j 1)
2j
M
j
_
K
0
2
M
1
2
3
C
2
+ 3
4
M
2
+
(74)
The assumption 0 is consistent only if

M
()
is positive denite and

K
()
is positive
semidenite, in which case can be made real. Not coincidentally, the eigenfrequency evolution
described in the second paragraph of this Section resembles, for substituted with i,
the reverse of the bifurcation process that takes place in a structural stability problem [52].
However, no matter how interesting these developments may look like from the mathematical
point of view, their applicability in terms of algorithm implementation according to Section 3.2
remains to be demonstrated. In fact, convergence is unlikely to occur in the present framework,
as an eigenvalue corresponding to overdamping may be of larger absolute value than some other
eigenvalues corresponding to underdamped behavior. This is illustrated in Example 4.
On the other hand, the algorithm implemented for non-linear, complex-symmetric
eigenproblems, as outlined in Section 3.5, has proved suited for the automatic evaluation of a
whole set of m eigenpairs (, ) unregarded underdamping, critical damping or overdamping
eects. As illustrated in Example 4 (for a problem with multiple eigenvalues and multiple
18 N. A. DUMONT
overdamping), the remaining set of inassociated eigenpairs can be obtained in a second
computer run by entering a new set of estimates. Although this last step may involve some trial
and error, problems with overdamping are quite infrequent and, when existent, usually aect
only a few eigenpairs. In the present theoretical frame, the unlikely case of critical damping,
when two eigenpairs coalesce into a single one (within machine precision), can only be inferred
from the impossibility of nding a complementary (inassociated) solution.
3.4. Perturbation analysis
As given in Section 3.2, among all n m solution eigenpairs (
2
, ) of the non-linear,
real-symmetric problem, only the subset of m real eigenpairs is of interest in an engineering
application, as there are m degrees of freedom in the discrete mathematical model. In the case
of a complex formulation, on the other hand, since all 2 nm solutions (, ) are complex,
a perturbation analysis of the underlying real formulation is required in order to tell which
subset of 2m complex eigenpairs is of actual interest, as their mathematical patterns cannot
dier too much from those of a corresponding real eigenproblem.
Although established for non-linear problems, both Equations (39) and (63) can be rewritten,
for use in an iterative procedure, as the stepwise linear eigenproblem
_
K
(
k
)
k
M
(
k
)
_
k
= 0 (75)
where
k
is the eigenvalue estimate for the kth step and the eigenpair (
k
,
k
) is the
corresponding exact solution. The matrices M
(
k
)
and K
(
k
)
do not depend on
k
, as they
are evaluated at each step for either
k
according to Equations (40) and (41), for the
real problem, or
k
according to Equations (64) and (65), for the complex problem. As a
result, all denitions and theorems of Section 2 for the solution of the linear eigenproblem of
Equation (1) apply directly, if one just replaces , , M and K with
k
,
k
, M
(
k
)
and K
(
k
)
.
It must be shown that the solution of Equation (75) corresponds to one step toward the
actual solution of the non-linear problem given by either Equation (39) or (63):
_
K
()
M
()
_
= 0 (76)
where the eigenpair (, ) is the exact solution one is looking for. The scope of a perturbation
analysis is to investigate in what amount changes K
()
K
(
k
)
and M
()
M
(
k
)
in the stiness
and mass matrices, as applied to the present problem, aect the eigenvalue solution [20].
Given the mass and stiness denitions of Equations (40) and (41), for the real-symmetric
problem, or of Equations (64) and (65), for the complex-symmetric problem, one may write
from Equations (75) and (76) the perturbation equation
K
()
M
()
= K
(
k
)
M
(
k
)
(
k
)
2
M
(
k
)
(77)
where, for real-symmetric and complex-symmetric problems, respectively,
M
(
k
)
=
n1
j=1
M
j+1
j
l=1
l
jl
l1
k
M
2
+ (2
k
+ ) M
3
+
_
3
2
k
+ 2
k
+
2
_
M
4
+
(78)
M
(
k
)
=
n
j=1
_
i
2j2
l=1
l
2jl2
l1
k
C
j
+
2j1
l=1
l
2jl1
l1
k
M
j
_
M
1
+ i (2
k
+ ) C
2
+
_
3
2
k
+ 2
k
+
2
_
M
2
+
(79)
Next, one investigates the product
T
k
_
K
()
M
()
_
k
, where K
()
M
()
from Equation
(76) is singular, and
k
is the mm non-singular eigenvector matrix of the linear eigenproblem
of Equation (75), normalized according to Equation (3) and with corresponding diagonal
eigenvalue matrix
k
. One obtains from Equation (77):
T
k
_
K
()
M
()
_
k
=
k
I (
k
)
2
T
k
M
(
k
)
k
(80)
If
k
I is singular, then =
k
is the solution of the non-linear problem of Equation (76)
and convergence has been achieved. If
k
I is non-singular, one may multiply the right-hand
side of Equation (80) by (
k
I)
1
, obtaining
(
k
I)
1
_
k
I (
k
)
2
T
k
M
(
k
)
k
_
= I (
k
)
2
(
k
I)
1
T
k
M
(
k
)
k
(81)
Since this is a singular matrix,
1 (
k
)
2
(
k
I)
1
T
k
M
(
k
)
k
(82)
for a matrix norm (Corollary 5.6.16 by Horn and Johnson [20]). Taking such that
(
k
I)
1
= maximum diagonal value of (
k
I)
1
, it results that
1 (
k
)
2
|
k
|
1
T
k

