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Sensitivity Analysis of Multiple Eigenvalues*

a
Alexander P. Seyranian
a
INSTITUTE OF PROBLEMS IN MECHANICS ACADEMY OF SCIENCES , MOSCOW, RUSSIA
Published online: 03 Apr 2007.

To cite this article: Alexander P. Seyranian (1993) Sensitivity Analysis of Multiple Eigenvalues*, Mechanics of Structures and
Machines: An International Journal, 21:2, 261-284, DOI: 10.1080/08905459308905189

To link to this article: http://dx.doi.org/10.1080/08905459308905189

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 MECH. STRUCT. & MACH., 21(2), 261-284 (1993)

Sensitivity Analysis of Multiple

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Eigenvalues*

Alexander P. Seyranian
INSTITUTEOF PROBLEMS
IN MECHANICS
ACADEMY OF SCIENCES
Moscow, RUSSIA

ABSTRACT

This paper is devoted to sensitivity analysis of eigenvalues of nonsym-

metric operators that depend on parameters. Special attention is given to
the case of multiple eigenvalues. Due to the nondifferentiability (in the
common sense) of multiple roots, directional derivatives of eigenvalues
and eigenvectors in parametric space are obtained. Sensitivity analysis is
based on the perturbation method of eigenvalues and eigenvectors. The
generalized eigenvalue problem and vibrational systems are also investi-
gated. Strong and weak interaction of eigenvalues are distinguished and
interactions in two- and three-dimensional space are treated geometrically.
It is shown that the strong interaction of eigenvalues is a typical catastro-
phe. Simple examples that illustrate the main ideas are presented. The
results obtained are important for qualitative and quantitative study of me-
chanical systems subjected to static and dynamic instability phenomena.

I. INTRODUCTION
In the last decade, sensitivity analysis has become an important tool that
provides researchers and designers with information about the dependence

*Communicated by P. Pedenen.
261
Copyright 8 1993 by Marcel Dekker, Inc.
 SEYRANIAN

of given characteristics .of physical processes on various parameters of a

specific problem. This information enables them to identify the most im-
portant parameters and to make improvements accordingly.
In this paper, sensitivity analysis of eigenvalues of nonsymmetric matrix
operators is studied. Special attention is given to multiple roots, which com-
prise the nondifferentiable case. This is why directional derivatives of ei-
genvalues should be applied. Sensitivity analysis of eigenvalues developed
in this paper is based on the perturbation theory of Vishik and Lyusternik
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[I]. Unfortunately, this fundamental work is ignored in most recent papers

on the subject. In 1960, Vishik and Lyustemik [I] studied the most general
case of a matrix A with several Jordan cells of different order perturbed by
operator E A , ,E being a small parameter. They proved that in the case of
the Jordan cell of the order r expansions for eigenvalues and eigenvectors
contain terms with fractional powers dlr,j = 0, 1, 2, . . .. The perturbation
theory presented in Ref. 1 was also developed for differential operators. In
Refs 2 through 9, sensitivity analysis of eigenvalues and eigenvectors of
nondefective matrices was studied. Lancaster (21 examined dependence on
one parameter, while Sun [4-61 considered the case of many parameters.
Distinct eigenvalues of non-hermitian matrices were studied by Murthy and
Haftka [7], and multiparameter quadratic eigenproblems were considered by
Taylor and Kane [3]. For defective matrices, Chu [9] used the trace operator
to analyze a group of multiple eigenvalues in terms of their average. The
estimate of eigenvalues of a defective matrix under small perturbations was
given by Wu [lo].
The present paper is devoted to the extension of some of the results found
by Vishik and Lyustemik [I] to the case of multiple parameters, and to a
study of the generalized eigenvalue problem and the quadratic eigenvalue
problem. Attention is given to the case of defective operators, which is char-
acterized by the expansion in fractional powers of &. Sensitivities of eigen-
values are obtained in terns of the corresponding eigenvectors and the as-
sociated vectors of the main and the adjoint eigenproblems, which is useful
in applications. ~nteractionsof eigenvalues in two- and three-dimensional
space are interpreted geometrically. Strong and weak interactions are dis-
tinguished. Strong interaction is characterized by coincidence both of ei-
genvalues and eigenvectors, while weak interaction is characterized by co-
incidence of eigenvalues only. As a physical example, inclusion of small
damping forces in a vibrational system is considered and discussed.

