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Mechanical Vibrations

Fifth Edition in SI Units


Singiresu S. Rao
Chapter 7
Determination of Natural Frequencies and Mode shapes

3 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7
Chapter Outline

7.1 Introduction
7.2 Dunkerley’s Formula
7.3 Rayleigh’s Method
7.4 Holzer’s Method
7.5 Matrix Iteration Method
7.6 Jacobi’s Method
7.7 Standard Eigenvalue Problem

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7.1
Introduction

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7.1
7.1 Introduction

• Computing the natural frequencies and modes by solving a nth


degree polynomial equation can be tedious

• In this chapter we shall consider several other methods:


– Dunkerley’s formula
– Rayleigh’s method
– Holzer’s method
– Matrix iteration method
– Jacobi’s method

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7.2
Dunkerley’s Formula

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7.2
7.2 Dunkerley’s Formula

• It gives the approx. value of the fundamental frequency of a


composite system.

• Consider the following general n DOF system:


1
  k    2  m  0 or   I    a m  0
 2

• For a lumped mass system with diagonal mass matrix, the equation
becomes:
1 0 ... 0  a11 a12 ... a1n  m1 0 ... 0

1 0 1   a21 a22 ... a2 n   0 m2   
 2  0
    0         0
    
0 ... 0 1  an1 an 2 ... ann   0 ... 0 mn 

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7.2 Dunkerley’s Formula

1
• i.e. 
2
 a11 m1 a12 m2 ... a1n mn
1
a21m1   a22 m2 ... a2 n mn
2 0
  
1
an1m1 an 2 m2 ...   ann mn
2
• Expanding:
n n 1
 1   1 
 
 2   a11m1  a22 m2  ...  ann mn  2 
   
 (a11a22 m1m2  a11a33m1m3  ...  an 1,n 1ann mn 1mn
n2
 1 
 a12 a21m1m2  ...  an 1,n an,n 1mn 1mn ) 2   ...  0 (E.1)
 

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7.2 Dunkerley’s Formula

• Let the roots of this equation be 1/ω12, 1/ω22,…, 1/ωn2. Thus


n n 1
 1 1  1 1   1 1   1   1 1 1  1 
 2  2  2  2 ... 2  2    2    2  2  ...  2  2   ...  0 (E.2)
  1   2    n      1 2 n   

• Equating coefficients of (1/ω2)n-1 in (E.1) and (E.2):


1 1 1
 2  ...  2  a11m1  a22 m 2  ...ann m n
1 2
2
n
• In most cases,
1 1
 2 , i  2,3,..., n
i2
1

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7.2 Dunkerley’s Formula

1
• Thus  2  a11m1  a22 m2  ...  ann m (Dunkerley' s formula)
i

• Can also be written as


1 1 1 1
   ... 
i2 12n 22n nn2

where ωin=(1/aiimi)1/2=(kii/mi)1/2

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7.2 Dunkerley’s Formula

Example 7.1
Fundamental Frequency of a Beam

Estimate the fundamental natural frequency of a simply supported


beam carrying 3 identical equally spaced masses, as shown below.

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7.2 Dunkerley’s Formula

Example 7.1
Fundamental Frequency of a Beam
Solution
3 l3 1 l3
We have a11  a33  , a22 
256 EI 48 EI

Since m1=m2=m3=m ,
1  3 1 3  ml 3 ml 3
     0.04427
1  256 48 256  EI
2
EI
EI
1  4.75375
ml 3
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7.3
Rayleigh’s Method

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7.3
7.3 Rayleigh’s Method

• Based on Rayleigh’s Principle

• Kinetic and potential energies of an n-DOF discrete system:

1  1 
T  x T  m x , V  x T  k  x
2 2
  
• Assume harmonic motion to be x  X cos t where X is the
mode shape and ω is the natural frequency

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7.3 Rayleigh’s Method

1 T  2
• Maximum KE: Tmax  X  m  X
2

1 T 
• Maximum PE: Vmax  X  k  X
2

• For a conservative system, Tmax=Vmax


T 
X k X
 

  T
2
  R X Rayleigh's quotient
X  m X

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7.3 Rayleigh’s Method

• Properties of Rayleigh’s Quotient

  