k
M
(
k
)
(83)
or
|
k
| (
k
)
2
T
k

k
M
(
k
)
(84)
where
k
is the closest eigenvalue to the actual solution of the non-linear problem of Equation
(76) one is attempting to solve. Equation (84) may also be written as
|
k
| (
k
)
2
(
k
) M
(
k
)
(85)
where (
k
) is the condition number of the eigenproblem of Equation (75), referred to matrices
K
(
k
)
and M
(
k
)
, with respect to the matrix norm .
This perturbation analysis is mainly based on Horn and Johnson [20]. A closer investigation
of the subject [22, 53, 54, 55] is beyond the scope of the present paper. However, one observes
that, for real-symmetric problems, all matrices are normal; moreover, the dierence matrix
M
(
k
)
, as given in Equation (78), is positive denite and has elements of much smaller
magnitude than M
(
k
)
in Equation (40). In the case of a complex-symmetric problem, on
the other hand, not only are the matrices non-normal but also M
(
k
)
, as given in Equation
(79), has elements of magnitude comparable to M
(
k
)
in Equation (64).
The main conclusion from Equation (85) is summarized in the following Theorem.
Theorem 8 (Perturbation Theorem) Let be a solution of the non-linear, complex-
symmetric eigenproblem outlined in Equation (75) and let
k
be an approximation. If K
()
and M
()
are perturbed by an error O(|
k
|), then is perturbed by an error O
_
|
k
|
2
_
.
Observe that, for the non-linear eigenproblem dealt with in this Section, Theorem 1 is restated
as |
k
k
| = O
_
2
k
_
. In Equation (85),
k
is the Rayleigh quotient corresponding to the kth
step of an iterative procedure,
k
is the exact eigenvalue solution of the perturbed problem with
matrices K
(
k
)
and M
(
k
)
only required for the theoretical developments but not actually
evaluated and is the actual eigenvalue of the non-linear problem one is attempting to solve.
20 N. A. DUMONT
3.5. Jacobi-Davidson algorithm for non-linear, complex-symmetric eigenproblems
The algorithm outlined in Section 2.2 requires the input of the matrices and control variables:
m := number of degrees of freedom (matrices order)
n := number of summands in either Equation (32) or (33)
K
0
, C
j
, M
j
, j = 1, , n
number eig := number of eigenpairs of interest (as implemented, number eig = m)
max it := maximum number of iterations for each eigenpair
tol := convergence threshold
:= scaling factor to prevent round-o errors (used in step (4.1))
Output is the eigenpair (, ), where, for r = 1, , number eig,
is a vector of the eigenvalues
r
and
is a matrix whose columns are the eigenvectors
r
Following auxiliary matrices are needed in the evaluation of the rth eigenvalue problem:
K
eff(
r
)
:= the eective stiness matrix
b
s
:= a matrix with s = 1, , r base vectors
M
(
r
,
s
)
:= actually a row matrix, for s = 1, , r
r
k
and u
k
:= residual and incremental vectors, which may share the same allocation
For simplicity of writing the algorithm below, one uses
r
and
r
instead of
k
and u
k
,
which denote the current eigenvalue and eigenvector estimates of the developments in Sections
2 and 3. The non-linear eigenproblem that can be either real symmetric or complex symmetric,
with corresponding to either
2
or , although two separate subroutines are required in the
FORTRAN code, for the sake of adequately handling real and complex variables. A linear
eigenproblem may be solved as a particular case, with no loss of computational eciency.
Step (1) produces an eigenvector estimate
r
that is orthogonal to the previously evaluated
eigenvectors
s
, s = 1, , r 1, in terms of the orthogonal projector P
(M)
of Equation (7),
and at the same time creates a matrix with s = 1, , r orthogonal base vectors b
s
that will be
used in the Bott-Dun solution for u
k
in Step (4), according to Section 2.2.2. The matrices
K
eff(
r
)
and M
(
r
,
s
)
are referred to in Sections 2 and 3 as either Equations (39) and (45),
for the real eigenproblem, or Equations (63) and (66), for the complex eigenproblem. When
searching for an inassociated eigenpair, in the case of overdamping, the eigenvalue estimate
must be dierent from the one given in the algorithm, as illustrated in Example 4. Moreover,
although not indicated, it is checked at every step whether
T
r
M
r
is positive, for a real
eigenproblem, or non-null, for a complex eigenproblem.
Algorithm 2 (Jacobi-Davidson method) For r = 1, , number eig:
If this is a real-symmetric eigenproblem:
Input the eigenvector estimate
r
:= 1 1 1
T
Input the eigenvalue estimate: If r = 1, then
r
:= 0, else
r
:=
r1
If this is a complex-symmetric eigenproblem:
Eigenvector estimate
r
:= eigenvector of the underlying real-symmetric problem.
Eigenvalue estimate
r
:= eigenfrequency of the underlying real-symmetric problem.
Input conv := 1
For k = 1, , max it while conv > tol:
(1) Orthogonalize
r
with respect to
s
, s = 1, , r 1:
(1.1) For s = 1, , r
(1.1.1) Dene b
s
:= M
(
r
,
s
)
s
(1.1.2) For l = 1, , s 1 project b
s
:= b
s
b
l
_
b
T
l
b
s
_
(1.1.3) Normalize b
s
:= b
s
/
_
b
T
s
b
s
(1.2) For s = 1, , r 1 project
r
:=
r
b
s
_
b
T
s
r
_
(2) Evaluate the eective stiness matrix K
eff(
r
)
:= K
(
r
)
r
M
(
r
)
(3) Evaluate the residual vector r
k
:= K
eff(
r
)
r
(4) Solve for u
k
in K
eff(
r
)
u
k
= r such that P
M
(
s
)
s
u
k
= 0, s = 1, , r:
(4.1) For s = 1, , r
modify K
eff(
r
)
:= K
eff(
r
)
+
_
b
s
K
eff(
r
)
b
s
_
b
T
s
(4.2) Solve K
eff(
r
)
u
k
= r
k
(4.3) For s = 1, , r project u
k
:= u
k
b
s
_
b
T
s
u
k
_
(5) Update
r
:=
r
+ u
k
(6) Evaluate the Rayleigh quotient :=
_
T
r
K
(
r
)
r
_
/
_
T
r
M
(
r
)
r
_
(7) Evaluate convergence conv := |
r
|/
(8) Normalize
r
:=
r
/
_
T
r
M(
r
)
r
(9) Update
r
:=
4. EXAMPLES
4.1. Example 1 Frequency-domain eective stiness matrix for a truss element
4.1.1. Problem formulation. To illustrate the central developments of this paper, one presents
the simplest academic example conceivable, consisting of a truss element of constant cross-
section A, length , elasticity modulus E, specic mass density and viscous damping = 2,
submitted to harmonic vibration (Figure 1). The governing dierential equation is:
2
u
(x)
x
2
+ k
2
u
(x) = 0 (86)
where
k
2
=

