INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, VOL.

4, 155-161 (1972)

ON A DIRECT-ITERATIVE EIGENSOLUTION TECHNIQUE

STANLEY B. DONG AND JOSEPH A. WOLF, JR
School of Engineering and Applied Science, University of California, Los Angeles US.A .
AND
FREDERICK E. PETERSON
EngineeringlAnalysis Corporation, Redondo Beach, U.S.A.

SUMMARY
Two variations of an iterative scheme are presented for the solution to algebraic eigensystems. These
algorithms are used in conjunction with the method of reduced generalized co-ordinates so that
n number of frequencies and mode shapes are obtained simultaneously. The bases of the scheme are
the well-known results of Stodola-Vianello and Gram-Schmidt. Advantages of the present schemes
are realized both in computational effort and in computer storage. Examples are presented to illustrate
the convergence characteristics.
INTRODUCUON
In several recent papers,14 the solution to the algebraic eigenvalue problem for the natural
frequencies or stability of a conservative structural system was obtained using what might be
described as a reduced set of generalized co-ordinates. The essence of this method is a trans-
formation from the nodal co-ordinates of a finite element formulation to a smaller number of
generalized co-ordinates. This transformation matrix was generated from the solution to a
problem for static loads, where the loading patterns must be selected to yield shapes which
approximate the fundamental modal behaviour. The eigenvalue problem is then solved in the
transformed space. Obviously, the major advantage of this method is the capability of modelling
a complex structural system with a large number of degrees of freedom without the necessity of
dealing directly with an equal size eigenvalue problem. This technique can be traced back to
Morley5 in 1909, who used a single static load pattern to obtain the fundamental frequency of a
shaft vibration.
One criticism of this method is concerned with the question of accuracy of the solution,
especially the higher eigenvalues and eigenvectors. The solution is restricted to modal patterns
which can be extracted from the reduced set of generalized co-ordinates. Therefore, these co-
ordinates must be capable of giving a relatively complete description in a mathematical sense of
the modal behaviour. Hence, some apriori knowledge of the fundamental response of the system
is necessary so that the selected load vectors will produce displacement patterns similar to the
true mode shapes. That the lower modes are fairly accurate in the examples discussed in the
previous references14 is attributable to the improvement of the upper bounds for eigenvalues
when more and more generalized co-ordinates are utilized.6 However, the accuracy of all the
eigenvalues and eigenvectors, especially the higher harmonics, remains to be ascertained.
In this paper, an iterative scheme is proposed which permits the reduced set of generalized
co-ordinates to converge simultaneously to the true eigenvalues and eigenvectors. Therefore,
a priori knowledge of the modal behaviour is not as crucial an issue as before. Using the eigen-
solution with the reduced set of generalized co-ordinates as a point of departure, iteration in the
Received 12 March 1970
@ 1972 by John Wiley & Sons, Ltd.

155
156 STANLEY B. DONG, JOSEPH A. WOLF, JR AND FREDERICK E. PETERSON

same sense as in Stodola’s method is performed on all modes simultaneously. An essential feature
in the proposed method is the illustration of simultaneous iteration on a group of vectors instead
of one at a time which is historically documented as Stodola’s iteration. Matrix iteration using
one vector was discussed by Rosen and Rubinstein’ and applied to three-dimensional articulated
structures by Whetstone and Jones* who used a static load pattern to approximate the inertial
load distribution. The present algorithm can be seen to be very efficient computationally and in
computer storage when compared with some of the available techniques. The idea of using more
than one assumed vector was also presented by Jenningsg who discussed the eigensolution with
the governing equation posed in a canonical form, i.e. AV = AN. Bronlundlo suggested a modifi-
cation to Jennings’ scheme and addressed himself to the description of an algorithm to solve an
eigenvalueproblem where both the mass and stiffness matrices were non-diagonal, i.e. KV = AMV.
He indicated that the essential steps in Jennings’ scheme could be followed after a Choleski
factorization of one of the matrices in order to recast the equation in canonical form. He observed
that even though K and M are banded, Choleski factorization leads to a matrix in the modified
form which is fully populated. The efficiency in the present scheme is partially realized because
this initial step is not necessary, so that the computational effort in a Choleski factorization,
which could be formidable for large systems, as well as the subsequent storage of the fully
populated matrix are obviated.
In the review of algebraic eigensolution techniques, attention should be called to Irons,11.12
who suggested a ‘master-slave’ scheme whereby a limited number of the original nodal co-
ordinates are retained and the remainder are eliminated. The authors believe that the present
scheme may be viewed as being more straightforward or direct than Irons’ method, although
computational effort may be comparable. Finally, within the context of the present review, the
methods of Bradbury and Fletcher13and Fox and Kapoor14should be mentioned. These methods
are based on non-linear programming and gradient techniques. As no comparison of the present
method with these schemes is made, no further mention is required.
A summary of the eigensolution using the reduced set of generalized co-ordinates is given in
the next section. This is followed by a detailed outline of the iteration scheme together with
variations of it. Examples are given to demonstrate the effectiveness of this method with regard
to the convergence characteristics.

