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Articles

Inverse eigenvalue problem for pentadiagonal matrices

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Pages 530-542 | Received 28 Jan 2012, Accepted 16 Apr 2013, Published online: 22 May 2013

Abstract

In this paper, we propose an algorithm for constructing a pentadiagonal matrix with given prescribed three spectra. Sufficient conditions for solvability of the problem are given. We generate an algorithmic procedure to construct the solution matrices and we given a numerical example illustrating the construction algorithm.

Introduction

The free undamped infinitesimal vibrations, of frequency ω, of a thin straight beam of length L are governed by the Euler–Bernoulli equation(1.1) d2dx2(E(x)I(x)d2u(x)dx2)=A(x)ρ(x)ω2u(x),0xL.(1.1) Here E(x) is Young’s modulus, ρ(x) is the density, A(x) is the cross sectional area at section x and I(x) is the second moment of this area about the axis through the centroid at right angles to the plane of vibration. The problem can be discretized by assuming that the interval [0,L] is divided into n intervals with length hi, and that ρ(x), E(x), A(x) and I(x) has the values ρi,Ei,Ai and Ii on the subintervals (xi,xi+1), respectively. Figure shows a simple discrete model for the transversely vibrating Euler–Bernoulli beam. The parameters of discrete model can be defined as(1.2) i=hi,mi=ρiAihi,ki=EiIihi,i=0,1,,n.(1.2) Figure shows the configuration around the mass mr and the discrete system is obtained. For small displacement, the rotations areθr=(urur1)/r,r=0,1,,n.The moment τr needed to produce a relative rotation of the two rigid rods on either side of mr isτr=kr+1(θr+1θr),r=0,1,,n1.Equilibrium of the rod linking mr and mr+1 yields the shearing forcesϕr=(τrτr+1)/r+1,r=1,0,,n1.Balance equation for mass mr ismrur=ϕrϕr1,r=1,0,,n.Here ϕ2,ϕn and τ1,τn denote external shearing forces and bending moments, respectively, applied to the ends. Suppose that the left hand end is clamped so thatu1=0=u0.The governing equations in the matrix form can be written as

Fig. 1 Discrete model of a vibrating beam.[Citation3]

Fig. 1 Discrete model of a vibrating beam.[Citation3]

Fig. 2 The configuration around mr.[Citation3]