E
(
2
+ 2i) (87)
One obtains the eective symmetric stiness matrix for the truss element of Figure 1, in the
x
1
G
) b
2
G
W
1
h
2
h
d
1
,p
1
d
2
,p
2
) a
Figure 1. (a) Coordinate system for the stiness matrix of a truss element; (b) denition of domain
, boundaries
1
and
2
and corresponding cosine directors
1
and
2
.
frame of a hybrid nite element formulation [16], as
K
eff()
=
kEA
sin k
_
cos k 1
1 cos k
_
(88)
In the case of a damping-free structure, this is equivalent to
K
eff()
= K
()
2
M
()
(89)
22 N. A. DUMONT
where K
()
and M
()
(here dierently dened than in Section 3) are the split frequency-
dependent stiness and mass matrices obtained by Przemieniecki [9] in the frame of the
displacement nite element formulation:
K
()
=
kEA
2 sin k
_
k csc k + cos k 1 k cot k
1 k cot k k csc k + cos k
_
(90)
M
()
=
kEA
2
2
sin k
_
k csc k cos k 1 k cot k
1 k cot k k csc k cos k
_
(91)
These analytical expressions, as derived by Przemieniecki, can by no straightforward means
be adapted for viscous damping.
The more compact expression of K as an eective stiness matrix, Equation (88), is not
only simpler but also easier and more convenient to arrive at in the general frame of a hybrid
nite element formulation including viscous damping. The expression of K
eff()
in terms of
transcendental functions of is only possible when the nite element boundaries coalesce to
points, as for trusses and beams. The general evaluation of mass and stiness matrices as
series expansions, according to Section 3.1 and as illustrated in the following, is conceptually
straightforward and applicable to large nite/boundary element families [6, 12, 16].
4.1.2. Series expansions. The frequency power series expansion of the eective stiness
matrix of Equation (88) is, for a damping-free problem,
K
eff()
=
EA
_
_
_
1 1
1 1
_

