324

IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 22, NO. 1, FEBRUARY 2007

Critical Eigenvalues Tracing for Power System

Analysis via Continuation of Invariant Subspaces
and Projected Arnoldi Method
Dan Yang, Student Member, IEEE, and Venkataramana Ajjarapu, Senior Member, IEEE

AbstractThe continuation of the invariant subspaces algorithm combined with the projected Arnoldi method is presented to
trace the critical (right-most or least damping ratio) eigenvalues
for the power system stability analysis. A predictor-corrector
method is applied to calculate the critical eigenvalues trajectories
as power system parameters change. The method can handle
eigenvalues with any multiplicity and very close eigenvalues
during the tracing processes. The subspace dimension inflation
and deflation is applied to deal with eigenvalue overlap. The subspace update is proposed by an efficient projected Arnoldi method
that can utilize known information from the traced eigenvalues
and subspaces.
Index TermsArnoldi method, continuation of invariant subspaces, critical eigenvalues, eigenvalue tracing, power systems,
stability.

I. INTRODUCTION
IGENVALUES play an important role in power system
stability analysis. Eigenvalues can be used to determine
the small signal stability of the power systems. They are also
a good indication for the bifurcation points such as saddle-node
bifurcation and Hopf bifurcation. Eigenvalues with the largest
real parts and eigenvalues with the least damping ratios are of
great importance for power system applications.
From a mathematical point of view, eigenvalue calculations
are special root-finding problems where the polynomial funcfor matrix A. There is no direct method
tion is
to find the eigenvalues from square matrices whose dimension
is greater than 5 because no analytical formula exists for the root
of a general polynomial function. Thus, all the existing eigenvalue algorithms are essentially iterative methods. Among all
the eigenvalue solver methods for general nonsymmetrical matrices, the QR algorithm is regarded as the most efficient method
up to now. However, in most of the applications, there is no
need to calculate the whole set of the eigenvalues. In general,
the group of the critical eigenvalues is usually a small subset in
the whole spectrum. Several dominant subspectrum algorithms
exist to serve this purpose such as the power method, subspace
iteration, and the Arnoldi method [1], [2].

Manuscript received October 25, 2005; revised April 29, 2006. Paper no.
TPWRS-00673-2005.
D. Yang is with the Department of Market Monitoring, California Independent System Operator, Folsom, CA 95630 USA (e-mail: dyang@caiso.com).
V. Ajjarapu is with the Department of Electrical and Computer Engineering,
Iowa State University, Ames, IA 50011 USA (e-mail: vajjarap@iastate.edu).
Color versions of Figs. 58 are available online at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TPWRS.2006.887966

Among all the dominant eigenvalue algorithms, the Arnoldi

method is believed to be the most efficient approach. To obtain
good convergence properties, the Arnoldi method is heavily influenced by the selection of the number of guard vectors [3]. A
practical question is how to decide the number of guard vectors
so as to have the best computational efficiency. The only way to
explore this is by numerical tests [4]. Furthermore, it is pointed
out in [5] that very close eigenvalues or eigenvalues with multiplicity may cause algorithms to terminate prematurely.
As eigenvalues are closely related to power system stability,
eigenvalue calculation is a very active area in the power system
literature. The efficiency of dominant eigenvalue calculation
methods are discussed and compared in [3] and [6]. The matrix
transformation for the dominant eigenvalues is described in
[7]. The algorithm to efficiently calculate dominant poles of
transfer functions is proposed in [8] and [9]. The methods for
small-signal and oscillatory stability boundary are proposed in
[10] and [11]. The sparse eigenvalue techniques are shown in
[4]. In the power system application, eigenvalues are widely
used to study system uncertainty, estimate stability boundary,
and enhance system stability performance. The robust analysis
of system uncertainty effect on eigenvalues is presented in [12].
Eigenvalues are used to estimate voltage stability sensitivity in
[13]. Eigenvalue-based control is applied in [14] to enhance
small signal stability transfer capability. Parameter tuning and
controller design techniques are shown in [15] and [16] by using
eigen-analysis. In [17], saddle-node-related eigen-analysis is
employed to avoid voltage collapse.
The critical eigenvalues are calculated for a specified power
system operating state in normal applications. As the operating
states often vary with respect to control and load changes,
critical eigenvalues may also change. For the cases where the
eigenvalue movements are of interest (one of the potential
applications is the coordinated control in a large operating
range), eigenvalue trajectories can be obtained from continuation methods. The continuation methods can be categorized
as eigenvalue derivative-based methods and invariant subspace-based methods.
The derivative-based continuation algorithms are proposed in
[18] to update the spectrum of a continuously parameterized
family of sparse matrices. Numerical integration is used to compute the eigenvalues through eigenvalue derivatives. The derivative-based method is applied to power system oscillatory stability analysis in [19].
The other continuation category is based on the concept of
invariant subspaces. The column vectors in Q matrix of Schur