Fig. 2 The configuration around mr.[Citation3]
(1.3) θ=L1NTu,(1.3) (1.4) τ=KˆNTθ,(1.4) (1.5) ϕ=L1NTτn1τnen,(1.5) (1.6) Mu=Nϕ+ϕnen.(1.6) where u=[u1,u2,,un],θ=[θ1,θ2,,θn],τ=[τ0,τ1,,τn1],ϕ=[ϕ0,ϕ1,,ϕn1],Kˆ=diag(kr),L=diag(r),M=diag(mr),en=[0,0,,0,1], andN=(11000110·····0011001).Equations (Equation1.3), (Equation1.4), (Equation1.5), (Equation1.6) lead to(1.7) Mu+Ku=ϕnen+n1τnNen,(1.7) where(1.8) K=NL1NKˆNTL1NT.(1.8) If we seek the solution of the formq=usin(ωt+φ),thenq=ω2usin(ωt+φ),so that for free vibration Equation (Equation1.7) leads to(1.9) (KλM)u=0,λ=ω2.(1.9) where K is a pentadiagonal matrix and M=diag(mr). We let M=D2 and X=Du then we obtain the following eigenvalue problem(1.10) HX=λX,(1.10) where(1.11) H=D1KD1,(1.11) is a symmetric pentadiagonal matrix as follows(1.12) H=(a1b1c1b1a2b2c2c1b2a3b3c3cn2bn1an),(1.12) where(1.13) {ai=1mi[kili2+ki+1li2+2ki+1lili+1+ki+2li+12],bi=1(mimi+1)12[ki+1lili+1+ki+1li+12+ki+2li+12+ki+2li+1li+2],ci=1(mimi+2)12[ki+2li+1li+2].(1.13) See [Citation1Citation4]. Thus, the inverse problem for a discrete beam corresponds to an inverse problem for a symmetric pentadiagonal matrix in which the the elements of the first off-diagonals are negative, all other elements being positive. In this paper we consider the problem of constructing a symmetric pentadiagonal matrix of the form (Equation1.12) and by procedure in Appendix 2 we construct masses mi, stiffnesses ki and lengths li of a discrete beam. We propose an algorithm for constructing a symmetric pentadiagonal matrix of the form (Equation1.12) with given three spectra. The classical problem of constructing pentadiagonal matrix H by spectra was solved by Boley and Golub,[Citation3, Citation5] Singh [Citation4, Citation6] and Chu et al. [Citation7]. The set of eigenvalues of matrix H are called the spectrum of H and is denoted by σ(H). The matrix obtained by knocking the (m+1)th row and column of H is denoted by Hm+1 and the matrix obtained from H by knocking off the (m+1)th row and (m+1)th column and (m+2)th row and (m+2)th column is denoted by Hm+1,m+2, respectively. σ(Hm+1) and σ(Hm+1,m+2) denote the spectra of matrix Hm+1 and Hm+1,m+2, respectively. Boley and Golub [Citation5] proposed an inverse eigenvalue problem for a general symmetric matrix with 2p+1 bands, the case p=2, is a pentadiagonal matrix. They construct, a pentadiagonal matrix with given spectral data σ(H), σ(H1) and σ(H1,2). Singh [Citation4] derived a discrete model of beam equation that leads to a pentadiagonal matrix and solved direct and inverse problem of the beam equation. Chu et al. [Citation7] proposed a numerical method for constructing a symmetric pentadiagonal Toeplitz matrix from three largest eigenvalues. Caddemi and Calio [Citation8] presented the exact closed-form solution for the vibration modes and the eigen-value equation of the Euler–Bernoulli beam-column in the presence of an arbitrary number of concentrated open cracks, and they presented the exact closed-form expressions for the vibration modes of the Euler–Bernoulli beam in the presence of multiple concentrated cracks.[Citation9] Gladwell [Citation10] derive a closed form procedure to construct the in-line system of masses and springs with a minimal mass for given overall stiffness from the one spectrum, also he studied the problem of constructing a discrete model of a contilever beam in flexural vibration having a specified two spectrum, and formulate the problem of finding a minimal mass solution for the given length and stiffness, and obtain explicit solutions in simple cases. Using the idea of discrete model [Citation10] Ghanbari et al [Citation11] construct a Rod using one spectrum and minimal mass condition. In this paper, we construct a pentadiagonal matrix H with given spectral data σ(H)=(λi)1n , σ(Hm+1)=(μi)1n1 and σ(Hm+1,m+2)=(νi)1n2, for some 0mn2. Physically (λi)1n are the eigenvalues corresponding to the end conditions such as fixed-free, (μi)1n1 are the eigenvalues of discrete system which the mass (m+1)th is fixed and (νi)1n2 are the eigenvalues of discrete system which the masses (m+1)th and (m+2)th are fixed. Clearly the eigenvalue must interlace; and for simplicity we assume that the interlacing is strict.(1.14) λ1>μ1>λ2>>μn1>λnμ1>ν1>μ2>>νn2>μn1.(1.14)  