2
c
2
_
_
2
3
2
6
2
6
2
3
_
_

4
c
4
_
_
4
45
7
4
360
7
4
360
4
45
_
_
_
_
+ O(
6
) (92)
where c =
_
E/ is the wave propagation velocity through the elastic medium. The
corresponding frequency-dependent mass and stiness matrices, as developed in Equations
(40) and (41), coincide with the expansions of Przemienieckis Equations (90) and (91):
M
()
=
EA
_
_
1
c
2
_
_
2
3
2
6
2
6
2
3
_
_
+

2
c
4
_
_
2
4
45
7
4
180
7
4
180
2
4
45
_
_
_
_
+ O(
6
) (93)
K
()
=
EA
_
_
_
1 1
1 1
_
+

4
c
4
_
_
4
45
7
4
360
7
4
360
4
45
_
_
_
_
+ O(
6
) (94)
In the case of viscous damping, one obtains the frequency power series expansion of the
eective stiness matrix of Equation (88):
K
eff()
=
EA
_
_
_
1 1
1 1
_
i
c
_
2
3
1
3
1
3
2
3
_
2
c
2
_
_
154
2
45
157
2
90
157
2
90
154
2
45
_
_
i
3
c
3
_
_
4(214
2
)
945
14731
2
1890
14731
2
1890
4(214
2
)
945
_
_
4
c
4
_
_
16
4
120
2
+105
4725
127
4
930
2
+735
37800
127
4
930
2
+735
37800
16
4
120
2
+105
4725
_
_
_
_
+O(
5
)
(95)
where is replaced with c/, in terms of a nondimensional viscosity parameter , to
simplify notation. The corresponding expansions of the frequency-dependent mass and stiness
matrices, as introduced in Equations (64) and (65), are
M
()
=
EA
_
_
i
c
_
2
3
1
3
1
3
2
3
_
+
2
2
c
2
_
_
154
2
45
157
2
90
157
2
90
154
2
45
_
_
+
i
2
c
3
_
_
4(214
2
)
315
14731
2
630
14731
2
630
4(214
2
)
315
_
_
+
4
c
4
_
_
64
4
480
2
+420
4725
127
4
930
2
+735
9450
127
4
930
2
+735
9450
64
4
480
2
+420
4725
_
_
_
_
+ O(
5
)
(96)
K
()
=
EA
_
_
_
1 1
1 1
_
+

2
2
c
2
_
_
154
2
45
157
2
90
157
2
90
154
2
45
_
_
+
i
3
c
3
_
_
8(214
2
)
945
14731
2
945
14731
2
945
8(214
2
)
945
_
_
+
4
c
4
_
_
16
4
120
2
+105
1575
127
4
930
2
+735
12600
127
4
930
2
+735
12600
16
4
120
2
+105
1575
_
_
_
_
+ O(
5
)
(97)
All matrix terms M
j
in the expansions for the undamped problem are positive denite. In
the case of damping, however, only C
1
is unconditionally positive denite see Example 3.
4.2. Example 2 Non-linear eigenproblem for a two-dimensional transient heat conduction
in a homogeneous square plate
Figure 2 represents a square domain for a homogeneous heat conduction problem with the
indicated boundary conditions [56]. Isotropic thermal conductivity and specic heat are
assumed as unity. The plate is discretized with 2 2 quadratic nite elements. A transient
analysis of this problem for homogeneous initial temperature condition in terms of advanced
mode superposition is given in Reference [12]. At present, one is only concerned with the non-
linear eigenvalue problem, that is, the solution of Equation (33) for heat conduction. Owing
to imposed temperature along the edges x = 1.0 and y = 1.0, there is a total of 12 degrees
of freedom. The rst column of Table I presents, in order of magnitude, all 12 eigenvalues
evaluated for the linear case (n = 1), with the two subsequent columns indicating number of
iterations needed to achieve convergence and order of evaluation of the results as obtained
from Algorithm 2. The calculations are in double precision with error tolerance tol = 10
14
,
although only seven digits are displayed in the table. As a result of the plates symmetry about
the line y = x, the 2nd and 3rd, the 5th and 6th, and the 10th and 11th eigenvalues turn out
to be equal within machine precision. A total of 41 iterations were necessary for the solution
of the linear eigenproblem. The next set of three columns in Table I gives the eigenvalues
for the non-linear case of n = 3 generalized mass matrices in Equation (33) together with
number of iterations and order of evaluation, as obtained in the algorithm. A total number of
55 iterations were required for the solution of the complete non-linear eigenproblem. As in the
linear case, once the rst of a double eigenvalue is evaluated, only one iteration is necessary
to obtain the second eigenpair. An idea of the relative order of magnitude of the elements of
the matrices involved may be obtained from the Frobenius norms of K
0
, M
1
, M
2
and M
3
,
which are approximately 8.5, 0.11, .73E-3 and .81E-5. In order to assess the performance of
the algorithm in the case of close eigenvalues, the numerical model was also analyzed for a
24 N. A. DUMONT
small change in two elements of the matrix M
3
, to just break the model symmetry about the
line y = x although still keeping M
3
positive denite. The results are shown in the last three
columns of Table I, indicating that, although more iterations have been required, in general,
the evaluation of a neighbor eigenpair is easily taken care of with Algorithm 2. A consistency
check of the calculated eigenpairs was carried out by constructing the matrix on the left-hand
side of Equation (44) and comparing with the identity matrix. In all three cases of Table I, the
global error was of magnitude 10
17
. Repeated evaluations for an error tolerance tol = 10
8
in the algorithm resulted in only one iteration saved for each eigenpair, in average, which is to
be expected for an algorithm with cubic convergence.
Figure 3 plots the curves
j
() given by the rst of Equation (51) for all 12 eigenvalues of
the present example, to illustrate that the solution of the non-linear eigenproblem corresponds
to a minimum coinciding with the interception with the line = , as theoretically outlined
in Section 3.2.3. It is worth observing that
12
is slightly larger than
10

