69 THESUBSPACE ITERATION SCHEME Itis often required to employ an efficient algorithm for evaluating the required igen pairs in the problem [4] {6} =A [M1] {9} if the order of [k] and [M] is large. The solution technique to be employed should take advantage of the specific char- acteristics of [k] and (M]. Of all the methods available, the subspace ‘iteration method is very effective in finite element analysis applications. The technique along with Determinant Search Technique is used extensively in general purpose finite element analysis programs such as SAP, ADINA, ANSYS.and NASTRAN, The subspace iteration method is developed for the solutions of p lowest eigenvalues and corresponding eigenvectors. By using shift technique, the method can be modified to determine the largest eigenvalues and corresponding eigenvec- tors. This technique is very efficient in the analysis of large banded systems. The subspace iteration method is more generally applicable solution procedure for large size finite element systems. In the eigenvalue problems when the band width of the matrices (&) and (M] increases, polynomial iterations are much more laborious than vector inverse itera- tion method. The cost of the polynomial iteration increases if operated out of core, because it involves more storage for reading and writing in a polynomial evaluation than in vector inverse iteration. If inverse iteration is operated simultaneously for all required eigenvectors, the solutions of out-of-core systems will be much more economical. In order to eliminate these problems the subspace iteration method has been designed. ‘The subspace iteration method operates sequentially in three steps: 1. Chosse the starting iteration vectors q such that q > p where pis the number of eigenvalues and eigenvectors to be calculated. 2. Simultaneously inverse iteration is used on the q vectors. Then extract the best eigenvalue from the initial q vectors by using Ritz analysis. 3. Use the Sturm sequence to verify that the required eigenvalues and corre- sponding eigenvectors have been calculated after convergence. The solution procedure is to iterate with a q-dimensional subspace and not to regard as a simultaneous iteration with q individual iteration vectors, hence the pro- cedure is called as subspace iteration method. 6.9.1. PreliminaryConsiderations ‘The main aim of the subspace iteration method is to extract the lowest p eigenva- lues and corresponding eigenvectors satisfying (1 £9} = (M1) {9} [A] (6.137)and {ON {0} =A; {0}7 01 {0} = 10 (6.138) where [A] = diagonal (A,) {9} ={O1 920-00} and [J] = unit matrix of order p. It should be noted here that the elements of the diagonal [A] are the cigenva- lues and the vector {6} stores p eigenvectors corresponding to the p eigenvalues. The relation (6.137) represents a necessary and sufficient condition for the vectors in (9) to be eigenvectors. However, the ortliogonality condition in (6.99) are neces- sary but not sufficient, For example, if there are g vectors that satisfy the condition (6.138) where q <1) then these vectors need not be eigenvectors. If the g vectors satisfy the condition (6.137) they are definitely eigenvectors, however, itis required to make sure that they are q specific eigenvectors. The method can be explained by considering simultaneous vector inverse iter- ation on q vectors. Simultaneous inverse iteration equation can be written as (El {x,4: =(M) x) where k= 1,2.... (6.139) Numericaly stability can be obtained by generating the orthogonal basis in the sub- spaces using the Gram-Schmidt process. The iteration equations can be written as (8%) = M1 oh (6.140) Xie = Fed Regd (6.141) where [R,,,] is an upper triangular matrix which is so chosen that {Xi IM Xi.) =)‘and we have Med > (0 Ru > 1A) Equations 6.139, 6.140, and 6.141 generate the same sequence of subspaces. 6.9.2 Subspaceiteration ‘The subspace iteration algorithm is an orthogonal based scheme which preserves the numerical stability in the iteration and also calculates directly the eigenvectors. ‘This method gives the iteration vectors which are in proper order. The vectors con- verge to (6,}, (42), ...- and stored in the first, second... columns of (Xss1}- Some of the observations on the subspace iteration scheme are that (k] and [M1] matrices of the above scheme tend towards the diagonal form as the number of iter- ations increase. In other words [&] and [M] are diagonal matrices when the columns, in the vector (X,.,) are multiples of eigenvectors. If the vectors in {X,,,} are ordered in such a way that the ith diagonal element in [ A,,1) is larger than the (i= 1)th element, if i= 2, .., p then the ith column in {X,,;} converges linearly to (4) and the convergence rate is z~—. This is an asymptotic convergence rate, b+ and it indicates that the smallest eigenvalues converge faster. Higher convergence rate can be obtained by using q iteration vectors where q > p. In practice we found that q = min (2p, p + 8) is effective. The effectiveness of the algorithm is shown in the few iterations which will give good approximations to the required eigen pairs, the reason may be that the subspace iteration is nothing but Ritz analysis. All char- acteristics of Ritz analysis pertain also to the subspace iteration, in other words the lowest eigenvalues are approximated best in the iteration and all eigenvalue approximations are proved to be upper bounds on the actual eigenvalues sought. 6.9.3 Startinglteration Vector ‘The selection of the starting iteration vectors in {x;} plays a very important role. If starting vectors are used that span the least dominant subspace, the iteration con- verges in one step, for example, if there are only p non-zero elements in the diago- nal mass matrix and the starting vectors are unit vectors with the entries + 1 against the mass degrees of freedom. In this case one subspace iteration is in effect a static condensation analysis since it embodies a Ritz analysis. In general the starting vectors that span the least dominant subspace could be selected because the mass and stiffness properties have been lumped to a sufficient degree, such lumping may not be possible for accurate stiffness and mass represen- tation of the actual structure. Hence the starting iteration vectors should be con- structed to excite those degrees of freedom with which large mass and small stiffness are associated.Example 6.20 Calculate the first two natural frequencies of the non standard eigenvalue problem by using subspace iteration scheme. The given eigenvalue problem is of the form (4) 0) = A000 {9} where 1s -10 t=} 3 s -20 -20 10 and an 40. Solution Let us choose the initial vectors as 1 10. MI =19 ol 0Normalising with respect to [M] vo ° Vid 0 1 0 =)0 =, * 3 ra Mr=) 9X 0 0 0 0 0 0 IEA) (y") = 1 (2) 2 Al fo 20) 2 4] Then, y'b= vo a Yio 20) 2 4] v20 V20) 116] wehave (= (ONO =| 116 w a 170 and 5 =o WO} =|, ue 6 ‘The eigenvalue problem of the 2x 2 subspace is given by (2) {9} = ALM {9} Now we can write the characteristic equation of the above problem 5 - wig « (2-402) (ans aen) fa wiea Peers (6~ 1704) ‘This can be written as 4 116, ~ - (4-18, ) <9 (2-40A) (6 - 1704) (% B , From which 4 = 0.035 or 1.57, and 0 0.0246 - 0.072‘Now compute the trial vector for the second iteration 2 4) 10 120} 2 4 , Vio 20 fo.1ss 0.0246 C=O =| a elec -0072 ‘10 20) 2 6] ho ‘ad 0.129 -0.0537 _|0.129 -0.0862 “J0.129 -0.0862 0.129 -000 Making use of the above vector as a trial vector for second iteration repeat the same . These iterations are to be carried out until we get the actual value of A and the corresponding eigenvector.