A symmetry preserving alternating projection method for matrix model updating

The matrix model updating problem (MMUP), considered in this paper, concerns updating a symmetric second-order finite element model so that the updated model reproduces a given set of desired eigenvalues and eigenvectors by replacing the corresponding ones from the original model, and preserves the symmetry of the original model. In an optimization setting, this is a constrained nonlinear optimization problem. Taking advantage of the special structure of the constraint sets, it is first shown that the MMUP can be formulated as an optimization problem over the intersection of some special subspaces and linear varieties on the space of matrices. Using this formulation, an alternating projection method (APM) is then proposed and analyzed. The projections onto the involved subspaces and linear varieties are characterized. To the best of our knowledge, an alternating projection method for MMUP has not been proposed in the literature earlier. A distinct practical feature of the proposed method is that it is implementable using only a few measured eigenvalues and eigenvectors. No knowledge of the eigenvalues and eigenvectors of the associated quadratic matrix pencil is required. The results of our numerical experiments on both illustrative and benchmark problems show that the algorithm works well. The paper concludes with some future research problems.

[1]  Alan J. Laub,et al.  A collection of benchmark examples for the numerical solution of algebraic Riccati equations I: Continuous-time case , 1998 .

[2]  M. Raydan,et al.  Dykstra's algorithm for constrained least-squares rectangular matrix problems , 1998 .

[3]  Marcos Raydan,et al.  Selective alternating projections to find the nearest SDD+ matrix , 2003, Appl. Math. Comput..

[4]  A. Hoffman,et al.  Some metric inequalities in the space of matrices , 1955 .

[5]  Biswa N. Datta,et al.  Contemporary Mathematics Theory and Computations of Some Inverse Eigenvalue Problems for the Quadratic Pencil , 2007 .

[6]  Biswa Nath Datta,et al.  Spectrum Modification for Gyroscopic Systems , 2002 .

[7]  R. Dykstra An Algorithm for Restricted Least Squares Regression , 1983 .

[8]  B. Datta Numerical Linear Algebra and Applications , 1995 .

[9]  P. L. Combettes,et al.  The Convex Feasibility Problem in Image Recovery , 1996 .

[10]  B.N. Datta,et al.  Multi-input partial eigenvalue assignment for the symmetric quadratic pencil , 1999, Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251).

[11]  Marcos Raydan,et al.  Primal and polar approach for computing the symmetric diagonally dominant projection , 2002, Numer. Linear Algebra Appl..

[12]  Geo. R. Lawrence Co. Pacific Grove, California , 1906 .

[13]  Alfredo N. Iusem,et al.  A row-action method for convex programming , 1994, Math. Program..

[14]  M. Raydan,et al.  Alternating Projection Methods , 2011 .

[15]  Biswa Nath Datta,et al.  PARTIAL EIGENSTRUCTURE ASSIGNMENT FOR THE QUADRATIC PENCIL , 2000 .

[16]  W. Glunt,et al.  An alternating projection algorithm for computing the nearest euclidean distance matrix , 1990 .

[17]  Marcos Raydan,et al.  Dykstra's Algorithm for a Constrained Least-squares Matrix Problem , 1996, Numer. Linear Algebra Appl..

[18]  R. Dykstra,et al.  A Method for Finding Projections onto the Intersection of Convex Sets in Hilbert Spaces , 1986 .

[19]  Biswa Nath Datta,et al.  Feedback Control in Distributed Parameter Gyroscopic Systems: A Solution of the Partial Eigenvalue A , 2001 .

[20]  Daniel Boley,et al.  Numerical Methods for Linear Control Systems , 1994 .

[21]  B. Datta,et al.  Multi-input partial pole placement for distributed parameter gyroscopic systems , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

[22]  Marcos Raydan,et al.  Computing the nearest diagonally dominant matrix , 1998, Numer. Linear Algebra Appl..

[23]  A. Kress,et al.  Eigenstructure assignment using inverse eigenvalue methods , 1995 .

[24]  Biswa Nath Datta,et al.  Numerically robust pole assignment for second-order systems , 1996 .

[25]  John E. Mottershead,et al.  Finite Element Model Updating in Structural Dynamics , 1995 .

[26]  N. Higham Computing the nearest correlation matrix—a problem from finance , 2002 .

[27]  Biswa Nath Datta,et al.  A direct method for model updating with incomplete measured data and without spurious modes , 2007 .

[28]  A COMPUTATIONAL METHOD FOR FEEDBACK CONTROL IN DISTRIBUTED PARAMETER SYSTEMS BISWA , 2007 .

[29]  Y. Censor,et al.  On some optimization techniques in image reconstruction from projections , 1987 .

[30]  Yueh-Cheng Kuo,et al.  A New Model Updating Method for Quadratic Eigenvalue Problems , 2009 .

[31]  Biswa Nath Datta,et al.  Symmetry preserving eigenvalue embedding in finite-element model updating of vibrating structures , 2006 .

[32]  Christopher Beattie,et al.  Optimal matrix approximants in structural identification , 1992 .

[33]  D. Luenberger Optimization by Vector Space Methods , 1968 .

[34]  M. Baruch Optimization Procedure to Correct Stiffness and Flexibility Matrices Using Vibration Tests , 1978 .