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Rayleigh’s quotients and eigenvalue bounds for linear dynamical systems


The primary objective of this article is to demonstrate that Rayleigh’s quotient and its variants retain the usual properties of boundedness and stationarity even when the linear vibratory system is non-classically damped, extending previously accepted results that these quotients could attain stationarity when damping was proportional or the modal damping matrix was diagonally dominant. This conclusion is reached by allowing the quotients to be defined in complex space and using complex differentiation. A secondary objective is to show how these quotients and their associated eigenvalue problems can be combined to generate bounds on the system’s eigenvalues, an immediate consequence that follows from establishing boundedness and stationarity in complex space. The reported bounds are simple to compute and appear to be tighter than previous bounds reported in the literature.

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