0885-8950/$25.00 2007 IEEE

YANG AND AJJARAPU: CRITICAL EIGENVALUES TRACING FOR POWER SYSTEM ANALYSIS

decomposition
provide the basis of the eigen-space
where a subset of column vectors in Q form an invariant subspace for A. As the matrix A changes with respect to the parameter, the corresponding invariant subspace also changes and can
be used to calculate the eigenvalues. The simplest case of the
invariant subspace is the single eigen-pair whose dimension is
1. Several homotopy methods for single eigen-pair problem are
presented in [20][22].
A generalized continuation method for the calculation of the
invariant subspace with any dimension is presented in [23]. It
applies the Newton method to the associated Riccati equation
and solves a Sylvester equation in each step. The method was
applied in [24][26].
Another scheme for the continuation of invariant subspace is
proposed in [27] and [28]. Compared with [23], it improves the
computational efficiency by solving a Sylvester equation with a
BartelsStewart algorithm.
One advantage of the invariant subspace method over the
derivative-based method is the treatment of eigenvalues with
multiplicity and very close eigenvalues. In the cases of multiple eigenvalues, or at the point of double real eigenvalues splitting into a pair of complex eigenvalues, the derivatives of the
eigenvalues and eigenvectors vanish. In addition, when computing the derivatives numerically, a simple eigenvalue that is
close to others may behave like a defective one [29]. The eigenvectors may be nearly linearly dependent, making some numerical schemes for the computation of derivatives badly behaved
[30]. When a cluster of eigenvalues occurs, it is better to consider these nearby eigenvalues together by the invariant subspace method.
In this paper, the continuation of the invariant subspace
method in combination with the projected Arnoldi method is
proposed to trace the critical eigenvalue set in power system
stability analysis. The accompanying projected Arnoldi method
can efficiently update new critical eigenvalues without recalculating the traced eigenvalues by utilizing the traced subspace
information.
The remaining parts of this paper are organized as follows.
Section II demonstrates the algorithm for the continuation of
invariant subspaces, and the projected Arnoldi method is given
in Section III. The method is demonstrated via the New England
39-bus system and the IEEE 118-bus system in Section IV. The
conclusions are presented in Section V.

325

eigenvalues may approach near or close to the imaginary axis

that is connected with a low-dimensional invariant subspace.
The idea of the dominant eigenvalue calculation algorithms is to
find out the dominant subspace and thus dominant eigenvalues.
For example, the Arnoldi method is based on a reduction technique in which a large matrix is reduced to an upper Hessenberg
form. In general, spectral decomposition can be represented by
Schur decomposition, which has the form
(2)
In (2),
is the original
matrix,
is an
matrix, and
is an
matrix. The column vectors in
are the basis in the invariant subspace, and the eigenvalues
are a small portion of the corresponding eigenvalues in
of
.
the full matrix
At a particular operating point, there exists a dominant subspace associated with dominant eigenvalues. When the operating point changes with respect to the parameter, the dominant
invariant subspace also changes. The new subspace and eigenvalues at the new operating points can be updated directly from
the previous results. In such case, there exists a family of matrices smoothly parameterized by satisfying (2). In (2), matrix
and
are unknown. There are
elements of
unknowns, but only
equations exist. Hence, additional
equations must be added to remove the under-determinabe an orthonormal matrix. Then
tion. Let
, where
is the m-dimension identity matrix, could be a
choice of the additional conditions. However, the usual normalization may not be differentiable [21]. Thus, it is generally preferred to consider a linearized constraint
(3)
where is a fixed
matrix with rank .
Now the equation set for the invariant subspace is
(4)
The equation set can be solved by the predictor-corrector techniques along the parameter path.
B. Predictor-Corrector Step
The predictor-corrector methods are applied to (4) in the conand
be the sotinuation method. Let
. By
lutions of (4) at , and the tangent
differentiating (4), the following linear system can be derived:

