Circulant Matrices and Their Application to Vibration

Analysis
Brian Olson, Steven Shaw, Chengzhi Shi, Christophe Pierre, Robert Parker

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Brian Olson, Steven Shaw, Chengzhi Shi, Christophe Pierre, Robert Parker. Circulant Matrices and
Their Application to Vibration Analysis. Applied Mechanics Reviews, American Society of Mechanical
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Circulant Matrices and Their Application to
Vibration Analysis
Brian J. Olson Steven W. Shaw Chengzhi Shi
Applied Physics Laboratory, University Distinguished Professor Department of Mechanical Engineering,
Air and Missile Defense Department, Department of Mechanical Engineering, University of California, Berkeley,
The Johns Hopkins University, Michigan State University, Berkeley, CA 94720
Laurel, MD 20723-6099 East Lansing, MI 48824-1226 e-mail: [email protected]
e-mail: [email protected] e-mail: [email protected]

Christophe Pierre Robert G. Parker

Professor and Vice President
for Academic Affairs L.S. Randolph Professor and Department Head
Department of Mechanical Science Department of Mechanical Engineering,
and Engineering, Virginia Polytechnic Institute
and State University,
University of Illinois at Urbana-Champaign,
Blacksburg, VA 24061
Urbana, IL 61801
e-mail: [email protected]
e-mail: [email protected]

This paper provides a tutorial and summary of the theory of circulant matrices and their application to the modeling and analysis of the
free and forced vibration of mechanical structures with cyclic symmetry. Our presentation of the basic theory is distilled from the classic
book of Davis (1979, Circulant Matrices, 2nd ed., Wiley, New York) with results, proofs, and examples geared specifically to vibration
applications. Our aim is to collect the most relevant results of the existing theory in a single paper, couch the mathematics in a form that
is accessible to the vibrations analyst, and provide examples to highlight key concepts. A nonexhaustive survey of the relevant literature
is also included, which can be used for further examples and to point the reader to important extensions, applica-tions, and
generalizations of the theory.

systems possess special properties, such as symmetries, which

aid in the analysis by enabling significant reduction of the fi-
nite element models (Fig. 1(a)). This is particularly true for
systems with cyclic symmetry.
1 Introduction The main goal of this tutorial is to consider the vibrations of
structural systems with cyclic symmetry, also known as rotation-
“The theory of matrices exhibits much that is visually attractive.
Thus, diagonal matrices, symmetric matrices, (0, 1) matrices, and
ally periodic systems. A useful geometric view of these systems is
the like are attractive independently of their applications. In the that of a circular disk (a pie) split into N equal sectors (i.e., equally
same category are the circulants.” sized pieces of the pie), each of which contains an identical
Philip J. Davis
mechanical structure with identical coupling to forward-nearest-
neighbors and to ground (Fig. 1(b)).
The modeling and analysis of structural vibration is a The theory of circulants also applies to more general forms
mature field, especially when vibration amplitudes are small of coupling with non-nearest-neighbors, for example through
and linear models apply. For such models, the powerful tools a base substructure, as long as the rotational symmetry is
of modal analysis and superposition allow one to decompose preserved. These structural arrangements arise naturally in
the system and its response into a set of uncoupled single certain types of rotating machines. Turbomachinery examples
degree-of-freedom (DOF) systems, each of which captures the include bladed disks, such as fans, compressors, turbines, and
motion of the overall system in a given normal mode. For impeller stages of aircraft, helicopter engines, power plants,
geometrically simple continua, the natural frequencies, vibra- as well as propellers, pumps, and the like. Rotational perio-
tion modes, and response to known excitations can be analyti- dicity also arises in some stationary structures such as satel-
cally determined. When discrete models are developed, matrix lite antennae. In some systems, such as planetary gears and
methods are readily applied for both natural frequency and rotors with pendulum vibration absorbers, the overall system
response analyses. For general system models with no special is not necessarily cyclic, but subcomponents of it may be.
properties, which occur in the majority of applications, large- When perfect cyclic symmetry of a model is assumed, special
scale computational models must be developed, typically modal properties exist that significantly facilitate its vibration
using finite element methods. However, certain classes of analysis.

1
 diagonal and also shares this cyclic property. The size of the ele-
ments of K is equal to the number of DOFs per sector, and is
denoted by M. Thus, a system with N sectors and M DOFs per sec-
tor has a total of NM DOFs. The most important utility of the
theory of circulants in analyzing rotationally periodic systems is
that they enable a NM-DOF system to be decomposed to a set of
NM-DOF uncoupled systems using the appropriate coordinate
transformation. Admittedly, the same can be accomplished using
brute-force methods to uncouple the entire system using modal
analysis, but such an approach overlooks fundamental properties
that are crucial to understanding the free and forced response of
these systems and requires significantly more computational
power. This is the central motivation for understanding and utiliz-
ing circulants to analyze cyclic systems.
The vibration modes of rotationally periodic systems consist of
multiple pairs of repeated natural frequencies (eigenvalues) that
lead to pairs of degenerate normal modes (eigenvectors). The
number and nature of such pairs depend on whether N is even or
odd. Each mode pair is characterized as a pair of standing waves
(SWs) with different spatial phases, or a pair of traveling waves,
labeled as a forward traveling wave (FTW) and backward travel-
ing wave (BTW) when following the terminology used in applica-
tions to rotating machinery. The choice of formulation is based on
convenience for a given application, which depends on the nature
of the system excitation. For example, the excitation frequency is
proportional to the engine speed for many cyclic rotating systems,
which leads to the so-called engine order (e.o.) excitation, and
often the spatial nature of the excitation (in the rotating frame of
reference) is in the form of a traveling wave. When such excita-
tion is applied to systems with cyclic symmetry, the response also
has special properties that can be easily uncovered by making use
of the system traveling wave vibration modes.
The strength of the intersector coupling is an important parame-
ter in rotationally periodic systems. When the intersector coupling
is strong, the frequencies of the mode pairs are well separated. In
contrast, weak intersector coupling yields closely spaced frequen-
cies, high modal density, and large sensitivity to cyclic-symme-
try-breaking imperfections. A wave representation of the response
[2] shows that the strength of the coupling determines frequency
Fig. 1 (a) Finite element model of a bladed disk assembly [1]
and (b) general cyclic system with N identical sectors and
passband widths, wherein unattenuated propagation of waves
nearest-neighbor coupling takes place. Weak intersector coupling leads to narrow passbands,
and the passbands widen as the coupling strength increases.
Another important parameter for cyclically symmetric structures
The nature of rotationally periodic systems imposes a cyclic is the total number of sectors. The modal density is larger for large
structure on their mass and stiffness matrices, which are block cir- N, which corresponds to more natural frequencies within each fre-
culant for systems with many DOFs per sector (Fig. 1(a)) and cir- quency passband. In all cases, the modes are spatially distributed,
culant for the special case of a single DOF per sector (Fig. 1(b)). or extended, for models of cyclic systems. That is, the pattern of
By denoting the stiffness of the internal elements of each sector displacements in a modal response is uniformly spread around the
by K0 and the coupling stiffness between sectors as –K1, the stiff- circumference of the structure.
ness matrices of rotationally periodic structures with nearest- Systems with cyclic symmetry have been studied in the context
neighbor coupling have the general form of vibration analysis for over 40 yr. Early work considered proper-
2 3 ties of the vibration modes [3,4] and the steady-state response to
K0 K1 0 … 0 K1 harmonic excitation [5–7] of tuned and mistuned turbomachinery
6 K1 K0 K1 … 0 0 7 rotors. Many of these contributions were motivated by vibration
6 7
6 0 K K … 0 0 7 studies of general rotationally periodic systems [8–20], bladed
6 1 0 7
K ¼ 6 .. ... ... .. ... ... 7 disks [1,3,21–30], planetary gear systems [31–43], rings [44,45],
6 . . 7
6 7 circular plates [46–48], disk spindle systems [49–51], centrifugal
4 0 0 0 … K0 K1 5 pendulum vibration absorbers [52–56], space antennae [57], and
K1 0 0 … K1 K0 microelectromechanical system frequency filters [58]. Implicit in
these investigations is the assumption of perfect symmetry which,
where K0 and K1 are themselves matrices for the complex model of course, is an idealization. Perfect symmetry gives rise to well-
shown in Fig. 1(a) and scalars for the simplest prototypical model structured vibration modes [9,31,33–37,39,53,56], which are char-
shown in Fig. 1(b). A key property of K is that the elements of acterized by certain phase indices that define specific phase rela-
each row are obtained from the previous row by cyclically per- tionships between cyclic components in each vibration mode [18].
muting its entries. That is, for j ¼ 2; 3; …; N, row j is obtained This vibration mode structure is critical in the investigation of
from row j – 1 by shifting the elements of row j – 1 to the right by dynamic response of cyclic systems using modal analysis
one position and wrapping the right-end element of row j – 1 into [54]. These special properties of rotationally periodic structures
the first position. This is precisely the form of a circulant matrix, save tremendous calculation effort in the analysis of the system
which is formally defined in Sec. 2.2. The mass matrix of a rota- dynamics [59–61]. The properties of cyclic symmetry are not only
tionally periodic structure with nearest-neighbor coupling is block used in the study of mechanical vibrations, they are also important

2
to the analysis of elastic stress [62,63] and coupled cell the seminal work by Davis [96] and is presented using mathemat-
networks [64]. ics and notation that should be familiar to the vibrations engineer.
The special properties of systems with cyclic symmetry extend Selected topics from linear algebra are reviewed in Sec. 2.1
to nonlinear systems, where they are expressed quite naturally in to introduce relevant notion and support the theoretical
terms of symmetry groups: the cyclic group, in particular [65–68]. development of circulant matrices in Secs. 2.2–2.8. This material
The group theoretic formulation can also be applied to the linear is included for completeness; the apprised reader can skip directly
vibration problems considered in this paper [69,70], but the to Secs. 2.2 and 2.3, where circulant and block circulant matrices
approach presented here is more approachable to readers with a (also referred to as circulants and block circulants) are defined.
standard engineering background in linear algebra. Representations of circulants are discussed in Sec. 2.4. Diagonal-
The extension to systems with small imperfections that perturb ization of circulants and block circulants is discussed at length in
the cyclic symmetry has led to important results related to mode Sec. 2.5, which begins with a treatment of the Nth roots of unity
localization, which arises in systems with high modal density in Sec. 2.5.1 and the Fourier matrix in Sec. 2.5.2. It is subse-
caused by weak intersector coupling or a large number of sectors. quently shown how to diagonalize the cyclic forward shift matrix
In particular parameter regimes, the mode shapes are highly sensi- in Sec. 2.5.3 a circulant in Sec. 2.5.4, and a block circulant in
tive to small, symmetry-breaking imperfections among the nomi- Sec. 2.5.5. Some generalizations of the theory are discussed in
nally identical sectors, and the spatial nature of the vibration Sec. 2.6, including the diagonalization of block circulants with
modes can become highly localized. For these cases, the vibration circulant blocks. Relevant mathematics of the DFT and IDFT are
energy is focused in a small number of sectors, and sometimes summarized in Sec. 2.7. Finally, the circulant eigenvalue problem
even a single sector. This behavior, which stems from the seminal (cEVP) is discussed in Sec. 2.8, including the eigenvalues and
work of Anderson on lattices [71], was originally recognized to be eigenvectors of circulants and block circulants, their symmetry
relevant to structural vibrations by Hodges and Woodhouse characteristics, and connection to the DFT process.
[72,73] and Pierre and Dowell [74], and has been extensively
studied from both fundamental [75] and applied [76–78] points of
view. The phenomenon of mode localization is also observed in 2.1 Mathematical Preliminaries. Definitions and relevant
the forced response and has practical implications for the fatigue properties of special operators and matrices are discussed in
life of bladed disks in turbomachinery [79,80]. It is interesting to Secs. 2.1.1 and 2.1.2, respectively, including the direct (Kro-
note that localization also arises in nonlinear systems with perfect necker) product, and Hermitian, unitary, cyclic forward shift, and
symmetry, where the dependence of the system natural frequen- flip matrices. This is followed in Sec. 2.1.3 with a treatment of
cies on the amplitudes of vibration naturally leads to the possibil- matrix diagonalizability.
ity of mistuning of frequencies between sectors if their amplitudes 2.1.1 Special Operators. Let C denote the set of complex
are different [81–88]. numbers and Zþ be the set of positive integers.
Another topic central to vibration analysis that relies on the DEFINITION 1 (Direct Sum). For each i ¼ 1; 2; …; N and
theory of circulants is the discrete Fourier transform (DFT) pi 2 Zþ , let Ai 2 Cpi pi . Then the direct sum of Ai is denoted by
[89,90]. The DFT was known to Gauss [91], and is the most com-
mon tool used to process vibration signals from experimental Ni¼1 Ai ¼ A1  A2  …  AN
measurements and numerical simulations. The DFT and inverse
DFT (IDFT) provide a computationally convenient means of and results in the block diagonal square matrix
determining the frequency content of a given signal. Because the
mathematics of circulants is at the heart of the computation of the 2 3
A1 0 … 0
DFT, we include a brief introduction to the relationship between 6 0 A2 … 0 7
the DFT and IDFT, and its connection to the theory of circulants. 6 7
A ¼ 6 .. .. . . . 7
The goal of this paper is to provide a detailed theory of circu- 4 . . . .. 5
lant matrices as it applies to the analysis of free and forced struc- 0 0 … AN
tural vibrations. Much of the material was developed as part of the
Ph.D. research of the lead author [21,22,92–95]. References to of order p1 þ p2 þ    þ pN , where each zero matrix 0 has the
other relevant work are included throughout this paper, but we do appropriate dimension. 䉭
not claim to provide an exhaustive survey of the relevant It is convenient to define the operator diagðÞ that takes as its
literature. The remainder of the paper is organized as follows. argument the ordered set of matrices A1 ; A2 ; …; AN and results in
Section 2 gives a quite exhaustive and self-contained treatment of the block diagonal matrix given in Definition 1, that is,
the theory of circulants, which is distilled from the seminal work
by Davis [96]. We adopt a presentation style similar to that of A ¼ diagðA1 ; A2 ; …; AN Þ ¼ diag ðAi Þ

Ottarsson [97], one that should be familiar to an analyst in the i¼1;…;N
vibrations engineering community. This section is meant to act
simultaneously as a detailed reference and tutorial, including For the case when each Ai ¼ ai is a scalar (1  1), the direct sum
proofs of the main results and simple illustrative examples. of ai is denoted by the diagonal matrix
Section 3 provides three examples that make use of the theory,
including ordinary circulants and the more general block circulant diagða1 ; a2 ; …; aN Þ ¼ diag ðai Þ
matrices. Particular attention is given to cyclic systems under trav- i¼1;…;N
eling wave engine order excitation because this type of system
forcing appears naturally in many relevant applications of rotating DEFINITION 2 (Direct Product). Let a; b 2 Cn . Then the direct prod-
machinery. The apprised reader, or the reader who wishes to learn uct (or Kronecker product) of a and bT is the square matrix
by example, can skip directly to Sec. 3, depending on their back- 2 3
ground, and revisit Sec. 2 as warranted. The paper closes with a a1 b1 a1 b2    a1 bn
brief summary in Sec. 4. 6 a2 b1 a2 b2    a2 bn 7
6 7
a  bT ¼ 6 .. .. .. .. 7
4 . . . . 5
2 The Theory of Circulants an b1 an b2    an bn
This section details the theory and mathematics of circulant
matrices that are relevant to vibration analysis of mechanical where ðÞT denotes transposition. If A 2 Cmn and B 2 Cpq are
structures with cyclic symmetry. The basic theory is distilled from matrices, then the direct product of A and B is the matrix

3
 2 3
a11 B a12 B  a1n B (6) The transpose or conjugate transpose of a direct product
6 a21 B a22 B  a2n B 7 yields the direct product of two transposes or conjugate
6 7
A  B ¼ 6 .. .. .. .. 7 transposes. If A and B are square matrices, then
4 . . . . 5
am1 B am2 B  amn B
ðA  BÞT ¼ AT  BT (6a)
H H H
of dimension mp  nq. 䉭 ðA  BÞ ¼ A  B (6b)
Example 1. Consider the matrices
  where ðÞH ¼ ðÞ T is the conjugate transpose and ðÞ
 denotes
1 2 complex conjugation.
A ¼ ½1 2 3 and B ¼
3 4 (7) If A and B are square matrices with dimensions n and m,
respectively, then
Then the direct product of A and B is given by
detðA  BÞ ¼ ðdet AÞm ðdet BÞn (7a)
 
1 2 trðA  BÞ ¼ trðAÞtrðBÞ (7b)
A  B ¼ ½1 2 3 
3 4
      
1 2 1 2 1 2 where detðÞ and trðÞ denote the matrix determinant and
¼ 1 ;2  ;3  trace.
3 4 3 4 3 4
      2.1.2 Special Matrices. The definitions and relevant proper-
1 2 2 4 3 6
¼ ; ; ties of selected special matrices are summarized. Hermitian and
3 4 6 8 9 12 unitary matrices are defined first (see Table 1), followed by a brief
   
1 2  2 4  3 6 treatment of two important permutation matrices: the cyclic for-
¼
3 4  6 8  9 12 ward shift matrix and the flip matrix. The details of circulant mat-
rices and the Fourier matrix, which are employed extensively
Because A is 1  3 and B is 2  2, the direct product A  B has throughout this work, are deferred to Secs. 2.2, 2.3, and 2.5.2.
dimension 1  2  3  2, or 2  6. DEFINITION 3 (Hermitian Matrix). A matrix H 2 CNN is Hermi-
Some important properties of the direct product are as follows: tian if H ¼ HH . 䉭
The elements of a Hermitian matrix H satisfy hik ¼ hki for all
(1) The direct product is a bilinear operator. If A and B are i; k ¼ 1; 2; …; N. Thus, the diagonal elements hii of a Hermitian
square matrices and a is a scalar, then matrix must be real, while the off-diagonal elements may be com-
plex. If H ¼ HT then H is said to be symmetric.
aðA  BÞ ¼ ðaAÞ  B ¼ A  ðaBÞ (1) DEFINITION 4 (Unitary Matrix). A matrix U 2 CNN is unitary if
UH U ¼ I, where I is the N  N identity matrix. 䉭
(2) The direct product distributes over addition. If A, B, and C Real unitary matrices are orthogonal matrices. If a matrix U is
are square matrices with the same dimension, then unitary, then so too is UH . To see this, consider ðUH ÞH ðUH Þ
ðA þ BÞ  C ¼ A  C þ B  C (2a) ¼ UUH ¼ I, from which it follows that

A  ðB þ CÞ ¼ A  B þ A  C (2b) UH U ¼ UUH ¼ I (8)

(3) The direct product is associative. If A, B, and C are square
matrices, then Finally, if U is unitary and nonsingular, then UH ¼ U1 .
A general permutation matrix is formed from the identity
A  ðB  CÞ ¼ ðA  BÞ  C (3) matrix by reordering its columns or rows. Here, we introduce two
such matrices: the cyclic forward shift matrix and the flip matrix.
(4) The product of two direct products yields another direct DEFINITION 5 (Cyclic Forward Shift Matrix). The N  N cyclic
product. If A, B, C, and D are square matrices such that AC forward shift matrix is given by
and BD exist, then
2 3
0 1 0  0 0
ðA  BÞðC  DÞ ¼ ðACÞ  ðBDÞ (4) 60 0 1  0 07
6. .. .. . . .. .. 7
6 .. . . . . .7
(5) The inverse of a direct product yields the direct product of rN ¼ 6
60
7
two matrix inverses. If A and B are invertible matrices, 6 0 0  1 07 7
40 0 0  0 15
then
1 0 0  0 0 NN
ðA  BÞ1 ¼ A1  B1 (5)
which is populated with ones along the superdiagonal and in the
where ðÞ1 denotes the matrix inverse. (N, 1) position, and zeros otherwise. 䉭
The cyclic forward shift matrix plays a key role in the represen-
tation and diagonalization of circulant matrices, which are dis-
cussed in Secs. 2.4 and 2.5.
Table 1 Selected special matrices Example 2. Let a ¼ (a, b, c) be a three-vector. Then the
operation
Type Condition 2 3
0 1 0
Symmetric A ¼ AT 6 7
Hermitian A ¼ AH
ar3 ¼ ½ a b c 4 0 0 1 5
Orthogonal AT A ¼ I (or) AT ¼ A1 1 0 0
Unitary AH A ¼ I (or) AH ¼ A1
¼ ðc; a; bÞ

4
 Table 2 Selected types of linear transformations Proof. Let Q be an arbitrary nonsingular matrix. Then

Type Condition Transformation pðBÞ ¼ pðQ1 AQÞ

Equivalence P and Q are nonsingular B ¼ PAQ X
N

Congruence Q is nonsingular B ¼ QT AQ ¼ ck ðQ1 AQÞk

Similarity Q is nonsingular B ¼ Q1 AQ k¼0
Orthogonal Q is nonsingular and orthogonal B ¼ QT AQ ¼ Q1 AQ ¼ c0 I þ c1 Q1 AQ þ c2 Q1 AQQ1 AQ þ   
Unitary Q is nonsingular and unitary B ¼ QH AQ ¼ Q1 AQ
þ cN Q1 AQ    Q1 AQ
¼ c0 I þ c1 Q1 AQ þ c2 Q1 A2 Q þ    þ cN Q1 AN Q
 