II. PERTURBATIONS OF EIGENVALUES AND EIGENVECTORS

In this section an eigenvalue problem for a real nonsymmetric matrix op-
erator is considered,
 SENSITIVITY ANALYSIS OF MULTIPLE ElGENVALUES 263

Here, A is a real nonsymmetric square m X m matrix, the elements of which,

aij(p), i, j = 1 , 2, . . ., m , are smooth functions of components of a real
vector of parameters p = ( p , , p,, . . ., p.); A is an eigenvalue; and u is the
corresponding eigenvector of dimension m .
It is assumed that, at fixed p = po, A, is an eigenvalue of A(p,), and a
change of the eigenvalue A is sought that depends on a change of the vector
of parameters p. For this purpose, an increment p = po + ~k is given to
the vector po, where E is a small number, k is a real vector of variation with
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dimension n , and Ilk11 = 1. As a result, matrix A assumes the increment

where the matrices A,, A , , and A, in Eq. 2.2 are given by the relations

Due to a variation of vector p, an eigenvalue A and an eigenvector u

experience increments. According to the perturbation theory of nonselfad-
joint operators developed in Ref. 1, these increments can be expressed as
series in integer or fractional powers of E , depending on the particular case
being considered.

A. Distinct Eigenvalue

Assume that, at p = po, A, is a distinct root of the algebraic equation

det(& - AoI) = 0, where I is the unit matrix and u, is the corresponding
eigenvector. In this case, expansions of A and u take the form [I]

Substituting Eqs. 2.2 and 2.4 into Eq. 2.1 yields

(A, - AoI)wo= 0

(A, - AoI)w, = A2wo + Alwl - A l w l - A2wo (2.5)

 264 SEYRANIAN

For the following presentation, the adjoin1 eigenvalue problem

is necessary. The operators A, - Ad and & - -,I are adjoint to each other,
in the sense of the scalar product relation (Lu, v) = (u, L*v) that holds for
arbitrary vectors u and v.
The eigenvectors of adjoint problems in the case of distinct A, are related
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by the condition (u,, z,) # 0 [I]. To normalize z,,, the condition ( b , z,,) =
1 can be used. For the disturbed vector u , the normalization condition

is used. This condition is necessary to uniquely determine all the terms hi

and wi [I]. From Eq. 2.4, the first equation of Eq. 2.5, and Eq. 2.7,

To find A , the scalar product of the second equation of Eq. 2.5 and z,, is
formed. Due to the relation ((A, - A,I)w,, z,,) = (w,, (& - i01)z,,) = 0
and the normalization condition (u,, z,,) = 1,

From the second of Eqs. 2.5, it may be seen that

where Eo is the operator inverse of A, - Ad. It exists because A,% - A,&

is orthogonal to the eigenvector z, of the adjoint problem. The normalization
condition of Eq. 2.8 makes w, unique [ I , 71.
The expression that combines Eq. 2.9 with Eq. 2.3 can be given in the
form

where
 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 265

I
0
Reh
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Flg. 1 Arbitrary increment M

This is a directional derivative of A with respect to direction k . In the case

of distinct A,, ordinary derivatives also exist [4, 91. Multiplying both sides
of Eq. 2.10 by E and using the notation 6A = &Al and 6p = ~ k Eq. , 2.10
is written in traditional form as

The real vectors g, and g2 are the gradients of the real and imaginary parts
of A. If the dimension of the vector of parameters n is greater than 2 and if
the vectors g, and g2 are linearly independent, then it is possible to find,
the vector 6p that provides an arbitrary increment SA, as shown in Fig. 1.
The formulae of Eqs. 2.10 and 2.11 can be used for optimization problems
with vibration and stability constraints.
For the particular case of a symmetric matrix A in the preceding formulae,
A T = A, A = A, a n d z = u.