R X has a stationary
 value when X is in the vicinity of any
eigenvector X r
   1   2   3
X  c1 X  c2 X  c3 X  ...
Proof: T    1 T   1   2T   2   3 T   3
Then X  k  X  c1 X  k  X  c2 X  k  X  c3 X  k  X  ...
2 2 2

T    1 T   1   2T   2   3 T   3
and X  m X  c1 X  m X  c2 X  m X  c3 X  m X  ...
2 2 2

T  T    i T  j   i T  j
Since X  k  X   X  m X and ci c j X  k  X  ci c j X  m X  0,
2

Rayleigh's quotient
  1 T   1   2T   2   3T   3
c1 X  k  X  c2 X  k  X  c3 X  k  X  ...
 
 2 2 2
  R X  2   1 T
2
  1   2T   2   3 T   3
c1 X  m X  c2 X  m X  c3 X  m X  ...
2 2

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7.3 Rayleigh’s Method

• Properties of Rayleigh’s Quotient

If normal modes are normalized,


c 
2 2
 c   ...
2 2
 2  1 12 22 2
c1  c2  ...
  r
If X  X , then cr  ci , (i  r )
2
 ci  2
cr r  cr  
2 2 2
 i
i 1, 2 ,...  cr 
 
 ir
RX  2
 ci 
c  c  
2
r
2
r 
i 1, 2 ,...  cr 
ir

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7.3 Rayleigh’s Method

• Properties of Rayleigh’s Quotient

    
ci 
Since   i  1, R X  r2 1  0  2 where 0(ε) is an expression in
cr

ε of the 2nd order or higher.

 

i.e. R X differs from by a small quantity of the 2nd order.

i.e. Rayleigh’s quotient has a stationary value in the neighborhood


of an eigenvector.

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7.3 Rayleigh’s Method

• Properties of Rayleigh’s Quotient


  1
The stationary value is a minimum value in the neighborhood of X

To see this, let r = 1.


2
 ci  2
1  cr    i
2 2

  i  2 , 3,...  c1 

RX  2
c 
1  cr2   i 
i  2 , 3,...  c1 

 12  
i  2 , 3,...
ii2  12
2

i  2 , 3,...
i
2

 12   
i  2 , 3,...
i
2

 12  i2

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7.3 Rayleigh’s Method

• Properties of Rayleigh’s Quotient

In general, Rayleigh’s quotient is never lower than the 1st


eigenvalue.
 

   for i  2,3,...  R X  12
i
2 2
1

 

Similarly we can show that R X  n
2

Rayleigh’s quotient is never higher than the highest eigenvalue.

 

   R X  n2
2
1

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7.3 Rayleigh’s Method

• Computation of Fundamental Natural Frequency

Rayleigh’s quotient can be used to approximate ω1.


T 
 X k X
Select a trial vector X and substitute into  T 
X  m X
This will yield a good estimate of 1
2

   1
The closer X
resembles the true mode X , the more accurate is
the estimated ω1.

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7.3 Rayleigh’s Method

Example 7.2
Fundamental Frequency of a Three-Degree-of-Freedom System

Estimate the fundamental frequency of vibration of the


system as shown. Assume that m1=m2=m3=m,
k1=k2=k3=k, and the mode shape is
1
  
X  2 
3 
 

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7.3 Rayleigh’s Method

Example 7.2
Fundamental Frequency of a Three-Degree-of-Freedom System

Solution  2 1 0 
 k   k  1 2  1
Stiffness matrix  0  1 1 
1 0 0
 m  m 0 1 0
Mass matrix 0 0 1 2 1 0  1 
 
1 2 3 k  1 2  1 2
 0 1 1  3
 
 k k
Substitute the assumed R X  2   0.2143   0.4629
1 0 0 1  m m
mode shape into 1 2 3 m 0 1

0 2

0 0 1 3


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7.3 Rayleigh’s Method

• Fundamental Frequency of Beams and Shafts

Static deflection curve is used to approximate the dynamic


deflective curve.

Consider a shaft carrying several masses as shown below.