¼ Q1 c0 I þ c1 A þ c2 A2 þ    þ cN AN Q
cyclically shifts the entries of a by one entry to the right. That is, ¼ Q1 pðAÞQ
the ith entry of a is shifted to entry i þ 1, except for entry N ¼ 3,
which is placed in position 1 of a. which completes the proof. 䊏
DEFINITION 6 (Flip Matrix). The N  N flip matrix is given by If p(t) ¼ tk with k > 0 in Theorem 2, then we have the following
2 3 result.
1 0 0  0 0 COROLLARY 2. If B ¼ Q1 AQ, then Bk ¼ Q1AkQ for any
60
6
0 0  0 17
7 k 2 Zþ . ⵧ
60 0 0  1 07 DEFINITION 8 (Diagonalizable Matrix). A square matrix A is
jN ¼ 6
6 ... .. .. . . .. .. 7
. .7
diagonalizable if there exists a nonsigular matrix Q and a diago-
6 . . . 7
40 nal matrix D such that Q1AQ ¼ D. 䉭
0 1  0 05
Thus, a matrix is diagonalizable if it is similar to a diagonal ma-
0 1 0  0 0 NN trix. If A is diagonalizable by Q, we say that Q diagonalizes A
and that Q is the diagonalizing matrix.
which is populated with ones in the (1, 1) position and along the THEOREM 3. An N  N matrix A is diagonalizable if it has N lin-
subantidiagonal, and zeros otherwise. 䉭 early independent eigenvectors. ⵧ
COROLLARY 1. Let jN be the flip matrix. Then Proof. Suppose A has N linearly independent eigenvectors and
denote them by q1 ; q2 ; …; qN . Let ki be the eigenvalue of A corre-
) sponding to qi for each i ¼ 1; …; N. Then if Q is the matrix that
j2N ¼ IN has as its ith column the vector qi, it follows that
jH T 1
N ¼ jN ¼ jN ¼ jN
AQ ¼ ðAq1 ; Aq2 ; …; AqN Þ
where IN is the N  N identity matrix. ⵧ ¼ ðq1 k1 ; q2 k2 ; …; qN kN Þ
¼ ðq1 ; q2 ; …; qN Þ diag ðki Þ
2.1.3 Matrix Diagonalizability. Matrix diagonalization is the i¼1;…;N
process of taking a square matrix and transforming it into a diago-  QD
nal matrix that shares the same fundamental properties of the
underlying matrix, such as its characteristic polynomial, trace, and
determinant. This section defines matrix diagonalizability in terms Because Q is nonsingular by hypothesis, D ¼ Q1AQ. 䊏
of similarity, provides necessary conditions for a matrix to be
diagonalizable, and summarizes relevant properties of diagonaliz- 2.2 Circulant Matrices
able matrices. Diagonalization of circulant matrices is deferred to
Sec. 2.5. DEFINITION 9 (Circulant Matrix). A N  N circulant matrix (or
DEFINITION 7 (Similarity Transformation). Let Q be an arbitrary circulant, or ordinary circulant) is generated from the N-vector
nonsingular matrix. Then B ¼ Q1 AQ is a similarity transforma- fc1 ; c2 ; …; cN g by cyclically permuting its entries, and is of the
tion and B is said to be similar to A. 1   䉭 form
If B is similar to A, then A ¼ Q1 B Q1 is similar to B. 2 3
c 1 c2    cN
It therefore suffices to say that A and B are similar. A summary of 6 cN c1    cN1 7
selected additional linear transformations is provided in Table 2. 6 7
C ¼ 6 .. .. . . .. 7 D
If B is orthogonally (resp. unitarily) similar to A, then we say that 4 . . . . 5
A and B are orthogonally (resp. unitarily) similar matrices. c2 c3    c1
THEOREM 1. If A and B are similar matrices, then they have the
same characteristic equation and hence the same eigenvalues. ⵧ
Theorem 1 guarantees that the eigenvalues of a matrix are DEFINITION 10 (Generating Elements). Let the N  N circulant
preserved under a similarity transformation. A proof can be found matrix C be given by Definition 9. Then the elements of the
in any standard textbook on linear algebra [98,99]. Because N-vector
QT ¼ Q1 for orthogonal Q and QH ¼ Q1 for unitary Q, the
eigenvalues are also preserved under orthogonal and unitary fc1 ; c2 ; …; cN g
transformations.
THEOREM 2. Let the matrices A and B be similar. Then if are said to be the generating elements of C. 䉭
Thus, a circulant matrix is defined completely by the generating
X
N elements in its first row, which are cyclically shifted to the right
pðtÞ ¼ ck tk by one position per row to form the subsequent rows. The set of
k¼0 all such matrices of order N is denoted by CN . A matrix contained
in CN is said to be a circulant of type N.
denotes a finite polynomial in t with arbitrary coefficients It is convenient to define the circulant operator circðÞ that
ck ðk ¼ 1; 2; …; NÞ, the matrix polynomials p(A) and p(B) are takes as its argument the generating elements c1 ; c2 ; …; cN and
similar. ⵧ results in the array given in Definition 9, that is,

5
 2 3 2 3
C ¼ circðc1 ; c2 ; …; cN Þ (9) c11 c12  c1N c11 c12  c1N
6 c21 c22  c2N 7 6 c1N c11  c1ðN1Þ 7
6 7 6 7
An N  N circulant is also characterized in terms of its (i, k) entry C ¼ 6 .. .. .. .. 7¼6 . .. .. .. 7
4 . . . . 5 4 .. . . . 5
by ðCÞik ¼ ckiþ1ðmodNÞ for i; k ¼ 1; 2; …; N.
Example 3. The circulant array formed by the generating ele- cN1 cN2  cNN c12 c13  c11
ments a, b, c, d can be written as
which is a N  N circulant matrix with generating elements
2 3 c11 ; c12 ; …; c1N . 䊏
a b c d
6d Any matrix that commutes with the cyclic forward shift matrix
6 a b c77 2 C4
circða; b; c; dÞ ¼ 4 is, therefore, a circulant. Theorem 4 also says that circulant
c d a b5 matrices are invariant under similarity transformations involving
b c d a the cyclic forward shift matrix. That is, C is similar to itself for a
similarity transformation using rN .
which is a circulant matrix of type 4. Example 5. Consider the 3  3 matrix
If a matrix is both circulant and symmetric, its generating ele- 2 3
ments are a b c
( A ¼ 4c a b5
c1 ; …; cN2 ; cNþ2
2
; cN2 ; …; c3 ; c2 ; N even b c a
(10)
c1 ; …; cN12
; cNþ1
2
; cNþ12
; cN1
2
; …; c3 ; c2 ; N odd
Then
which are necessarily repeated. Only (N þ 2)/2 generating ele-
ments are distinct if N is even and (N þ 1)/2 are distinct if N is 2 32 3 2 3
a b c 0 1 0 c a b
odd. The set of all N  N symmetric circulants is denoted by 6 76 7 6 7
SCN . A matrix contained in SCN is said to be a symmetric circu- 4 c a b 54 0 0 1 5 ¼ 4 b c a5
lant of type N. b c a 1 0 0 a b c
Example 4. The 5  5 matrix 2 32 3
0 1 0 a b c
2 3 6 76 7
¼ 40 0 1 54 c a b 5
a b c c b
6b a b c c7 1 0 0 b c a
6 7
circða; b; c; c; bÞ ¼ 6 7
6 c b a b c 7 2 SC5
4c c b a b5 which implies that Ar3 ¼ r3 A. Thus, A ¼ circða; b; cÞ 2 C3 is a
b c c b a circulant matrix of type N ¼ 3.
Next we introduce block circulant matrices, which are natural
generalizations of ordinary circulants.
is both symmetric and circulant. Because N ¼ 5 is odd, it has
(N þ 1)/2 ¼ 3 distinct elements.
The matrix defined in Example 3 is not a symmetric circulant 2.3 Block Circulant Matrices. A block circulant matrix
because its generating elements are distinct. Next, we give a nec- is obtained from a circulant matrix by replacing each entry ck in
essary and sufficient condition for a square matrix to be circulant. Definition 9 by the M  M matrix Ci for i ¼ 1; 2; …; N.
THEOREM 4. Let rN be the cyclic forward shift matrix. Then a DEFINITION 11 (Block Circulant Matrix). Let Ci be a M  M
N  N matrix C is circulant if and only if CrN ¼ rN C. ⵧ matrix for each i ¼ 1; 2; …; N. Then a NM  NM block circulant
Proof. Let C be an N  N matrix with arbitrary elements cik for matrix (or block circulant) is generated from the ordered set
i; k ¼ 1; 2; …; N. Then fC1 ; C2 ; …; CN g, and is of the form

2 3 2 3
c1N c11 c12    c1ðN1Þ C1 C2  CN
6 c2N 6 CN C1  CN1 7
6 c21 c22    c2ðN1Þ 7
7 6 7
CrN ¼ 6 . C ¼ 6 .. .. .. .. 7 D
.. .. .. .. 7 4 . . . . 5
4 .. . . . . 5
C2 C3  C1
cNN cN1 cN2    cNðN1Þ

DEFINITION 12 (Generating Matrices). Let the NM  NM block

and circulant C be given by Definition 11. Then the elements of the
2 3 ordered set
c21 c22 c23    c2N
6 c31 c32 c33    c3N 7 fC1 ; C2 ;    ; CN g
6 7
rN C ¼ 6 .. .. .. .. .. 7
4 . . . . . 5
are said to be the generating matrices of C. 䉭
c11 c12 c13    c1N A block circulant is therefore defined completely by its generat-
ing matrices. The matrix array given by Definition 11 is said to be
These matrices are equal if and only if the equalities a block circulant of type (M, N). The set of all such matrices is
denoted by BCM;N . A matrix C 2 BCM;N is not necessarily a cir-
c1N ¼ c21 ; c11 ¼ c22 ;    c1ðN1Þ ¼ c2N culant, as the following example demonstrates.
c2N ¼ c31 ; c21 ¼ c32 ;    c2ðN1Þ ¼ c3N Example 6. Let
.. .. .. ..    
. . . . 2 1 1 0
A¼ and B ¼
cNN ¼ c11 ; cN1 ¼ c12 ;    cNðN1Þ ¼ c1N 1 2 0 1

are satisfied. Then C can be written as Then

6
 2 3
A B 0 B A ¼ ar03 þ br13 þ cr23
6B A B 07
6 7 ¼ aI3 þ br3 þ cr23
C¼6 7
40 B A B5 2 3 2 3 2 3
1 0 0 0 1 0 0 0 1
B 0 B A 6 7 6 7 6 7
2    3 ¼ a4 0 1 0 5 þ b4 0 0 1 5 þ c4 1 0 0 5
2 1 1 0 0 0 1 0
  
6 1
6 2  0 1 0
 0  0 1 7
7
0 0 1 1 0 0 0 1 0
6    7 2 3
6 1 0  2 1 1 0  0 0 7 a b c
6    7 6 7
6 0
6 1 1 2  0 1  0
  0 77 ¼ 4c a b5
¼6    7
6 0
6 0 1 0  2 1 1 0 7
  7 b c a
6 0
6 0  0 1 1 2  0 1 7
  7
6    7 where I3 and r3 are the 3  3 identity and cyclic forward shift
4 1 0  0 0 1 0  2 1 5
  matrices.
0 1  0 0  0 1 1 2
Corollary 3 is exploited in Sec. 2.5.4 to diagonalize a general
circulant matrix, and can be generalized to represent a general
block circulant matrix in terms of the cyclic forward shift matrix
is a block circulant of type (2, 4), but it is not a circulant. and its powers.
Next we give a necessary and sufficient condition for a matrix COROLLARY 4. Let C 2 BCM;N be a block circulant matrix of
to be block circulant. type (M, N) with generating matrices C1 ; C2 ; …; CN . Then C can
THEOREM 5. Let rN be the cyclic forward shift matrix of dimen- be represented by the matrix sum
sion N and IM be the identity matrix of dimension M. Then a
NM  NM matrix C is a block circulant of type (M, N) if and only C ¼ r0N  C1 þ r1N  C2 þ    þ rN1  CN
if CðrN  IM Þ ¼ ðrN  IM ÞC. ⵧ N

The proof of Theorem 5 follows similarly to that of Theorem 4

by replacing the scalar elements cik with M  M matrices Cik where rN is the cyclic forward shift matrix. ⵧ
for i; k ¼ 1; 2; …; N. The reader can verify that the matrix C in Corollaries 3 and 4 motivate the following result, which cap-
Example 6 satisfies the condition in Theorem 5, but not that in tures the representation of circulant and block circulant matrices
Theorem 4. in terms of the cyclic forward shift matrix, and facilitates their
A block circulant, block symmetric matrix of type (M, N) has diagonalization in Secs. 2.5.4 and 2.5.5.
generating matrices of the same form as Eq. (10), and is obtained DEFINITION 13. Let t and s be arbitrary square matrices. Then
by replacing each entry ck by the M  M matrix Ck for the function
k ¼ 1; 2; …; N. The set of all such matrices is denoted by
X
N
BCBSM;N . The matrix C in Example 6 is recognized to be a qðt; sÞ ¼ tk1  s
block symmetric, block circulant matrix of type (2, 4), that is, it is k¼1
contained in BCBS2;4 , which is a subset of BC2;4 .
is a finite sum of direct products. 䉭
COROLLARY 5. Let rN be the N  N cyclic forward shift matrix.
2.4 Representations of Circulants. It is clear from Defini- Then a circulant matrix with generating elements c1 ; c2 ; …; cN
tion 5 that the N  N cyclic forward shift matrix is a circulant with and a block circulant matrix with generating elements
N generating elements 0; 1; 0; …; 0; 0. The integer powers of rN C1 ; C2 ; …; CN can be represented by the matrix sums
can be written as
X
N
9 qðrN ; ck Þ ¼ rk1
N ck ¼ circðc1 ; c2 ; …; cN Þ
r0N ¼ circð1; 0; 0; 0; 0; …; 0; 0Þ ¼ IN >
>
>
>
k¼1
r1N ¼ rN ¼ circð0; 1; 0; 0; 0; …; 0; 0Þ >
> X
N
>
>
>
> qðrN ; Ck Þ ¼ rk1
N  Ck ¼ circðC1 ; C2 ; …; CN Þ
r2N ¼ circð0; 0; 1; 0; 0; …; 0; 0Þ >
= k¼1
.. (11)
. >
>
>
> where the function qðÞ is given by Definition 13. ⵧ
>
>
rN1 ¼ circð0; 0; 0; 0; 0; …; 0; 1Þ >
> What is meant by the notation qðrN ; ck Þ, for example, is to sub-
N >
>
>
; stitute t with rN and s with ck in Definition 13 and then perform
rNN ¼ circð1; 0; 0; 0; 0; …; 0; 0Þ ¼ r0N ¼ IN the summation observing any indices k introduced by the
substitution.
where each successive power cyclically permutes the generating
elements. This enables the representation of a general circulant in 2.5 Diagonalization of Circulants. Any circulant or block
terms of a finite matrix polynomial involving the cyclic forward circulant matrix can be represented in terms of the cyclic forward
shift matrix and its powers. shift matrix according to Corollary 5. The diagonalization of a
COROLLARY 3. Let C 2 CN be a circulant matrix of type N with general circulant begins, therefore, by finding a matrix that diago-
generating elements c1 ; c2 ; …; cN . Then C can be represented by nalizes rN . Together with some basic results from linear algebra
the matrix sum (these are summarized in Sec. 2.1), this leads naturally to the
diagonalization of an arbitrary circulant. Regarding a suitable
diagonalizing matrix, there are a number of candidates
C ¼ c1 r0N þ c2 r1N þ c3 r2N þ    þ cN rN1
N
[10–12,16,17,100], but all feature powers of the Nth roots of unity
or their real/imaginary parts. In this work, we employ an array
composed of the distinct Nth roots of unity (Sec. 2.5.1) and their
where rN is the N  N cyclic forward shift matrix. ⵧ integer powers in the form of the complex Fourier matrix
Example 7. The matrix A ¼ circða; b; cÞ from Example 5 can (Sec. 2.5.2). A unitary transformation involving the Fourier matrix
be represented by the matrix sum is used to diagonalize the cyclic forward shift matrix (Sec. 2.5.3),

7
general circulant matrices (Sec. 2.5.4), and general block circulant DEFINITION 16. Let wN be the primitive Nth root of unity. Then
matrices (Sec. 2.5.5). 2 3
1 0
2.5.1 Nth Roots of Unity. A root of unity is any complex num- 6 wN 7
6 7
ber that results in 1 when raised to some integer N 2 Zþ [101]. 6 7
6 w 2 7
More generally, the Nth roots of a complex number zo ¼ ro ejho are XN ¼ 6 N 7
given by a nonzero number z ¼ rejh such that 6 . 7
6 . 7
4 . 5
N1
zN ¼ zo or r N ejNh ¼ ro ejho (12) 0 wN NN

pffiffiffiffiffiffiffi ¼ diagð1; wN ; w2N ; …; wN1

N Þ
where j ¼ 1. Equation (12) holds if and only if rN ¼ ro and
Nh ¼ ho þ 2pk with k 2 Z. Therefore, is the N  N diagonal matrix formed by placing the distinct Nth
pffiffiffiffi 9 roots of unity 1; wN ; w2N ; …; wN1
N along its diagonal. 䉭
r ¼ N ro = The matrix XN appears naturally in the diagonalization of cir-
ho þ 2pk ;; k 2 Z (13) culants, which is discussed in Secs. 2.5.3–2.5.5.
h¼
N 2.5.2 The Fourier Matrix. This section introduces the com-
and the Nth roots are plex Fourier matrix and its relevant properties, including the sym-
  metric structure of the N-vectors that compose its columns. A key
p ffiffiffiffi ho þ 2pk result is that the Fourier matrix is unitary, which is systematically
z¼ N
ro exp j ; k2Z (14)
N developed and proved.
pffiffiffiffi DEFINITION 17 (Fourier Matrix). The N  N Fourier matrix is
Equation (14) shows that the roots all lie on a circle of radius N ro defined as 2 3
centered at the origin in the complex plane, and that they are 1 1 1  1
equally distributed every 2p=N radians. Thus, all of the distinct 6 1 wN w2N  wN1 7
roots correspond to k ¼ 0; 1; 2; …; N  1. 6 N 7
6
1 6 1 w2 2ðN1Þ 7
7
4
DEFINITION 14 (Distinct Nth Roots of Unity). The distinct Nth EN ¼ pffiffiffiffi 6 N wN  wN 7
roots of unity follow from Eq. (14) by setting ro ¼ 1 and ho ¼ 0 N66 .. .. .. .. .. 7
7
and are denoted by 4. . . . . 5
2ðN1Þ ðN1ÞðN1Þ
ðkÞ 2pk 1 wN1 wN  wN
wN ¼ e j N N NN

for integers k ¼ 0; 1; 2; …; N  1. 䉭 where wN is the primitive Nth root of unity and N 2 Zþ . 䉭

DEFINITION 15 (Primitive Nth Root of Unity). The primitive Nth
root of unity is denoted by
2p
wN ¼ e j N

which corresponds to k ¼ 1 in Definition 14. 䉭

COROLLARY 6. The integer powers wkN of the primitive Nth root
ðkÞ
of unity are equivalent to the distinct Nth roots of unity wN for
k ¼ 1; 2; …; N. ⵧ
ðkÞ
Proof. Consider wkN ¼ ðe j N Þk ¼ e j N ¼ wN , which follows
2p 2pk

from Definition 14. Thus, the powers

1; w1N ; w2N ; …; wN1

N

are equivalent to the distinct Nth roots of unity

ð1Þ ð2Þ ðN1Þ
1; wN ; wN ; …; wN

ð0Þ
where w0N ¼ wN ¼ 1. 䊏
Example plots of the distinct Nth roots of unity are shown in
ðkÞ
Fig. 2, where wN are arranged on the unit circle in the complex
plane (centered at the origin) for N ¼ 1; 2; …; 9. Note that
ð0Þ ðN=2Þ
wN ¼ 1 is real, as is wN ¼ 1 if N is even. The remaining
roots appear in complex conjugate pairs. Thus, the distinct Nth
roots of unity are symmetric about the real axis in the complex
plane.
Example 8. Let N ¼ 4. Then the distinct Nth roots of unity are
given by the set
2p 2p 2p 2p
fw04 ; w14 ; w24 ; w34 g ¼ fe j 4 0 ; e j 4 1 ; e j 4 2 ; e j 4 3 g
p 3p
¼ fe0 ; e j 2 ; e j p ; e j 2 g
¼ f1; j; 1; jg

These four distinct roots of unity can be visualized in Fig. 2 for

the case of N ¼ 4. Fig. 2 Example plots of the distinct Nth roots of unity

8
 Example 9. For the special case of N ¼ 4, the Fourier matrix is The columns ei of the Fourier matrix EN ¼ ðe1 ; …; eN Þ exhibit
given by a symmetric structure with respect to the index i ¼ (N þ 2)/2 for
2 3 even N. In Example 9, for instance, the vectors e1 and
1 1 1 1
eðNþ2Þ=2 ¼ e3 are real and distinct, and the vectors e2 and e4
1 66 1 j 1 j 7
7
appear in complex conjugate pairs. This same structure generally
E4 ¼ pffiffiffi 6 7 holds for any EN with even N. To see this, consider
4 4 1 1 1 1 5
1 j 1 j 

N N1 T
1 ðN2 6qÞ 1 ð 6qÞ
eNþ2
2 6q
¼ pffiffiffiffi 1; wN ; …; wN2
N
Clearly the Fourier matrix is symmetric, but generally it is not
1
 1  N1 T
Hermitian. It can be written element wise as ¼ pffiffiffiffi 1; w6qN ; …; w6qN (17)
N
1 ði1Þðk1Þ
ðEN Þik ¼ pffiffiffiffi wN
N where the integers 6q correspond to vector pairs relative to the
1 index i ¼ ðN þ 2Þ=2 and the identity
¼ pffiffiffiffi ejði1Þuk
N N
6q N
wN2 ¼ wN2 w6q 6q
N ¼ wN
1 jðk1Þui
¼ pffiffiffiffi e ; i; k ¼ 1; 2; …; N (15)
N is employed. The case of q ¼ 0 corresponds to i ¼ ðN þ 2Þ=2 and
where yields the real vector

2p 1
ui ¼ ði  1Þ (16) eNþ2 ¼ pffiffiffiffi ð1; 1; 1; …; 1; 1ÞT (18)
N 2
N
is the angle subtended from the positive real axis in the complex
which has the same value for each element with alternating signs
plane to the ith power of wN, which is also the ði þ 1Þth of the N
from element to element. For q 6¼ 0 the terms w6q N are complex
roots of unity according to Definition 14 and the numbering
conjugates according to the proof of Corollary 7 such that
scheme in Fig. 2.
eððNþ2Þ=2Þþq and eððNþ2Þ=2Þq are complex conjugate pairs. There are
COROLLARY 7. The matrix EH N is obtained from EN by changing (N  2)/2 such pairs corresponding to q ¼ f1; 2; …; ðN  2Þ=2g in
the signs of the powers of each element. ⵧ
Eq. (17). Finally, the case of i ¼ 1 always yields the real vector
Proof. The Fourier matrix is unaffected by transposition
because it is symmetric. Thus, the (i, k) element of EH
N is 1
 H e1 ¼ pffiffiffiffi ð1; 1; 1; …; 1; 1ÞT (19)
1 ði1Þðk1Þ 1 ði1Þðk1Þ N
EN ik ¼ ðEN Þik ¼ pffiffiffiffi wN ¼ pffiffiffiffi wN
N N
for even and odd N. A similar formulation for odd N shows that e1
where the identity is real and distinct and the remaining (N – 1)/2 vectors appear in
2p 2p

2p k complex conjugate pairs. This is shown by example in Sec. 3.3 in
wkN ¼ e j N k ¼ ej N k ¼ e j N ¼ wk
N ; k2Z the context of vibration modes for a cyclic structure with a single
DOF per sector.
is employed. It follows that EH N can be obtained from EN by A key feature of the Fourier matrix is that it is unitary. This is
changing the sign of the powers of the Nth roots of unity. 䊏 essentially a statement of orthogonality of each column of EN and
It is shown in Sec. 2.8 that all circulant matrices contained in is captured by the following lemmas.
CN share the same linearly independent eigenvectors, the ele- LEMMA 1 (Finite Geometric Series Identity). Let N 2 Zþ and
ments of which compose the N columns (or rows) of EN. q 2 C. Then
DEFINITION 18. Let wN be the primitive Nth root of unity. Then
for i ¼ 1; 2; …; N the columns of the Fourier matrix EN are X
sþN1
qs ð1  qN Þ
defined by qr ¼
r¼s
1q
1
ði1Þ 2ði1Þ

ðN1Þði1Þ T
ei ¼ pffiffiffiffi 1; wN ; wN ; …; wN
N for any s 2 Z and q 6¼ 1. ⵧ
1
jui j2ui T Proof. Consider the finite geometric series
¼ pffiffiffiffi 1; e ; e ; …; ejðN1Þui
N X
sþN1
qr ¼ qs þ qsþ1 þ qsþ2 þ    qsþN1
where ui is given by Eq. (16). 䉭 r¼s
Example 10. The third column of the Fourier matrix E4 is given by
¼ qs ð1 þ q þ q2 þ    þ qN1 Þ
1
ð31Þ 2ð31Þ