B. Double Eigenvalue A:, Weak Interaction

Consider the case of a double root A, of the characteristic equation det(&

- Ad) = 0, with two linearly independent eigenvectors u, and u,; i.e., &u,
= A,ul, and &uZ = AOu2Note that this nondefective case is always realized
for symmetric matrices.
The adjoint problem of Eq. 2.6 is also characterized by two linearly in-
dependent eigenvectors z, and z,, since the rank of the transposed matrices
is the same. Any linear combination of the vectors u, and u2 or z, and z,
is an eigenvector in the relevant problem.
Assuming that u, and u2 are fixed, vectors z, and z2 can be chosen such
that the normalization condition is satisfied; i.e.,

where 6,. is the Kronecker symbol. In this case, expansions of A and u are
 SEYRANIAN

sought in power series of E [I],

Substituting these expansions into Au = Au and using Eq. 2.2 yields

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(A, - AoI)w, = A,wo - A,wo (2.14)

The first of Eqs. 2.14 means that w, is an eigenvector corresponding to A,.

Hence,

where y, and y2 are constants. Taking the scalar product of the second of
Eqs. 2.14 with z, and z2 yields

22) - AI(WO~
(AIWO, ~ 2 =.O
) (2.16)

Substituting Eq. 2.15 into Eq. 2.16 and using Eq. 2.12 yields a system
of homogeneous linear equations to find constants y, and y2,

2 ((A,ui, z,)
j- 1
- A,6,)yj = 0 , i = 1.2 (2.17)

An nontrivial solution of these equations exists if [ I , 21

This is a quadratic equation on A,. Two roots A, correspond to the pair y,

and y2 from Eq. 2.17. Having obtained A , and w, from Eq. 2.15, the next
terms of the expansions of Eq. 2.13 can be found.
The case in which the double eigenvalue A, corresponds to two linearly
independent eigenvectors can be termed the case of weak inreracrion of two
eigenvalucs [I I].
 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 267

C. Double Eigenvalue A:, Strong Interaction

Consider the case of the double eigenvalue with the length of the Jordan
chain [l] equal to 2. This means that at p = p, the eigenvalue A, corresponds
to one eigenvector u,, and one associated vector u, governed by the equations
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For the adjoint eigenvalue problem,

The vectors u,,, u , , q,,and z, are related by the following conditions [I]:

These conditions can be proved by means of Eqs. 2.19 and 2.20. As earlier,
the change of eigenvalues that depend on a variation of the vector of pa-
rameters is sought. Taking the variation p = p, + ck, the variation of the
matrix A in the form of Eq. 2.2 results.
In the case of a Jordan cell, expansions for eigenvalues and eigenvectors
contain terms with fractional powers E'", j = 0, 1, 2, . . ., where r is the
length of the Jordan chain [I]. The case of a double eigenvalue A, with r
= 2 yields

Substituting Eq. 2.22 into Eq. 2.1 and using Eq. 2.2, equations for de-
termining A , , A,, . . ., A, and w,, w , , . . ., w, are obtained; e.g.,

(A,, - AoI)wo = 0

(A,, - AJ)wz = -A,w, + A,w, + A2wo

 268 SEYRANIAN

Assuming that the vector u, is fixed, the normalization conditions for z,

and u,

are used. Substituting the expansion of Eq. 2.22 for u into the second con-
dition of Eq. 2.24 yields
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(w,, z,) = 1, (w,, z,) = 0, j = l,2, ... (2.25)

From the first condition of Eq. 2.25 it can be seen that wo = u,. The second
of Eqs. 2.23 yields w, = Eo(A,wo)= AIEou, = A,u,, since Eou, = u , , where
the operator Eo is inverse to A, - Ad.
Combining the third of Eqs. 2.23 with the expression for w, and the nor-
malization condition of Eq. 2.24 gives [I]

If the right side of this equation is not zero, it yields two different nonzero
roots A , , with corresponding vectors w, = A,u,. The higher order terms in
the expansions of Eq. 2.22 can also be found. If the normalization condition
(u,, z,)= I is omitted, then the expression of Eq. 2.26 assumes the equiv-
alent form

It follows that normalization of vectors u,, u , , and z, does not affect the
values of A , .
The case in which the double eigenvalue A. corresponds to the Jordan cell
of dimension 2 is termed strong interaction of two eigenvalues [I I]. The
degenerate case in which (A,u,, z,) = 0 was studied in Ref. 11. This case
is realized when eigenvalues do not separate or remain tangent.