Statement of results

The matrices Hm+1 and Hm+1,m+2 are of the form(2.1) Hm+1=(Bbm0bmTam+2cm+2T0cm+2C),Hm+1,m+2=(B00C)(2.1) where B and C are pentadiagonal matrix of order m and p, respectively that m+p+2=n, bmT=(0,,0,cm) and cm+2T=(bm+2,cm+2,0,,0). Express the eigenvalue problem for Hm+1 in terms of the normalized eigenvectors (yj)1m and (zj)1p of B and C, respectively. Thus if X=[x1,,xm,xm+1,xm+2,,xn1] is eigenvector of Hm+1 then we can write X as followsX=(Y1Z)(p1pmxm+1q1qp),Y=[y1,y2,,ym],Z=[z1,z2,,zp].The eigenvalue problem Hm+1X=λX becomes(Bbm0bmTam+2cm+2T0cm+2C)(Y1Z)(p1pmxm+1q1qp)=λ(Y1Z)(p1pmxm+1q1qp).Premultiplying this equation by(YT1ZT),and using orthogonality of matrices Y and Z and YTBY=diag(σi),ZTCZ=diag(ηi) we obtain(λσ1s1λσmsms1smλam+2t1tpt1λη1tpληp)(p1pmxm+1q1qp)=0where σi and ηi are eigenvalues of matrices B and C, in Hm+1,m+2 respectively and(2.2) sj=cmym,j,tk=bm+2z1,k+cm+2z2,k.(2.2) Thus(λσj)pjsjxm+1=0,j=1,2,,m(ληk)qktkxm+1=0,k=1,2,,pso that{am+2μi+j=1msj2μiσj+k=1ptk2μiηk}xm+1,i=0,i=1,2,,n1.  Theorem 2.1. If all (νi)1n2 and (μi)1n1 are distinct then xm+1,i0;i=1,2,,n1.   Proof

Suppose that there exists an i such that μi is eigenvalue of Hm+1 and xm+1,i, (m+1)th component of eigenvector corresponding to μi, is zero; thus(Bμibm0bmTam+2μicm+2T0cm+2Cμi)X=0,and(2.3) (BμiI)(x1,ix2,ixm,i)=0,(CμiI)(xm+2,ixm+3,ixn1,i)=0.(2.3) Since X is eigenvector of Hm+1 corresponding to μi, thus X0 and from (2.3) μi is eigenvalue of Hm+1,m+2 which is a contradiction, since eigenvalues of matrices Hm+1 and Hm+1,m+2 are distinct.  

By Theorem 2.1 we haveam+2λ+j=1msj2λσj+k=1ptk2ληk=Pn1(λ)Pm(λ)Qp(λ),where Pn1(λ),Pm(λ) and Qp(λ) are characteristic polynomials of the matrices Hm+1,B and C, respectively. This implies that(2.4) sj2=Pn1(σj)Pm(σj)Qp(σj),tk2=Pn1(ηk)Pm(ηk)Qp(ηk),(2.4) where j=1,2,,m,k=1,2,,p. Interlace condition (Equation1.14) implies that sj2 and tk2 in (Equation2.4) are positive. Now cm2 and ym may be computed from(2.5) cm2=j=1msj2,ym=scm,(2.5) where s=[s1,,sm]. From trace formula we can compute am+1 and am+2 as follows(2.6) am+1=i=1nλij=1n1μj,am+2=j=1n1μjk=1n2νk.(2.6) Now we consider eigenvalue problem for matrix H. Thus if X=[x1,,xm,xm+1,xm+2,,xn] is eigenvector of H then we can write X as follows(2.7) X=(Y1001Z)(p1pmxm+1xm+2q1qp)(2.7) The eigenvalue problem becomes as follows(λσ1h1s1λσmhmsmh1hmλam+1bm+1d1dps1smbm+1λam+2t1tpd1t1λη1dptpληp)(p1pmxm+1xm+2q1qp)=0,where(2.8) hi=cm1ym1,i+bmym,i,(2.8) (2.9) di=cm+1z1,i(2.9) Thus(λσj)pjhjxm+1sjxm+2=0,j=1,2,,m(ληk)qkdkxm+1tkxm+2=0,k=1,2,,p,so that for λ=(λi)i=1n we have(2.10) {(am+1λ+j=1mhj2λσj+k=1pdk2ληk)xm+1+(bm+1+j=1mhjsjλσj+k=1pdktkληk)xm+2=0,(bm+1+j=1mhjsjλσj+k=1pdktkληk)xm+1+(am+2λ+j=1msj2λσj+k=1ptk2ληk)xm+2=0.(2.10)   Theorem 2.2. If all (λi)1n and (νi)1n2 are distinct then (xm+1,xm+2)0.   Proof