3ð31Þ T
e3 ¼ pffiffiffi 1; w4 ; w4 ; w4
4 Multiplying from the left by q yields
1 T
¼ 1; w24 ; w44 ; w64
2 X
sþN1
1
2p 2p 2p
T q qr ¼ qs ðq þ q2 þ q3 þ    þ qN Þ
¼ 1; e j 4 2 ; e j 4 4 ; e j 4 6 r¼s
2
1 T
¼ 1; ejp ; ej2p ; ej3p
2 Subtraction of the second equation from the first results in
1
¼ ð1; 1; 1; 1ÞT X
sþN1
2
ð1  qÞ qr ¼ qs ð1  qN Þ
for the special case of N ¼ 4. r¼s

9
from which the proof is established by division of the term (1 – q) Lemma 2 allows for representations of the N  N identity, flip,
because q 6¼ 1 by restriction. 䊏 and cyclic forward shift matrices in terms of certain conditions on
Lemma 1 is used to establish the following result, which is their indices relative to N.
required to show that the Fourier matrix is unitary. The orthogon- COROLLARY 8. For i; k ¼ 1; …; N and any integer m, the (i, k)
ality condition is fundamental to the diagonalization of circulants elements of the N  N identity, flip, and cyclic forward shift matri-
in Secs. 2.5.3–2.5.5, and the relationship between the DFT and ces can be represented by the summations
IDFT in Sec. 2.7.
LEMMA 2. Let wN be the primitive Nth root of unity with (
N 2 Zþ . Then 1XN1
rðikÞ
1; i  k ¼ mN
dik ¼ ðIN Þik ¼ w ¼
N r¼0 N
X rðikÞ  N; i  k ¼ mN
sþN1 0; otherwise
wN ¼ (
r¼s 0; otherwise 1XN 1
rðiþk2Þ
1; i þ k  2 ¼ mN
ðjN Þik ¼ w ¼
N r¼0 N 0; otherwise
for i; k 2 Z and any s; m 2 Z. ⵧ (
ðikÞ 2p
Proof. Let q ¼ wN ¼ e j N ðikÞ and note that qN ¼ 1. If 1XN1
rðikþ1Þ
1; i  k þ 1 ¼ mN
ik ¼ mN, then q ¼ ej2pm ¼ 1 for any integer m, and it follows that ðrN Þik ¼ w ¼
N r¼0 N 0; otherwise
X
sþN1
rðikÞ
X
sþN1
wN ¼ qr
r¼s r¼s where dik is the Kronecker delta. ⵧ
¼ ð1Þs þ ð1Þsþ1 þ    þ ð1ÞsþN1 The reader can verify Corollary 8 for the special case of N ¼ 3
|fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl} by inspection of the arrays in Fig. 3.
N terms
We are now ready to state the key result required to diagonalize
¼N a general circulant matrix. Corollaries 7 and 8 are used to show
that the Fourier matrix is unitary.
For the case of i  k 6¼ mN it follows from Lemma 1 that THEOREM 6 (Unitary Fourier Matrix). The Fourier matrix EN is
unitary. ⵧ
X
N1 X
N1
Proof. For 1 i; k N, the (i, k) entry of EH
wN
rðikÞ
¼ qr N EN is given by
r¼0 r¼0

1  qN   X
N
¼ (Lem. 1) EH
N EN ik
¼ ðEH
N Þir ðEN Þrk
1q r¼1
11
¼
1q XN
1
¼ pffiffiffiffiwði1Þðr1Þ
N
¼0 r¼1 N

which completes the proof. 䊏 1 ðr1Þðk1Þ

Example 11. Consider the orthogonality condition given by  pffiffiffiffi wN (Eq. 15 and Cor. 7)
Lemma 2 for s ¼ 0. Then if i  k ¼ N ¼ 5, N

X
51 4

X 
2p 5r 1X N
wr5
5 ¼ ej 5 ¼ w
ðr1ÞðikÞ

r¼0 r¼0 N r¼1 N

X
4
2p
¼ e j 5 5r 1XN1
rðikÞ
r¼0 ¼ w
N r¼0 N
¼ e þ ej2p þ ej4p þ ej6p þ ej8p
0

¼1þ1þ1þ1þ1
¼ ðIN Þik (Cor. 8)
¼5

which is numerically equal to N, as expected. If instead we set from which it follows that EH 䊏
N EN ¼ IN .
i  k ¼ 5 but N ¼ 4, then Example 12. Consider the matrix E4 from Example 9. Because
X
41 3

X  the Fourier matrix is unitary, it follows that

2p 5r
wr5
4 ¼ ej 4
r¼0 r¼0
X
3
2p
¼ e j 4 5r
r¼0
X
3
5p
¼ ej 2r
r¼0
5p 5p 5p 5p
¼ e 2 0 þ e 2 1 þ e 2 2 þ e 2 3
5p 15p
¼ e0 þ e 2 þ e5p þ e 2
¼1þj1j
¼0 Fig. 3 Arrays showing the (i, k) elements of the (a) identity, (b)
flip, and (c) cyclic forward shift matrices of dimension N 5 3 for
sums to zero. i, k 5 1, 2, 3

10
 2 3 2 3
1 1 1 1 1 1 1 1 expanding the product eH i ek according to Eq. (15) and invoking
6 7 6 7 Lemma 2, as is done in the proof of Theorem 6. The same result
61 j 1 j 7 6 7
1 6 7 1 6 1 j 1 j 7 also follows by expanding
EH
4 E4 ¼ pffiffiffi 6 7 pffiffiffi 6 7
46 61 1 1
7 6
1 7 4 6 1 1 1 1 7
7 2 3
4 5 4 5 eH1
6 7
1 j 1 j 1 j 1 j 6 . 7
6 . 7
2 3 6 . 7
4 0 0 0 6 7
6 H7
6 7 EH E ¼ 6 e 7½ e1    ek    eN 
6 N 6 i 7
07
N
160 4 0 7 6 7
¼ 6 7 6 . 7
46 7 6 . 7
60 0 4 07 6 . 7
4 5 4 5
0 0 0 4 eHN
2 3
¼ I4 eH1 e1    eH1 ek … eH 1 eN (20)
6 7
6 .
6 . .. .. .. 7 7
where I4 is the 4  4 identity matrix. 6 . . . . 7
The following corollaries follow from Theorem 6. 6 7
6 H 7
 N is
COROLLARY 9. If EN is the unitary Fourier matrix, then E ¼6 e e    e H
e    eH
e 7
6 i 1 i k i N 7
also unitary. ⵧ 6
6 .
7
7
Proof. Note that EH T  T 6 . . . . 7
N ¼ EN ¼ EN because EN ¼ EN is symmet- 6 . .
. . . .
. 7
ric. It follows that 4 5
H H H
e N e1 … e N ek … e N eN
 HE
 T
E N N ¼ EN EN
¼ IN
N
¼ EN E

¼ EN EH which is a statement of unitary EN. The matrix equality holds only

N
if each eH
i ek ¼ dik for i; k ¼ 1; 2; …N.
¼ EH (Eq. 8) Example 14. Consider the vector e3 ¼ 12 ð1; 1; 1; 1ÞT from
N EN
Example 10. Then the product
¼ IN (Thm. 6) 2 3
1
 N is unitary.
which implies that E 䊏 6 7
6 1 7
Example 13. Consider the unitary matrix E4 from Example 12. 1 16 7
e3 e3 ¼ ½ 1 1 1 1  6
H 7
Corollary 9 guarantees that E4 is also unitary. Thus, 2 26 1 7
6
7
2 3 2 3 4 5
1 1 1 1 1 1 1 1 1
6 7 6 7
6 1 j 1 j 7 6 1 j 1 j 7
1 6 7 1 6 7 1
 HE
 6 7 pffiffiffi 6 7 ¼ ð1 þ 1 þ 1 þ 1Þ
E 4 4 ¼ pffiffiffi 6
4 6 1 1 1 1 7 7 4 6
6 1 1 1 1 7
7 4
4 5 4 5
¼1
1 j 1 j 1 j 1 j
2 3
4 0 0 0 corresponds to d33 ¼ 1 in Corollary 10. However, the product
6 7 2 3
60 4 0 07
16 7 1
¼ 6 7 6 7
4660 0 4 07
7 6 j 7
4 5 1 16 7
e3 e2 ¼ ½ 1 1 1 1  6
H 7
0 0 0 4 2 2 6 1 7
6
7
4 5
¼ I4 j
1
as expected. ¼ ð1  j  1 þ jÞ
COROLLARY 10. Let ei denote the ith column of the Fourier 4
matrix EN and dik be the Kronecker delta. Then ¼0
eH
i ek ¼ dik
vanishes because e2 and e3 are mutually orthogonal.
for i; k ¼ 1; 2; …; N. ⵧ COROLLARY 11. If EN is the N  N Fourier matrix and IM is the
Proof. For i; k ¼ 1; 2; …; N, the (i, k) entry of EH
N E N can be identity matrix of dimension M, then the NM  NM matrix
written as EN  IM is unitary. ⵧ
 H    Proof. Consider the matrix product
ei ek ik ¼ EHN EN ik
¼ ðIN Þik (Thm. 6) ðEN  IM ÞH ðEN  IM Þ

where IN is the N  N identity matrix. Thus, eH

i ek ¼ dik . 䊏 ¼ ðEH H
N  IM ÞðEN  IM Þ (Eq. 6b)
Corollary 10 shows that the columns (and rows) of the Fourier
matrix are mutually orthogonal. The result can also be proved by ¼ ðEH
N EN Þ  ðIH
M IM Þ (Eq. 4)

11
 ¼ IN  IM A number of properties follow directly from Theorem 7.
¼ INM (Thm. 6) COROLLARY 13. Let EN and jN be the N  N Fourier and flip
matrices. Then
where IN and INM are identity matrices of dimension N and NM, (a) EN jN ¼ jN EN ; pffiffiffiffiffi
respectively. 䊏 (b) j2N ¼ IN or jN ¼ pIffiffiffiffiffi
N ; and
4
COROLLARY 12. If ei denotes the ith column of the Fourier matrix (c) EN ¼ IN or EN ¼ 4 IN
EN, IM is the identity matrix of dimension M, and dik is the Kro- where IN is the N  N identity matrix. ⵧ
necker delta, then the NM  M matrices ei  IM are such that Property (a) of Corollary 13 says that the flip and Fourier matri-
ces commute or, since EN is unitary, that jN is invariant under a
ðei  IM ÞH ðek  IM Þ ¼ dik IM unitary transformation with respect to EN. Thus, jN is not diago-
nalizable by EN. Properties (b) and (c) give alternative definitions
for i; k ¼ 1; 2; …; N. ⵧ of the flip and Fourier matrices. Moreover, because the power of a
Proof. Consider the matrix product diagonal matrix is obtained by raising each diagonal element to
the power in question, if follows that the eigenvalues of jN are
ðei  IM ÞH ðek  IM Þ ¼ ðeH H
i  IM Þðek  IM Þ (Eq. 6b) 61 and those of EN are 61 and 6j, each with the appropriate
multiplicities.
¼ ðeH
i ek Þ  ðIH
M IM Þ (Eq. 4)
¼ dik  IM (Cor. 10)
2.5.3 Diagonalization of the Cyclic Forward Shift Matrix. In
¼ dik IM light of Corollary 5, diagonalization of a general circulant or
block circulant matrix begins by diagonalizing the cyclic forward
which completes the proof. 䊏 shift matrix.
Corollary 12 can also be obtained directly from Corollary 11 by THEOREM 8. Let EN be the N  N Fourier matrix and rN be the
writing N  N cyclic forward shift matrix. Then
2 H3 2 H 3
e1 e1  IM
6 7 6 7 EH
N r N EN ¼ X N
6 eH 7 6 eH  I 7
6 2 7 6 2 M7
6 7 6 7
EHN  IM ¼ 6 . 7  IM ¼ 6 7 is a diagonal matrix, where XN is given by Definition 16. ⵧ
6 . 7 6 .. 7
6 . 7 6 . 7 Proof. For i; k ¼ 1; 2; …; N, the (i, k) entry of EN XN EH
N is given
4 5 4 5 by
eH
N eH
N  IM
  N X
X N
and EN X N EH
N ik
¼ ðEN Þip ðXN Þpr ðEH
N Þrk
r¼1 p¼1
EN  IM ¼ ðe1 ; e2 ; …; eN Þ  IM
XN X N
1
¼ ðe1  IM ; e2  IM ; …; eN  IM Þ ¼ pffiffiffiffiwði1Þðp1Þ
N
ðr1Þ
dpr wN
r¼1 p¼1 N

expanding these matrices similarly to Eq. (20), and setting the 1 ðr1Þðk1Þ
result equal to INM ¼ diagðIM ; IM ; …; IM Þ.  pffiffiffiffi wN (Eq. 15)
N
Next we derive a relationship between the Fourier and flip
matrices. 1X N
ði1Þðr1Þ ðr1Þ ðr1Þðk1Þ
THEOREM 7. Let EN and jN denote the N  N Fourier and flip ¼ w wN w
N r¼1 N
matrices, respectively. Then
 2 1X N
ðr1Þðikþ1Þ
E2N ¼ jN ¼ EH
N : ⵧ ¼ w
N r¼1 N

1XN 1
rðikþ1Þ
Proof. We first shown that E2N ¼ EN EN ¼ jN . For any inte- ¼ w
ger m and i; k ¼ 1; 2; …; N, the (i, k) entry of ENEN is given N r¼0 N
by
¼ ðrN Þik (Cor. 8)
X
N
ðEN EN Þik ¼ ðEN Þir ðEN Þrk from which it follows that EN XN EH N ¼ rN . The desired result fol-
r¼1 lows by multiplying from the left by EH N , multiplying from the
XN
1 1 right by EN, and invoking Theorem 6. 䊏
¼ pffiffiffiffiwði1Þðr1Þ
N pffiffiffiffi wðr1Þðk1Þ
N (Eq. 15) Theorem 8 implies that rN is unitarily similar to a diagonal ma-
r¼1 N N
trix whose diagonal elements are the distinct Nth root of unity
1XN1
rðiþk2Þ (i.e., Definition 16). Because the eigenvalues of a matrix are pre-
¼ w served under such a transformation (this is guaranteed by Theo-
N r¼0 N
rem 1), it follows that
¼ ðjN Þik (Cor. 8)
aðrN Þ ¼ aðXN Þ ¼ f1; wN ; w2N ; …; wN1
N g
 2
from which it follows that E2N
¼ jN . The result jN ¼ EH
N
follows from complex conjugation and transposition of where aðÞ denotes the matrix spectrum. The eigenvectors of the
jN ¼ EN EN , and by invoking the properties jH circulant matrix rN are the linearly independent columns of
N ¼ jN and
 2 H  H 2 EN ¼ ðe1 ; e2 ; …; eN Þ, which are given by Definition 18. In fact,
EN ¼ EN . 䊏 all circulant matrices contained in CN share the same eigenvectors

12
ei, which is shown in Sec. 2.8. In light of Corollary 2, we have the Proof. Consider the representation
following results.
COROLLARY 14. Let EN and rN be the N  N Fourier and cyclic
forward shift matrices. Then for any n 2 Zþ , C ¼ qðrN ; ck Þ (Cor. 5)

EH n n
N r N EN ¼ X N
¼ qðEN XN EH
N ; ck Þ (Thm. 8)
where XN given by Definition 16. ⵧ
COROLLARY 15. Let ei be the ith column of the Fourier matrix
¼ EN qðXN ; ck ÞEH (Thms. 2 and 6)
EN and rN be cyclic forward shift matrix. Then for any n 2 Zþ N
and i; k ¼ 1; 2; … N,
i1 n where the last step follows directly from the proof of Theorem 2
eH n
i rN ek ¼ ðwN Þ dik and the polynomial term
nði1Þ
¼ wN dik
!
X
N
ðk1Þði1Þ
where dik is the Kronecker delta. ⵧ qðXN ; ck Þ ¼ diag ck w N
Corollary 15 shows that the columns of the Fourier matrix are i¼1;…;N k¼1
orthogonal with respect to the cyclic forward shift matrix and its
powers. It is shown in Sec. 2.5.4 that they are in fact orthogonal ¼ diag ðqwi1
N ; ck ÞÞ
with respect to any circulant matrix. i¼1;…;N

2.5.4 Diagonalization of a Circulant.

Corollary 16. Let the matrix XN be populated with the distinct follows from Corollary 16 and Definition 13. The desired result is
Nth roots of unity according to Definition 16 and s be an arbitrary obtained by multiplying from the left by EH N , multiplying from the
square matrix. Then right by EN, and invoking Theorem 6. 䊏
Theorem 9 shows that the Fourier matrix EN diagonalizes any
qðXN ; sÞ ¼ diag ðqðwi1
N ; sÞÞ N  N circulant matrix. As discussed in Sec. 2.8, the columns
i¼1;…;N
e1 ; e2 ; …; eN of EN are the eigenvectors of C. The scalars ki in
Theorem 9 are the eigenvalues of C. Unlike the eigenvectors, they
where qðÞ is given by Definition 13. ⵧ depend on the elements (i.e., generating elements) of C. In fact,
Proof. Consider the representation Eq. (21) has the same form as the DFT of a discrete time series,
which is clear by comparing it to Definition 20 of Sec. 2.7. In this
qðXN ; sÞ ¼ qðdiagð1; wN ; w2N ; …; wN1
N Þ; sÞ case, ck ðk ¼ 1; 2; …; NÞ and ki ði ¼ 1; 2; …; NÞ are analogous to a
discrete signal and its DFT, and are related by
X
N
0ðk1Þ 1ðk1Þ ðN1Þðk1Þ
¼ diagðwN ; wN ; …; wN Þs
k¼1 2 3 2 3
k1 c1
X
N 6 7 6 7
0ðk1Þ 1ðk1Þ ðN1Þðk1Þ 6 k2 7 pffiffiffiffi 6 c2 7
¼ diagðswN ; swN ; …; swN Þ 6 7 6 7
6 . 7 ¼ N E N6 . 7 (22)
k¼1 6 .. 7 6 .. 7
! 4 5 4 5
X
N
ði1Þðk1Þ kN cN
¼ diag swN
i¼1;…;N k¼1

which has the same form as the matrix–vector representation of

¼ diag ðqðwi1
N ; sÞÞ
i¼1;…;N the DFT defined by Eq. (27) of Sec. 2.7. Thus, the eigenvalues ki
can be calculated directly using Eq. (21) or Eq. (22), which are
which is diagonal when s is a scalar and block diagonal when s is equivalent.
a matrix. 䊏 If the circulant matrix in Theorem 9 is also symmetric, the
THEOREM 9 (Diagonalization of a Circulant). Let C 2 CN have eigenvalues are real-valued and certain ones are repeated, as
generating elements c1 ; c2 ; …; cN . Then if EN is the N  N Fourier shown in Corollary 17.
matrix, COROLLARY 17. If C 2 SCN is a symmetric circulant, Eq. (21)
reduces to
2 3
k1 0 8  
6 7 >
> X
N=2
2pðk  1Þði  1Þ
6 k2 7 >
> c þ 2 c cos
6 7 >
> 1 k
EH ¼6 7 >
> N
N CEN .. > k¼2
6 . 7 <
4 5 i1
ki ¼ þ ð1Þ cNþ2 ; N even
0 kN >
> 2
>
>  
>
> ðNþ1Þ=2
X 2pðk  1Þði  1Þ
>
>
>
: c 1 þ 2 c k cos ; N odd
is a diagonal matrix. For i ¼ 1; 2; …; N, the diagonal elements N
k¼2
are
X
N where the generating elements are given by Eq. (10). ⵧ
ðk1Þði1Þ
ki ¼ qðwi1
N ; ck Þ ¼ ck w N (21) Proof. If N is even, the generating elements of C are given by
k¼1
c1 ; c2 ; …; cN2 ; cNþ2
2
; cN2 ; …; c3 ; c2
where wN is the primitive Nth root of unity and the function qðÞ is
given by Definition 13. ⵧ and Eq. (21) reduces to

13
 X
N
ðk1Þði1Þ is a diagonal matrix. The diagonal elements can be computed
ki ¼ ck w N directly using Eq. (21) for N ¼ 4. For example,
k¼1
0ði1Þ 1ði1Þ 2ði1Þ X
4
¼ c1 wN þ c2 w N þ c3 w N þ  k3 ¼
ðk1Þð31Þ
ck w 4
ð N
Þði1Þ ð Nþ2
Þði1Þ k¼1
2 1 2 1
þ cN2 wN þ cNþ2
2
wN ð11Þð31Þ ð21Þð31Þ
¼ 4w4 þ ð1Þw4
ð Nþ4
2 1 Þði1Þ
þ cN2 wN þ  ð31Þð31Þ ð41Þð31Þ
þ 0  w4 þ ð1Þw4
ðN11Þði1Þ ðN1Þði1Þ
þ c3 w N þ c2 w N 2p
¼ 4ð1Þ  e j 4 2 þ 0  e j 4 6
2p