D. Geometric Interpretation of Weak and Strong Interactions

For geometric interpretation, consider the case of only one parameter.

Denoting it by p , the cases of weak and strong interactions realized at p =
po are considered. The matrix A, takes the form

In this expression, k = + 1, depending on the sign of Ap = p - p,. If Ap

 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 269

Fig. 2 Weak interaction of eigenvalues on a complex plane

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> 0, then k = 1; and if Ap < 0, then k = -1. As a small parameter, the

quantity e = lApl is used.
1. Weak Interaction. It can be seen from Eqs. 2.13 and 2.18 that, in spite
of the sign of Ap, the expression for A yields

where A, are determined by the equation [2, 111

Interaction of eigenvalues A on a complex plane is shown in Fig. 2. The

arrows show paths of A when parameter p is increased. The eigenvalues
approach, merge, and diverge without a change in the direction of motion.
Weak interaction of eigenvalues in three-dimensional space is presented in
Fig. 3. Note that the weak interaction occurs in the same plane.
2. Strong Interaction. First, consider Ap = p - p, > 0. Then, insert k
= 1 into Eq. 2.28 and use the notation

Fig. 3 Weak interaction of eigenvalues in three-dimensional space

 SEYRANIAN

Fig. 4 Four roots A , placed on the circumference of radius fi.

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where R is the modulus, 4 is the argument of the complex number, and i

is the imaginary unit. Substituting Eqs. 2.31 and 2.28 into Eq. 2.27 yields

Taking Ap < 0 and inserting k = - l into Eq. 2.28 gives

Four roots A , , according to Eqs. 2.32 and 2.33, are placed on the circum-
ference of radius fi.The difference between the arguments of adjacent
roots is equal to ~ / 2 as
, illustrated in Fig. 4.
Substituting the expressions of Eqs. 2.32 and 2.33 into Eq. 2.22 and tak-
ing E = [p - pol yields [I 11

Thus, when parameterp is increased ( p < p,), the eigenvalues A approach

the straight line, merge at p = p,, and then diverge at p > p,, along the
line that is perpendicular- to the line of approach, as shown in Fig. 5. The
arrows show the motion of A when p is increased. The eigenvalues collide
and then diverge at right angles in opposite directions. This is valid up to
the terms O(Ap). Strong interaction. in three-dimensional space is shown in
Fig. 6. Note that the plane of strong interaction of A at p < p, is changed
through interaction with the orthogonal plane when p > p,.
This is the mechanism of strong interaction that is described by the ex-
pansions of Eq. 2.22 and shown in Figs. 5 and 6. Remember that strong
interaction is characterized by coincidence both of eigenvalues and eigen-
vectors, while weak interacrion is characterized by coincidence of eigen-
values only.
 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 27 1
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Fig. 5 Strong interaction of eigenvalues on a complex plane.

The relations of Eq. 2.34 can be unified in the form [1 I ]

If A, is real, then in the relations of Eqs. 2.3 1 through 2.35, 4 = 0.This

means that the roots A , are real or pure imaginary.
In conclusion, it is noted that Figs. 5 and 6 characterize the interaction
of A at small E along a ray p = p, + ek in parametric space, as shown in
Fig. 7.
Strong interaction of eigenvalues is a typical catastrophe due to the jump
in direction of dh/dp [12, 131. Velocity of growth of a catastrophe tends to
infinity as the catastrophe approaches (dA/d~+ m). Figure 6 may become
a symbol of catastrophe theory, because it is one of the simplest catastrophes.

Fig. 6 S m n g interaction of eigenvalues in three-dimensional space.

 SEYRANIAN
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Fig. 7 interaction of A at small E in parametric space.

