Approximations to eigenvalues of modified general matrices

The reanalysis of non-self-adjoint dynamic models is computationally very expensive in design optimization applications. This paper describes several approximations that can be applied to eigenvalues of non-hermitian matrices to reduce that computational cost. Approximations based on eigenvalue derivatives, generalized Rayleigh quotient and the trace theorem are presented and their accuracy and computational cost are estimated. The accuracy and cost estimates are verified by applying the approximations to random matrices and matrices arising in flutter analysis of compressor blades. Recommendations are made for selection of the best approximation when the derivatives are available and when they are not. In particular, it is concluded that the quadratic approximation for eigenvalues should never be used as higher order approximations are always more accurate as well as more efficient.