ði1Þ ðN1Þði1Þ
¼ c1 þ c2 wN þ wN ¼ 4  ejp þ 0  ej3p


2ði1Þ ðN2Þði1Þ ¼ 4  ð1Þ þ 0  ð1Þ ¼ 6
þ c3 w N þ wN þ 
 
N2
ði1Þ ðNN2Þði1Þ N
ði1Þ which is recognized to be the third diagonal element of the matrix
þ cN2 wN2 þ wN 2 þ cNþ2 wN2 product EH
2 4 CE4 . Because C is a symmetric circulant matrix, Corol-
lary 17 can also be used. Observing that N ¼ 4 is even, it follows that
X
N=2  
2pðk  1Þði  1Þ  
¼ c1 þ 2 ck cos þ cNþ2 ð1Þi1 X
4=2
2pðk  1Þð3  1Þ
k¼2
N 2
k3 ¼ c1 þ 2 ck cos þ ð1Þð31Þ c4þ2
k¼2
4 2

where the identity  

2pð2  1Þð3  1Þ
  ¼ 4 þ 2  ð1Þ cos þ ð1Þ2  0
kði1Þ ðNkÞði1Þ 2pk 4
wN þ wN ¼ 2 cos ði  1Þ
N ¼ 4  2 cos p þ 0
is employed. If N is odd, the generating elements of C are given by ¼ 4  2ð1Þ þ 0 ¼ 6
c1 ; c2 ; …; cN1
2
; cNþ1
2
; cNþ1
2
; cN1
2
; …; c3 ; c2
as before. The eigenvalues and eigenvectors of C are discussed in
and Eq. (21) reduces similarly to the case for even N, which is left Example 24 of Sec. 2.8.
as an exercise for the reader. 䊏 Example 16. Let C ¼ circð4; 1; 0; 1Þ 2 C4 be a nonsymmetric
The cosinusoidal nature of ki in Corollary 17 implies that k1 is circulant matrix. Then the product
distinct for a symmetric circulant matrix C 2 SCN , but the 2 32 3
remaining elements ki ¼ kNþ2i appear in repeated pairs. How- 1 1 1 1 4 1 0 1
6 76 7
ever, kðNþ2=2Þ is also distinct if N is even.
H 1 66 1 j 1 j 76 1
76 4 1 0 7 7
Example 15. Let C ¼ circð4; 1; 0; 1Þ 2 SC4 be a symmetric E4 CE4 ¼ pffiffiffi 6 76 7
circulant matrix. Then the product 46
4 1 1 1 1 54 0
76 1 4 1 7 5
2 32 3 1 j 1 j 1 0 1 4
1 1 1 1 4 1 0 1 2 3
6 76 7 1 1 1 1
6 1 j 1 j 76 1 4 1 0 7
1 6 7 6 7 6 7
EH 6 76 7 1 6 1 j 1 j 7
6
4 CE4 ¼ pffiffiffi 6
4 6 1 1 1 1 76 0 1 4 1 7
7 6
7  pffiffiffi 6
7
7
4 54 5 46 1 1 1 1 7
4 5
1 j 1 j 1 0 1 4
1 j 1 j
2 3 2 32 3
1 1 1 1 1 1 1 1 4 4  2j 4 4 þ 2j
6 7 6 76 7
6 1 j 1 j 7 76 7
1 6 7 166 1 j 1 j 76 4 2 þ 4j 4 2  4j 7
 pffiffiffi 6 7 ¼ 6 76 7
4 6 1 1 1 1 7
6
7 4 6 1 1 1 1 76 4 4 þ 2j 4 4  2j 7
4 5 4 54 5
1 j 1 j 1 j 1 j 4 2  4j 4 2 þ 4j
2 32 3 2 3
1 1 1 1 2 4 6 4 4 0 0 0
6 76 7 6 7
6 1 j 1 j 76 2 4j 6 4j 7 6 0 4  2j 0 0 7
76 7 6 7
16 76 7 ¼6 7
¼ 6 76 7 60 0 4 0 7
46 6 1 1 1 1 76 2 4 6 4 7 4 5
4 54 5 0 0 0 4 þ 2j
1 j 1 j 2 4j 6 4j
2 3 is a diagonal matrix. The diagonal elements are the eigenvalues of C,
2 0 0 0
6 7 which is stated explicitly for general C in the following corollary. They
60 4 0 07 may be computed directly using Eq. (21), as it is done in Example 15,
6 7
¼6 6
7
7
but Corollary 17 cannot be used because C is not symmetric.
60 0 6 07 The eigenvalue magnitudes of the nonsymmetric matrix C in
4 5
Example 16 are observed to exhibit the same multiplicity (and
0 0 0 4 symmetry) as the eigenvalues in Example 15 for a symmetric cir-
culant. It is shown in Sec. 2.8.3 that the eigenvalues of any circu-
¼ diagð2; 4; 6; 4Þ lant matrix C 2 CN with real-valued generating elements exhibit

14
a certain symmetry about the so-called “Nyquist” component, X
N
ðk1Þði1Þ
which is analogous to the DFT of a real-valued sequence. This is Ki ¼ qðwi1
N ; Ck Þ ¼ Ck w N (23)
because Eq. (22) represents the DFT of the generating elements k¼1
c1 ; c2 ; …; cN .
where wN is the primitive Nth root of unity and the function qðÞ is
COROLLARY 18. Let ei be the ith column of the Fourier matrix
EN and C be a N  N circulant matrix. Then for i; k ¼ 1; 2; …; N, given by Definition 13. ⵧ
Proof. Consider the representation
eH
i Cek ¼ ki dik XN
C¼ rk1
N  Ck (Cor. 5)
where dik is the Kronecker delta and ki is defined by Eq. (21) for k¼1
C 2 CN or Corollary 17 if C 2 SCN . ⵧ X
N
H
Thus, the columns of the Fourier matrix are mutually orthogo- ¼ ðEN Xk1
N E N Þ  Ck (Cor. 14)
nal (Corollary 10) and orthogonal with respect to any circulant k¼1
matrix (Corollary 18), not just the cyclic forward shift matrix and X
N   H
its integer powers (Corollary 15). ¼ ðEN  IM Þ Xk1
N  Ck ðEN  IM Þ (Eq. 4)
Example 17. Consider the circulant C ¼ circð4; 1; 0; 1Þ k¼1
from Example 15. Then
¼ ðEN  IM ÞqðXN ; Ck ÞðEH
N  IM Þ (Def. 13)
2 3 2 3
4 1 0 1 1
6 1 4 1 0 7 1 6 1 7 where !
1 6 7 6 7 X
N
eH
3 Ce3 ¼ pffiffiffi ½ 1 1 1 1 6 7 pffiffiffi 6 7 ðk1Þði1Þ
4 4 0 1 4 1 5 4 4 1 5 qðXN ; Ck Þ ¼ diag Ck w N
i¼1;…;N k¼1
1 0 1 4 1
2 3 ¼ diag ðqðwi1
N ; Ck ÞÞ
6 i¼1;…;N
1 6 6 7
6 7
¼ ½ 1 1 1 1 6 7
4 4 6 5 follows from Corollary 16 and Definition 13. The desired result
follows by multiplying from the left by
6
H
1 ðEH
N  IM Þ ¼ ðEN  IM Þ
¼  24 ¼ 6
4 multiplying from the right by ðEN  IM Þ, and invoking Corollary
11. 䊏
which is recognized to be the third diagonal element k3 of the ma- Thus, the unitary matrix EN  IM reduces any NM  NM block
trix EH
4 CE4 in Example 15. However, the scalar circulant matrix with M  M blocks to a block diagonal matrix
2 3 2 3 with M  M diagonal blocks.
4 1 0 1 1
6 7 6 7 Example 18. Consider C ¼ circðA; B; 0; BÞ 2 BC2;4 from
6 7 6 7
1 6 1 4 1 0 7 1 6 1 7 Example 6. It can be block diagonalized via the transformation
eH
3 Ce1 ¼ pffiffiffi ½ 1 1 1 1 6 7 pffiffiffi 6 7 ðEH4  I2 ÞCðE4  I2 Þ. That is,
4 6 0 1 4 1 7 4 6 1 7
4 5 4 5
2    3
1 0 1 4 1 1 0 1 0 1 0  1 0
2 3   
6    7
2 6 0 1 0 1  0 1  0 1 7
6 7 6  7
6 7 6    7
6   
1 627
¼ ½ 1 1 1 1 6 7 6 1 0  j 0  1 0  j 0 7
7
4 627 6    7
4 5 6    7
1 6 0 1  0 j  0 1  0 j 7
6   7
2 pffiffiffi 6    7C
46 1 0  1 0  1 0  1 0 7
1 6   7
6    7
¼ 0¼0 6    7
4 6 0 1  0 1 0 1  0 1 7
6    7
6    7
vanishes, as expected, because i 6¼ k in Corollary 18 such that 6 1 0 j 0  1 0  j 0 7
4   5
dik ¼ 0.   
0 1 0  j  0 
1 0 j
2.5.5 Block Diagonalization of a Block Circulant. Theorem 9 2    3
is generalized to handle block circulants using the Fourier and 1 0 1 0 1 0  1 0
  
identity matrices together with the Kronecker product. The choice 6    7
6 0 1 0 1  0 1  0 1 7
of diagonalizing matrix EH N  IM is discussed in Sec. 2.6, where
6   7
6    7
6   
generalizations of Theorem 10 are considered.
6 1 0  j 0  1 0  j 0 7 7
THEOREM 10 (Block Diagonalization of a Block Circulant). Let 6    7
6    7
C 2 BCM;N and denote its M  M generating matrices by 6 0 1  0 j  0 1  0 j 7
1 6   7
C1 ; C2 ; …; CN . Then if EN is the N  N Fourier matrix and IM is  pffiffiffi 6    7
the identity matrix of dimension M, 46 1 0  1 0  1 0  1 0 7
6   7
2 3 6    7
K1 0 6    7
6 0 1  0 1 0 1  0 1 7
6 7 6    7
6 K2 7 6    7
ðEH  ÞCðE  Þ ¼ 6 7 6 1 0  j 0  1 0  j 0 7
N IM N IM 6 .. 7 4   5
4 . 5   

0 1 0 j  0 1 0  j
0 KN " # " # " # " #!
0 1 2 1 4 1 2 1
is a NM  NM block diagonal matrix. For i ¼ 1; 2; …; N, the ¼ diag ; ; ;
M  M diagonal blocks are 1 0 1 2 1 4 1 2

15
which is a block diagonal matrix with 2  2 diagonal blocks. The of Theorem 10, and aids in proving orthogonality relationships for
eigenvalues and eigenvectors of C are discussed in Example 25 of the cyclic eigenvalue problems described in Sec. 2.8.
Sec. 2.8. In light of Corollary 14, it is clear that the choice of A ¼ EN
COROLLARY 19. Let C 2 BCM;N have M  M generating matri- and ðÞ
¼ ðÞH accomplishes block diagonalization of a matrix
ces C1 ; C2 ; …; CN and Ki be defined by Eq. (23). Then if each Ci C 2 BCM;N . Then if B ¼ IM , the appropriate diagonalizing matrix
is symmetric, it follows that Ki is symmetric for i ¼ 1; 2; …; N. ⵧ to block decouple C without operating on its generating matrices
Proof. If each Ck is symmetric for k ¼ 1; 2; …; N, then so too is EN  IM (see Theorem 10). However, if B and ðÞ# are kept
ðk1Þði1Þ ðk1Þði1Þ
are the matrices Ck wN for each i because wN is a general, we have the following result.
scalar. Moreover, the sum and difference of two symmetric matri- THEOREM 11. Let C 2 BCM;N have M  M generating matrices
ces is again symmetric. If follows that C1 ; C2 ; …; CN and EN be the N  N Fourier matrix. Then for an
arbitrary matrix B 2 CMM and operator ðÞ# ,
X
N
ðk1Þði1Þ 2 3
Ki ¼ Ck w N W1 0
k¼1 6 W2 7
6 7
ðEH
N  B #
ÞCðE N  BÞ ¼ 6 . .. 7
4 5
is symmetric for i ¼ 1; 2; …; N. 䊏
COROLLARY 20. Let C 2 BCM;N be a NM  NM block circulant 0 WN
matrix. Then for i; k ¼ 1; 2; …; N,
is a block diagonal matrix, where
ðeH
i  IM ÞCðek  IM Þ ¼ Ki dik X
N
# ðk1Þði1Þ
Wi ¼ qðwi1
N ; B Ck BÞ ¼ B# Ck BwN (24)
where Ki is defined by Eq. (23). ⵧ k¼1

Example 19. Consider C ¼ circðA; B; 0; BÞ 2 BC2;4 from

Examples 6 and 18. Then is the ith M  M diagonal block for i ¼ 1; 2; …; N. ⵧ
COROLLARY 21. Let C 2 BCM;N be a NM  NM block circulant
   matrix, B 2 CMM be an arbitrary square matrix, and ðÞ# denote
1 1 0 an arbitrary operation that takes a square matrix as its argument
ðeH
3  I2 ÞCðe3  I2 Þ ¼ pffiffiffi ½ 1 1 1 1   C
4 0 1 and returns another square matrix with the same dimension. Then
0 2 3 1 for i; k ¼ 1; 2; …; N,
1
B 1 6 1 7  1 0 C
B 6 7 C ðeH #
 Bpffiffiffi 6 7 C i  B ÞCðek  BÞ ¼ Wi dik
@ 44 1 5 0 1 A
1 where Wi is defined by Eq. (24). ⵧ
  Theorem 11 is useful if there exists an equivalence transforma-
4 1
¼ tion B# Ck B that simplifies each of the generating matrices. For
1 4 example, if each Ck is a circulant of type M, then the additional
choice of B ¼ EM and ðÞ# ¼ ðÞH fully diagonalizes a block cir-
is the third 2  2 block of the block diagonal matrix obtained in culant matrix C 2 BCN;M with circulant blocks.
Example 18. COROLLARY 22. Let C 2 BCM;N have generating matrices
C1 ; C2 ; …; CN 2 CM and denote the generating elements of each
ð1Þ ð2Þ ðMÞ
Ci by ci ; ci ; …; ci . Then
2.6 Generalizations. Let ðÞ
denote an arbitrary operation
that takes a square matrix as its argument and returns another 2 ð1Þ
3
square matrix with the same dimension. For example, the opera- ki 0
tion could denote a matrix inverse such that ðÞ
¼ ðÞ1 . Let ðÞ# 6 7
6 ð2Þ
ki 7
be another arbitrary matrix operation with the same restrictions 6 7
ðEH
N  EH
M ÞCðEN  EM Þ ¼ diag 6 6
7
7
(i.e., returns another square matrix with the same dimension). i¼1;…;N 6 .. 7
Then if C 2 BCM;N has generating matrices C1 ; C2 ; …; CN , it fol- 4 . 5
lows that ðMÞ
0 ki

ðA
 B# ÞCðA  BÞ is a NM  NM diagonal matrix, where
!
X
N
¼ ðA
 B# Þ rk1
N  Ck ðA  BÞ (Cor. 5) ðpÞ
X
N X
M
ðlÞ ðl1Þðp1Þ ðk1Þði1Þ
k¼1 ki ¼ ck w M wN (25)
k¼1 l¼1
X
N
¼ ððA
rk1 #
N Þ  ðB Ck ÞÞðA  BÞ (Eq. 4)
k¼1 is the pth diagonal element of the ith M  M block for
X
N i ¼ 1; 2; …; N and p ¼ 1; 2; …; M. ⵧ
ðpÞ
¼ ðA
rk1 #
N AÞ  ðB Ck BÞ (Eq. 4) Corollary 22 shows that the NM-dimensional eigenvectors qi
k¼1 of C are the columns of EN  EM . This is in contrast to rotation-
ally periodic structures, where q is partitioned into N M-vectors
for any matrices A 2 CNN and B 2 CMM . The importance of corresponding to each sector and decomposed into a set of N
this result is that C can be decomposed into a summation of direct reduced-order eigenvalue problems described in Sec. 2.8.
products of two separate equivalence transformations, one that Example 20. Consider C ¼ circðA; B; 0; BÞ 2 BC2;4 from
operates on the cyclic forward shift matrix and the other on the Examples 6, 18, and 19. Because each of its generating matrices is
generating matrices of C. This decomposition justifies the diago- a circulant, that is, ðA; B; 0Þ 2 C2 , the block circulant C is diagon-
nalizing matrix used in Sec. 2.5, motivates some generalizations alized via the transformation

16
 0 2 3 1
1 1 1 1 computation is exactly analogous to the determination of the
B 6 7 " #C eigenvalues of a circulant matrix given its generating elements.
B 1 6 1 j 1 j 7 1 1 C
H H B 6 7 C We begin by defining the DFT sinusoids, which provide a conven-
ðE4  E2 ÞCðE4  E2 Þ ¼ Bpffiffiffi 6 7 CC
B 4 6 1 1 1 1 7 1 j C ient means of representing the DFT of a discretized signal, and
@ 4 5 A then develop the relationships of interest for the DFT and the
1 j 1 j IDFT. We present only the basic results as they relate to the
0 2 3 1 theory and mathematics of circulants. The reader can find a vast
1 1 1 1 literature on related topics [89–91,102–110].
B 6 7 " #C
B 1 6 1 j 1 j 7 1 1 C DEFINITION 19 (DFT Sinusoids). Let wkN denote the distinct Nth
B 6 7 C j 2p
 Bpffiffiffi 6 7 C roots of unity, where wN ¼ e N is the primitive root. Then the
B 4 6 1 1 1 1 7 1 j C DFT sinusoids are
@ 4 5 A
1 j 1 j 2p
2    3 Sk ðrÞ ¼ ðwkN Þr ¼ wkr
N ¼e
j N kr
1 0 0 0  0 0  0 0
6    7 for k; r ¼ 0; 1; …; N  1. 䉭
6 0 1 0 0  0 0  0 0 7
6  7 COROLLARY 23. The DFT sinusoids are orthogonal. ⵧ
6    7
6 0 0 1 0  0 0  0 0 7 Proof. Consider the DFT sinusoids
6  7
6    7
6 0 0 0 3  0 0  0 0 7 )
6  7 2p
Si ðrÞ ¼ e j N ir
¼6    7
6 0 0 0 0  3 0  0 0 7 ; i; k; r ¼ 0; 1; …; N  1
6  7 2p
Sk ðrÞ ¼ e j N kr
6    7
6 0 0 0 0  0 5  0 0 7
6  7
6    7 The inner product of Si(r) and Sk(r) is given by
6 0 0 0 0  0 0  1 0 7
4  5
  
0 0 0 0  0 0 0 3 X
N1
hSi ðrÞ; Sk ðrÞi ¼ Si ðrÞSk ðrÞ
r¼0
from which is follows that aðCÞ ¼ f1; 1; 1; 3; 3; 5; 1; 3g. Observ-
ing that X
N1

9 ¼ wirN wkr
N (Def. 19)
ð1Þ ð1Þ ð1Þ ð1Þ
c1 ¼ 2; c2 ¼ 1; c3 ¼ 0; c4 ¼ 1 = r¼0

ð2Þ ð2Þ ð2Þ ð2Þ ; X

N1
c1 ¼ 1; c2 ¼ 0; c3 ¼ 0; c4 ¼ 0 ¼ wirN wkr
N (Cor. 7)
r¼0

are the generating elements of C, the NM ¼ 4  2 ¼ 8 diagonal X

N1
rðikÞ
elements can be calculated directly using Eq. (25). For example, ¼ wN
the second diagonal element (p ¼ 2) of the third 4  4 diagonal r¼0
block (i ¼ 3) is given by (
N; i¼k
ð2Þ ð1Þ ð11Þð21Þ ð11Þð31Þ ð2Þ ð21Þð21Þ ð11Þð31Þ
¼ (Lem. 2)
k3 ¼ c1 w2 w4 þ c1 w2 w4 0; otherwise
ð1Þ ð11Þð21Þ ð21Þð31Þ ð2Þ ð21Þð21Þ ð21Þð31Þ
þ c2 w 2 w4 þ c2 w2 w4 which shows that the DFT sinusoids are orthogonal. 䊏
ð1Þ ð11Þð21Þ ð31Þð31Þ ð2Þ ð21Þð21Þ ð31Þð31Þ The Fourier matrix in Definition 17 can be written element
þ c3 w 2 w4 þ c3 w2 w4
wise as
ð1Þ ð11Þð21Þ ð41Þð31Þ ð2Þ ð21Þð21Þ ð41Þð31Þ
þ c4 w 2 w4 þ c4 w2 w4 1 ðk1Þði1Þ
ðEN Þik ¼ pffiffiffiffi wN
¼ ð2Þð1Þð1Þ þ ð1Þð1Þð1Þ N
þ ð1Þð1Þð1Þ þ ð0Þð1Þð1Þ 1 j 2pðk1Þði1Þ
¼ pffiffiffiffi e N
þ ð0Þð1Þð1Þ þ ð0Þð1Þð1Þ N
1 1
þ ð1Þð1Þð1Þ þ ð0Þð1Þð1Þ ¼ pffiffiffiffi Si1 ðk  1Þ ¼ pffiffiffiffi Sk1 ði  1Þ
N N
¼5
for each i; k ¼ 1; 2; …; N. It follows that
The reader can compare this matrix decomposition to the results 2 3
ðpÞ S0 ð0Þ S0 ð1Þ … S0 ðN  1Þ
in Example 25 of Sec. 2.8.1. Finally, the eigenvectors qi are the
columns of E4  E2 and are stated explicitly in Example 25. 6 7
6 S1 ð0Þ S1 ð1Þ … S1 ðN  1Þ 7
6 7
1 66 7
EN ¼ pffiffiffiffi 6 S2 ð0Þ S2 ð1Þ … S2 ðN  1Þ 7
7
2.7 Relationship to the Discrete Fourier Transform. N66
7
7
Before turning to the circulant eigenvalue problem, we consider a 6 .. .. .. .. 7
4 . . . . 5
somewhat tangential but relevant subject on the DFT and its
inverse, which are central to the analysis of experimental data in a SN1 ð0Þ SN1 ð1Þ … SN1 ðN  1Þ
wide range of fields, including mechanical vibrations. In this
detour we show that computation of the DFT is, in fact, a multipli- 1
¼ pffiffiffiffi WN (26)
cation of an N-vector of discrete signal samples by the Fourier N
matrix and a constant cf. The IDFT is similarly defined using the
Hermitian of the Fourier matrix and a constant ci, where is a representation of the Fourier matrix in terms of the DFT sinu-
cf ci ¼ 1=N. More importantly, it is shown that the DFT soids, where WN is the DFT sinusoid matrix. The DFT is formally

17
 pffiffiffi
defined next and subsequently reformulated in terms of a matrix where W4 ¼ 4E4 follows from Example 9 or by elementwise
multiplication involving WN. direct computation according to Definition 19. Alternatively, each
DEFINITION 20 (DFT). Let x(i) denote a finite sequence with indi- element X(k) of X4 can be computed using the summation given
ces i ¼ 1; 2; …; N. Then for k ¼ 1; 2; …; N, the DFT of x(i) is the in Definition 20. If k ¼ 3, for example,
sequence
X
4
X
N
Xð3Þ ¼
2p
xðiÞe j 4 ði1Þð31Þ
j 2p
N ði1Þðk1Þ
XðkÞ ¼ xðiÞe i¼1
i¼1

X
N X
4
¼ xðiÞwN
ði1Þðk1Þ ¼ xðiÞejpði1Þ
i¼1 i¼1

X
N
¼ xð1Þejp0 þ xð2Þejp1 þ xð3Þejp2 þ xð4Þejp3
¼ xðiÞSi1 ðk  1Þ
i¼1
¼ ð0Þð1Þ þ ð1Þð1Þ þ ð2Þð1Þ þ ð3Þð1Þ
where wN is the primitive Nth root of unity and Si ðkÞ ¼ wik N is a
DFT sinusoid. 䉭 ¼01þ23
The DFT preserves the units of x(i). That is, if x(i) has engineer-
ing units EU, then the units of X(k) are also EU. This is clear from ¼ 2
Definition 20, where the exponential function is dimensionless.
Expanding each X(k) in Definition 20 yields which is the third element of X4, as expected. Results for k ¼ 1, 2,
9 4 follow similarly.
Xð1Þ ¼ xð1ÞS0 ð0Þ þ    þ xðNÞS0 ðN  1Þ > If XN is known, the N-vector xN is recovered from Eq. (27) by
>
>
>
> multiplying from the left by EH
Xð2Þ ¼ xð1ÞS1 ð0Þ þ    þ xðNÞS1 ðN  1Þ >
> N and invoking Theorem 6. Then
>
>
.. >
>
>
= EH H
N XN ¼ E N W N x N (Eq. 27)
.