Ill. GENERALIZED EIGENVALUE PROBLEM

In this section, the generalized eigenvalue problem,

Bu = ACu (3.1)

is considered, where B and C are real nonsymmetric m X m matrices, de-

pending smoothly on components of a vector of parameters p = (p,, p,,
. . ., p.); u is an eigenvector of dimension m; and A is an eigenvalue. It is
assumed that matrix C is nonsingular; i.e., det C # 0.This means that Eq.
3.1 can be reduced to the common eigenvalue problem of Eq. 2.1, with the
matrix A = C-'B, and the results obtained in Section I1 can be used.
Nevertheless, it is preferable to carry out perturbation analysis of Eq. 3.1
without reduction to Eq. 2.1. T o d o this, a variation p = pa + ~k is given
to the vector of parameters where E is a small number, k is an arbitrary
vector of variation, and Ilk11 = 1.
The disturbed matrices can be written in the form

where

Several possible cases are examined below.

 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 273

A. Weak Interaction

First, consider the case of an r-multiple root A,, of the characteristic equation

with r linearly independent eigenvectors u,, u,, . . ., u, (weak interaction).

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These vectors satisfy the equations

The adjoint eigenvalue problem is characterized by the linearly independent

eigenvectors z,, z,, . . ., z, that satisfy

The eigenvectors can be chosen such that the normalization condition

(Coui,z,) = 4, (3.7)

is satisfied. Expansions of the eigenvalues and eigenvectors are sought in

the form

where wo is a linear combination of eigenvectors ui with unknown coeffi-

cients yi; i.e.,

Substituting the expansions of Eq. 3.8 into Eq. 3.1 and using Eqs. 3.2,
3.5, 3.6, 3.7, and 3.9, the following system of linear algebraic equations
for yj is obtained.
 274 SEYRANIAN

A nontrivial solution of these equations exists if .'

det[((B, - AoCl)ui, z,) - AIS,l = 0, i =2 , . .. r (3.10)

This is the equation that is used to determine r roots A,.

B. Strong Interaction
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Consider next the case of r-multiple root A, of Eq. 3.4 that is characterized
by a Jordan chain of length r. This means that at p = p, the generalized
associated eigenvectors ui satisfy the equations

The Jordan chain for the adjoint problem is

The associated vectors of the adjoint problems of Eqs. 3.11 and 3.12 are
connected by the following orthogonality and normalization conditions:

(Coui,~)=O, i = O , l , ..., r - 2
 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 275

I I
0 ReA 0 R eA
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Fig. 8 Geomeuic interpretation of strong interaction for (a) r = 3; (b) r = 4.

Expansions of eigenvalues and eigenvectors must be taken in the form [ I ]

Using the expansions of Eqs. 3.2 and 3.14, Eqs. 3.11 through 3.13, and
the normalization condition (Cu, z,-,) = 1, the equation for determining A,
is obtained as

If the right side of this equation is not zero, it provides r distinct roots, A,
= 'V((Bt - XI^ %).
A geometric interpretation of the case of strong interaction for r = 3 and
r = 4 is given in Fig. 8. The arrows show the paths of A through interaction
when the small parameter E is increased from negative to positive values
p = po + ~ kk, being a fixed direction (see Fig. 7).
The eigenvalues approach the A plane at equal angles 2 r / r and then di-
verge on the bisectors of these angles. Thus, the angle between adjacent
directions of approach and divergence of A is ?r/r [ l I]. It should be noted
that, in general, r-multiple roots can be characterized by more complicated
Jordan structures than that described above.

IV. VIBRATIONAL SYSTEM

Consider a linear vibrational system

Mq + Bq + Fq = 0
 276 SEYRANIAN

Solving Eq. 4.1 in the form q = u exp(Ar) yields the eigenvalue problem

Here, M, B, and F are real square m X m matrices that depend smoothly

on components of a vector of parameters p = (p,, p2, . . ., p,,); u is an ei-
genvector; and A is an eigenvalue. The matrix M is assumed to be nonsin-
gular; i.e., det M # 0.
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As earlier, changes of spectrum depending on variations of the vector p

= p, + ~k are sought. Problem 4.2 can be reduced to the generalized ei-
genvalue problem of Eq. 3.1. For this purpose the notation

is introduced. Then, instead of Eq. 4.2, the following is obtained:

where

Matrices B and c are square 2m x 2m matrices and u is a new eigenvector

of dimension 2m. The eigenvalue problems of Eqs. 4.4 and 4.2 are equiv-
alent, because they have the same characteristic equation.
Due to variation of the vector of parameters p = p, + ~ k matrices
, M,
B, and F take the increments

where

Using Eqs. 4.6 and 4.7 yields the expansions

 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 277

where
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Thus, the perturbation problem of the spectrum of Eq. 4.2 is reduced to the
perturbation problem of Eq. 4.4 by means of the expressions of Eqs. 4.5
through 4.9. Hence, the results of Section 111 can be used.

