Description of method[edit]

The RayleighRitz method allows for the computation of Ritz pairs

which approximate the

solutions to the eigenvalue problem [1]

Where

The procedure is as follows:[2]

1. Compute an orthonormal basis

approximating

the eigenspace corresponding to m eigenvectors

2. Compute
3. Compute the eigenvalues of R solving
4. Form the ritz pairs
One can always compute the accuracy of such an approximation via
If a Krylov subspace is used and A is a general matrix, then this is the Arnoldi Algorithm.

Example: Mechanical Engineering[edit]

Typically in mechanical engineering it is used for finding the approximate real resonant
frequencies of multi degree of freedom systems, such as spring mass systems orflywheels on a
shaft with varying cross section. It is an extension of Rayleigh's method. It can also be used for
finding buckling loads and post-buckling behaviour for columns.
The following discussion uses the simplest case, where the system has two lumped springs and
two lumped masses, and only two mode shapes are assumed. HenceM = [m1, m2]
and K = [k1, k2].
A mode shape is assumed for the system, with two terms, one of which is weighted by a
factor B, e.g. Y = [1, 1] + B[1, 1]. Simple harmonic motion theory says that the velocity at the
time when deflection is zero, is the angular frequency

times the deflection (y) at time of

maximum deflection. In this example the kinetic energy (KE) for each mass is
and the potential energy (PE) for each spring is

etc.,

etc. For continuous systems the

expressions are more complex.

We also know, since no damping is assumed, that KE when y=0 equals the PE when v=0 for the
whole system. As there is no damping all locations reach v=0 simultaneously.

so, since KE = PE,

Note that the overall amplitude of the mode shape cancels out from each side, always. That
is, the actual size of the assumed deflection does not matter, just the mode shape.
Mathematical manipulations then obtain an expression for

, in terms of B, which can

be differentiated with respect to B, to find the minimum, i.e. when

the value of B for which

is lowest. This is an upper bound solution for

. This gives
if

is hoped to

be the predicted fundamental frequency of the system because the mode shape
is assumed, but we have found the lowest value of that upper bound, given our
assumptions, because B is used to find the optimal 'mix' of the two assumed mode shape
functions.
There are many tricks with this method, the most important is to try and choose realistic
assumed mode shapes. For example in the case of beam deflection problems it is wise to
use a deformed shape that is analytically similar to the expected solution. A quartic may fit
most of the easy problems of simply linked beams even if the order of the deformed solution
may be lower. The springs and masses do not have to be discrete, they can be continuous
(or a mixture), and this method can be easily used in a spreadsheet to find the natural
frequencies of quite complex distributed systems, if you can describe the distributed KE and
PE terms easily, or else break the continuous elements up into discrete parts.
This method could be used iteratively, adding additional mode shapes to the previous best
solution, or you can build up a long expression with many Bs and many mode shapes, and
then differentiate them partially.

See also[edit]

Ritz method

Arnoldi iteration

Notes[edit]
1. Jump up^ Trefethen and Bau (1997), pg. 254
2. Jump up^ G. Schofield, J. R. Chelikowsky, Y. Saad (2011). pg 6

References[edit]

Trefethen L, Bau D. Numerical Linear Algebra. SIAM 1997

G. Schofield, J. R. Chelikowsky, and Yousef Saad.

A spectrum slicing method for the kohn-sham problem. Preprint umsi-2011-142, Minnesota
Supercomputer Institute, University of Minnesota, Minneapolis, MN, 2011 [1]

External links[edit]

http://www.math.nps.navy.mil/~bneta/4311.pdf - Course on Calculus of Variations, has a

section on RayleighRitz method.