pffiffiffiffi 
XðkÞ ¼ xð1ÞSi1 ð0Þ þ    þ xðNÞSi1 ðN  1Þ >
> ¼ EH N EN xN (Eq. 26)
>
> N
>
> pffiffiffiffi H
.. >
>
. >
> ¼ N EN EN xN
>
>
; pffiffiffiffi
XðNÞ ¼ xð1ÞSN1 ð0Þ þ    þ xðNÞSN1 ðN  1Þ ¼ N IN xN (Thm. 6)
pffiffiffiffi
If the discrete samples x(i) and corresponding sequence of DFTs ¼ N xN
X(k) are assembled into the configuration vectors
and it follows that
)
xN ¼ ðxð1Þ; xð2Þ; …; xðNÞÞT 1 1 H
XN ¼ ðXð1Þ; Xð2Þ; …; XðNÞÞT xN ¼ pffiffiffiffi EH
N XN ¼ W XN (28)
N N N

then the DFT of xN can be represented in the matrix–vector form is a matrix–vector representation of the IDFT of XN. That is, the
IDFT computation is simply a matrix multiplication of XN with
XN ¼ WN xN (27) the Hermitian of WN and constant ci ¼ 1=N such that cf ci ¼ 1=N.
pffiffiffiffi In light of Corollary 7, Eq. (28) can be written as
where WN ¼ N EN follows from Eq. (26). Thus, the DFT com- 2 32
putation is simply a multiplication of the configuration vector xN 2 3 3
xð1Þ S0 ð0Þ S0 ð1Þ … S0 ðN  1Þ Xð1Þ
with the DFT sinusoid matrix WN and constant cf ¼ 1. Equation 6 76
6 7 6 7 Xð2Þ 7
(27) has exactly the same form as Eq. (22), where the generating 6 xð2Þ 7
7 16 S1 ð0Þ S1 ð1Þ … S1 ðN  1Þ 76 7
6
6 7¼ 6 76
6
7
7
elements of a circulant matrix are analogous to the sequence of 6 . 7 N6 6 76 . 7
. . . . 7
signals x(i) and the resulting eigenvalues are analogous to the 6 .. 7
4 5 6 .
. .
. . . .
. 74 . 7
6 .
5
sequence of DFTs X(k). 4 5
Example 21. Consider the configuration vector of samples xðNÞ SN1 ð0Þ SN1 ð1Þ … SN1 ðN  1Þ XðNÞ
x4 ¼ ð0; 1; 2; 3ÞT . The DFT of x4 follows from Eq. (27) with
N ¼ 4 and is given by Expanding each row yields
9
X4 ¼ W4 x4 1 >
2 32 3 xð1Þ ¼ ðXð1ÞS0 ð0Þ þ    þ XðNÞS0 ðN  1ÞÞ >
>
N >
>
S0 ð0Þ S0 ð1Þ S0 ð2Þ S0 ð3Þ xð1Þ >
>
6 76 7 1 >
>
6 S1 ð0Þ S1 ð1Þ S1 ð2Þ S1 ð3Þ 76 xð2Þ 7 xð2Þ ¼ ðXð1ÞS1 ð0Þ þ    þ XðNÞS1 ðN  1ÞÞ >
>
>
>
¼66 S ð0Þ
76 7 N >
>
4 2 S2 ð1Þ S2 ð2Þ S2 ð3Þ 7 6 7
54 xð3Þ 5 ..
>
>
>
=
.
S3 ð0Þ S3 ð1Þ
S3 ð2Þ S3 ð3Þ xð4Þ
2 32 3 1 >
>
1 1 1 0 1 xðiÞ ¼ ðXð1ÞSk1 ð0Þ þ    þ XðNÞSk1 ðN  1ÞÞ >
>
N >
>
6 76 7 >
>
6 1 j 1 j 76 1 7 .. >
>
>
>
¼6 76 7
6 1 1 1 1 76 2 7 . >
>
>
4 54 5 1 >
>
>
;
xðNÞ ¼ ðXð1ÞSN1 ð0Þ þ    þ XðNÞSN1 ðN  1ÞÞ
1 j 1 j 3 N
¼ ð6; 2 þ 2j; 2; 2  2jÞT which provides an alternative representation of the IDFT.

18
 DEFINITION 21 (IDFT). Let the sequence X(k) be defined accord- positive. Then each entry Sk(r) in WN is replaced with Sk ðrÞ to
ing to Definition 20. Then for each i ¼ 1; 2; …; N, the IDFT of produce WN (see Corollary 7), and the DFT is instead given by
X(k) is the sequence
XN ¼ WN xN (29)
1X N
xðiÞ ¼ XðkÞSk1 ði  1Þ
N k¼1
The corresponding IDFT takes the form
1 X
N
ði1Þðk1Þ 1 H
¼ XðkÞwN xN ¼ W XN (30)
N k¼1 N N

1X N
2p which follows in the same way as Eq. (28) by replacing EN with
¼ XðkÞej N ði1Þðk1Þ EN and invoking Corollary 9. Similarly, the multiplicative con-
N k¼1
stants that define the DFT/IDFT pair are arbitrary as long as the
product of the constants is equal to 1/N. This is important for
where wN is the primitive Nth root of unity and Si ðkÞ ¼ wik N is a applications involving a transformation of data to the frequency
DFT sinusoid. 䉭 domain for analysis and then back to the time domain for results.
The IDFT preserves the units of X(k). If X(k) has engineering However, the multiplicative constant is irrelevant if the analysis
units EU, then the units of x(i) are also EU. This is clear from Def- goal is only to identify periodicities in a data set (e.g., frequencies
inition 21, where the exponential function is dimensionless, as is that correspond to amplification of a structural response).
the number N. Thus, Definitions 20 and 21 form a representation of the DFT/
Example 22. Reconsider Example 21, where it is shown that the IDFT pair, where Eqs. (27) and (28) are the corresponding
DFT of x4 ¼ ð0; 1; 2; 3ÞT is the four-vector X4 ¼ ð6; 2 þ 2j; matrix–vector forms. The DFT and IDFT pair can be written in
2; 2  2jÞT . The IDFT of X4 follows from Eq. (28) with N ¼ 4 the general form
and is given by
X
N
2p
1 XðkÞ ¼ cf xðiÞe6j N ði1Þðk1Þ (31a)
x4 ¼ WH X4
N 4 i¼1
2 32 3 X
N
S0 ð0Þ S0 ð1Þ S0 ð2Þ S0 ð3Þ Xð1Þ xðiÞ ¼ ci
2p
XðkÞej N ði1Þðk1Þ (31b)
6 76 7
6 76 7 k¼1
1 6 S1 ð0Þ S1 ð1Þ S1 ð2Þ S1 ð3Þ 76 Xð2Þ 7
¼ 6 76 7
N6 76 7 where ci and cf are such that cf ci ¼ 1=N but arepotherwise
6 S2 ð0Þ S2 ð1Þ S2 ð2Þ S2 ð3Þ 7 6 Xð3Þ 7 ffiffiffiffi pffiffiffiffi arbi-
4 54 5 trary. Common choices are fcf ; ci g ¼ f1= N ; 1= N g or
S3 ð0Þ S3 ð1Þ S3 ð2Þ S3 ð3Þ Xð4Þ fcf ; ci g ¼ f1; 1=Ng, where the multiplicative constants in the
2 32 3 matrix–vector formulation (i.e., Eqs. (27) and (28) or Eqs. (29)
1 1 1 1 6 and (30)) are adjusted accordingly.
6 76 7 If the generally complex sequences x(i) and X(k) are dissected
6 j 7 6 7
1 6 1 j 1 76 2 þ 2j 7 into their real and imaginary parts, the DFT/IDFT pair is repre-
¼ 6 76 7
46 76 7 sented by
6 1 1 1 1 76 2 7
4 54 5
1 j 1 j 2  2j xðiÞ ¼ xR ðiÞ þ jxI ðiÞ (32a)
1 XðkÞ ¼ XR ðkÞ þ jXI ðkÞ (32b)
¼ ð0; 4; 8; 12ÞT
4
where the subscripts R and I denote the real and imaginary parts
¼ ð0; 1; 2; 3ÞT
and each sequence pair ðxR ðiÞ; xI ðiÞÞ and ðXR ðkÞ; XI ðkÞÞ is real for
i; k ¼ 1; 2; …; N. An alternative representation of the DFT and
which is the same four-vector from Example 21. Alternatively, IDFT is obtained by substituting Eq. (32) in Definition 20, writing
each element x(i) of x4 can be computed using the summation the complex exponential in terms of sines and cosines, and col-
given in Definition 21. If i ¼ 3, for example, lecting the real and imaginary terms. The result is

1X 4 X N   
2p 2pði  1Þðk  1Þ
xð3Þ ¼ XðkÞej 4 ð31Þðk1Þ XR ðkÞ ¼ xR ðiÞ cos
4 k¼1 N
i¼1
 
1  2pði  1Þðk  1Þ
¼ Xð1Þejp0 þ Xð2Þejp1 þ Xð3Þejp2 þ Xð4Þejp3  xI ðiÞ sin (33a)
4 N
1
¼ ðð6Þð1Þ þ ð2  2jÞð1Þ þ ð2Þð1Þ þ ð2 þ 2jÞð1ÞÞ N 
X  
4 2pði  1Þðk  1Þ
XI ðkÞ ¼ xR ðiÞ sin
i¼1
N
¼2
 
2pði  1Þðk  1Þ
þ xI ðiÞ cos (33b)
which is the third element of x4, as expected. Results for k ¼ 1, 2, N
4 follow similarly.
There are other suitable definitions of the DFT/IDFT pair. For which together form the DFT of x(i) according to Eq. (32b). A
example, the signs of the exponents are irrelevant as long as they similar relationship for the IDFT is obtained by substituting
are opposite in the DFT and IDFT. To see this, suppose that the Eq. (32) into Definition 21 and collecting the real and imaginary
sign of the exponential in Definition 20 is negative instead of terms. Then

19
 N   
1X 2pði  1Þðk  1Þ of the scalar eigenvalues k and NM  1 eigenvectors q of C such
xR ðiÞ ¼ þ XR ðkÞ cos that
N i¼1 N
  0NM ¼ ðC  kINM Þq (35)
2pði  1Þðk  1Þ
þ XI ðkÞ sin (34a)
N where 0NM is a NM  1 vector of zeros and INM is the identity ma-
XN    trix of dimension NM. The problem can be simplified consider-
1 2pði  1Þðk  1Þ
xI ðiÞ ¼  XR ðkÞ sin ably by exploiting the block circulant nature of C. To this end,
N i¼1 N partition q ¼ ðq1 ; q2 ; …; qN ÞT into M  1 vectors qi ði ¼ 1; …; NÞ
 
2pði  1Þðk  1Þ and introduce the change of coordinates
XI ðkÞ cos (34b)
N q ¼ ðEN  IM Þu (36)

together form the IDFT of X(k) according to Eq. (32a). The DFT/ where IM is the M  M identity matrix (same dimension as the gener-
IDFT pair defined by Eqs. (32)–(34) are equivalent to Definitions ating matrices of C) and u ¼ ðu1 ; u2 ; …; uN ÞT is composed of N M-
20 and 21. vectors ui. Substituting Eq. (36) into Eq. (35) and multiplying from
Example 23. Reconsider Example 21, where it is shown that the the left by the unitary matrix ðEN  IM ÞH ¼ ðEH N  IM Þ yields
DFT of x4 ¼ ð0; 1; 2; 3ÞT is the four-vector X4 ¼ ð6; 2  2j;
2; 2 þ 2jÞT . Because x4 is real, Eq. (33) can be used to com- 0NM ¼ ðEH
N  IM ÞðC  kINM ÞðEN  IM Þu
pute each XðkÞ ¼ XR ðkÞ þ jXI ðkÞ for k ¼ 1, 2, 3, 4. If k ¼ 2, for  H
example, the real and imaginary DFT components are given by ¼ ðEN  IM ÞCðEN  IM Þ

  kðEHN  IM ÞINM ðEN  IM Þ u
X
4
2pði  1Þð2  1Þ 02 3 2 312 3
XR ð2Þ ¼ xR ðiÞ cos K1 0 IM 0 u1
i¼1
4 B6 7 6 7C6 7
    B6 K2 7 6 IM 7C6 u2 7
2pð1  1Þð1Þ 2pð2  1Þð1Þ B6 7 6 7C6 7
¼ 0  cos þ 1  cos ¼BB6
6
..
7  k6
7 6 ..
7C6 7
7C6 .. 7
4 4 B6 . 7 6 . 7C6 . 7
    @4 5 4 5A4 5
2pð3  1Þð1Þ 2pð4  1Þð1Þ 0 KN 0 IM uN
þ 2  cos þ 3  cos
4 4
       
0p 1p 2p 3p which follows from Theorem 10, and from
¼ 0  cos þ 1  cos þ 2  cos þ 3  cos
2 2 2 2 H
ðEH
N  IM ÞINM ðEN  IM Þ ¼ ðEN  IM Þ ðEN  IM Þ
¼ ð0Þð1Þ þ ð1Þð0Þ þ ð2Þð1Þ þ ð3Þð0Þ
¼ INM
¼ 2
¼ diag ðIM ; IM ; …; IM Þ
X
4   |fflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflffl}
2pði  1Þð2  1Þ N terms
XI ð2Þ ¼ xR ðiÞ sin
i¼1
4
        in light of Corollary 11. Thus, the single eigenvalue problem
0p 1p 2p 3p
¼ 0  sin þ 1  sin þ 2  sin þ 3  sin defined by Eq. (35) is decomposed into the N reduced-order stand-
2 2 2 2 ard EVPs
¼ ð0Þð0Þ þ ð1Þð1Þ þ ð2Þð0Þ þ ð3Þð1Þ
0M ¼ ðKi  kIM Þui ; i ¼ 1; 2; …; N (37)
¼ 2
where 0M is a M  1 vector of zeros and each Ki is defined by Eq.
such that Xð2Þ ¼ 2  2j, as expected. Results for k ¼ 1, 3, 4 fol- (23) in terms of the generating matrices of C. Because the transforma-
low similarly. tion defined by Eq. (36) is unitary, it preserves the eigenvalues of C.
Thus, the NM eigenvalues of C are the eigenvalues of the N M  M
2.8 The Circulant Eigenvalue Problem. The eigenvalues matrices Ki , which follow from the characteristic polynomials
and eigenvectors of circulants and block circulants with circulant
blocks have thus far been inferred from Theorem 9 (circulant matrix) detðKi  kIM Þ ¼ 0; i ¼ 1; 2; …; N (38)
and Corollary 22 (block circulant matrix with circulant blocks), ðpÞ
where these matrices are fully diagonalized. Determination of the If k ¼ ki denotes the pth eigenvalue of the ith matrix Ki for
ðpÞ
eigenvalues and eigenvectors of a block circulant matrix with gener- p ¼ 1; 2; …; M, then the attendant M  1 eigenvector ui is
ally noncirculant and nonsymmetric blocks is systematically obtained from Eq. (37). The corresponding NM  1 eigenvector of
described here, which reinforces the results already obtained for the C follows from Eq. (36) and is given by
special cases of C 2 CN and C 2 BCM;N with circulant generating
T
matrices. The standard cEVP is discussed in Sec. 2.8.1, where an qi
ðpÞ ðpÞ
¼ ðEN  IM Þ 0M ; …; ui ; …; 0M
eigensolution is obtained for a general matrix C 2 BCM;N . Section
2.8.2 generalizes these results to handle (M,K) systems with system
T
ðpÞ
matrices contained in BCM;N , which arise naturally in vibration stud- ¼ ððe1 ; …; ei ; …; eN Þ  IM Þ 0M ; …; ui ; …; 0M
ies of rotationally periodic structures. The structure of the eigenval-
ues and eigenvectors is discussed in Sec. 2.8.3, which builds upon ¼ ðe1  IM ; …; ei  IM ; …eN  IM Þ
the relationship to the DFT described in Sec. 2.7. Section 2.8.4 intro- (39)

T
duces fundamental orthogonality conditions for the special case of ðpÞ
 0M ; …; ui ; …; 0M
block circulants with symmetric generating matrices.
ðpÞ
2.8.1 Standard Circulant Eigenvalue Problem. Consider the ¼ ðei  IM Þui
block circulant matrix C 2 BCM;N with arbitrary generating mat- ðpÞ
rices C1 ; C2 ; …; CN . The standard cEVP involves determination ¼ ei  ui

20
 ðpÞ
for i ¼ 1; 2; …; N and p ¼ 1; 2; …; M. If the scalars ai are such The same basic results also hold for the nonsymmetric circulant
that each C ¼ circð4; 1; 0; 1Þ 2 C4 in Example 16, where it is shown that
EH4 CE4 ¼ diagð4; 4  2j; 4; 4 þ 2jÞ. In this case, the eigenvalues
~ðpÞ
u
ðpÞ ðpÞ
i ¼ ai ui (40) are given by
is orthonormal with respect to Ki , then the corresponding ortho- aðCÞ ¼ f4; 4  2j; 4; 4 þ 2jg
normal eigenvectors of C are given by
and the corresponding eigenvectors are the same as those in
~ðpÞ
qi ¼ ei  u ~ðpÞ
i
Example 24 because all circulants contained in CN share the same

 linearly independent eigenvectors.
ðpÞ ðpÞ
¼ ei  ai ui Example 25. Consider C ¼ circðA; B; 0; BÞ 2 BC2;4 from

 (41) Examples 6, 18, 19, and 20, where it is shown that
ðpÞ ðpÞ
¼ ai ei  ui
ðEH
4  I2 ÞCðE4  I2 Þ
ðpÞ ðpÞ
¼ ai qi " # " # " # " #!
0 1 2 1 4 1 2 1
¼ diag ; ; ;
for i ¼ 1; 2; …; N and p ¼ 1; 2; …; M. 1 0 1 2 1 4 1 2
If C is an ordinary (not block) circulant with M ¼ 1, Eq. (41)
reduces to  diagðK1 ; K2 ; K3 ; K4 Þ

~ð1Þ
q
ð1Þ
i ¼ qi ¼ ei  1 ¼ ei ; ðM ¼ 1Þ (42) The eigenvalues of C are obtained from the reduced-order matri-
ces Ki ði ¼ 1; 2; 3; 4Þ. For example, the eigenvalues of K3 follow
which confirms that all circulants contained in CN share the same from the characteristic polynomial
N  1 eigenvectors e1 ; e2 ; …; eN , and each ei is orthonormal with " # " #
respect to C. The eigenvalues of a matrix C 2 CN with generating  4 1 1 0 

elements c1 ; c2 ; …; cN are given by Eq. (21), or equivalently by detðK3  kI2 Þ ¼  k 
 1 4 0 1 
Eq. (22). If C 2 SCN , the eigenvalues follow from Corollary 17.
Example 24. Consider C ¼ circð4; 1; 0; 1Þ 2 C4 from
¼ k2  8k þ 15
Examples 15 and 17, where it is shown that
EH ¼ ðk  3Þðk  5Þ ¼ 0
4 CE4 ¼ diagð2; 4; 6; 4Þ

Thus, the eigenvalues of C are 2, 4, 6, and 4. Because N ¼ 4 is and are given by aðK3 Þ ¼ f3; 5g. Similarly, aðK1 Þ ¼ f1; 1g and
even, k1 ¼ 2 and kðNþ2Þ=2 ¼ k3 ¼ 6 are distinct and k2 ¼ k4 ¼ 4 aðK2 Þ ¼ aðK4 Þ ¼ f1; 3g. Because N ¼ 4 is even, aðK1 Þ and aðK3 Þ
are repeated. The reason for this eigenvalue symmetry is dis- are distinct sets of eigenvalues and aðK2 Þ ¼ aðK4 Þ are repeated
cussed in Sec. 2.8.3. The eigenvalues can be verified using sets. Section 2.8.3 discusses the symmetry characteristics and
multiplicities of these groups of eigenvalues. The eigenvectors of
p C follow from the eigenvectors of each Ki according to Eq. (39).
ki ¼ 4  2 cos ði  1Þ; i ¼ 1; 2; 3; 4 ð1Þ
For example, for the eigenvector u3 ¼ ð1; 1ÞT of K3 with eigen-
2 ð1Þ
value k3 ¼ 3, the corresponding eigenvector of C is
which follows from Corollary 17 for the case of even N because C ð1Þ ð1Þ
is also contained in SC4 . Because C is an ordinary circulant, its q3 ¼ e3  u3
orthonormal eigenvectors are simply the columns of the Fourier " #
1 6 T
1
matrix E4, and are given by Definition 18 according to Eq. (42). 2 4
¼ pffiffiffiffi ð1; w4 ; w4 ; w4 Þ 
For example, N 1
" #
1  T 1 1
e2 ¼ pffiffiffi 1; w14 ; w24 ; w34 ¼ pffiffiffi ð1; 1; 1; 1ÞT 
4 4 1
1
j 2p1 j 2p2 j 2p3 T " # " # " # " # !T
¼ 1; e 4 ; e 4 ; e 4
2 1 1 1 1 1
1
p

3p T
¼ ; ; ;
¼ 1; e j 2 ; e j p ; e j 2 2 1 1 1 1
2
1 1
¼ ð1; j; 1; jÞT ¼ ð1; 1; 1; 1; 1; 1; 1; 1ÞT
2 2

which can be visualized in Fig. 2 for the case of N ¼ 4. The com- The entire set of NM ¼ 8 reduced-order eigenvectors and eigen-
plete set of eigenvectors is given by values is given by
9
ð1Þ ð1Þ
2 3 2 3 2 3 2 3 u1 ¼ ð1; 1ÞT ; k1 ¼ 1 >>
>
1 1 1 1 >
>
>
u1 ¼ ð1; 1Þ ; k1 ¼ 1 >
6 7 6 7 6 7 6 7 ð2Þ T ð2Þ
>
>
1617 16 j 7 1 6 1 7 1 6 j 7 >
>
e1 ¼ 6 7; e2 ¼ 6 7; e3 ¼ 6 7; e4 ¼ 6 7 >
>
26
415
7 26 7
4 1 5 264 1 5
7 26 7
4 1 5
ð1Þ T
u2 ¼ ð1; 1Þ ;
ð1Þ
k2 ¼ 1 > >
>
>
>
>
u2 ¼ ð1; 1Þ ; k2 ¼ 3 =
ð2Þ T ð2Þ
1 j 1 j
k3 ¼ 3 >
ð1Þ ð1Þ
The eigenvectors e1 and e3 are real and correspond to the distinct u3 ¼ ð1; 1ÞT ; >
>
>
>
>
eigenvalues k1 ¼ 2 and k3 ¼ 6. The eigenvectors e2 and e4 are >
u3 ¼ ð1; 1Þ ; k3 ¼ 5 >
ð2Þ T ð2Þ
>
>
complex conjugates according to Eq. (17) and correspond to the >
>
>
k4 ¼ 1 >
ð1Þ T ð1Þ
repeated eigenvalue k2 ¼ k4 ¼ 4. Example 29 of Sec. 2.8.4 dis- u4 ¼ ð1; 1Þ ; >
>
>
>
cusses orthogonality of the orthonormal eigenvectors ð1=2Þei with ð2Þ T ð2Þ
>
;
respect to the matrix C. u4 ¼ ð1; 1Þ ; k4 ¼ 3