11
, in the linear
case ( = 0), but soon becomes smaller.
x
y
(1, 1) (0, 1)
(0, 0) (0, 1)
u = 1.0
u = 1.0
u, = 0.0
y
u, = 0.0
x
Figure 2. Scheme for the homogeneous heat conduction in the square plate of Example 2, to illustrate
some features of the solution of linear and non-linear eigenproblems.
4.3. Example 3 Fixed-free bar with viscous damping
This example assesses the non-linear eigenvalues related to a xed-free bar modeled with three
truss elements, as given in Figure 4, for the matrices introduced in Example 1. The damping-
free case ( = 0) is analyzed rst, for n = 1, . . . , 4, according to Equation (33). The results for
all three eigenfrequencies the square roots of the eigenvalues are given in Table II, with
corresponding numbers of iteration required to achieve a tolerance error tol = 10
14
. Although
only seven digits are displayed, double precision was used in all evaluations. As in Example
2, a tolerance error tol = 10
8
would require about one iteration less per eigenvalue. The last
row shows the analytical eigenfrequencies for the xed-free bar, given from k = (2j 1)/2/,
where k is the wave number introduced in Equation (87) and j = 1, 2, . A second analysis
was run for a viscous damping coecient = 10, which corresponds to a complex-symmetric
eigenproblem with underdamping. An estimate of the relative magnitude of the elements of the
matrices involved in the numerical discretization can be obtained from the Frobenius norms
Linear case (n = 1) Case with n = 3 Modied case with n = 3
#
iter.
eval.
order

#
iter.
eval.
order

#
iter.
eval.
order
5.149701 4 1 4.935737 5 1 4.935695 5 1
29.84521 4 2 24.98865 6 2 24.96592 3 3
29.84521 1 3 24.98865 1 3 24.97391 7 2
58.58476 5 6 46.04634 7 6 45.83252 7 6
101.5537 7 4 70.85867 6 4 70.06585 6 4
101.5537 1 5 70.85867 1 5 70.35938 4 5
127.2303 4 11 89.37343 5 11 86.70345 6 12
142.8023 5 7 100.9992 6 10 99.96489 6 10
215.1464 3 12 148.4600 7 12 145.8409 5 11
260.7451 2 9 180.4566 4 8 177.9188 8 7
260.7451 1 10 180.4566 1 9 178.6309 5 8
261.6948 4 8 177.8527 6 7 175.6848 4 9
Table I. Eigenvalues, number of iterations required for tol = 10
14
and order in which the eigenvalues
were found for Example 2, covering both linear (n = 1) and non-linear eigenproblems (n = 3), besides
a modied problem for the assessment of Algorithm 2 in the case of close eigenvalues.
0 50 100 150 200 250 300
0
50
100
150
200
250
300
2

