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134     3 Matrix eigenvalue analysis



                   The single-shift QR iterations yield upon convergence
                                                               
                                   4    −2.8059     0        0

                                 2.8059    4        0        0       R 11  R 12
                        [k→∞]
                               
                      A      =                                   =                 (3.173)
                                  0       0        4     0.3564      0   R 22
                                   0       0     −0.3564     4
                   The eigenvalues of A are then computed easily from the diagonal 2 × 2 submatrices R 11
                   and R 22 , where for each we have with b ∈ ,

                                         (4 − λ)  −b
                                                                2   2
                              R jj − λI =                 = (4 − λ) + b = 0          (3.174)

                                           b     (4 − λ)
                   The two roots are λ = 4 ± bi, yielding the eigenvalues of (3.171).

                   Normal mode analysis

                   We now provide an example in which eigenvalue analysis is of direct interest to a problem
                   from chemical engineering practice. Let us say that we have some structure (it could be
                   a molecule or some solid object) whose state is described by the F positional degrees of
                               F
                   freedom q ∈  and the corresponding velocities ˙ q. We have some model for the total
                   potential energy of the system U(q) and some model of the total kinetic energy K (q, ˙ q).
                   We wish to compute the vibrational frequencies of the structure. Such a normal mode
                   analysis problem arises when we wish to compute the IR spectra of a molecule (Allen &
                   Beers, 2005).
                     First, using the numerical optimization methods outlined in Chapter 5, we identify a state
                   ˆ q that is a local minimum of the potential energy. That is, it has a lower potential energy
                   than any neighboring states, and as it is an extremum, ∇U| ˆq = 0 . We wish to describe
                   the system’s dynamics when it is perturbed slightly from this minimum energy state, and
                   so define δ = q − ˆq. Expanding U(q) about ˆq as a Taylor series, with ∂U/∂q m | ˆq = 0,
                   yields

                                                                    )          *
                                                               F
                                                            F
                                                                        2
                                                          1  	 	       ∂ U
                     U(ˆ q 1 + δ 1 ,..., ˆ q F + δ F ) ≈ U(ˆ q 1 ,..., ˆ q F ) +  δ m     δ n  (3.175)
                                                          2          ∂q m ∂q n ˆq

                                                           m=1 n=1
                   Defining the Hessian matrix H, containing the second derivatives of U(q),
                                                2          2
                                               ∂ U        ∂ U
                                       H mn =          =          = H nm             (3.176)

                                             ∂q m ∂q n ˆq  ∂q n ∂q m ˆq
                   the Taylor series for U(q) in the vicinity of ˆq becomes
                                                                F  F
                                                             1
                        U(ˆ q 1 + δ 1 ,..., ˆ q F + δ F ) ≈ U(ˆ q 1 ,..., ˆ q F ) +  δ m H mn δ n  (3.177)
                                                             2
                                                               m=1 n=1
                   H, which from (3.176) is real symmetric, also must be positive-semidefinite, as for a local
                                              1 T
                   minimum ˆq, U(ˆq + δ) − U(ˆq) ≈ δ Hδ ≥ 0.
                                              2
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