Highly efficient general method for sensitivity analysis of eigenvectors with repeated eigenvalues without passing through adjacent eigenvectors
It is well-known that the sensitivity analysis of the eigenvectors corresponding to multiple eigenvalues is a difficult problem. The main difficulty is that for given multiple eigenvalues, the eigenvector derivatives can be computed for a specific eigenvector basis, the so-called adjacent eigenvecto...
| Autores: | , , , |
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| Tipo de documento: | artigo |
| Data de publicação: | 2020 |
| País: | España |
| Recursos: | Universidad de Castilla-La Mancha |
| Repositório: | RUIdeRA. Repositorio Institucional de la UCLM |
| OAI Identifier: | oai:ruidera.uclm.es:10578/41050 |
| Acesso em linha: | https://hdl.handle.net/10578/41050 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Adjoint sensitivity analysis Eigenvector Sensitivity analysis |
| Resumo: | It is well-known that the sensitivity analysis of the eigenvectors corresponding to multiple eigenvalues is a difficult problem. The main difficulty is that for given multiple eigenvalues, the eigenvector derivatives can be computed for a specific eigenvector basis, the so-called adjacent eigenvector basis. These adjacent eigenvectors depend on individual variables, which makes the eigenvector derivative calculation elaborate and expensive from a computational perspective. This research presents a method that avoids passing through adjacent eigenvectors in the calculation of the partial derivatives of any prescribed eigenvector basis. As our method fits into the adjoint sensitivity analysis , it is efficient for computing the complete Jacobian matrix because the adjoint variables are independent of each variable. Thus our method clarifies and unifies existing theories on eigenvector sensitivity analysis. Moreover, it provides a highly efficient computational method with a significant saving of the computational cost. Additional benefits of our approach are that one does not have to solve a deficient linear system and that the method is independent of the existence of repeated eigenvalue derivatives of the multiple eigenvalues. Our method covers the case of eigenvectors associated to a single eigenvalue. Some examples are provided to validate the present approach. |
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