21
where each pair satisfies Eq. (37). The corresponding eigenvectors composed of N sectors with M DOFs per sector, where M and K
of C are are NM  NM block circulant mass and stiffness matrices. Several
9 examples are discussed in Sec. 3, where the eigenvectors q are the
ð1Þ 1 > system mode shapes and the eigenvalues k correspond to the sys-
q1 ¼ ð1; 1; 1; 1; 1; 1; 1; 1ÞT >
>
>
2 >
> tem natural frequencies. The generalized cEVP defined by Eq.
>
> (44) is handled in the same way as the standard cEVP of Sec.
1 T>
q1 ¼ ð1; 1; 1; 1; 1; 1; 1; 1Þ >
ð2Þ >
>
> 2.8.1. To this end, partition q ¼ ðq1 ; q2 ; …; qN ÞT into M  1 vec-
2 >
>
>
> tors qi ði ¼ 1; 2; …; NÞ, transform to a new set of coordinates
1 >
>
ð1Þ
q2 ¼ ð1; 1; j; j; 1; 1; j; jÞ T >
> u ¼ ðu1 ; u2 ; …; uN ÞT by substituting Eq. (36) into Eq. (44), and
2 >
> left-multiply the result by the unitary matrix EH
>
> N  IM . It follows
1 >
> that
ð2Þ
q2 ¼ ð1; 1; j; j; 1; 1; j; jÞ T >
>
=
2
1 > 0NM ¼ ðEH
N  IM ÞðK  kMÞðEN  IM Þu
ð1Þ
q3 ¼ ð1; 1; 1; 1; 1; 1; 1; 1ÞT > >  H 
>
>
2 >
> ¼ ðEN  IM ÞKðEN  IM ÞkðEHN  IM ÞMðEN  IM Þ u
>
> 02 e 3 2e 31
1 T>
q3 ¼ ð1; 1; 1; 1; 1; 1; 1; 1Þ >
ð2Þ > K1 0 M1 0
>
>
2 >
> B6 e2 7 6 e2 7C
>
> B6 K 7 6 M 7C
ð1Þ 1 T >
> ¼B 6 7  k6 7C
q4 ¼ ð1; 1; j; j; 1; 1; j; jÞ >
> B6 .. 7 6 .. 7C
2 >
> @4 . 5 4 . 5A
>
>
1 >
> eN eN
ð2Þ
q4 ¼ ð1; 1; j; j; 1; 1; j; jÞ T >
; 0 K 0 M
2 2 3
u1
6u 7
The eigenvectors are made orthonormal 6 27
ðpÞ pffiffiffi according to Eqs. (40) 6 7 (45)
and (41) by setting each ai ¼ 1= 2 for i ¼ 1; 2; …; N and 6 .. 7
4 . 5
p ¼ 1; 2; …; M. Orthogonality of the eigenvectors q ~ðpÞ
i with
respect to C is discussed in Example 30 of Sec. 2.8.4. uN
The determinant of any matrix is the product of its eigenvalues,
which yields the following result. where the decomposed M  M matrices
9
COROLLARY 24. Let C 2 BCM;N be a block circulant matrix. X ðk1Þði1Þ >
N
Then the determinant of C is given by e >
>
Mi ¼ Mk wN >
>
k¼1
=
Y
NM ; i ¼ 1; 2; …; N (46)
det C ¼ ki XN >
>
ei ¼ ðk1Þði1Þ >
>
i¼1 K Kk w N >
;
k¼1
where ki is the ith eigenvalue of C. ⵧ
The determinant of C 2 CN follows from Corollary 24 by set- follow from Theorem 10. Equation (45) represents a set of N
ting M ¼ 1. In light of Eq. (21), reduced-order generalized EVPs


N X
Y N
ðk1Þði1Þ 0M ¼ K e i  kM
e i ui ; i ¼ 1; 2; …; N (47)
det C ¼ ck w N ðC 2 CN Þ (43)
i¼1 k¼1
which are analogous to the reduced-order standard EVPs defined
for an ordinary circulant matrix with generating elements by Eq. (37). The eigenvalues are determined from the characteris-
c1 ; c2 ; …; cN . For the special case of C 2 SCN , the ith eigenvalue tic polynomials
ki in Corollary 24 can be replaced by the result given in Corollary
17. Similarly, ki can be replaced with Eq. (25) if C 2 BCM;N has detðK e i Þ ¼ 0;
e i  kM i ¼ 1; 2; …; N (48)
circulant generating matrices.
Example 26. Consider C ¼ circðA; B; 0; BÞ 2 BC2;4 from ðpÞ
and are denoted by k ¼ ki for p ¼ 1; 2; …; M. Each ki also
ðpÞ
Example 25, where it is shown that the eigenvalues are given by satisfies Eq. (44) because the transformation to new coordi-
the set aðCÞ ¼ f1; 1; 1; 3; 3; 5; 1; 3g. The determinant of C fol- nates via Eq. (36) is unitary, and hence preserves the system
lows from Corollary (24) and is given by eigenvalues. The reduced-order eigenvectors ui ¼ ui
ðpÞ
are
ðpÞ
obtained from Eq. (47) for each ki . The eigenvectors of the
det C ¼ 1  1  1  3  3  5  1  3 ¼ 135 ðpÞ ðpÞ
full system (M,K) are given by qi ¼ ei  ui , which is the
same as Eq. (39). The relationships defined by Eqs. (40) and
which is simply the product of the eigenvalues of C. (41) also hold for the generalized cEVP to make the eigen-
vectors orthonormal.
2.8.2 Generalized Circulant Eigenvalue Problem. The gener- If M and K are ordinary circulants (i.e., M ¼ 1), then the system
alized cEVP involves determination of the scalar eigenvalues k eigenvectors reduce to q ~ð1Þ ð1Þ
i ¼ qi ¼ ei  1 ¼ ei , which is the
and NM  1 eigenvectors q of a cyclic system (M,K) such that same as Eq. (42) and shows that e1 ; e2 ; …; eN are the orthonormal
eigenvectors of all generalized eigensystems defined by
0NM ¼ ðK  kMÞq (44) M; K 2 CN . If M1 ; M2 ; …; MN and K1 ; K2 ; …; KN are the generat-
ing elements of M and K, respectively, the corresponding eigen-
where values are
)
M ¼ circðM1 ; M2 ; …; MN Þ X
N
ðk1Þði1Þ
Kk wN
K ¼ circðK1 ; K2 ; …; KN Þ k¼1
ki ¼ ; i ¼ 1; 2; …; N (49)
XN
ðk1Þði1Þ
are block circulant matrices contained in BCM;N . This type of Mk wN
problem arises in the study of cyclic vibratory mechanical systems k¼1

22
 e k with Mk and X
N1  
which follows from Eq. (45) by replacing each M 2ppr
e k with Kk. For the special case of M ¼ IN with generating ele-
K YR ðrÞ ¼ yðpÞ cos (51a)
p¼0
N
ments 1; 0; …; 0 (i.e., for the standard cEVP), Eq. (49) reduces to
the form shown in Theorem 9, as expected. X
N1  
2ppr
It is clear from this formulation that the same basic steps are YI ðrÞ ¼ yðpÞ sin (51b)
followed to solve the standard and generalized cEVPs. For the p¼0
N
ðpÞ ðpÞ
standard cEVP, we say that ki and qi are the eigenvalues and
eigenvectors of the matrix C. For the generalized cEVP, the follow from the formulation of Eq. (33) in Sec. 2.7 for a real-
eigenvalues and eigenvectors correspond to the system (M,K), not valued signal where, recall, the eigenvalue expression defined by
the individual matrices M and K. Eq. (21) has exactly the same form as the DFT in Definition 20.
Example 27. Consider the generalized cEVP defined by Eq. That is, Eq. (51) also represents the real and imaginary parts of
(44). Let the generating elements of M 2 C2 be M1 ¼ 2 and the DFT of a real-valued signal, where the sequence of generating
M2 ¼ 1 and the generating elements of K 2 C2 be K1 ¼ 5 and elements y(p) is analogous to a real signal and the eigenvalues
K2 ¼ 1 such that Y(r) are analogous to its DFT. It is shown that the symmetry of
    the DFT about the so-called Nyquist component also exists for the
2 1 5 1 eigenvalues of a circulant matrix with real generating elements.
M¼ and K ¼
1 2 1 5 As is customary in signal processing, we restrict the formulation
to even N. The case of odd N also yields symmetric eigenvalues,
Then the eigenvalues of the system (M, K) follow from Eq. (49) but with multiplicity of the Nyquist component. This is handled
with N ¼ 2 and are given by by example in Sec. 3 (for instance, see Fig. 9).
For even N, the zeroth eigenvalue Y(0) and “Nyquist” eigen-
X
2
ðp1Þði1Þ
value Y ðN=2Þ are always real because
Kp wN
p¼1 X
N1 X
N1
ki ¼ Y0  YR ð0Þ ¼ yðpÞ cosð0Þ ¼ yðpÞ
X
2
ðp1Þði1Þ p¼0 p¼0
M p wN (52a)
p¼1 X
N1
YI ð0Þ ¼ yðpÞ sinð0Þ ¼ 0
5w0 þ ð1Þwi1 p¼0
¼ 20 2
  XN 1 X
N 1
2w2 þ ð1Þwi1 N
2
YN=2  YR ¼ yðpÞ cosðppÞ ¼ yðpÞð1Þp
2
5  ejpði1Þ p¼0 p¼0
(52b)
¼   XN1
2  ejpði1Þ N
YI ¼ yðpÞ sinðppÞ ¼ 0
2 p¼0
for i ¼ 1, 2. It follows that k1 ¼ 4 and k2 ¼ 2. The corresponding
orthonormal eigenvectors are given by
are such that the imaginary parts vanish.2 The remaining eigenval-
" # ues appear in complex conjugate pairs, as the following corolla-
1 1
~ð1Þ
q 1 ¼ e1 ¼ pffiffiffi ries show.
2 1 COROLLARY 25. Let y(p) be the real-valued generating elements
" # " # of a circulant matrix for p ¼ 0; 1; 2…; N  1 and Y(r) denote its
1 1 1 1 eigenvalues according to Eq. (21). Then
~ð1Þ
q 2 ¼ e2 ¼ pffiffiffi ¼ pffiffiffi
2 w2 2 1 YðN  rÞ ¼ YðrÞ ¼ YðrÞ

which follow from Definition 18 according to Eq. (42). for r ¼ 0; 1; 2…; N  1. ⵧ

Proof. The eigenvalues of y(p) are given by
2.8.3 Eigenvalue and Eigenvector Structure. For real-valued YðrÞ ¼ YR ðrÞ þ jYI ðrÞ, where
generating elements, such as those that arise in models of physical
systems with cyclic symmetry, the eigenvalues of a circulant ma- X
N1  
2ppr
trix C 2 CN are endowed with certain symmetry characteristics, YR ðrÞ ¼ yðpÞ cos
N
and the same is true for the eigenvalues of systems M; K 2 CN . p¼0
However, we do not require the circulants to be symmetric, as it is X
N 1  
2ppðrÞ (Eq. 51a)
assumed in Corollary 17. We begin by systematically describing ¼ yðpÞ cos
the eigenvalue structure of an ordinary circulant with real generat- p¼0
N
ing elements. The results are generalized by inspection to handle ¼ YR ðrÞ
block circulants and (M,K) systems composed of circulant or
block circulant matrices.
and the property cosðhÞ ¼ cosðhÞ is employed. Similarly,
The eigenvalues ki of a circulant matrix C 2 CN with generat-
ing elements c1 ; c2 ; …; cN are given by Eq. (21), or the equivalent
X
N1  
matrix–vector form in Eq. (22). It is convenient to re-index each 2ppr
YI ðrÞ ¼  yðpÞ sin
ck and ki such that p¼0
N
X
N1  
) 2ppðrÞ (Eq. 51b)
yðpÞjp¼0;1;2;…;N1 ¼ ck jk¼1;2;3;…;N ¼ yðpÞ sin
(50) p¼0
N
YðrÞjr¼0;1;2;…;N1 ¼ ki ji¼1;2;3;…;N
¼ YI ðrÞ

which facilitates the results for real generating elements and clari-
fies their interpretation. If the eigenvalues are dissected according 2
Equation (52a) also holds if N is odd, but the Nyquist component is repeated
to YðrÞ ¼ YR ðrÞ þ jYI ðrÞ, then the real and imaginary components with multiplicity of two.

23
where the property sinðhÞ ¼  sinðhÞ is employed. It follows that (frequencies) are symmetric about the Nyquist component YN=2,
as are the arguments (phase angles) but with the opposite sign for
YðrÞ ¼ YR ðrÞ  jYI ðrÞ indices r > N=2.
¼ YR ðrÞ þ jYI ðrÞ The eigenvalue symmetries can be observed in the examples of
Sec. 2.5.4. The eigenvalues of the matrix C ¼ circð4; 1; 0; 1Þ
¼ YðrÞ in Example 15 are aðCÞ ¼ f2; 4; 6; 4g, where Y(0) ¼ 2 and
YN=2 ¼ Yð2Þ ¼ 6 are real and distinct and Y(1) ¼ Y(3) ¼ 4 are real
which completes the right-hand side of the proof. To prove the and repeated. Similarly, for the matrix C ¼ circð4; 1; 0; 1Þ in
left-hand side, consider Example 16, the eigenvalues are aðCÞ ¼ f4; 4  2j; 4; 4 þ 2jg,
  where Yð1Þ ¼ 4  2j and Yð3Þ ¼ 4 þ 2j are complex conjugates
X
N1
2ppðN  rÞ and Yð0Þ ¼ YN=2 ¼ Yð2Þ ¼ 4 are real-valued. As expected, these
YR ðN  rÞ ¼ yðpÞ cos same symmetries are also observed in Example 21 for the DFT of
p¼0
N
a real-valued signal.
X
N 1  
2ppr A similar formulation shows that the eigenvalues of real-valued
¼ yðpÞ cos 2pp  (M,K) systems exhibit the same symmetry characteristics because
p¼0
N
the numerator and denominator of Eq. (49) have exactly the same
X
N1   
2ppr form as Eq. (21). If the scalars Mk and Kk in Eq. (49) are re-
¼ yðpÞ cosð2ppÞ cos  indexed and restricted to be real-valued, then Corollaries 25 and
p¼0
N
  26 are generalized accordingly.
2ppr For signal processing applications, the symmetry characteristics
 sinð2ppÞ sin  summarized in Table 3 have practical significance because the
N
     subset of ðN þ 2Þ=2 frequency-domain components 0 r N=2
X
N1
2ppr 2ppr is endowed with the same basic “information” contained in all N
¼ yðpÞ 1  cos   0  sin 
p¼0
N N time-domain signal samples for 0 p N  1. That is, when
  transformed to the frequency domain by the DFT process, any
X
N 1
2ppðrÞ real-valued signal has a zero-frequency or dc component (r ¼ 0),
¼ yðpÞ cos
N distinct magnitude and phase information for 0 r N=2, and
p¼0
repeated magnitude and phase information for r > N=2. For circu-
¼ YR ðrÞ (Eq. 51a) lant matrices that describe physical systems with cyclic symmetry,
Y0 and YN=2 correspond to standing wave vibration modes and the
and a similar expansion shows that YI ðN  rÞ ¼ YI ðrÞ. It follows remaining eigenvalues are associated with traveling wave modes.
that This is discussed in Sec. 3.
Equation (42) shows that e1 ; e2 ; …; eN are the eigenvectors of
YðN  rÞ ¼ YR ðN  rÞ  jYI ðN  rÞ any circulant matrix C, and the same is true for (M,K) systems com-
¼ YR ðrÞ  jYI ðrÞ posed of circulant matrices. Each eigenvector ei is associated with an
eigenvalue Y(r) (i.e., ki) according to the indices defined by Eq. (50).
¼ YðrÞ For the special case of real generating elements, the eigenvalues
summarized in Table 3 have exactly the same symmetry characteris-
which completes the proof. 䊏 tics as the vectors e1 ; e2 ; …; eN , which are discussed in Sec. 2.5.2.
Corollary 25 establishes the following result. For example, if N is even, the real eigenvalues YN/2 (i.e., k(N+2)/2) and
COROLLARY 26. Let y(p) be the real-valued generating elements Y(0) (i.e., k1) correspond to the real eigenvectors eðNþ2=2Þ and e1
of a circulant matrix for p ¼ 0; 1; 2…; N  1 and Y(r) denote its defined by Eqs. (18) and (19), respectively. The remaining eigenval-
eigenvalues according to Eq. (21). Then ues appear in complex conjugate pairs and are associated with the
complex conjugate eigenvectors according to Eq. (17).
jYðN  rÞj ¼ jYðrÞj If the scalar sequences y(p) and Y(r) for a circulant matrix are
ffYðN  rÞ ¼ ffYðrÞ replaced by a sequence of matrices y(p) and Y(r), it is clear that
the formulation given above also holds for Eq. (23), which defines
the eigenvalues for block circulant matrices. In this case, the
for integers r ¼ 0; 1; 2…; N  1. ⵧ groups of eigenvalues associated with each Ki are endowed with
The magnitudes jYðrÞj and arguments ffYðrÞ of the eigenvalues the symmetry properties given in Table 3. This is confirmed by
Y(r) are listed in Table 3 for the special case of even N ¼ 8, where Example 25 where, using the indexing scheme of that section,
YðrÞ ¼ YðN  rÞ follows from complex conjugation of the left- aðK1 Þ ¼ f1; 1g and aðK3 Þ ¼ f3; 5g are distinct sets of eigenval-
hand equality given by Corollary 25. The zeroth eigenvalue ues and aðK2 Þ ¼ aðK4 Þ ¼ f1; 3g are repeated.
Y(0) ¼ Y0 is real and generally distinct, as is Y ðN=2Þ ¼ YN=2 for
even N, but the remaining eigenvalues generally appear in com- 2.8.4 Eigenvector Orthogonality. Here, we consider eigen-
plex conjugate pairs. It follows that the eigenvalue magnitudes vector orthogonality relationships for block circulant matrices C
and systems (M,K) contained in BCM;N for the special case of
Table 3 Magnitudes and arguments of Y(r) for even N 5 8 symmetric generating matrices. However, we do not restrict either
C or (M,K) to be symmetric or block symmetric. We require only
Index Eigenvalue Magnitude Argument that the generating matrices C1 ; C2 ; …; CN of C are symmetric for
r Y(r) YðN  rÞ jYðrÞj ffYðrÞ the standard cEVP, which guarantees that each Ki is symmetric
according to Corollary 19. Similarly, we require that the generat-
0 Yð0Þ ¼ Y0 Yð8Þ jYð0Þj ¼ Y0 ffYð0Þ ing matrices M1 ; M2 ; …; MN and K1 ; K2 ; …; KN of (M,K) are
1 Y(1) Yð7Þ jYð1Þj ffYð1Þ symmetric for the generalized cEVP, which implies that ðK e iÞ
e i; M
2 Y(2) Yð6Þ jYð2Þj ffYð2Þ
are symmetric. Symmetric generating matrices commonly arise in
3 Y(3) Yð5Þ jYð3Þj ffYð3Þ
4 ¼ ðN=2Þ Yð4Þ ¼ Yð4Þ ¼ YN=2 Yð4Þ jYð4Þj ¼ YN=2 ffYð4Þ models of rotating flexible structures, including the ones consid-
5 Yð5Þ ¼ Yð3Þ Yð3Þ jYð3Þj ffYð3Þ ered in Sec. 3, where the sector models and intersector coupling
6 Yð6Þ ¼ Yð2Þ Yð2Þ jYð2Þj ffYð2Þ are described by symmetric matrices. Then the usual orthogonal-
7 Yð7Þ ¼ Yð1Þ Yð1Þ jYð1Þj ffYð1Þ ity relationships hold for the reduced-order eigenvectors defined
in Secs. 2.8.1 and 2.8.2. It is first shown that each u ~ðpÞ
i is

24
orthogonal with respect to Ki for the standard cEVP. Proofs can ð1Þ ð2Þ
has eigenvalues k3 ¼ 3 and k3 ¼ 5 as its diagonal elements.
be found in any standard textbook on linear algebra [98,99]. To-
The reader can verify that u ~ð1ÞT
3 K3 u~ð1Þ
3 ¼ 3 and u ~ð2ÞT
3 K3 u~ð2Þ
3 ¼5
gether with generic orthogonality conditions on the basic circulant
structure of a matrix C 2 BCM;N , this gives rise to an orthogonal- according to Corollary 27.
~ðpÞ ~ðpÞ Orthogonality of an eigenvector q~ðpÞ
i ¼ ei  u~ðpÞ
i with respect to
ity condition on the eigenvector q i ¼ ei  u i with respect to C.
Orthogonality of q
ðpÞ
~i with respect to the system M; K 2 BCM;N is C 2 BCM;N is essentially decomposed into orthogonality of ei
handled similarly. with respect to the circulant structure of C and orthogonality of
The results of this section, and the requirement of symmetric gener- each u~ðpÞ
i with respect to the symmetric matrices Ki . These indi-
ating matrices, are meant to highlight how orthogonality of an eigen- vidual orthogonality conditions are captured by Corollaries 18 and
~ðpÞ ~ðpÞ 27, which lead to the following fundamental result.
vector q i ¼ ei  u i is essentially dissected into the orthogonality
of ei with respect to the circulant structure of C 2 BCM;N and ortho- COROLLARY 28. Let C 2 BCM;N be a block circulant matrix with
gonality of u ~ðpÞ with respect to the generating matrices (e.g., Ki ), symmetric generating matrices, ei be the ith column of the N  N
i
where the latter requires symmetric C1 ; C2 ; …; CN . It should be Fourier matrix EN, and u ~ðpÞ
i be the pth reduced-order orthonormal
noted that none of the results in Sec. 2, aside from this section, require eigenvector corresponding to Ki defined by Eq. (23). Then
symmetric generating matrices. In particular, Theorems 9 and 10, ðeH
ðpÞ
ui ÞT ÞCðek  u
ðqÞ ðpÞ
i  ð~ ~i Þ ¼ ki dik dpq
upon which block reduction of the cEVPs in Secs. 2.8.1 and 2.8.2 are
based, are valid for arbitrary M  M generating matrices. ðpÞ
for i; k ¼ 1; 2; …; N and p; q ¼ 1; 2; …; M, where ki is the eigen-
COROLLARY 27. Suppose each Ki defined by Eq. (23) is symmetric.
~ðpÞ ðpÞ value associated with u ~ðpÞ
i and dik is the Kronecker delta. ⵧ
Let u i be the pth orthonormal eigenvector of Ki and ki be the ð1Þ
corresponding eigenvalue. Then if U e i ¼ ð~ ð1Þ
ui ; u
ð2Þ ðMÞ
~i Þ is the
~i ; …; u Proof. Let U e i ¼ ð~
ui ; u~ð2Þ
i ; …; ~
u
ðMÞ
i Þ be the orthonormal modal
M  M orthonormal modal matrix associated with Ki , it follows that matrix associated with Ki and C1 ; C2 ; …; CN be the symmetric
2 3 generating matrices of C. Corollary 19 guarantees that Ki is sym-
ð1Þ metric because the generating matrices are symmetric. By setting
ki 0
6 ð2Þ 7 B¼U e i and ðÞ# ¼ ðÞT in Corollary 21, it follows that
ei ¼ 6
e T Ki U ki 7
U i 6 . 7; i ¼ 1; 2; …; N
4 .. 5 ðeH eT e
ðMÞ i  Ui ÞCðek  Ui Þ ¼ Wi dik
0 ki (
Wi ; i ¼ k
is a diagonal matrix with eigenvalues ki
ðpÞ
along its diagonal for ¼
0; otherwise
p ¼ 1; 2; …; M and
where
~ðpÞT
u i ~ðqÞ
Ki u
ðpÞ
i ¼ ki dpq
X
N
ðn1Þði1Þ
where dpq is the Kronecker delta. ⵧ Wi ¼ B# Cn BwN (Eq. 24)
Example 28. Consider the eigensolutions n¼1
9 XN
1 ¼ U e i wðn1Þði1Þ
e T Cn U (by substitution)
~ð1Þ k3 ¼ 3 >
T ð1Þ i N
u3 ¼ pffiffiffi ð1; 1Þ ; >
= n¼1
2 !
1 > X
N
~ð2Þ k3 ¼ 5 >
T ð2Þ ðn1Þði1Þ
u3 ¼ pffiffiffi ð1; 1Þ ;
; eT
¼U Cn w N ei
U
i
2 n¼1

corresponding to the symmetric matrix e T Ki U

¼U ei (Eq. 23)
  2i 3
ð1Þ
4 1 k 0
K3 ¼ 6 i ð2Þ 7
1 4 6 ki 7
¼6 .. 7 (Cor. 27)
4 . 5
from Example 25, where the reduced-order eigenvectors are in ðMÞ
orthonormal form. The corresponding reduced-order modal matrix 0 ki
is denoted by
ð1Þ ð2Þ for i ¼ 1; 2; …; N. Expanding the M  M matrix product
e 3 ¼ ð~
U u3 ; u~3 Þ eT e
ðeH
i  Ui ÞCðek  Ui Þ yields
" # 0 2 ð1Þ 31
1 1 1 u ÞT
ð~
¼ pffiffiffi
2 1 1 B 6 i 7C
B 6 .. 7C
B 6 . 7C
B 6 7C
B H 6 ðpÞ T 7C
ð1Þ ðqÞ ðMÞ

