Henrik Sönnerlind
COMSOL Employee
Please login with a confirmed email address before reporting spam
Posted:
6 years ago
2018年8月6日 GMT+2 13:47
Hi Sarah,
This is used if your eigenvalue problem is nonlinear in the eigenvalue itself. Think about a simple standared eigenvalue problem like
If the matrixAitself depends on the eigenvalue, that is
then the problem is linearized using
whereis the value you supply asValue of eigenvalue linearization point.
This means that you can expect accurate eigenvalues only in the vicinity of, and may have to do several analyses with different values of the the linearization point.
Regards,
Henrik
-------------------
Henrik Sönnerlind
COMSOL
Hi Sarah, This is used if your eigenvalue problem is nonlinear in the eigenvalue itself. Think about a simple standared eigenvalue problem like ( \mathbf A-\lambda \mathbf I) \mathbf x = 0 If the matrix **A** itself depends on the eigenvalue, that is ( \mathbf A(\lambda)-\lambda \mathbf I) \mathbf x = 0 then the problem is linearized using ( \mathbf A(\lambda_0)-\lambda \mathbf I) \mathbf x = 0 where \lambda_0 is the value you supply as _Value of eigenvalue linearization point_. This means that you can expect accurate eigenvalues only in the vicinity of \lambda_0, and may have to do several analyses with different values of the the linearization point. Regards, Henrik