THE EIGENSOLUTION USING REDUCED GENERALIZED CO-ORDINATES

For reference purposes in the sequel, the solution using a reduced set of generalized co-ordinates
is summarized here. The eigensystem discussed will pertain to vibration theory. Of course,
similar remarks can be made when applying this method to elastic stability problem^.^
The problem formulation for natural frequencies of a structural system posed in discrete
co-ordinates leads to a matrix equation
KV = w 2 W (1)
To eliminate a number of degrees of freedom associated with equation (l), the following trans-
formation is suggested
V = TV (2)
where v is a reduced generalized displacement vector associated with n distributed co-ordinates
which are represented by the n columns of T. These co-ordinates must approximate the funda-
mental modal behaviour and can be found by the solution of
KT=P (3)
 DIRECT-ITERATIVE EIGENSOLUTION TECHNIQUE 157

where P are static load patterns which must be chosen to yield these approximate modal patterns.
A direct solution for T, even for large systems, is feasible because K is usually banded. The
solution to equation (3) may be regarded as an integration or ‘smoothing’ process applied to the
initial estimates. With transformation (2), equation (I) takes the form
kv = w2mv
where
m=TTMT

The solution to equation (4) has the form

k = TTKT 1
v=+x
where + is the matrix of eigenvectors in transform space and possesses the properties
+Tm+ = I
(7)
+T k+ = C O ~

and x is the normal co-ordinate vector. The subset of eigenvectors Q, in the original system is
recovered by the matrix product
*=T+ (8)

ITERATION
If T contains the true modal patterns, then the eigensolution is exact. However, this will not be
the situation in general. Note by comparison of equations (1) and (3) that the initial selection of
P is in fact an estimate of the inertial loading distribution which must be in dynamic equilibrium
with the elastic restoring forces. The solution for T in equation (3) can be recognized as equivalent
to a Stodola-Vianello iteration on all modes simultaneously. This can be seen from the integral
form or the alternate matrix form, which are, respectively :

where A is the flexibility matrix, i.e. A = K-l. The superscript i appended to the variables denotes
the ith step in the iteration and n denotes the nth mode. The selection of P to yield T is akin
to an estimate of the inertial loading distribution represented by the matrix product Mao, where
Q,O is soim estimate of the initial eigenvectors which did not have to be estimated directly, i.e.

P = M’P z M a 0 (10)
Therefore, T as given by the solution to equation (3) may be regarded as the first iterated form of
the eigenvectors, i.e. T z W.
Accordingly, an iterative scheme can be devised by multiplying the approximate eigenvectors
Q,l of the first eigensolution with M to obtain the next estimate of P.

Pa = M W (1 1)
Then, the eigensolution as described in the previous section can be repeated. This process can be
continued until all the eigenvectors and eigenvalues converge. Its convergence is assured because
the process of solving for the reduced generalized displacements is equivalent to a Stodola
iteration applied simultaneously to all modes. Hence, all convergence arguments associated with
Stodola’s method are directly applicable. The role of the eigensolution in the transformed space
158 STANLEY B. DONG, JOSEPH A. WOLF, JR AND FREDERICK E. PETERSON

