Multiple eigenvalue sensitivity analysis (Q921863)

Eigenvalues are very important in the studies of stability and performances of many dynamical systems. The behavior of constant eigenvalues is quite well understood. However, the behavior of eigenvalues that are dependent on physical parameters, particularly for the cases of multiple parameters, is still little known. This paper presents results on the sensitivity analysis of multiple eigenvalues that are dependent on several parameters. Two eigenvalue problems are considered. They are the symmetrical eigenvalue problem (SEP) and the general eigenvalue problem (GEP). A numerical computation algorithm is also given for the computations of the sensitivity of the multiple eigenvalue and the sensitivity of its associated eigenspace. The error analysis and the perturbation analysis of the numerical algorithm are also discussed. A 5th order numerical example is also given. This paper begins with preliminaries that summarize the basic results on the sensitivity analysis of simple eigenvalues and that of multiple eigenvalues dependent on one parameter. It then proceeds to the main results on the sensitivity analysis of multiple eigenvalues dependent on multiple parameters. At the end, it concludes with a numerical algorithm and a numerical example. It is a well written paper. One may find interesting applications from the results in the paper to problems in dynamical systems, such as those in structural mechanics and control system theory.