3
12
5

6
10

11
=
Figure 3. Curves
j
() given by the rst of Equation (51) for all 12 eigenvalues of Example 2, to
illustrate that the solution of the non-linear eigenproblem corresponds to a minimum coinciding with
the interception with the line = .
26 N. A. DUMONT
of K
0
, C
1
, . . . , C
4
and M
1
, . . . , M
4
, which are respectively 360., 10.5, 0.147E-1, 0.197E-4,
0.232E-7, 0.978, 0.553E-3, 0.337E-6 and 0.103E-9. The numerical results are given in Table
III in blocks that contain the complex eigenvalue and its absolute value, besides the starting
real eigenvalue used in the solution of the complex-symmetric eigenproblem, as described in
the perturbation analysis of Section 3.4 and in Algorithm 2. The analytical eigenfrequency
results, obtained from k = (2j 1)/2/, are displayed in the bottom row of Table III
together with their absolute values. Since the starting eigenpair estimates for the complex-
symmetric case (, ) are obtained in a rst run of Algorithm 2 for a real-symmetric problem
resulted from disregarding the generalized damping matrices C
j
, these estimates correspond
only approximately to the results of the damping-free analysis, as given in Table II. In fact,
as shown in the developments of Section 4.1.1, the generalized mass matrices are aected by
the damping coecient when obtained in the frame of a consistent formulation. In this
and in other examples analyzed, the use of the damping-free results as starting values for
the complex-symmetric analysis ended up with approximately the same number of iterations
to achieve convergence. In the FORTRAN code implemented, Algorithm 2 is used in two
steps, rst by calling a routine for real numbers that disregards C
j
and produces the real
eigenpair estimates, and then by calling a version of the same routine for complex numbers
that solves the complete complex-symmetric eigenproblem. In the present example, the rst
step has required the same iteration numbers to achieve convergence as given in Table II.
The second step required a total of 20 iterations for each value of n. The present strategy of
running a rst step for the corresponding real-symmetric problem obtained by disregarding the
damping matrices C
j
only works if the mass M
j
are all positive denite even in the presence
of damping. As given in Equation (96) and assembled for three truss elements, this is true
only if < 1.748474, which corresponds to < 34.96949. For larger damping factors in the
present truss problem, the real-symmetric problem of the rst step has to correspond to the
actual damping-free case.
Figure 4. Scheme of a xed-free bar for Example 3, modeled with three truss elements as described
in Example 1. In consistent units: total length = 3, elasticity modulus E = 100, cross area A = 1,
inertia = 1 and viscous damping = 10.
1
#
iter.

2
#
iter.