is to prevent all modes from converging onto the lowest one. In connection with this point,
Jenningsgcites the therapeutic value of ‘significant rotations’ in the diagonalization of the matrices
involved. For the purpose of future identification, this iteration method will be called ‘Method 1’.
A note concerning the storage requirements of A or K-l is worth mentioning. From an optimal
computational viewpoint, A is not stored in the computer. Rather, the triangularized stiffness
matrix K obtained by the forward decomposition step of a Gaussian elimination procedure
without pivoting is utilized. Then, subsequent solutions in the iteration scheme for T or
involve only a back-substitution process.
An eigensolution after computing a new loading pattern P may not be necessary. From the
first eigensolution, Stodola iteration can be repeatedly performed simultaneously on all modes
until convergence. However, the only concern is that the higher eigenvectors do not all converge
onto the lowest one. Whereas the eigensolution in ‘Method I’ precluded this, it can also be pre-
vented by performing a Gram-Schmidt orthonormalization after each iteration. As the Gram-
Schmidt orthonormalization technique is well known, no further mention is made of it except
to note that the matrix M plays the role of the weighting factor in the process. The iteration
procedure using Gram-Schmidt orthonormalization will be called ‘Method 11’. Obviously, from
an efficiency standpoint, there will be a point where one or the other method will be computation-
ally more optimal. This will depend on the size of the original structural system and on the number
of reduced generalized co-ordinates chosen for the eigensolution in the transformed space.

EXAMPLES
The accuracy and efficiency of the methods described are illustrated by the examples presented
in this section. Computer codes prepared in FORTRANIV for an IBM model 360/91 were
employed for the numerical calculations. Four examples were analysed, as summarized in Table J.
Table I. Example problem descriptions

Number Number
of of degrees Description of
Structure elements of freedom Geometry and end conditions independent loads
Beam 20 63
k--
L A
qn =
n
sinnrx/L, with
=1,2, ..., 10 initially,
and n = 11,12, ..., 20 for
‘bad loads’ calculations
Bent 30 sin nxs/3L, with

J-11
93 qn =
n = l , 2 ,..., 10,or
n = 11, 12, ..., 20, as
above, and s, the running
L L +! distance along structural
axis of bent
Two bay 50 153 qn = sinnxs/4L, with
frame
JTJ3 n =l,2, ..., 10, and s,
the running distance
along structural axis of
outermost members
LLLL-J

Shallow 40 123
arch
 DIRECT-ITERATIVE EIGENSOLUTION TECHNIQUE 159

Also summarized there are the number of elements and degrees of freedom for each case, the end
conditions and the loading functions used to generate the initial reduced system of generalized
co-ordinates. In each example, the section properties A and EZ are constant throughout the
structural system. Slight differences between previously published theoretical values and the
present work may be attributable to the effects of rotatory inertia and axial deformation, which
have been included in the computer codes. Discrepancies may also result from truncating the
iteration process after a finite number of steps. In all these relatively simple examples, computa-
tion times did not exceed one minute on the IBM 360/91. Additional comments for each example
are presented below.
1. Beam. Natural frequencies were calculated for a fixed-free prismatic bar. Results showed
excellent argreement with theory as seen in Table 11. Using the iteration schemes described in the
Table 11. Coefficients a , for vibration of uniform fixed-free beams w , = a,J(EZ/pAL4)

Initial
Mode Theory Iteration Iteration solution Iteration
number (Reference 15, Initial by by using by Method 11
n P- 19) solution Method I Method I1 'bad loads' on 'bad loads'

T
1 3.5160 3-5160 3.5160 4.4924
2 22.034 22.035 22.035 87.697
3 61.697 61.705 61,698 1215.5
4 120.90 120.97 120.91 Same 1475.5 Same
5 199.86 200.20 199.89 results 1789.4 results
6 298.56 299.93 298.66 as 21 29.6 as
7 416.99 420.70 417.28 Method I 2532.0 Method I
8 555.17 566.45 555.85 I 297 1.6 I
9 713.08 734.45 714.52 J. 3436.2 .1
10 890.73 971.34 894.21 893.53 3818.8 893.51