The proof is similar to Theorem 2.1.   If we denote the coefficient matrix of the system (Equation2.10) by A(λ), then by Theorem 2.2, detA(λ)=0 for λ=(λi)1n. Thus(2.11) detA(λ)=Pn(λ)Pm(λ)Qp(λ),(2.11) where Pn(λ) denote characteristic polynomial of matrix H. Thus(2.12) detA(λi)=0,fori=1,2,,n1.(2.12) The system of nonlinear equations (Equation2.12) can be solved by Newton’s method [Citation12] for (hj)j=1m, (dk)k=1p and bm+1 . With known hj and dk, Equation (Equation2.9) implies that(2.13) cm+12=i=1mdi2,z1=dcm+1,(2.13) where d=[d1,,dp]. Since vectors ym and ym1 are orthonormal, multiplying the Equation (Equation2.8) by ymT we find(2.14) bm=ymTh,cm1=±hbmym,ym1=hbmymcm1,(2.14) where h=[h1,,hm] and . denote Euclidean norm of a vector. Also vectors z1 and z2 are orthonormal, multiplying the Equation (Equation2.2) by z1T we obtain(2.15) bm+2=z1Tt,cm+2=±tbm+2z1,z2=tbm+2z1cm+2,(2.15) where t=[t1,,tp]. In this procedure, a Gram-Schmidt process for finding orthonormal vectors z1,z2,ym,ym1 and elements bi,ci is necessary. Having ym,ym1,z1 and z2, matrices B and C in Hm+1,m+2 can be computed by using the block Lanczos algorithm (see the Appendix 1). The following algorithm lists the steps for constructing the matrix H:

Construction Algorithm:

  1. Compute am+1 and am+2 from (Equation2.6).

  2. Compute ym and cm from (Equation2.5).

  3. Compute cm+1,z1 from (Equation2.13) and cm1,bm,ym1 from (Equation2.14).

  4. Compute bm+2,cm+2,z2 from (Equation2.15).

  5. Construct matrices B and C from Lanczos algorithm (see Appendix 1).

Note that different choices for the square roots for cm,cm1,cm+1,cm+2 and vectors s and t will lead to different matrices H, that is why we have multiple solutions. Summarizing the previous results, we come to the following corollary: Corollary 2.3. Combining conditions of Theorem 2.1, Theorem2.2and condition(Equation1.14)we can construct pentadiagonal matrix H by three prescribed spectra.   