It follows from Corollary 27 that the diagonal matrix Be  6 ð~ u Þ 7CC ek  ð~
u ; …; ~
u ; …; ~
u Þ
B i 6 i 7C i i i
B 6 7C
" #T " # " # B 6 . 7C
B 6 .. 7C
e T e 1 1 1 4 1 1 1 1 @ 4 5A
U3 K3 U3 ¼ pffiffiffi pffiffiffi ðMÞ T
2 1 1 1 4 2 1 1 ui Þ
ð~
" #" # 2 ð1Þ
3
1 1 1 3 5 eH  ð~ ui ÞT
¼ 6 i 7
6 .. 7
2 1 1 3 5 6 . 7
6 7
" # 6 7
1 6 0
6 H
¼ 6 ei  ð~ ðpÞ T 7
ui Þ 7Cðek  u~ð1Þ
i ; …; ek  u ~ðqÞ ~ðMÞ
i ; …; ek  ui Þ
¼ 6 7
2 0 10 6 .. 7
6 . 7
4 5
" # ðMÞ T
3 0 eH
i  ð~ u i Þ
¼
0 5 which produces an M  M array with scalar elements

25
 ðeH
ðpÞ
ui ÞT ÞCðek  u
ðqÞ 1
i  ð~ ~i Þ ð2ÞH ð2Þ
q3 Cq3 ¼ pffiffiffi ½ 1 1 1 1 1 1 1 1 
2 2
2    3
in the (p, q) position for p; q ¼ 1; 2; …; M. However, in light of 2 1  1 0  0 0  1 0
the diagonal structure of each Wi , only the diagonal elements sur- 6    7
vive in this expansion. That is, 6 1
6 2  0 1  0 0  0 1 7
7
6    7
( ðpÞ 6 1 0  2 1  1 0  0 0 7
6  7
ðpÞ T ðqÞ ki dik ; p ¼ q 6    7
ðeH  ð~
u Þ ÞCðe k  ~
u Þ ¼ 6 0 1  1 2  0 1  0
  
0 7
i i i
6
6 0   
7
0 7
0; otherwise
6 0  1 0  2 1  1 7
ðpÞ 6    7
¼ ki dik dpq 6 0
6 0  0 1  1 2  0 1 7
7
6    7
6 1
4 0  0 0  1 0  2 1 7
5
which completes the proof. 䊏   
If i ¼ k in Corollary 28, the orthogonality condition can be 0 1  0 0  0 1  1 2
~ðpÞ
stated in terms of the eigenvectors q ~ðpÞ
i ¼ ei  u i . That is, 2 3
1
ðpÞ ðqÞ ðpÞ 6 7
qi ÞH C~
ð~ qi ¼ ki dpq ; i ¼ 1; 2; …; N (53) 6 1 7
6 7
6 7
ðpÞ 6 1 7
~i
For an ordinary circulant, each u ¼ 1 and Corollary 28 reduces to 6 7
6 7
1 6 1 7
 pffiffiffi 6 7
eH
i Cek ¼ ki dik ; i ¼ 1; 2; …; N (54) 2 26 7
6 1 7
6 7
6 1 7
which is the same result given by Corollary 18. 6 7
6 7
Example 29. Consider C ¼ circð4; 1; 0; 1Þ 2 C4 from 6 1 7
4 5
Examples 15, 17, and 24, where it is shown that
e2 ¼ 12 ð1; j; 1; jÞT is an eigenvector of C corresponding to the 1
eigenvalue k2 ¼ 4. Thus, the product 1
¼ ½ 1 1 1 1 1 1 1 1 
2 3 2 3 8
4 1 0 1 1
6 7 6 7  ð5; 5; 5; 5; 5; 5; 5; 5ÞT
6 1 4 1 0 7 6 j 7
1 6 7 1 6 7 ¼5
eH 6 7 6 7
2 Ce2 ¼ ½ 1 j 1 j 6 726 7
2 6 0 1 4 1 7 6 1 7 ð2Þ
4 5 4 5 which is numerically equal to the eigenvalue k3 . However, the
1 0 1 4 j matrix product

1 ð1Þ ð2Þ
¼ ½ 1 j 1 j ð4; 4j; 4; 4jÞT ðe3  u3 ÞH Cðe3  u3 Þ
4 ð1Þ ð2Þ
H
¼ ðeH
3  ðu3 Þ ÞCðe3  u3 Þ
1
¼ ð4 þ 4 þ 4 þ 4Þ ð1Þ
T ð2Þ
4 ¼ ðeH
3  ðu3 Þ ÞCðe3  u3 Þ
¼4 1
¼ pffiffiffi ½ 1 1 1 1 1 1 1 1 C
2 2
is numerically equal to k2 according to Eq. (54). However, the 1
product  pffiffiffi ð1; 1; 1; 1; 1; 1; 1; 1ÞT
2 2
1 T 1
eH
4 Ce2 ¼ ½ 1 j 1 j ð4; 4j; 4; 4jÞ
¼ ½ 1 1 1 1 1 1 1 1 
4 8
1  ð5; 5; 5; 5; 5; 5; 5; 5ÞT
¼ ð4  4 þ 4  4Þ
4 ¼0
¼0
vanishes because dpq ¼ 0 ðp 6¼ qÞ in Corollary 28. Similarly,
vanishes because i 6¼ k. ð2Þ ð2Þ
Example 30. Consider C ¼ circðA; B; 0; BÞ 2 BC2;4 from ðe2  u3 ÞH Cðe3  u3 Þ
Examples 6, 18, 19, 20, and 25, where it is shown that 1
¼ pffiffiffi ½ 1 1 j j 1 1 j j C
1 ð2Þ 2 2
~ð2Þ
q 3 ¼ pffiffiffi q3 1
2  pffiffiffi ð1; 1; 1; 1; 1; 1; 1; 1ÞT
2 2
1
¼ pffiffiffi ð1; 1; 1; 1; 1; 1; 1; 1ÞT 1
2 2 ¼ ½ 1 1 j j 1 1 j j 
8
is an orthonormal eigenvector of C corresponding to the eigen-
ð2Þ
 ð5; 5; 5; 5; 5; 5; 5; 5ÞT
value k3 ¼ 5. Because the generating matrices A, B, 0, B are
symmetric (see Example 6), Corollary 28 guarantees that each ¼0
~ðpÞ
q i ¼ ei  u~ðpÞ
i is mutually orthogonal with respect to C. For
example, it follows from Eq. (53) that because dik ¼ 0 ði 6¼ kÞ.

26
 If instead we set A ¼ 4 and B ¼ 1 such that C 2 C4 is an ordi- DOFs per sector, which easily extends from two to M DOFs per
nary circulant, we recover the orthogonality condition in Example sector using the theory presented in Sec. 2.
15 for i ¼ 3.
The orthogonality conditions used in Example 30 for the special
3.1 General Cyclic System
case of an ordinary circulant does not require that the circulant
structure is symmetric (i.e., C need not be contained in SCN ). 3.1.1 Equations of Motion. Consider the general cyclic vibra-
The reader can verify that Eq. (54) also holds for nonsymmetric tory system shown schematically in Fig. 4, which consists of N
matrices C 2 CN by inspection of Example 16. sectors with coupling (elastic and damping) to adjacent neighbors.
The fundamental orthogonality relationship given by Corollary The topology diagram only indicates nearest-neighbor coupling,
28 also holds for M; K 2 BCM;N systems with symmetric generat- but more general coupling is admissible as long as the cyclic sym-
ing matrices, as the following corollary shows. metry is preserved. If there are M DOFs per sector, each M  1
Corollary 29. Let M; K 2 BCM;N be block circulant with vector qi describes the dynamics of the ith sector for
symmetric generating matrices, ei be the ith column of the N  N i 2 f1; 2; …; Ng  N . Then the linear EOM takes the form
Fourier matrix EN, and u ~ðpÞ
i be the pth M  1 reduced-order
e iÞ
e i; K
orthonormal eigenvector corresponding to the ith system ðM q þ Cq_ þ Kq ¼ bf
M€ (55)
defined by Eq. (46). Then
9 where q ¼ ðq1 ; q2 ; …; qN ÞT is a NM  1 configuration vector, the
ui ÞT ÞMðei  ui Þ ¼ dik dpq =
ðpÞ ðpÞ
ðeH
i  ð~ system matrices are block circulant with M  M blocks, and over-
dots denote differentiation with respect to time. If the M  1 vec-
u ÞT ÞKðe  u Þ ¼ k d d ;
ðpÞ ðpÞ ðpÞ
ðeH  ð~
i i i i i ik pq tor fi denotes the component of forcing on the ith sector, then
bf ¼ ðf 1 ; f 2 ; …; f N ÞT is a NM  1 general forcing vector. The
ðpÞ
for i; k ¼ 1; 2; …; N and p; q ¼ 1; 2; …; M, where ki is the eigen- NM  NM system mass, damping, and stiffness matrices are of the
value associated with u~ðpÞ
i and dik is the Kronecker delta. ⵧ form
In practice, of course, the M  1 reduced-order eigenvectors 9
~ðpÞ
u i are not known a priori. Instead, Theorem 10 is used in Sec. 3
M ¼ circðM1 ; M2 ; …; MN Þ 2 BCM;N >
=
to decouple the NM-DOF system equations into a set of N
C ¼ circðC1 ; C2 ; …; CN Þ 2 BCM;N (56)
reduced-order M-DOF standard vibratory problems, from which >
;
the system eigenvalues (natural frequencies) and eigenvectors K ¼ circðK1 ; K2 ; …; KN Þ 2 BCM;N
(normal modes) are extracted.
where the generating matrices Mi, Ci, and Ki depend on the
M  M sector mass, damping, and stiffness matrices and the inter-
3 Example Applications sector coupling (stiffness and damping). Equation (55) is a general
In this section we apply the results developed in Sec. 2 to vibra- model for any linear, lumped-parameter, conservative, nongyro-
tion models of systems with cyclic symmetry. For each model scipic, cyclic vibratory system with N sectors and M DOFs per
considered, we begin by formulating the equations of motion sector. For example, a linearized lumped-parameter model of a
(EOM) and then use the theory of circulants to diagonalize or bladed disk assembly under engine order excitation is captured by
block diagonalize the governing equations. This is achieved by a Eq. (55), where N is the number of blades, M is the number of
coordinate transformation that exploits the special relationship DOFs per blade, f has the special properties described in Sec. 3.2,
between circulant matrices and the Fourier matrix. The process and the system matrices depend on the structural details of each
also shows how external forces are projected on the resulting blade (i.e., sector) and its connectivity to adjacent blades and
block diagonal EOM. The special case of traveling wave engine rotating hub.
order excitation is also presented in some detail because it appears
3.1.2 Modal Transformation. Of course, one can apply stand-
in many relevant applications of rotating machinery.
ard techniques [99] to investigate the free and forced response of
Three examples are presented. The first example (Sec. 3.1) con-
the model given by Eq. (55). However, this requires solving an
siders the structure of the EOM for a general cyclic system with N
NM  NM eigenvalue problem to determine the modal properties,
sectors, M DOFs per sector, and arbitrary excitation. It is shown
or inversion of an NM  NM impedance matrix to determine the
how to block diagonalize the system equations via a modal trans-
response to harmonic excitation. Such an approach may be pro-
formation involving the Fourier matrix, which results in NM-DOF
hibitive or computationally expensive for practical models with
reduced-order vibratory systems. If engine order excitation is
assumed (Sec. 3.2), it is shown that the steady-state forced
response of the NM-DOF system can be obtained from a single M-
DOF harmonically forced, reduced-order system in modal space.
The mathematical and physical details of engine order excitation
are discussed, including its temporal and spatial duality. The sec-
ond example (Sec. 3.3) considers a cyclic system with one DOF
per sector under engine order excitation. This system is fully dia-
gonalized by the Fourier matrix. The example is presented in
detail, showing the nature of the natural modes and frequencies,
and the resonant response to excitation of various engine orders.
The third example (Sec. 3.4) has two DOFs per sector and demon-
strates the block diagonalization process for a perfectly cyclic sys-
tem with specified sector models, as opposed to the general sector
models in the first example. In each sector, one DOF is due to
flexure, and thus has a constant frequency, while the other DOF is
a centrifugally driven pendulum whose frequency is proportional
to the rotor speed. The coupling between these DOFs leads to
some interesting behavior in both the free and forced vibration of
the system, which is discussed in Refs. [21,22] and [92–95]. More
importantly, this example shows the process of handling multiple Fig. 4 Topology diagram of a general cyclic system

27
many sectors and many DOFs per sector, nor does it highlight or and make no assumptions on the nature of the applied forcing.
exploit the underlying features of the cyclic system. It is precisely Thus, the solution to the NM-DOF matrix EOM given by Eq. (58)
these special features that are brought to light by the properties of reduces to solving NM-DOF uncoupled systems
the circulants or block circulants that describe the system.
Solving for the system response is significantly facilitated by a e pu
M e p u_ p þ K
€p þ C e p up ¼ ðeH  IM Þbf; p2N (61)
p
modal transformation that exploits the cyclic symmetry among
the N sectors. Specifically, it is straightforward to block decouple
for the modal solutions up. These N reduced-order EOMs of order
the EOM into a set of N systems, each with M DOFs. To this end,
M offer a substantial computational savings compared to the full
we introduce the change of coordinates
NM-DOF system defined by Eq. (55). The reduced equations can
q ¼ ðEN  IM Þu (57) be solved directly or with standard modal analysis by solving a set
of N generalized eigenvalue problems, each of order M, from
where u ¼ ðu1 ; u2 ; …; uN ÞT is a NM  1 vector of modal coordi- which one can form the global eigenvectors of the system. Specifi-
nates. Each ui is M  1 and describes the sector dynamics in cally, solving the N eigenvalue problems associated with Eq. (61)
modal space, where the EOM are block decoupled (as described yields a set of normalized M  M modal matrices Up, which define
below). In this formulation the physical coordinates q are a change to reduced modal coordinates via up ¼ Upsp. The sp are
expressed in terms of the modal coordinates ui and the Fourier modes that define the behavior of the internal sector dynamics and
elements of length N, which accounts for the overall cyclic nature account for the manner in which these are coupled to each other
of the EOM. Substituting Eq. (57) into Eq. (55) and multiplying in a given Fourier mode of the overall system. The EOM for the si
from the left by ðEN  IM ÞH ¼ ðEH N  IM Þ yields form a set of M uncoupled equations, and these are related to the
physical coordinates of the original system by q ¼ ðEN  IM Þu
ðEH u þ ðEH
N  IM ÞMðEN  IM Þ€ N  IM ÞCðEN  IM Þu
_ where u ¼ ðU1 s1 ; U2 s2 ; …; UN sN ÞT . This process is general, and it
þ ðEH allows one to decouple the full EOM in two steps, one which
N  IM ÞKðEN  IM Þu
accounts for the global cyclic nature of the system, and the other
¼ ðEH b which accounts for the details of the sector model.
N  IM Þf
Equation (61) can be simplified even further if the system is
or subjected to the so-called engine order excitation. The mathemat-
2 32 3 2 32 3 ics and physics of this type of excitation are developed in the next
Me1 0 €1
u e1
C 0 u_ 1 section, which closes with a treatment of the general cyclic system
6 76 7 6 76 7 governed by Eq. (61) under engine order excitation.
6 e2 76 u 6 e2 76 u_ 2 7
6 M 76 €2 7 6 C 76 7
6 76 7 7 þ 6 76 7
6 .. 76 .. 7 6 . 76 .. 7
6 7 . 6 . 74 . 5 3.2 Engine Order Excitation. Traveling wave engine order
4 . 54 5 4 . 5 excitation arises in rotating machinery and is a primary source of
0 e
MN €
u N 0 e
CN u_ N forced vibration response in bladed disk assemblies [11,111]. A
2 32 3 2 H 3 mathematical model of this common form of excitation is devel-
e1
K 0 u1 ðe1  IM Þbf oped in Sec. 3.2.1 and its traveling wave characteristics are
6 76 7 6 7
6 e2
K 76 u2 7 6 ðeH  I Þbf 7 described in Sec. 3.2.2. While this material is known, the discus-
6 76 7 6 2 M 7
sion that follows is unique because it provides physical insights
þ6
6 ..
76 7 ¼ 6
76 .. 7 6
7
7 (58)
6 7 6 .. 7 and a systematic explanation of the temporal and spatial duality of
4 . 5 4 . 5 4 . 5 engine order excitation. The general cyclic system of Sec. 3.1 is
0 KeN uN ðeH b reconsidered in Sec. 3.2.3 under engine order excitation, where it
N  IM Þf
is shown that the steady-state forced response of the NM-DOF
The block diagonal structure on the left-hand side of Eq. (58) fol- system reduces to that of a single sector in modal space.
lows from Theorem 10, where the M  M modal mass, damping,
and stiffness matrices associated with the pth mode follow from 3.2.1 Mathematical Model. Ideally, the steady axial gas pres-
Eq. (23) and are given by sure in a jet engine might vary with radius but is otherwise uni-
form in the circumferential direction, thus resulting in an identical
9
X N
ðk1Þðp1Þ >
force field on each blade in a particular fan, compressor, or turbine
ep ¼
M Mk wN >
>
>
> within the engine. In practice, however, flow entering an engine
k¼1 >
> inlet invariably meets static obstructions, such as struts, stator
>
>
X N = vanes, etc., in addition to rotating bladed disk assemblies in its
e ðk1Þðp1Þ
Cp ¼ Ck wN ; p2N (59) path to the exhaust. Even in steady operation, therefore, the flow
>
>
k¼1 >
> slightly upstream of these bladed assemblies is nonuniform in
X N >
>
ep ¼ ðk1Þðp1Þ >>
> pressure, temperature, and so on. This results in a static pressure
K Kk w N ; (effective force) field on the blades that vary circumferentially, a
k¼1
notional example of which is shown in Fig. 5.
The forcing terms on the right-hand side of Eq. (58) follow from Consider, for example, an engine in steady operation with n
the decomposition evenly spaced struts slightly upstream (or downstream) of a bladed

 assembly. As explained in Ref. [3], these obstructions produce a
ðEH  I Þbf ¼ ðeH ; eH ; …; eH ÞT  IM bf circumferential variation upon the mean axial gas pressure that
N M 1 2 N
is essentially proportional to cos nh, where h is an angular posi-
 H T tion. Thus, a blade rotating through this static pressure field expe-
¼ e1  IM ; e2  IM ; …; eH
H b
N  IM f riences a force proportional to cos nXt, where X is the constant
2 3
ðeH b angular speed of the bladed disk assembly and t is time. An
1  IM Þf
6 7 (60) adjacent blade experiences the same force, but at a constant frac-
6 ðeH  I Þbf 7 tion of time later. This type of excitation is defined as engine order
6 2 M 7
¼6
6
7
7 (e.o.) excitation and n is said to be the order of the excitation.
6 .. 7
4 . 5 To be more precise, the axial gas pressure of a steady flow
H b through a jet engine may be described by the function
ðe  IM Þf N pðhÞ ¼ pðh þ 2pÞ, where h is an angular coordinate measured

28
 waveform, or traveling wave. If a single observer was placed on
the rotating hub and recorded the strength of this traveling wave
as a function of i (taken here to be continuous), it would resemble
the curve shown in Fig. 6(b). In this context, the instantaneous
loading applied to individual blades is obtained by essentially
“sampling” the continuous traveling wave at each sector i 2 N
and, as time evolves, these sampled points define N time profiles
of the force amplitudes, which is equivalent to the discrete tempo-
ral interpretation described above. However, the latter interpreta-
tion illuminates some important traveling wave characteristics of
the engine order excitation that are otherwise difficult to explain,
and in what follows these are systematically described.
To explain the traveling wave mathematically, it is convenient
to define the function
 