3
#
iter.
n = 1 5.295986 4 17.32050 4 31.42192 2
n = 2 5.237565 5 16.00720 6 28.34557 6
n = 3 5.236031 5 15.77676 6 27.39721 6
n = 4 5.235988 5 15.72472 6 26.92935 6
analytical 5.235987 15.70796 26.17993
Table II. Eigenfrequencies for the xed-free bar of Example 3 modeled as a real-symmetric
eigenproblem for = 0.
1
|
1
|
1(start)
2
|
2
|
2(start)
3
|
3
|
3(start)
n = 1
0.9455901 5.445289i
5.526781 5.526781
17.10934 5.357142i
17.92842 17.92842
31.46100 5.146581i
31.87918 31.87918
n = 2
1.556697 4.977728i
5.215466 5.475053
15.34120 5.262882i
16.21883 16.75392
28.25366 5.245177i
28.73641 29.07573
n = 3
1.554601 5.000691i
5.236764 5.474121
14.96868 5.111293i
15.81729 16.60472
27.18905 5.311572i
27.70301 28.44241
n = 4
1.554187 4.999989i
5.235971 5.474112
14.89600 5.034719i
15.72384 16.59288
26.59903 5.316633i
27.12518 28.31762
analytical
1.554209 5.000000i
5.235987
14.89094 5.000000i
15.70796
25.69803 5.000000i
26.17993
Table III. Eigenfrequencies for the xed-free bar of Example 3 modeled as a complex-symmetric
eigenproblem for = 10. Each block contains , its absolute value and the starting real estimate
obtained by disregarding all generalized damping matrices C
j
in a rst run of Algorithm 2.
4.4. Example 4 Two articial problems with overdamping
The application of Algorithm 2 to overdamping is demonstrated for two articial problems:
In the rst problem, one uses matrices K
0
, M
1
and M
2
from Example 2 as the entries K
0
,
C
1
and M
1
of a new mathematical model that corresponds to n = 1 in Equation (32), which
is just non-linear; In the second problem, one uses matrix M
3
of Example 2 twice, as entries
C
2
and M
2
, in order to create a generalization (n = 2) of the rst problem. Although these
articial problems correspond to no actual modeling of a mechanical phenomenon, it is worth
investigating them from the mathematical point of view, as the Frobenius norm of the rst
damping matrix, C
1
, is much larger than that of the rst mass matrix, M
1
, which are .11 and
.73E-3, respectively, according to the data of Example 2. As in the previous example, Algorithm
2 is run rst for the corresponding damping-free problem, with results used subsequently for
the complex case, as outlined in Section 3.5. Tolerance error tol = 10
14
is adopted in both
steps. The eigenvalue results are displayed in Table IV with seven digits and in order of
evaluation. The two problems analyzed, as cases n = 1 and n = 2, are actually unrelated and
are presented side by side only for the sake of brevity. In brackets are indicated the numbers
of iterations required for convergence in the real and complex steps. As the problem topology
of Example 2 has been preserved, three double eigenvalues are also obtained. The problem
turns out to be overdamped for four out of the 12 eigenvalues in the case of n = 1, and for
only one eigenvalue in the case of n = 2. In the case of underdamping, the complex-associated
eigenpairs are given directly as (, i). For overdamping, however, Algorithm 2 has to be run
once more in order to evaluate the inassociated eigenpairs (Section 3.3.3). New starting values
for the complex step, in the present examples, were taken as shifts of the negative square roots
of the eigenvalues obtained in the real step, 100, while keeping the initial eigenvectors
as the same ones of the real step. The results are shown in Table IV side by side with the
corresponding eigenvalues found previously and with numbers of iterations as the second values
in brackets. The eigenvectors obtained in the rst complex run are approximately proportional
to the eigenvectors of the initial real step. The eigenvectors corresponding to the inassociated
eigenpairs, on the other hand, are of completely dierent pattern, which makes them very
28 N. A. DUMONT
elusive in terms of numerical evaluation. In the present theoretical frame it is not expected
that a code can run without human interference to obtain all complex eigenpairs, in the case
of overdamping, or else to infer that the unlikely case of critical damping has occurred.
Articial problem with n = 1 Articial problem with n = 2
(start)
(# iter.)
(start)
(# iter.)
24.89241 (4) 5.390892i,121.1726i (6,5) 24.86960 (7) 25.56068 5.380976i (6)
68.16300 (4) 39.15214i,231.4377i (7,9) 24.86960 (1) 25.56068 5.380976i (6)
68.16300 (1) 39.15214i,231.4377i (7,9) 13.81117 (7) 5.321045i,84.61692i (7,11)
112.9713 (5) 96.92565i,281.6820i (9,8) 34.73903 (10) 35.18777 5.165071i (6)
165.2637 (4) 72.19122 102.4555i (6) 48.22291 (6) 48.66042 7.541742i (6)
165.2637 (1) 72.19122 102.4555i (6) 48.22291 (1) 48.66042 7.541742i (6)
240.1926 (4) 89.63278 137.6027i (7) 91.40394 (6) 91.79706 9.275463i (6)
406.6003 (5) 213.1366 333.7571i (7) 93.80572 (5) 94.19215 9.682346i (6)
395.7893 (2) 224.1970 298.9793i (7) 93.80572 (1) 94.19215 9.682346i (6)
395.7893 (1) 224.1970 298.9793i (7) 65.51588 (6) 66.05254 9.764081i (6)
193.2663 (5) 125.7180 146.7885i (7) 52.99561 (6) 53.25906 5.983618i (6)
316.8612 (3) 214.3764 233.3319i (7) 76.40455 (6) 76.68535 7.235495i (6)
Table IV. Eigenfrequency results for two overdamped problems of Example 4 obtained articially by
using the matrices of Example 2.
4.5. Example 5 A rail-pad-sleeper-ballast model
A railway track comprising 20 sleepers is modeled as in Figure 5 [57]. Owing to longitudinal
symmetry, only half of a complete railway track is represented. Each rail segment between
sleepers is modeled with one Timoshenko beam element. Truss elements simulate the pads
that connect rail and sleepers. A half sleeper consists of two Timoshenko beam elements of
lengths 0.76 m and 0.50 m on a visco-elastic foundation to take into account the ballast (the
distance between rails is 1.52 m) [58]. Table V shows the geometrical and mechanical properties
used in the model: cross-section area A, moment of inertia I, length l, cross-section factor
related to shear force, Poissons ratio , elasticity modulus E, mass m per unit length; the
ballast has viscosity and stiness w, both dened per unit length.
The eigenproblem is assessed for n = 2 generalized damping and mass matrices, according
to Equation (32), thus dealing with a total of ve highly sparse matrices of order 140. In the
initial run without the damping matrices, an average of 5.99 iterations was necessary to solve
for each eigenpair with tolerance error tol = 10
14
and using double precision. As shown in
Figure 6, there are several clusters of close eigenvalues (equal within two to six digits), although
no machine-precision multiplicity is obtained (as in the case of Example 2). The structures
symmetry is reected in the eigenvectors, as illustrated schematically in the left plot of Figure
7 for values corresponding to vertical displacements of the rail nodes. Results corresponding to
the four lowest and the two highest eigenvalues (
1
,
85
,
2
,
84
and
94
,
95
) are displayed.
The symmetry/antisymmetry patterns of these eigenvectors are 12 digits accurate. The plot
on the right of Figure 7 shows real versus imaginary parts of the complex eigenvalues obtained
in the second run of the algorithm, starting from the results without damping. An average of
4.47 iterations was necessary to solve for each complex eigenpair starting from the real results
A(m
2
) I(m
4
) l(m) E(N/m
2
) m(kg/m) (Ns/m) w(N/m
2
)
Sleeper 0.05126 2.3110
4
1.26 5/6 0.25 2.110
10
99.603 4.66710
4
1.110
8
Rail 0.007686 3.21710
5
0.545 1 0.25 2.05910
11
60.640
Pad 0.04 0.02 3.2510
8
39.2 3.75 10
6
Table V. Geometric and physical properties used in Example 5 [57].