A. Distinct Eigenvalue l\o

For this case, A = A. + &A, + . . ., and [3, 1 I ]

Here, u,, and yo are the eigenvectors of the problems

where adjoint operators Lo and L$ are

B. Double Eigenvalue (Strong Interaction)

The Jordan chain corresponding to a double eigenvalue A, is described by

the relations
 SEYRANIAN

The adjoint problem is

(B,T - hoC,Tp,, = 0, (B,T - AoC,T)il= C,TG

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Expansions of A and ii are sought in the form

Two values of A , are obtained from Eq. 3.15, with r = 2. If the nor-
malization condition is omitted [I I],

This expression does not depend on normalization conditions for ii,,,

G I , and
io
Equation 4.15 can be transformed into a more convenient relation. Using
Eqs. 4.9, 4.13, and 4.14, the numerator of the ratio of Eq. 4.15 can be
rewritten in the form

The denominator of Eq. 4.15 can be expressed in terms of u, v, and x, y

as

From Eq. '4.13,

 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 279

According to the first equation of Eq. 4.14, the vectors xo and yo are con-
nected by the relations

Thus, yo satisfies the equation L,* yo = 0, or

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Substituting the expressions for v, and x, from Eqs. 4.18 and 4.19, re-
spectively, into Eq. 4.17 yields

By means of Eqs. 4.16 and 4.21,

~ocalculatethis expression, it is necessary to find MI, B , , and F, according

to Eq. 4.7 and to find the vectors u,,, u,, and yo from Eqs. 4.18 and 4.20.
By means of Eq. 4.19, the orthogonality condition (coii0, Z), = 0 can be
reduced to

This condition can be proved by multiplying the second equation of Eq. 4.18
by yo and using Eq. 4.20. Thus, if the expression ((MIA: + B,A, + F,)u,,, yo)
is not zero, which means that it is the nondegenerate case, then from Eq.
4.22 two different roots A , are obtained. The corresponding first approxi-
mations to u,, are found from the relation

while u, is given by Eq. 4.18.

C. Small Forces Depending on Velocity

A vibrational system with small forces that depend on velocity leads to

the eigenvalue problem
 280 SEYRANIAN

where, E is a small parameter. The perturbation problem for the spectrum

of Eq. 4.25 is reduced to the problem considered in Subsection 1 V B, taking
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If A, is a distinct eigenvalue of Eq. 4.25 at E = 0, then, using Eq. 4.26,

the first approximation coefficient A,, defined by Eq. 4.10, takes the form

Here, u, and yo are eigenvectors that satisfy the equations

(MA: + ~ ) u =, 0, ( M ~ $+ ~ ~ = 0) y ~ (4.28)
Therefore, if M and F are symmetric matrices, yo = u, can be used in Eq.
4.28, since A: is a real quantity. If matrix B is also symmetric and matrices
B and M are positive definite, then, according to Eq. 4.27, A, < 0.
Double Eigenvalue. If A, is a double eigenvalue with two linearly inde-
pendent eigenvectors u, and u2 (and two linearly independent eigenvectors
of the adjoint problem y, and y2), then first approximation coefficients A,
in the expansion A = A. + EA, + . . . are found from the equation [ I I ]

det[(Bui, y,) + 2A,(Mui, y,)] = 0, i , j = 1, 2 (4.29)

Consider first the case where MT = M , BT = B, FT = F, and M > 0.
Due to symmetry of M and F, interaction of the eigenvalues may be only
weak. Owing to symmetry, yj = uj can be used in Eq. 4.29. Then it can
be seen that the roots A, in Eq. 4.29 are real quantities. If B > 0, then
A, < 0, and if B < 0, then A, > 0.
Consider now the case in which M~ = M > 0, F~ = F < 0, and B~ =
-B. The last condition means that small gyroscopic forces are added. From
Eq. 4.29,

This relation explains the origination of a bubble, as shown in Fig. 9.