II. CONTINUATION OF INVARIANT SUBSPACE

A. Eigenvalues and Invariant Subspaces
Equation (1) represents equilibrium of nonlinear dynamical
systems
(1)
is a smooth nonlinear function
where
depending on a real parameter. All of the eigenvalues of the
should have negative
Jacobian matrix
real parts to maintain the stability.
The dimension of the above system corresponds to the
number of the system variables. Usually only a small number of

(5)
After solving (5), the predicted values are given as
(6)
In the corrector step, (4) is solved via Newtons method
as the initial guess. The
step
with

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 22, NO. 1, FEBRUARY 2007

approximation in the Newton iteration is obtained from

by solving

step

(7)
The unknowns in (5) and (7) are matrices. The equations can
be further expanded into standard forms with vector unknowns,
. Thus,
and the total unknown elements are
,
the dimension of the Jacobian matrix is also
times the size of the system states. It is
which is roughly
inefficient to solve such a large-dimensional system directly. As
an alternative, the system can be decomposed into several small
subsystems to improve the efficiency.

values in the subspace can be easily obtained from small square

matrix .
As in each step of the BartelsStewart algorithm, a relatively
is solved. Theresmall system whose dimension is only
fore, the predictor and corrector equations can be calculated relatively efficiently.
, where is
The eigenvector of the matrix A is given as
the eigenvector of . Let , be the eigenvalue and eigenvector
, and
. Finally,
of ; thus,
, and denote
; thus,
.
D. Continuation of Invariant Subspaces for Differential
Algebraic Equations
Power system dynamic analysis includes both differential
equations and algebraic equations. The differential algebraic
system generally has the form

C. Solve Sylvester Equation by BartelsStewart Algorithm

(12)

Equations (5) and (7) in the predictor-corrector step require

solving the similar systems
The total system Jacobian matrix is
(8)
which is the so-called bordered Sylvester equation in which unknowns
,
, , and are the right-hand
side of (5) and (7).
The BartelsStewart algorithm is a sequential approach that
can be applied to solve the bordered Sylvester equation effectively. It consists of orthogonal transformation of to an upper
triangular matrix . For any matrix , it can be done by complex Schur decomposition

Since is an
dimension matrix where is small, the
Schur decomposition can be done efficiently.
By right-multiplying Q to both sides of (8), we get

The equivalent system matrix is

whose
eigenvalues can determine the system stability.
For DAE systems, the extended eigenvector can be defined
to preserve the sparsity, and the equations
as
become
(13)
The continuation algorithm can be directly applied to the
whole DAE system.
Denote
, and the invariant subspace equation
becomes
(14)

(9)
Since
variables as

, we can get

. Define new

The predictor equation is

(15)

Equation (9) can be rewritten as

(10)
Since is an upper triangular matrix, the equations can be
solved in column wise and the column vectors
and
of
and can be computed sequentially. At each step, the linear
equation set is

(11)
After solving (11) sequentially for
, the original matrix and can be reversely computed, and the eigen-

The corrector equation is

(16)

Both (15) and (16) can be solved by the BartelsStewart algorithm effectively.
III. SUBSPACE UPDATE BY PROJECTED ARNOLDI METHOD
In the previous section, the continuation procedure is described to trace a subspace of the eigenvalues that satisfy a