Numerical examples

Here we illustrate the construction procedure by an example. We consider the Euler–Bernoulli beam equation as follows(ex12u(x))=λexu(x),0x1.Suppose that n=8,m=3,p=3, then the prescribed three spectra of discrete beam are as followsσ(H)={5088.6035,4071.4626,2756.2258,1525.3776,645.0498,179.9517,20.8332,0.3219},σ(H4)={4259.9030,4070.9909,1868.4599,1524.4599,329.7466,177.7887,3.1369},σ(H4,5)={4166.1655,3391.5356,1712.0069,616.5175,281.8484,13.0717}.These eigenvalues satisfy the conditions of Theorem 2.1, Theorem 2.2 and condition (Equation1.14). Step 1 of algorithm givesa4=2053.3403,a5=2053.3403,from (Equation2.4) we obtain t=[1214.4311,711.7686,80.4818],s=[178.0074,241.3591,162.9956] and by step 2 we findc3=341.3333,y3=[0.5215,0.7071,0.4775].Solving the system (Equation2.12) by using Newton’s method, we findb4=1368.0009,h=[943.9315,967.3227,401.5158],d=[247.2544,227.2631,61.0344],and step 3 givesc4=341.3333,c2=341.3333,b3=1368.0009z1=[0.7244,0.6658,0.1788],y2=[0.6753,0.0000,0.7375].Using step 4, we findb5=1368.0009,c5=341.3333,z2=[0.6547,0.5832,0.4809].Using the block Lanczos algorithm (Appendix 1), we findB=(2053.340281368.0009341.33331368.00092053.34081368.0009341.33331368.00092053.3403),C=(2053.34031368.0009341.33331368.00091666.5589641.3060341.3333641.3060301.2256).Thus we constructed a symmetric pentadiagonal matrix H of the form (Equation1.12) as followsa=(2053.3403,2053.3403,2053.3403,2053.3403,2053.3403,2053.3403,1666.5589,301.2256),b=(1368.0009,1368.0009,1368.0009,1368.0009,1368.0009,1368.0009,641.3060),c=(341.3333,341.3333,341.3333,341.3333,341.3333,341.3333).Computing the spectrum of the solution by MATLAB confirms the spectral data of the matrix H. With this H and by Appendix 2 we find masses mi, stiffnesses ki and lengths li of discrete beam as followsd=(0.3764,0.4006,0.4265,0.4540,0.4832,0.5144,0.5476,0.5829),mi=di2,li=c(0.0088208350)k=c2(0.00331977086,0.00376179321,0.0042626702,0.00483023802,0.0054733768284,0.00620214849,0.00702795496,0.00796371629).The pentadiagonal matrices K in (Equation1.8) and H in (Equation1.12) are independent of c. But for different values of c we construct different discrete beam which have the same spectrum.

For t=[1214.4311,711.7686,80.4818],s=[178.0074,241.3591,162.9956] we obtaina=(685.3402,3421.3404,2053.3403,2053.3403,2053.3403,3388.1410,601.4182,31.5656)b=(1.4662,1209.0707,175.6775,260.8086,1205.3432,39.7682,94.6102),c=(725.3157,1477.2257,341.3333,1301.8410,731.4934,98.7763).This pentadiagonal matrix have the same spectrum but for this we cannot construct a discrete beam since by (Equation1.13) all ai,ci must be positive and all bi must be negative.

Conclusion

In this paper, we formulated and solved the inverse problem of constructing a pentadiagonal matrix H using three given spectra with interlacing property (Equation1.14). This problem will have multiple solutions because in the constructing process we have different choices for cm,cm1,cm+1,cm+2 and vectors s and t. Also for pentadiagonal matrix we construct masses mi, stiffnesses ki and lengths li of corresponding discrete beam. Numerical example shows the accuracy of this method and details of the algorithm confirms the simplicity of the construction algorithm.

References

  • Barcilon V. On the multiplicity of solutions of the inverse problem for a vibrating beam. Siam J. Appl. Math. 1979;37:605–613.
  • Barcilon V. Inverse problems for a vibrating beam. J. Appl. Math. Phys. 1976;27:346–358.
  • Gladwell GML. Inverse problems in vibration. New York (NY): Kluwer Academic; 2004.
  • Singh KV. The transcendental eigenvalue problem and its application in system identification [Phd thesis]. Baton Rouge (LA): Department of Mechnical Engineering, Louisiana State University; 2003.
  • Boley D, Golub GH. A survey of matrix inverse eigenvalue problems. Inverse Probl. 1987;3:595–622.
  • Singh KV. Transcendental eigenvalue problem and its application. AIAA Journal. 2002;40:1402–1407.
  • Chu MT, Diele F, Ragni S. On the inverse problem of constructing symmetric pentadiagonal Toeplitz matrices from their three largest eigenvalues. Inverse Probl. 2005;21:1879–1894.
  • Caddemi S, Calia I. The influence of the axial force on the vibration of the Euler–Bernoulli beam with an arbitrary number of cracks. Arch. Appl. Mech. 2012;82:827–839.
  • Caddemi S, Calio I. Exact closed-form solution for the vibration modes of the Euler–Bernoulli beam with multiple open cracks. J. Sound Vib. 2009;327:473–489.
  • Gladwell GML. Minimal mass solutions to inverse eigenvalue problems. Inverse Probl. 2006;22:539–551.
  • Ghanbari K, Mirzaei H, Gladwell GML. Reconstruction of a rod using one spectrum and minimal mass condition. Inverse Probl. Sci. Eng. 2013. doi:10.1080/17415977.2013.782543.
  • Stoer J, Bulirsch R. Introduction to numerical analysis. New York (NY): Springer Verlag; 1993.