 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 281
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Fig. 9 Origination of a bubble

When E = 0, the interaction of eigenvalues is weak, due to symmetry of

M and F. It occurs in the plane Im A = 0, as shown in Fig. 9. When small
gyroscopic forces EB, = -B, E > 0 are added, the eigenvalues go out
of the plane; i.e., weak interaction is changed by two strong interactions
with the origination of a bubble. The bubble rises as E increases.
If the case in which M~ = M > 0, FT = F > 0, and B' = -B is con-
sidered, then weak interaction takes place in the plane Re A = 0. According
to Eq. 4.30, addition of small gyroscopic forces leads to splitting of the
double eigenvalue, without going out of the plane of interaction, and no
bubble appears. This is shown in Fig. 10.
In the case of nonsymmetric matrices M and F, strong interaction should
be expected when the double eigenvalue A, is characterized by the eigen-
vector u, and associated vector u,. In this case, according to Eq. 4.22,

Fig. 10 Splitting of double eigenvalue.

 SEYRANIAN

t I
0 Re?, 0 ReX
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Fig. 1I Splitting of double imaginaty eigenvalue A,.

The vectors u,, u l , yo, and y , are defined by the equations

The eigenvectors uo and yo are related by the orthogonality condition

If (Bu,, yo) # 0, then according to Eq. 4.31, two different roots A , and
corresponding vectors w, = A,u, are found.
In the case of purely imaginary A,, vectors uo and yo can be regarded as
real quantities due to the first of Eqs. 4.32 and 4.33. Then, according to
the second of Eqs. 4.32, u , is purely imaginary. Thus, the right side of Eq.
4.31 is a purely imaginary quantity i D , D being a real number. From Eq.
4.31,

Using these values in the expansion A = A. + E"' A , , it can be seen that,

independent of the sign of D ,the double imaginary eigenvalue A. splits into
two different eigenvalues that lie in the two halves of the A plane, as shown
in Fig. I I . This figure explains the destabilization paradox due to infinitely
small damping; i.e., the critical force of a common non-conservative system
without damping P , is less than the critical force Pd of the same system with
infinitely small damping, Pd 5 P, [14]. Discussion and many references on
this paradox can be found in a recent survey paper [15].
 SENSITIVITY ANALYSIS OF MULTIPLE EIGENVALUES 283

V. CONCLUDING REMARKS

Sensitivity analysis is important for studying the dependence of solutions

on problem parameters. For stability and vibration problems, the effect of
eigenvalues on parameters is significant. Sensitivity analysis developed for
nonconservative problems of elastic stability allows the study of the depen-
dence of critical loads on distributed and discrete parameters (16, 171.
The case of multiple eigenvalues is the key point in many situations. It
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is well known that optimal designs under vibration and stability constraints
are very often characterized by multiple eigenvalues (181. It should be noted
that multiple eigenvalues are not differentiable by mere common sense, and
that this leads to substantial difficulty in analysis. In this case, only direc-
tional derivatives should be applied. For symmetric operators, sensitivity
analysis of multiple eigenvalues provides the necessary maximality condi-
tions of a minimal multiple eigenvalue [19-211.
In this paper, sensitivity analysis of multiple eigenvalues of nonsymmetric
operators is studied. The interaction of multiple eigenvalues is illustrated in
two- and three-dimensional plots. The character of interaction between ei-
genvalues is determined by the Jordan structure corresponding to the mul-
tiple roots. Strong and weak interactions of eigenvalues are distinguished.
It is shown that strong interaction is a typical catastrophe. Strong interactions
between eigenvalues are used to describe the mechanism of fluner and di-
vergence instabilities of circulatory systems as well as the mechanism of
gyroscopic stabilization (221.

ACKNOWLEDGMENTS

The author would like to express his gratitude to Mark I. Vishik for fruit-
ful discussions and Pauli Pedersen for reading and commenting on the manu-
script. The support of the Danish Research Academy FORSKERAKADE-
MIET is appreciated.

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 SEYRANIAN

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Received November 1991

Revised May 1992