YANG AND AJJARAPU: CRITICAL EIGENVALUES TRACING FOR POWER SYSTEM ANALYSIS

given criterion. In this section, a projected Arnoldi method is

used to combine with the continuation method for efficient
update. The subspace update is required because there may
be cases such as subspace inflation and deflation during the
tracing process. In the case of subspace deflation, some of the
traced eigenvalues may be outside the critical region and have
to be removed from the set. In the case of subspace inflation,
some new eigenvalues that previously are not in the subspace
may enter into the critical region of interest. In the first case,
the subspace is deflated and the dimension of the subspace is
reduced, while in the second case, the subspace is inflated to
include the new ones.
Since the eigenvalue movement is nonlinear, it is generally
difficult to predict when some new eigenvalues would enter the
critical region. Thus, the subspace dimension update is accomplished by recalculating the critical eigenvalues periodically for
the check. The problem with recalculation is that since the set
of the traced eigenvalues is already known, it is desirable not to
recalculate these eigenvalues again to save computational time.
The conventional methods do not utilize the known information
about the traced eigenvalues, and the remedy proposed here is a
projected Arnoldi method. The projected Arnoldi method aims
to find out only the critical eigenvalues outside the traced subspectrum.
In the following section, the traditional method to identify the
rightmost eigenvalues is given first, and the eigenvalues with
least damping ratio can be calculated with slight modification;
then the projected Arnoldi method is shown to directly identify
the remaining critical eigenvalues outside the existing ones.

327

Fig. 1. Cayley transformation for rightmost eigenvalues.

A. Arnoldi Method and Cayley Transform

1) Arnoldi Method: The Arnoldi method is an orthogonal
projection method onto Krylov subspace for general matrices.
The method was introduced in 1951, and it was later discovered
that it leads to an efficient technique for approximating eigenvalues. Several variants of the Arnoldi method exist to improve
convergence properties such as the deflated Arnoldi method and
the implicitly restarted Arnoldi method [1][3].
Basic steps involved in the Arnoldi method are given in the
following.
Start: Choose an initial vector
Iterate: for

with unit norm.

compute

.
The Arnoldi method converges when
.
2) Cayley Transform for the Eigenvalues With Largest Real
Part: The results of the basic Arnoldi method are the eigenvalues with the largest moduli. To obtain the rightmost eigenvalues, it is necessary to map the rightmost eigenvalues of A to
the largest moduli eigenvalues of a transformed matrix. Cayley

Fig. 2. Cayley transformation for least damping ratio eigenvalues.

transform [3], [31] is a general tool to achieve the transformais defined as

tion. Cayley transform

It is shown in Fig. 1 that the half plane to the right of

is mapped outside the unit circle, and the farthest eigencorresponds to the rightmost eigenvalue of the matrix
value of A.
3) Cayley Transform for the Eigenvalues With Least
Damping Ratio: The standard Cayley transform only maps
the half plane outside a unit circle. As a result, it will provide
the eigenvalues parallel close to the imaginary axis. In power
system analysis, it is also important to find out the eigenvalues
with least damping ratio. This can be done via some modified
forms of Cayley transform such as semi-complex or coordination transforms. Since the eigenvalues are symmetrical with
respect to the real axis for a real matrix, only the eigenvalues
with positive imaginary parts are considered. Suppose all the
eigenvalues whose damping ratio is less than a given number D
are needed. To map the eigenvalues in the left shaded area into
the outside of a unit circle in the right diagram in Fig. 2, it is
preferred to do the coordinate transform first. By rotating the
real and imaginary axis (90 -DampingAngle) in counterclockwise direction, the eigenvalues with least damping ratio will

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 22, NO. 1, FEBRUARY 2007

become the eigenvalues with largest real part. Then under the
new coordinates, the standard Cayley transform can be applied
to find out the eigenvalues outside unit circle, which are exactly
the eigenvalues whose damping ratios are less than D.
The Cayley transform for the least damping ratio eigenvalues
is defined as
DampingAngle