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7.3 Rayleigh’s Method

• Fundamental Frequency of Beams and Shafts

Potential energy of the system is strain energy of the deflected


shaft, which is the work done by the static loads.
1
Vmax   m1 gw1  m2 gw2  
2
For free vibration, max kinetic energy due to the masses is
2
Tmax 
2
 m1w12  m2 w22  

Equating Vmax and Tmax,

g  m1w1  m2 w2  

m1w12  m2 w22  
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7.4
Holzer’s Method

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7.4
7.4 Holzer’s Method

• A trial-and-error scheme to find natural frequencies of systems

• A trial frequency is first assumed, and a solution is found when the


constraints are satisfied.

• Requires several trials

• The method also gives mode shapes

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7.4 Holzer’s Method

• Torsional Systems

Consider the undamped torsional semidefinite system shown below.

Equations of motion
J11  kt1  2  1   0
J 22  kt1  2  1   kt 2  2   3   0
J   k      0 3 3 t2 3 2

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7.4 Holzer’s Method

• Torsional Systems

Since the motion is harmonic, θi=Θicos(ωt+φ)

 2 J11  kt1  1   2 
 2 J 2 2  kt1  1   2   kt1  1   2 
 2 J 3 3  k t 2   3   2 
3
Summing these equations gives
 J i i  0
 2

i 1
This states that the sum of the inertia torques of the system must be
zero.
The trial freq must satisfy this requirement.

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7.4 Holzer’s Method

• Torsional Systems

1 is arbitrarily chosen as 1.
 2 J11 2
 2  1  , 3   2   J11  J 2 2 
kt1 kt 2
3

Substitute these values into  J ii  0 to see whether the


 2

i 1
constraints are satisfied.

If not, repeat the process with a new trial value of ω.


These equations can be generalized for a n-disc system as follows:
n  2
 i 1


 J i i  0
2

i 1
 i   i 1   
kti 1  k 1
J k k , i  2,3,  , n


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7.4 Holzer’s Method

• Torsional Systems

The graph below plots the torque Mt applied at the last disc against the
chosen ω.

The natural frequencies are the ω at which Mt=0.

The amplitudes (i=1,2,…,n) are the mode shapes of the system


1
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7.4 Holzer’s Method

Example 7.4
Natural Frequencies of a Torsional System
Solution

The arrangement of the compressor, turbine and generator in a


thermal power plant is shown below. Find the natural frequencies and
mode shapes of the system.

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7.4 Holzer’s Method

Example 5.4
Natural Frequencies of a Torsional System
Solution

This is an unrestrained torsional system.


The table below shows its parameters and the sequence of
computations.

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7.4 Holzer’s Method

Example 5.4
Natural Frequencies of a Torsional System
Solution

Mt3 is the torque to the right of the generator,


which must be zero at the natural frequencies.

Closely-spaced trial values of ω are used in the


vicinity of Mt3=0 to obtain accurate values of
the 1st two flexible mode shapes, as shown.

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7.4 Holzer’s Method

• Spring-Mass Systems

Holzer’s method is also applicable to vibration analysis of spring-


mass systems.

Equations of motion: m1 x1  k1  x1  x2   0


m2 x2  k1  x2  x1   k 2  x2  x3   0

For harmonic motion, xi(t)=Xicosωt where Xi is the amplitude of
mass mi. Thus
 2 m1 X 1  k1  X 1  X 2 
 2 m2 X 2  k1  X 2  X 1   k 2  X 2  X 3    2 m1 X 1  k 2  X 2  X 3 

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7.4 Holzer’s Method

• Spring-Mass Systems
 2 m1 X 1
X 2  X1 
k1
2
X3  X2   m1 X 1  m2 X 2 
k2
 2  i 1 
X i  X i 1    mk X k , i  2,3,..., n
ki 1  k 1 
The resultant force applied to the last (nth) mass can be computed as
follows:
 Repeat for several other trial frequencies ω.
 Plot a graph of F vs ω. The natural frequencies are those ω that give
F=0.

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7.5
Matrix Iteration Method

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7.5
7.5 Matrix Iteration Method

• The method assume that the natural frequencies are distinct and
well separated.

• Procedure
1. Select a trial vector
2. Premultiply it by the dynamical matrix [D].
3. Normalize the resultant column vector.
4. Repeat step 2 and 3 until the successive normalized vectors
converge.