of the rst run, also with tolerance error tol = 10
14
. In the consistency check of the calculated
eigenpairs, according to Equation (44), the global errors were of magnitude 10
17
in the rst
run and 10
15
for the complex eigenproblem.
Figure 5. Rail-pad-sleeper-ballast model with a total of 20 7 degrees of freedom.
0 20 40 60 80 100 120 140
10
6
10
7
10
8
10
9
j
0 20 40 60 80 100 120 140
10
6
10
7
10
8
10
9
j
Figure 6. Real eigenvalues of Example 5 in the sequence of evaluation (left) and of magnitude (right).
CONCLUDING REMARKS
The solution Algorithm 2 is based on the Rayleigh quotient iteration and on the Jacobi-
Davidson method. It was implemented in FORTRAN for the complete in-core solution. To
make sure that convergence is attained to the complex solutions of interest, a rst analysis
is run for the underlying real-symmetric problem, where K
0
is positive semidenite and
M
j
, j = 1, 2, are positive denite. The solution of a problem with (machine-precision)
30 N. A. DUMONT
2 4 6 8 10 12 14 16 18 20
4
3
2
1
0
1
2
3
4
x 10
3
94

95

84

85

10
3
10
4
10
0
10
1
10
2
10
3
Re (
j
)

I
m
(
j )
Figure 7. Real-eigenmode schemes of the four lowest (
1
,
85
,
2
,
84
) and the two highest (
94
,
95
)
eigenvalues of Example 5 (left). On the right: real versus imaginary parts of the complex eigenvalues.
multiple and close real eigenvalues is illustrated in Example 2. In a built-in second run of
the algorithm, the results of the real analysis are input as starting estimates for the actual
complex problem. The damping matrix C
1
must be non-singular, although M
j
, j = 1, 2, , as
eventually modied by the presence of viscous damping, are no longer required to be positive
denite (Example 1). In a problem with m degrees of freedom, a maximum of m complex
solutions can be found directly. In the case of underdamping, there is a complementary complex
eigenpair (, i) associated to every primary solution (, ) found with the algorithm
(Example 3), as required in the numerical simulation of the transient problem using modal
analysis [10, 11]. If overdamping occurs, some eigenvalues are negative imaginary with
corresponding eigenvectors that can be made real by properly scaling (although they are
generally multiplied by a complex factor when normalized). In such a case, the remaining
eigenpairs (here called inassociated) must be evaluated in an additional run of the code. As
these eigenpairs are very elusive to obtain in the iterative process, the analysts interference
is required to choose new, more adequate starting estimates. As shown in Example 4, the
solution of problems with multiple and close eigenvalues poses no additional diculties even
in the case of overdamping. Example 5 illustrates the application of the algorithm to a larger
eigenproblem, in which several clusters of close eigenvalues are obtained. Given the small
tolerance error of 10
14
, round-o errors have been kept very low.
The algorithm always nds the smallest eigenvalue as the rst solution. However, the
remaining eigenvalues are found in ascending order of magnitude, even in the case of linear
problems. To be applicable to large problems, the code must be modied, so that, after
solution of the complete real eigenproblem, a set of eigenpairs of interest is selected and
than input as estimates of the complex case. Adequate storage allocation of large matrices
and ecient solution for u
k
in step (4.2) of Algorithm 2 also should be a concern. Iteration
on an a priori given subspace as well as matrix deation might be conceived to improve
the algorithm. However, these techniques themselves are not exempt from theoretical and
numerical diculties in the non-linear context.
The author is indebted to both reviewers for their invaluable contribution by pointing out
several mistakes in the initial version of the paper and by suggesting some relevant literature.
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Correspondence to: N. A. Dumont, Departamento de Engenharia Civil, Pontifcia Universidade Catolica do

is idempotent and generally non-symmetric (for M = I). This denition is also

Table V. Geometric and physical properties used in Example 5 [57].

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