previous section, calculated values of all the modes are improved, particularly the higher ones.
Note also that the iteration method works successfully even with a very poor choice of initial
loads. Using n = 1 1,12, ..., 2 0 in qn = sin ( n m / L ) ,15 cycles of iteration led to the same results as
were found with n = 1,2, ..., 10. Of course, this method was not intended to be used in this
injudicious way. A good choice of initial loads based on knowledge of the modal behaviour
required fewer steps to reach these answers: three iterations by Method I gave results which
checked to within one per cent of the final result.
2. Bent. The bent analysed was composed of three prismatic bars of equal length. The
computed results are given in Table 111, along with the results of Bishopls for the same geometry.
Only one iteration was necessary to give acceptable results for the initial loads which were used.
3. Two bay frame. Calculated frequency coefficients for a fixed two bay frame are given in
Table lV, along with the results of Rieger and McCallion." Note that the present method had no
difficulty in converging onto the repeated root of 22.36. Four iterations were necessary for this
case.
4. Shallow arch. Coefficients for vibration of a uniform 60" circular arch are presented in
Table V. For comparison, Den Hartog,ls using a Rayleigh-Ritz procedure, finds values of
a, = 53.8 and u2 = 84.1. Volterra and Morell19assume an extensional mode shape, which results
in a value of a2 = 83.715. Using the iteration method, the second mode is found to be a
strongly coupled one, containing 36 per cent flexural energy, which explains the poor agreement
with previous values of a2. Six iterations were necessary for the convergence of all ten modes.
Of special note here is the appearance, during iteration, of two extensional modes which were not
present in the initial solution. The ten initial load patterns approximated the flexural behaviour
160 STANLEY B. DONG, JOSEPH A. WOLF, JR AND FREDERICK E. PETERSON

Table 111. Coefficients a , for vibration of uniform fixed bents w, = a,d(EZ/pALq)

Results Initial
Mode of Bishop Iteration Iteration solution Iteration
number (Reference 16, Initial by by using by Method I1
n p. 964) solution Method I Method I1 'bad loads' on 'bad loads'
-

T
1 3.168 3.2057 3,2046 3.2173
2
3
4
5
12.74
20.52
22.37
45.16
12-648
20.71 1
22.374
45.260
12.648
20.630
22,374
45-208
T
Same
results
42.054
55.637
87.359
171.29
Same
results
6 55.35 55.252 55.209 as 203.80 as
7 t 64.842 63.885 Method I 206-76 Method I
8
9
10
Not
available
4
98.013
119.37
125-08
97.058
114.53
121.01 i 268-41
324.90
331.10 1
Table 1V. Coefficients a , for vibration of uniform, fixed two bay frames w, = a,d(EZ/pAL')

Mode Results of Rieger Iteration Iteration

number and McCallion* Initial bY by
n (Reference 17, p. 272) solution Method I Method I1
1 2-9685 2.9774 2.9685 2-9686
2 12.16 12.384 12.210 12.214
3 15-32 15.339 15.339 15.354
4 20.65 21.533 20.748 20.752
5 22-36 22.168 22.165 22.204
6 22-36 39.677 22.312 22.323
7 .f 49.489 44.079 44.068
8 Not 59.103 49-012 49-209
9 available 60.888 59.829 60.205
10 4 105.98 98.178 99.474

* Scaled to agree with results of method I for fundamental mode.

Table V. Coefficients a, for vibration of uniform fixed-fixed 60"arches with Ro/r = 100, and r2 = I / A
wn = 0%J(ElIpAR4,)

Mode Iteration Iteration Dominant

number Initial by by mode of
n solution Method I Method I1 deformation*
53.637 53.586 FL
76.684 76.675 EX-FL
119.72 119.71 FL-EX
178.00 177-27 FL
268.48 268.37 Same FL
Missed, 310-08 results EX
see text as
7 370.99 375.67 Method I FL
8 493.50 492-72 I FL
9
10
Missed,
see text
628.72
607.95
630.37 i EX
FL

* FL-Flexural and EX-Extensional.

 DIRECT-ITERATIVE ElGENSOLUTlON TECHNIQUE 161

only. Of course, each flexural mode shape includes some extensional deflection. This coupling was
sufficient to permit the computational scheme to converge to the modes in question. In the initial
solution, coefficients a, = 781.70 and a,, = 946.73 were found for the last two flexural modes.

CONCLUDING REMARKS
Iteration schemes have been presented to be used with the method of a reduced set of generalized
co-ordinates. It should be noted that no new principles have been presented as the Stodola-
Vianello method and the Gram-Schmidt orthonormalization scheme are well known. The main
emphasis lies in the structuring of the algorithm for efficient solution. Although relatively simple
problems were discussed here, the method should demonstrate its advantages even more con-
vincingly for much larger structural systems. In closing, it is noted that conceptually, there
appears to be no difficulty in extending the present schemes for converging onto any desired
subset of frequencies and mode shapes, including the intermediate and highest ones.

ACKNOWLEDGEMENT

The numerical examples reported herein were carried out on an IBM 360-91 operated by the
Campus Computing Network of the University of California, Los Angeles.

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of the Conference on Civil Engineering, 1968.
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