ARNOLDI REDUCTION ALGORITHM FOR LARGE SCALE GYROSCOPIC EIGENVALUE PROBLEM

Based on Arnoldi's method, a version of generalized Arnoldi algorithm has been developed for the reduction of gyroscopic eigenvalue problems. By utilizing the skew symmetry of system matrix, a very simple recurrence scheme, named gyroscopic Arnoldi reduction algorithm has been obtained, which is even simpler than the Lanczos algorithm for symmetric eigenvalue problems. The complex number computation is completely avoided. A restart technique is used to enable the reduction algorithm to have iterative characteristics. It has been found that the restart technique is not only effective for the convergence of multiple eigenvalues but it also furnishes the reduction algorithm with a technique to check and compute missed eigenvalues. By combining it with the restart technique, the algorithm is made practical for large-scale gyroscopic eigenvalue problems. Numerical examples are given to demonstrate the effectiveness of the method proposed.