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7.5 Matrix Iteration Method

• Proof:    1   2  n
 Expansion theorem X 1  c1 X  c2 X  ...  cn X

 X 1 is a known vector selected arbitrarily.
  1
 X are constant vectors because they depend on the system
properties.

 ci are unknown numbers to be determined.



 Premultiplying X 1by [D]:
   1   2   n
 D X 1  c1  D X  c2  D X  ...  cn  D X
40 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.5 Matrix Iteration Method

• Proof: i  i 1  i
 Recall:  D  X    I  X  2 X ; i  1,2,..., n
i
  c1   1 c2   2  cn   n 
 Hence  D X 1  X 2  2 X  2 X  ...  2 X
1 2 n

where X 2 is the 2nd trial vector
 Repeating the process for r iterations:
  c1   1 c2   2  cn   n 
 D X r  X r 1  2r X  2 r X  ...  2r X
1 2 n
 Since ω1<ω2<…<ωn, if r is large we have:

1 1 1
 2 r  ...  2 r
12r
2 n
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7.5 Matrix Iteration Method

• Proof:
 The only significant we have on the RHS is:
 c1  1
X r 1  2 r X
1
 c1   1
 Since X r  X , ω1 can be found by
12 r 1

X i ,r
  2
1 , for any i  1,2,..., n
X i ,r 1

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7.5 Matrix Iteration Method

• Discussion:
 A finite number of iterations is sufficient to obtain a good estimate
of ω1.
   1
 Actual no. of iterations depend on how close X 1 resembles X

 Advantage: Computational errors will not yield incorrect results.



 The method
  i  fails if X1 is exactly proportional to one of the
modes X , i  1

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7.5 Matrix Iteration Method

• Convergence to the Highest Natural Frequency


 n
To obtain ωn and the corresponding X
  
 D 1
X    I  X   X where  D    m  k 
2 2 1 1


Select an arbitrary X 1 and premultiply by [D]-1 to obtain an

improved trial vector X
2

The sequence of trial vectors will converge to the highest normal mode
 n
X
Constant of proportionality in this case is ω2 instead of 1/ ω2

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7.5 Matrix Iteration Method

• Computation of Intermediate Natural Frequencies


  1
Once ω1 and X is found, we can find the higher natural
frequencies.

Because any X i premultiplied by [D] would lead to the largest
eigenvalue, it is necessary to remove the largest eigenvalue from
[D].

Succeeding λi and Xi
can be obtained by eliminating the root λ1
from the characteristic equation
|[D] – λ[I]|=0

45 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.5 Matrix Iteration Method

• Computation of Intermediate Natural Frequencies

Procedure:
i   i 1   i 1 T   i 1
To find X , normalize X wrt mass matrix: X  m X  1
Deflated matrix [Di] is constructed as:
  i 1   i 1 T
 Di    Di 1   i 1 X X  m, i  2,3,..., n, and  D1    D
  
Next the iterative scheme X r 1   Di  X r is used, where X1 is an
arbitrary trial eigenvector.

46 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System

Find the natural frequencies and mode shapes of the system as shown
for k1=k2=k3=k and m1=m2=m3=m by the matrix iteration method.

47 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution
1 1 1
1 
Flexibility matrix [a]=[k]-1= 1 2 2
k 
1 2 3
1 1 1
m 
Dynamical matrix is  k  1
 m   1 2 2
k  
1 2 3
1 1 1
  1 2 2 and   k  1
Eigenvalue problem:  D  X   X where  D     m 2
1 2 3

48 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

1st natural frequency:


1 3
     
Assume X 1  1 , hence X 2   D  X 1  5
1 6
  

By making the first element equal to unity we obtain


1.0000 
   k
X 2  3.01.6667 , 1  3.0, 1  0.5773
2.0000 m
 
49 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

1st natural frequency:


 
Subsequent trial eigenvector can be obtained from X i 1   Di  X i
 
Corresponding eigenvalues
 are given by 1  X 1,i 1 where X i 1 is the
1st component of X 1,i 1 before normalization.

50 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

The various λi and X i are shown:

The mode shape and natural


frequency converged in
8 iterations.