B. Projected Arnoldi Method With Cayley Transform

During the continuation process, the eigenvalues in the invariant subspace spanned by are already known. To avoid recalculating these eigenvalues, the projected Arnoldi method is
be the orthonormal basis of the subspace
proposed here. Let
can cut off the comspanned by , and the projector
ponents in the invariant subspace and only keep the remaining
eigenvalues. The following proposition gives the connection be.
tween original matrix A and projected matrix
real matrix
has norProposition: Suppose an
with
malized linearly independent eigenvectors
respect to eigenvalues
. Let
be
and
the orthonormal basis,
for
; then,
are all the eigen, and the
linearly invalues for the matrix
dependent eigenvectors corresponding to the zero eigenvalues
.
may be chosen as
The proof is given in the Appendix.
Basic steps involved in the projected Arnoldi method are
given in the following.
1) Start: Choose an initial vector with unit norm.
compute
2) Iterate: for

.
The only difference between the projected Arnoldi method
and the basic Arnoldi method is that a precondition matrix is
multiplied to the original matrix. The orthonormal basis in the
precondition matrix may be calculated by the GramSchmidt
method or by the modified GramSchmidt method [2] and other
sophisticated variants [32] for improved robustness. Since most
of the procedure remains unchanged, it is easy to implement the
new algorithm.
Fig. 3 shows the concept of the projected Arnoldi method.
By mapping the known eigenvalues into zero, only a few new
critical eigenvalues are left in the critical region. It is pointed
out in [6] that the sequential approach is usually used to build
up all the critical eigenvalues. In such cases, the Arnoldi method
will have to recalculate all the existing eigenvalues again to list
all the critical eigenvalues (see the left plot of Fig. 3), while the
projected Arnoldi method only needs to calculate the new ones
(see the right plot of Fig. 3). Therefore, the projected Arnoldi

Fig. 3. Projected Arnoldi method.

method is more efficient to update the critical subspace than the

Arnoldi method.
In the projected Arnoldi method, the eigenvalues in the critical region are guaranteed to be the new entrants. The parameters may be chosen as
criticalvalue

criticalvalue

where is a positive number. These values are substituted in the

projected Arnoldi iterative algorithm method to test the new entrants. Once the output of the projected Arnoldi method locates
an eigenvalue outside the unit circle, this eigenvalue should be
included in the critical set to inflate the subspace.
By combining the continuation algorithm and the projected
Arnoldi algorithm, the methodology can identify and efficiently
update all the critical eigenvalue trajectories with smooth
system change. A flowchart of the proposed method is given in
Fig. 4 to show the general procedure.
In certain power system applications, if the system changes
cannot be described by a continuous function, such as the cases
of contingencies or controllers hitting limits, modifications are
needed to apply the proposed method. If the system changes are
discrete such as contingency, the discrete change can be modeled as the results from a continuous function. For example, a
line with admittance has two statuses: 0 for line connection
and 1 for line trip. Line admittance can be modeled as a contin, where is the changing paramuous function
, the line admittance is . When
, the
eter. When
line admittance is 0, that is, line trip occurs. By changing parameter gradually from 0 to 1, discrete change can be smoothly
modeled, and eigenvalue movement can also be traced. Compared with contingency, controllers limit hitting is associated
with much more complex physical phenomenon. For example,
before the generator excitation voltage limit is hit, the excitation
voltage is governed by the dynamic equation. However, once the
voltage reaches the upper or lower limit, the differential equation will become an algebraic equation. In such case, the number
of system differential states will be reduced, and so does the
number of eigenvalues. The change in structure of the differential algebraic system may not only change eigenvalue number
but also suddenly cause eigenvalue jump, as shown in [33]. To
deal with the structure change associated with limit hitting, the

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329

Fig. 5. Least damping ratio eigenvalues movement.