The block Lanczos algorithm [Citation3]

Suppose that Λ=diag(λ1,λ2,,λn) and two vectors x1 and x2 are given. Let X1=[x1,x2], this algorithm constructs a pentadiagonal matrix J of the formJ=(A1B1TB1A2B2TBs1TBs1As)and orthogonal matrix X=[X1,X2,,Xs] such that(5.1) ΛX=XJ.(5.1) Here n=2s for some integer s, Ai are symmetric matrices of order 2×2 and Bi are upper triangular matrix of order 2. The first n×2 block of Equation (EquationAppendix 1.1) gives(5.2) ΛX1=X1A1X2B1,(5.2) since matrix X is orthogonal, premultiplying (EquationAppendix 1.2) by X1T we obtain(5.3) A1=X1TΛX1.(5.3) Equation (EquationAppendix 1.2) can be written as(5.4) X2B1=X1A1ΛX1=Z2.(5.4) Suppose X2=[y1,y2],Z2=[z1,z2] andB1=(b11b120b22).The first column of Equation (EquationAppendix 1.4) givesy1b11=z1b11=±z1,y1=z1/b11and the second column of (EquationAppendix 1.4) givesb12y1+b22y2=z2which leads tob12=y1Tz2,b22y2=z2b12y1=w2,so thatb22=±w2,y2=w2/b22.In this process, a Gram–Schmidt process for finding orthonormal vectors y1,y2 and matrix B1 is necessary. By repeating the above process we can find matrices Ai,Bi and J. This algorithm can be applied for the n=2s1, similarly. We have used this case in our numerical example.

Reconstruction of masses mi, stiffnesses ki and lengths li [Citation3]

Suppose that we have computedH=D1KDwhere D=diag(d1,d2,,dn),mi=di2 and K is the pentadiagonal matrix in (Equation1.8). We now untangle H to give masses mi, stiffnesses ki and lengths li.

First, we apply external static forces f1,f2 to masses 1 and 2, and deform the system as shown in Figure . For this configuration the static equation is

Fig. 3 Two static forces are needed to deflect all the masses by the same amount.[Citation3]

Fig. 3 Two static forces are needed to deflect all the masses by the same amount.[Citation3]
Ku=f=[f1,f2,0,,0],u=[1,,1]i.e.DHDu=forHd=[d11f1,d21f2,0,,0],d=[d1,d2,,dn].Consider this equation. We know H and the last two components dn1,dn. But H is pentadiagonal so that, knowing dn1,dn, we can compute dn2,,d1, and find d11f1,d21f2 and hence f1,f2.

Having found the masses (mi=di2), we find the lengths. We apply a single force k1l11 at m1, and deform the system as shown in Figure . Now the equation

Fig. 4 One static force will deflect the beam as a straight line.[Citation3]

Fig. 4 One static force will deflect the beam as a straight line.[Citation3]
Ku0=[k1l11,0,,0],u0=[l1,l1+l2,,l1+l2++ln],yieldsH[d1l1,d2(l1+l2),,dn(l1+l2++ln)].This means that if we invert the equationHx=[1,0,,0],we will finddi(l1+l2++li)=cxi,c=d11k1l11,this yields the li as followsl1=c(x1d1),li=c(xidixi1di1),i2.The last step is to find the ki. By Equations (Equation1.8) and (Equation1.11) we findKˆ=N1LN1DHDNTLNT,which gives Kˆ and the stiffnesses ki. From (Equation1.8) and (Equation1.11) we note that the matrices K,H are independent of constant c.

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