51 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

2nd natural frequency:   1   1 T


Deflated matrix D2  D1      1 X X  m
1.00000 
  1  
Let the normalized vector X   1.80194 
2.24698
  T
1.00000  1 0 0 1.00000 
  1 T   1    
where α must be such that X  m X   2 m 1.80194  0 1 0 1.80194 
2.24698 0 0 1 2.24698
    
  2 m 9.29591  1
52 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

2nd natural frequency: 0.32799


  1  
X  m 1/ 2 0.59102
α=0.32799m-1/2 , hence 0.73699
 
T
1 1 1 0.327990.32799 1 0 0
 D2   1 2 2  5.04892 0.591020.59102 0 1 0 
 
1 2 3 0.736990.73699 0 0 1
  
 0.45684 0.02127  0.22048
  0.02127 0.23641  0.19921
 0.22048  0.19921 0.25768 
53 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

2nd natural frequency:


1
 
Let X 1  1
1  0.25763   1.00000 
     
X 
By using the iterative scheme, we obtain 2  0. 05847   0. 25763 0.22695 
 0.16201  0.62885
   
 2  0.25763

54 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

2nd natural frequency:


Continuing the procedure,

Hence λ2=0.64307,
ω2=1.24701
 1.00000 
k   
, X  2    0.44496 
m  0.80192
 
55 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.5 Matrix Iteration Method

Example 7.5
Natural Frequencies of a Three-Degree-of-Freedom System
Solution

3rd natural frequency:


Use a similar procedure as before.
Before computing [D3], need to normalize

 0.73700 
  2   2  
X to give X   0.32794 
 0.59102
 

56 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.6
Jacobi’s Method

57 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.6
7.6 Jacobi’s Method

• Produces all the eigenvalues and eigenvectors of matrix [D]


simultaneously.

• [D]=[dij] is a real symmetric matrix of order n x n.

• [D] has only real eigenvalues.

• There exists a real orthogonal matrix [R] such that [R]T[D][R] is


diagonal.

• The diagonal elements are the eigenvalues, and the columns of [R]
are the eigenvectors.

58 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.6 Jacobi’s Method

• [R] is generated as a product of several rotation matrices of the


form ith column jth column
1 0 
0 1 
 
  
 
 cos   sin   ith row
 R1     jth row
n n 
 
 sin  cos  
  
 
 1
where all elements other than those in column and row i and j are
identical with those of the identity matrix [I].

59 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.6 Jacobi’s Method

• If the sine and cosine entries appear in positions (i,i), (i,j), (j,i) and
(j,j), the corresponding elements of [R]T[D][R] is as follows:

d ii  d ii cos2   2d ij sin  cos  d jj sin 2 



d ij  d ji   d jj  d ii  sin  cos  d ij cos2   sin 2  
d ji  d ii sin 2   2d ij sin  cos  d jj cos2 

 2d ij 
• 
If θ is chosen to be tan 2   d  d

 , then d ij  d ji  0
 ii jj 
• Successive matrices converge to the required diagonal form.

60 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.6 Jacobi’s Method

Example 7.6
Eigenvalue Solution Using Jacobi Method

Find the eigenvalues and eigenvectors of the matrix using Jacobi’s


method.

1 1 1
[D]  1 2 2
1 2 3

61 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.6 Jacobi’s Method

Example 7.6
Eigenvalue Solution Using Jacobi Method
Solution

First try to reduce d23=2 to zero.


1  2d 23  1 1  4 
1  tan 1    tan    37.981878
2  d 22  d 33  2  23
1 0 0 
 R1   0 0.7882054 0.6154122
0  0.6154122 0.7882054
 1 0.1727932 1.4036176
 D'   R1 T  D R1   0.1727932 0.4384472 0 

1.4036176 0 4.5615525
62 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.6 Jacobi’s Method

Example 7.6
Eigenvalue Solution Using Jacobi Method
Solution

Next try to reduce d13’=1.4036176 to zero.


 2d13  1
  tan 1  
1 2.8072352
2  tan 1    19.122686
2  d11  d 33
  2  1  4.5615525 
 0.9448193 0 0.3275920 
 R2    0 1 0 

 0.3275920 0 0.9448193 
0.5133313 0.1632584 0 
 D   R2 T  D R2   0.1632584 0.4384472 0.0566057 
 0 0.0566057 5.0482211 
63 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.6 Jacobi’s Method

Example 7.6
Eigenvalue Solution Using Jacobi Method
Solution

Next try to reduce d12’’=0.1632584 to zero.