39-bus system and the IEEE 118-bus system in MATLAB

environment. The New England system has 39 buses and ten
generators, and the IEEE 118 system has 118 buses and 48
generators. The generators are represented by the two-axis
model as in [34], and exciter and governor models are the same
as in [35]. There are nine states for each generator. Both the
damping ratio and the real part of the eigenvalues are used as
the criterion to choose critical eigenvalues in the numerical
experiments. To emphasize the basic idea of smooth parameter
change, the control limits are not considered in the numerical
experiments.
A. New England 39-Bus System

Fig. 4. Flowchart for critical eigenvalue tracing.

tracing method needs to restart to path-follow the new system

eigenvalue trajectories. In such case, piecewise continuous trajectories are given instead of smoothly continuous trajectories.
IV. NUMERICAL EXPERIMENTS
The continuation of the invariant subspace method and the
projected Arnoldi method are applied to the New England

The total number of differential states and algebraic states of

the system are 89 and 78, respectively. The system real load
is chosen as the control parameter. The real load level at the
initial state is 614 MW. In the first example, all the eigenvalues
with damping ratio less than 10% are considered as the critical
eigenvalues, while in the second example, all the eigenvalues
with real part greater than 0.15 are taken into account. The
load level is increased by 20% each iteration, and the subspace
update is checked at approximate intervals of 1000 MW. The
tracing process will end when one of the eigenvalues crosses
the imaginary axis.
1) Tracing of Eigenvalues With Least Damping Ratio: The
eigenvalues with least damping ratios are traced by the invariant
subspace continuation algorithm in this case. Since eigenvalues
are symmetrical to the real axis, only the eigenvalues with positive imaginary parts are counted. Damping ratios of all the critical eigenvalues with respect to load variation are plotted in
Fig. 5. Initially, six eigenvalues are located in the critical region, and the number of critical eigenvalues is increased to nine
during the tracing process.
To compare the computational accuracy, Table I shows one
eigenvalue at different load levels. The MATLAB estimated
eigenvalue is calculated by MATLAB function, while the traced
eigenvalue is from the continuation algorithm. The results show
that the invariant subspace continuation algorithm provides
very accurate results for the power system analysis.

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TABLE I
COMPARISON BETWEEN TRACED AND MATLAB ESTIMATED EIGENVALUES

IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 22, NO. 1, FEBRUARY 2007

TABLE II
CLOSE EIGENVALUES TRACE

TABLE III
NEW ENGLAND SIMULATION PERFORMANCE

results, the average computational time at the different load

level is given for both methods.
B. IEEE 118-Bus System

Fig. 6. Right-most eigenvalues movement.

2) Tracing of Eigenvalues With Largest Real Part: Fig. 6

shows the result by the invariant subspace continuation algorithm for all the eigenvalues satisfying real part criterion. In the
figure, solid lines represent real eigenvalues, and dashed lines
represent complex eigenvalues. Initially, only nine eigenvalues
are located in the critical region. Similarly to the least damping
ratio case, four more eigenvalues enter the critical region as load
increases. The final number is 13 at the end of the process.
At the initial state, there are nine eigenvalues in the critical region (seven real eigenvalues and two complex eigenvalues). In
Fig. 6, only six real eigenvalues are clearly shown. The reason
is that two real eigenvalues are very close to each other, and it is
difficult to differentiate them from the figure. Table II gives the
detailed information about the two eigenvalues. The small difference between these two eigenvalues may be due to rounding
error, and these two eigenvalues may correspond to a pair of
double eigenvalues of the system. The results show that the existence of these two eigenvalues does not affect the convergence
of the continuation algorithm.
In the performance comparison, it is found that in the New
England cases, computational time of the tracing method is
similar or slightly more than direct calculation by the Arnoldi
method. The simulation performance of the tracing method
and the direct calculation method is shown in Table III. In the

The total numbers of differential states and algebraic states of

the system are 431 and 236, respectively, in apart from reference
generator angle. The system real load is chosen as the control
parameter. The real load level at the initial state is 3665 MW.
In the first example, all the eigenvalues with damping ratio less
than 5% are considered as the critical eigenvalues, while in the
second example, all the eigenvalues with real part greater than
0.05 are taken into account. The load level is increased by 4%
each iteration, and the subspace update is checked at approximate intervals of 1000 MW.
1) Tracing of Eigenvalues With Least Damping Ratio:
Damping ratios of all the critical eigenvalues with respect to
load variation are plotted in Fig. 7. Initially, four eigenvalues
are located in the critical region. The subspace is updated at
the load level of 4730 MW where a new critical eigenvalue is
identified. As load level increases further, this new eigenvalue
quickly crosses the imaginary axis.
2) Tracing of Eigenvalues With Largest Real Part: Fig. 8
shows the result by the invariant subspaces continuation algorithm for all the eigenvalues satisfying real part criterion,
where solid lines represent real eigenvalues and dashed lines
represent complex eigenvalues. Initially, the invariant subspace
corresponds to five real eigenvalues without much movement.
A pair of new complex eigenvalues enters the critical region
as load increases. In the Fig. 8, only two real eigenvalues are
clearly shown. The data show that there are four eigenvalues
near 0.0184. Table IV gives the detailed information about
these four eigenvalues.
In the performance comparison between the tracing method
and the direct method, it is found that in the IEEE 118-bus cases,
the tracing method takes more time than the direct calculation
method in one case, while in the other case, the tracing method
needs significantly less time than the direct calculation method.

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331

TABLE V
IEEE 118-BUS SIMULATION PERFORMANCE

space method uses the Newton method to trace selected eigenvalues. It can also handle eigenvalues with any multiplicity and
very close eigenvalues. The projected Arnoldi method aims to
efficiently update the subspace dimension by only calculating
new critical eigenvalues. By combining these two methods, a
generalized framework is proposed to efficiently trace all the
critical eigenvalues.
Fig. 7. Least damping ratio eigenvalues movement.

APPENDIX
Proof of the Proposition: From the GramSchmidt process,
, where
is an upper
we know that
. Furthermore
triangular matrix with
where
when
;
otherwise.
, where

So
;

Since

Fig. 8. Right-most eigenvalues movement.

TABLE IV
CLOSE EIGENVALUES AT INITIAL LOAD

then we see that

onal elements are
are

is an upper triangular matrix whose diag. So the eigenvalues of

, which are also the eigenvalues of

.
,
Furthermore,
is the upper left principal
, we have

The computational performance of the tracing method does not

change much for different cases, while direct calculation by the
Arnoldi method demonstrates both fast and slow performance.
The computation performance for the 118-bus system is shown
in Table V.

minor of

, where
. Letting

So the matrix
has zero eigenvalues whose
corresponding linearly independent eigenvectors may be chosen
.
as

V. CONCLUSIONS
A new method for tracing the critical eigenvalues for power
system analysis is given in this paper. The procedure combines
the continuation of the invariant subspace method and the projected Arnoldi method. The continuation of the invariant sub-

ACKNOWLEDGMENT
The authors would like to thank T. Jin with the Department
of Mathematics at the University of Rochester for the help and
valuable discussions.

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Dan Yang (S03) received the B.S. degree in electrical engineering from Wuhan
University, Wuhan, China, in 1999 and the M.S. degree in electrical engineering
from Tsinghua University, Beijing, China, in 2002. He received the Ph.D. degree in electrical engineering and the M.S. degree in economics with a minor in
applied mathematics from Iowa State University, Ames, in 2006.
Currently, he is with the Department of Market Monitoring at the California
Independent System Operator. His research interests include mathematical optimization, dynamical systems, power systems, and financial economics.

Venkataramana Ajjarapu (S86M86SM91) received the Ph.D. degree in

electrical engineering from the University of Waterloo, Waterloo, ON, Canada,
in 1986.
Currently, he is a Professor in the Department of Electrical and Computer Engineering at Iowa State University, Ames. His research is in the area of reactive
power planning, voltage stability analysis, and nonlinear voltage phenomena.