1  2d12  1  0.3265167 
3  tan 1    tan 1    38.541515
2  d11  d 22
  2  0.5133313  0.4384472 
0.7821569  0.6230815 0
 R3   0.6230815 0.7821569 0 
 0 0 1 
 0.6433861 0 0.0352699 
 D   R3 T  D R3    0 0.3083924 0.0442745 
0.0352699 0.0442745 5.0482211 
64 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.6 Jacobi’s Method

Example 7.6
Eigenvalue Solution Using Jacobi Method
Solution

Assume that all the off-diagonal terms in [D”’] are close to zero.

Hence the eigenvalues are 0.6433861, 0.308924 and 5.0482211.

The corresponding eigenvectors are given by


 0.7389969  0.5886994 0.3275920 
 R    R1  R2  R3    0.3334301 0.7421160 0.5814533 
 0.5854125  0.3204631 0.7447116 
65 © 2011 Mechanical Vibrations Fifth Edition in SI Units
7.7
Standard Eigenvalue Problem

66 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.7
7.7 Standard Eigenvalue Problem

 
The eigenvalue problem  k  X    m X can be written in the form
2

of a standard eigenvalue problem
  1
 D X  X where  D   k   m and   2
1


Procedure:
• Use Choleski decomposition and express [k] as: [k]=[U]T[U] where
[U] is an upper triangular matrix.
 
Eigenvalue problem:  U  U  X   m X
T

67 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.7 Standard Eigenvalue Problem

Procedure:
• Premultiplying by ([U]T)-1,


 U  X  U  T  1 

 m X  U T  1
 mU  1

U  X (Eq.A)
  
• Define a new vector Y as Y  U  X

• Eq.A becomes  D Y

 

Y where  D   U  T
  1
 mU  1
 i 
• Its solution yields λi and Y
• Apply inverse transformation to find the desired eigenvectors.
i 
X  U  Y
1  i 

68 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.7 Standard Eigenvalue Problem

• Choleski Decomposition

Any symmetric and positive definite matrix [A] of order n x n can


be decomposed uniquely.
u11 u12 u13  u1n 
0 u22 u 23  u2 n 
[A]=[U]T[U] where 
U    0 0 u33  u3n 
 
 
 0 0 0  unn 
a
with u11   a11  ,
1/ 2
u1 j  1 j , j  2,3,..., n uij  0, i  j
u11
1/ 2
1  i 1
2  1  i 1

uii   aii   u ki  , uij   aij   uki ukj , i  2,3,..., n and j  i  1, i  2,...
uii  k 1  uii  k 1 

69 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.7 Standard Eigenvalue Problem

• Choleski Decomposition

If the inverse of [U] is denoted as [αij], the elements αij can be


determined from
1
[U][U]-1=[I] which gives  ii 
uii
1  j 
 ij    uik kj , i  j
uii  k i 1 
 ij  0, i  j

Thus the inverse of [U] is also an upper triangular matrix.

70 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.7 Standard Eigenvalue Problem

Example 7.7
Decomposition of a Symmetric Matrix

Decompose the matrix into the form [A]=[U]T[U]

5 1 0
 A  1 3 2
3 2 8

71 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.7 Standard Eigenvalue Problem

Example 7.7
Decomposition of a Symmetric Matrix
Solution

u11  a11  5  2.2360680


u12  a12 / u11  1 / 2.2360680  0.4472136
u13  a13 / u11  0
u22  a22  u122  3  0.44721362  1.6733201
u23   a23  u12u13  / u22   2  0.4472136  0 / 1.6733201  1.1952286
u33  a33  u132  u23
2
 8  0 2  1.19522862  2.5634799

72 © 2011 Mechanical Vibrations Fifth Edition in SI Units


7.7 Standard Eigenvalue Problem

Example 7.7
Decomposition of a Symmetric Matrix
Solution

Since uij=0 for i>j, we have

2.2360680 0.4472136 0 
U    0 1.6733201 1.1952286
 0 0 2.5634799

73 © 2011 Mechanical Vibrations Fifth Edition in SI Units

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