2pðk  1Þ
Uk ðvÞ ¼ cos v ¼ cosðuk vÞ (65)
Fig. 5 The axial gas pressure pðhÞ: ideal and (notional) actual N
conditions
which is a harmonic waveform with wavelength 2p=uk . Then for
relative to a fixed origin on the machine. That is, the pressure field i 2 N and noting that /i ¼ unþ1 ði  1Þ, Eq. (63) can be written
is rotationally periodic and can therefore be expanded in a Fourier in real form as
series with terms of the form po cos nh. If the angular position of
the ith blade relative to the same origin is defined by Fi ðtÞ ¼ F cosðunþ1 ði  1Þ þ nXtÞ
  
nX
2p ¼ F cos unþ1 i  1 þ t (66)
hi ðtÞ ¼ Xt þ ði  1Þ; i2N unþ1
N
¼ FUnþ1 ði  1 þ CtÞ
where N is the total number of blades and N ¼ f1; 2; …; Ng is the
set of blade, or sector numbers, it follows that the total effective which is a harmonic function with a wavelength of
force exerted on blade i due to the nth harmonic of the pressure 2p=unþ1 ¼ N=n (unþ1 is the wave number) and angular frequency
field pðhÞ is captured by nX. Equation (66) shows that engine order excitation is a TW in

 the negative i-direction (descending blade number) with speed
n C ¼ nX=unþ1 ¼ NX=2p, measured in sectors per second. An
F cos nXt þ 2p ði  1Þ ; i 2 N (62)
N example plot of this continuous BTW is shown in Fig. 6(b) and,
as described above, the applied loads can be obtained from this
Upon complexifying, figure by continuously “sampling” the waveform at the discrete
sector numbers as time evolves. Then the engine order excitation
Fi ðtÞ ¼ Fej/i ejnXt ; i2N (63) applied to the individual blades consists of a wave composed
of these N discrete points, examples of which are shown in
is a model for the nth predominant component of the excitation. Figs. 7(a)–7(d). Interestingly, this gives rise to discrete SW or
Eq. (63) has period T ¼ 2p=nX, strength F, and is said to have even FTW applied dynamic loads (depending on the value of n
angular speed X. The so-called interblade phase angle is defined relative to N), even though Eq. (66) is strictly a BTW relative to
by the rotating hub. These additional possibilities arise due to alias-
ing of the “sampled points” just as it occurs in elementary signal
ðnÞ n processing theory [112,113]. Before characterizing the traveling
/i ¼ /i ¼ 2p ði  1Þ ¼ nui ; i2N (64)
N and standing waveforms, it is shown that one need only consider
engine orders n 2 N .
where n 2 Zþ and ui is the angle subtended from blade 1 to blade The traveling wave nature of the discrete applied loads (i.e.,
i and is defined by Eq. (16). Equation (63) is defined as nth engine SW, BTW, or FTW) depends only on the value of n relative to N.
order, or traveling wave excitation. The traveling wave character- To see this, let
istics of this type of excitation are considered next.
n ¼ n mod N 2 N ; n 2 Zþ (67)
3.2.2 Traveling Wave Characteristics. The function defined
by Eq. (63) is continuous in time and discretized in space via the and assume n ¼ n þ mN for some integer m. Then
index i. This gives rise to two interpretations of engine order exci-
tation relative to the rotating hub, one discrete and the other con- UnþmNþ1 ðvÞ ¼ Unþ1 ðvÞ
tinuous. These can be visualized in Fig. 6, which shows a
dissection of the excitation amplitudes along time and sector axes. That is, if n ¼ n corresponds to a SW, BTW, or FTW, then so
In the first and usual sense, Eq. (63) is a discrete temporal varia- does n þ mN for any m 2 Zþ . In this sense, the traveling wave na-
tion of the dynamic loading applied to individual blades. That is, ture of the applied dynamic loads is seen to alias relative to N.
under an engine order n excitation, each sector is harmonically These features are characterized for engine orders
forced with strength F and frequency nX, but with a fixed phase
difference relative to its nearest neighbors. Physically, one can n 2 N ¼ N O;E O;E O;E
BTW [ N FTW [ N SW
think of this as placing N different observers at the discrete sectors
and having the ith observer record the excitation strength applied
where it is understood that the results apply to any n > N simply
to sector i as a function of time. Their recorded time traces would
resemble those shown in Fig. 6(a). In the second and more general by taking n modulo N, as appropriate. The subsets N O;E O;E
BTW , N FTW ,
sense, Eq. (63) can be viewed as a continuous spatial variation of and N O;E
SW are defined in Table 4 and discussed below.
the excitation strength relative to the rotating hub (along the sector For the special case of n ¼ N the rotating blades become
ðNÞ
axis) that evolves with increasing time, i.e., it is a propagating entrained with the excitation because /i ¼ 2pnði  1Þ with

29
 Fig. 6 Example illustration of the discrete temporal and continuous spatial variations of
the traveling wave excitation defined by Eq. (63) in real form: (a) the discrete dynamic loads
with amplitude F and period T 5 2p=nX applied to each sector; and (b) the continuous BTW
excitation with wavelength N/n and speed C 5 NX=2p relative to the rotating hub

i; n 2 Zþ , and hence each is forced with the same strength and 3.2.3 Forced Response of a General Cyclic System Under
phase. As illustrated in Fig. 7(d), this is a SW excitation where Engine Order Excitation. The general cyclic system governed by
each blade is harmonically forced according to Fi ðtÞ ¼ F cos nXt. Eq. (55) is reconsidered here under engine order excitation. Using
Entrainment also occurs when n ¼ N/2 if N is even, in which case the notation of Sec. 3.1, a model for the nth engine order excita-
ðN=2Þ
/i ¼ pnði  1Þ, where (i  1) is odd (resp. even) for even tion is
(resp. odd) sector numbers i 2 N . Accordingly, all blades with
odd sector numbers are driven by Fi ðtÞ ¼ F cos nXt, as are the f i ¼ fejnui ejnXt ; i2N (68)
blades with even sector numbers, but with a 180-deg phase shift.
As shown in Fig. 7(b), this amounts to the same standing wave ex- where f is a constant M  M vector of sector force amplitudes, t is
citation as the n ¼ N case, except for a phase reversal in the excita- time, ui is the angle subtended from sector 1 to sector i and is
tion among adjacent blades. The engine orders corresponding to defined by Eq. (16), n is the order of the excitation, nX is the
SW excitations for odd and even N are denoted by the sets angular frequency of the excitation, and X is the angular speed of
N O;E
SW N , and all other values of n 2 N correspond to traveling the system relative to the excitation. Under this type of excitation,
waves. Engine orders n 2 N O;E O;E
BTW (resp. n 2 N FTW ) correspond to the system forcing vector becomes
BTW (resp. FTW) excitation, an example of which is shown in
Fig. 7(a) (resp. Fig. 7(c)), where N O;E O;E 2 3 2 jnu jnXt 3
BTW and N FTW are also f1 fe 1 e
defined in Table 4. These sets can be visualized in Figs. 7(i) and 6 7 6 7
7(ii) for odd and even N, respectively. 6 7 6 jnu jnXt 7
6 f 2 7 6 fe 2 e 7
The manner in which cyclic systems respond to this type of 6 7 6 7
bf ¼ 6 7 ¼ 6 7 ¼ f 0  fejnXt
excitation is considered in the examples that follow. In Sec. 3.2.3, 6 . 7 6 . 7
6 .. 7 6 .. 7
we prove the most important result related to the forced response 6 7 6 7
4 5 4 5
of cyclic systems, namely, that in the case of perfect symmetry
each engine order excites only a single mode. This is clear mathe- fN fejnuN ejnXt
matically and will be explored with more physical insight in the
examples presented in Secs. 3.3 and 3.4. where

30
 which is a direct product of the scalar product eHp f 0 with the nth
order harmonic excitation fejnXt imparted to each sector. This dis-
section of the modal forcing term highlights an orthogonality con-
dition that is shared by all cyclic systems under engine order
excitation. In particular,

1
j0up j1up 
eH
p f 0 ¼ pffiffiffiffi e ;e ; …; ejðN1Þup
N
 T
 ejnu1 ; ejnu2 ; …; ejnuN

1 X N
¼ pffiffiffiffi ejðk1Þup ejnuk
N k¼1

1 X N
2p 2p
¼ pffiffiffiffi ejðk1Þ N ðp1Þ ejn N ðk1Þ
N k¼1 (71)
1 X
N
ðk1Þðp1Þ nðk1Þ
¼ pffiffiffiffi wN wN
N k¼1

1 X N
ðk1Þðnþ1pÞ
¼ pffiffiffiffi wN
N k¼1
( pffiffiffiffi
N; p ¼ n þ 1
¼
0; otherwise

which follows from Lemma 2 and shows that the force vector f0 is
mutually orthogonal to all but one of the modal vectors ep. This
Fig. 7 Engine orders n mod N corresponding to BTW, FTW and result is obtained more directly from Corollary 10 by observing
SW applied dynamic loading for (i) odd N and (ii) even N (see also that
Table 4); example plots of applied dynamic loading (represented
by the dots) for a model with N 5 10 sectors and with (a) n 5 1  T
(BTW), (b) n 5 5 (SW), (c) n 5 9 (FTW), and (d) n 5 10 (SW). The
f 0 ¼ ejnu1 ; ejnu2 ; …; ejnuN

T
BTW engine order excitation is represented by the solid lines.
¼ ej0unþ1 ; ej1unþ1 ; …; ejðN1Þunþ1
Table 4 Sets of engine orders nðmod NÞ ‰ N corresponding to pffiffiffiffi
BTW, FTW, SW dynamics loads applied to the blades for odd ¼ N enþ1
and even N. These can be visualized in Figs. 7(i) and 7(ii).
where enþ1 is the ðn þ 1Þth column of the Fourier matrix. It fol-
N Type Set lows that
 
O N1 pffiffiffiffi
Odd BTW N BTW ¼ n 2 Zþ : 1 n
2 eH H
p f 0 ¼ ep N enþ1
  pffiffiffiffi H
FTW O Nþ1 ¼ N ep enþ1 (72)
N FTW ¼ n 2 Zþ : n N1
2 pffiffiffiffi
¼ N dpðnþ1Þ
SW NO SW ¼ f N g
 
Even BTW E N2 which is the same orthogonality condition given by Eq. (71).
N BTW ¼ n 2 Zþ : 1 n Thus, for p 2 N , the only excited mode is
2
 
FTW Nþ2 p ¼ n mod N þ 1 (73)
N EFTW ¼ n 2 Zþ : n N1
  2
E N for an engine order n 2 Zþ excitation. Then Eq. (70) becomes
SW N SW ¼ ;N
2
( pffiffiffiffi
N fejnXt ; p ¼ n þ 1
ðep  IM Þbf ¼
H
(74)
0; otherwise
f 0 ¼ ðejnu1 ; ejnu2 ; …; ejnuN ÞT
(69)
¼ ðej/1 ; ej/2 ; …; ej/N ÞT and the forced response of the NM-DOF matrix EOM given by
Eq. (58) reduces to solving a single, M-DOF system
is a vector of constant intersector phase angles /i ¼ nui . Thus, pffiffiffiffi
the pth modal forcing term on the right-hand side of Eq. (61) Me nþ1 u e nþ1 u_ nþ1 þ K
€nþ1 þ C e nþ1 unþ1 ¼ N fejnXt (75)
reduces to
in modal space. Assuming harmonic motion, the steady-state
ðeH b H jnXt
p  IM Þf ¼ ðep  IM Þðf 0  fÞe modal response is given by
pffiffiffiffi
¼ ðeH
p f 0 Þ  ðIM fÞe
jnXt
(70) uss e nþ1 fejnXt
nþ1 ðtÞ ¼ NZ (76)
¼ ðeH
p f 0 Þ  fe
jnXt
; p2N
where

31
 e nþ1 ¼ K
Z e nþ1  ðnXÞ2 M
e nþ1 þ jnXC e nþ1

is the ðn þ 1Þth modal impedance matrix. All other steady-state

modal responses are zero because only mode p ¼ n þ 1 is excited.
In light of the decomposition shown in Eq. (39), the forced response
in physical coordinates follows from Eq. (57) and is given by
qss ðtÞ ¼ enþ1  uss
nþ1 ðtÞ (77)

where enþ1 is the ðn þ 1Þth column of the Fourier matrix and

uss
nþ1 ðtÞ is given by Eq. (76). Expanding Eq. (77) into its sector Fig. 8 Linear cyclic vibratory system with N sectors and one
components yields DOF per sector
2 qss ðtÞ 3 2 j0u 3
1 e nþ1
6 qss ðtÞ 7 6 j1unþ1 7 where f is the strength of the excitation, the interphase blade angle
6 2 7 6 e 7 /i is defined by Eq. (64), n 2 Zþ is the excitation order, r is the
6 . 7 6 .. 7
6 . 7 6 7 angular speed, and s is time (all dimensionless).
6 . 7 1 6 . 7 pffiffiffiffi
6 7 ¼ pffiffiffiffi 6 7 e jnXt The linear dynamics of the ith sector are obtained using New-
6 qss ðtÞ 7 N 6 ejði1Þunþ1 7  N Znþ1 fe (78)
6 i 7 6 7 ton’s laws and are governed by
6 7 6 .. 7
6 .. 7 6 7
4 . 5 4 . 5 q€i þ qi þ t2 ðqi1 þ 2qi  qiþ1 Þ ¼ fej/i ejnrs ; i2N (81)
jðN1Þunþ1
ss
qN ðtÞ e
where overdots denote differentiation with respect to dimension-
Thus, the steady-state forced response of the ith sector in physical less time s. In Eq. (81), the qi61 terms arise from the left-nearest-
coordinates is given by neighbor (i  1) and right-nearest-neighbor (i þ 1) elastic cou-
pling. By stacking the N coordinates qi into the configuration
1 jði1Þunþ1 pffiffiffiffi e vector q ¼ ðq1 ; q2 ; …; qN ÞT , the governing EOM for the overall
qss
i ðtÞ ¼ pffiffiffiffi e N Znþ1 fejnXt
N N-DOF system takes the form
(79)
e nþ1 fejn/i ejnXt ;
¼Z i2N € þ K11 q ¼ f 11 ejnrs ;
q i2N (82)
T
where f 11 ¼ ðfej/1 ; fej/2 ; …; fej/N Þ is the system forcing vector,
where /i ¼ 2pðn=NÞði  1Þ. The response of each sector is identi- which accounts for the constant phase difference in the dynamic
cal but simply shifted in time by a constant phase relative to its loading from one sector to the next. The N  N matrix
nearest neighbors.
2 3
1 þ 2t2 t2 0 … 0 t2
3.3 Cyclic System With One DOF Per Sector. This exam- 6 t2 1 þ 2t2 t2 … 0 0 7
6 7
ple considers the simplest prototypical model for vibrations of a 6 7
bladed disk with only one DOF per sector, nearest-neighbor cou- 6 0 t2 1 þ 2t2 … 0 0 7
6 7
pling, and perfect symmetry. Despite the simplicity of the model, K11 ¼6 .. .. .. .. .. .. 7
6 . . . . . . 7
we show that the resonant response can be quite complicated 6 7
6 2 7
when the system is subjected to engine order excitation with mul- 4 0 0 0 … 1 þ 2t2 t 5
tiple orders. We begin by formulating the EOM, and then consider t2 0 0 … t2 1 þ 2t2
a direct (traditional) approach to deriving the response to traveling
(83)
wave excitation. The forced response is then derived using the
modal analysis based on the Fourier matrix, which decouples the
EOM. The nature of the natural frequencies and modes is consid- captures the nondimensional stiffness of each sector relative to the
ered next, which sets the stage for examining the resonance hub (additive unity along its diagonal) and the intersector cou-
behavior of the system when subjected to engine order excitation. pling (t2 along the super-diagonal and subdiagonal). The elements
This provides a quite general view of the forced response of these t2 appearing in the (1, N) and (N, 1) positions of K11 are due to
models. the cyclic boundary conditions q0 ¼ qN and qNþ1 ¼ q1. In the ab-
sence of these cyclic coupling terms, the system represents a finite
3.3.1 Equations of Motion. The undamped cyclic system to chain of N oscillators. Thus, in addition to being symmetric, Eq.
be considered is shown in Fig. 8 in dimensionless form. It consists (83) is also a circulant and can be written as
of a cyclic chain of N identical and identically coupled single-
DOF oscillators with unit mass, the dynamics of which are cap- K11 ¼ circð1 þ 2t2 ; t2 ; 0; …; 0; t2 Þ 2 SCN (84)
tured by the dimensionless transverse displacements qi for i 2 N .
The oscillators are uniformly attached around the circumference where 1 þ 2t2 ; t2 ; 0; …; 0; t2 are the N generating elements.
of a stationary rigid hub via linear elastic elements with unit stiff- In the absence of coupling (that is, if t ¼ 0) K11 is diagonal and
ness and unit effective length. Adjacent masses are elastically Eq. (82) represents a decoupled set of N harmonically forced,
coupled via linear springs, each with nondimensional stiffness . single-DOF oscillators.
It is assumed that the elastic elements are unstressed when the The forced response of Eq. (82) is considered next with empha-
oscillators are in a purely radial configuration, that is, when qi ¼ 0 sis on a modal analysis whereby the fully coupled system (that is,
for each i 2 N . An individual oscillator, together with the for- one in which t 6¼ 0) is reduced to a set of N single-DOF oscilla-
ward-nearest-neighbor elastic coupling, forms one fundamental tors, only one of which is harmonically excited. The approach
sector and there are N such sectors in the overall system. The os- taken here, and a generalization in which each sector has multiple
cillator chain has cyclic boundary conditions such that q0 ¼ qN DOFs, is applied to the linear system in Sec. 3.4 to block decouple
and qNþ1 ¼ q1. Finally, the system is subjected to engine order ex- the system matrices as it is done in Sec. 3.1.
citation (Sec. 3.2) according to 3.3.2 Forced Response. The steady-state forced response of
j/i jnrs
Eq. (82) can be obtained using standard techniques [99] and, for
fi ðtÞ ¼ fe e ; i2N (80) nonresonant forcing, is given by

32
 qss ðsÞ ¼ ðK11  n2 r2 IÞ1 f 11 ejnrs (85) EH E€
u þ EH K11 Eu ¼ EH f 11 ejnrs (90)

where I is the N  N identity matrix. However, this requires inver- where EH E ¼ I because E is unitary (Theorem 6). In light of
sion of the impedance matrix K11  n2 r2 I, which is computation- Theorem 9, it follows that
ally expensive for a large number of sectors, and it offers little
insight into the basic vibration characteristics. In what follows, a 2 3 2 32 3 2 3
u€1  21
x 0 u1 eH
1 f 11
transformation based on the cyclic symmetry of the system is 6 7 6 76 7 6 H 7
exploited to fully decouple the single N-DOF system to a set of N 6 u€2 7 6  22
x 76 u2 7 6 e2 f 11 7
6 7 6 76 7 6 7
single-DOF oscillators from which the steady-state response is 6 . 7þ6 .. 76 . 7 ¼ 6 . 7ejnrs (91)
6 .. 7 6 76 .. 7 6 . 7
easily obtained. The procedure is similar to the usual modal analy- 4 5 4 . 54 5 4 . 5
sis from elementary vibration theory. However, a key difference u€N 0  2N
x uN eH
is that the transformation matrix (and hence the system mode N f 11

shapes) is known a priori and, because the transformation is uni-

tary (thus preserving the system eigenvalues), the natural frequen- where the pth scalar element of the N  1 modal forcing vector
cies are obtained after the transformation is carried out. EH f 11 is eH H
p f 11 . Decomposition of E f 11 follows from Eq. (60) by
Moreover, due to orthogonality conditions between the normal replacing the identity matrix IM with unity and the vector bf with
modes and forcing vector, the steady-state response of the overall f11. Equation (89) is a unitary (similarity) transformation and
system reduces to finding the forced response of a single harmoni- hence the system natural frequencies are preserved, which is guar-
cally forced, single-DOF oscillator in modal space, which offers a anteed by Theorem 1. For each p 2 N , the dimensionless natural
clear advantage over the direct computation of Eq. (85). frequencies follow from Eq. (21) and are given by
As described in Sec. 3.2.2, engine order excitation can be
regarded as traveling wave dynamic loading. It is therefore rea-  2p ¼ 1 þ 2t2  t2 wðp1Þ
x N
ðN1Þðp1Þ
þ 0 þ    þ 0  t 2 wN
sonable to expect steady-state solutions of the same type. We

ðp1Þ ðN1Þðp1Þ
begin with a simple way to show the existence of such a response, ¼ 1 þ 2t2  t2 wN þ wN (92)
and then systematically describe it using the modal analysis tech-
niques described in Secs. 3.1.2 and 3.2.3. ¼ 1 þ 2t2 ð1  cos up Þ
Existence of a Traveling Wave Response. It is natural to search
for steady-state solutions of the form where wN is the primitive Nth root of unity and the identity
ðp1Þ ðN1Þðp1Þ
j/i jnrs
wN þ wN ¼ 2 cos up is employed. Equation (91) is a
qss
i ðsÞ ¼ Ae e ; i2N (86) decoupled set of N single-DOF harmonically forced modal oscil-
lators of the form
which has the same traveling wave characteristics as the engine
order excitation described in Sec. 3.2.2. Equation (86) assumes  2p up ¼ eH
u€p þ x jnrs
; p2N
p f 11 e (93)
that each sector responds with the same amplitude A, but with a
constant phase difference relative to its nearest neighbors, and to-
gether all N such solutions form a traveling wave response among Thus, the single N-DOF system given by Eq. (82) is transformed to
the sectors. By mapping this trial solution into Eq. (81) and divid- a system of N decoupled single-DOF systems defined by Eq. (93).
ing through by the common term ej/i ejnrs , it follows that The steady-state, nonresonant modal response of the pth
decoupled system follows from Eq. (93) using standard techniques
  [99]. Assuming harmonic motion, the solution is
 ðnrÞ2 A þ A þ t2 Aejunþ1 þ 2A  Aejunþ1 ¼ f (87)
eH
p f 11
where the identity /i61  /i ¼ 6unþ1 is employed. Solving for uss
p ðsÞ ¼ ejnrs ; p2N (94)
the amplitude A yields  2p
x  ðnrÞ2
f
A¼ (88) from which the steady-state modal response vector
1þ 2t2 ð1  cos unþ1 Þ  ðnrÞ2  T
uss ðsÞ ¼ uss ss ss
1 ðsÞ; u2 ðsÞ; …; uN ðsÞ is constructed. In physical
from which it follows that coordinates, the steady-state response of sector i follows from Eq.
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi (89) and is given by
x nþ1 ¼ 1 þ 2t2 ð1  cos unþ1 Þ
T ss
qss
i ðsÞ ¼ ei u ðsÞ
is one of the N natural frequencies of the coupled system corre- 1

sponding to mode p ¼ n mod N þ 1. Equation (88) shows that ¼ pffiffiffiffi ej0ui ; ej1ui ; …; ejðN1Þui
N
mode n þ 1 is excited, but the reason is not clear from this  T
approach. A modal analysis that considers the fully coupled sys-  uss ss
1 ðsÞ; u2 ðsÞ; …; uN ðsÞ
ss

tem is required to systematically describe the response character- XN

1
istics of the cyclic system under engine order excitation. ¼ pffiffiffiffiejðp1Þui uss
p ðsÞ (95)
p¼1 N
Modal Analysis. Theorem 9 guarantees that circulant matrices,
such as the stiffness matrix defined by Eq. (84), are diagonalizable XN
1 eH
p f 11
¼ pffiffiffiffiejup ði1Þ ejnrs
via a unitary transformation involving the Fourier matrix, and in N  p  ðnrÞ2
x 2
p¼1
what follows this property is exploited to fully decouple the matrix
EOM defined by Eq. (82). To this end, the change of coordinates 1 X N eH
p f 11
¼ pffiffiffiffi ejði1Þup ejnrs ; i2N
qðsÞ ¼ EuðsÞ or qi ðsÞ ¼ eTi uðsÞ; i2N (89)  2p  ðnrÞ2
N p¼1 x

is introduced, where E is the N  N complex Fourier matrix (Defini- where the identity ðp  1Þui ¼ up ði  1Þ is employed. Equation
tion 17), ei is its ith column (Definition 18), and u ¼ ðu1 ; u2 ; …; uN ÞT (95) shows that there are N possible resonances, depending on the
is a vector of modal, or cyclic coordinates. Substituting Eq. (89) in Eq. details of the modal forcing terms eHp f 11 . However, only a single
(82) and multiplying from the left by EH yields mode survives under an engine order excitation of order n, which

33
is clear from the orthogonality
pffiffiffiffi condition described in Sec. 3.2.3.
Noting that f 11 ¼ f  f 0 ¼ N f enþ1 , it follows from Eq. (72) that
pffiffiffiffi H
eHp f 11 ¼ N f ep enþ1
pffiffiffiffi
¼ N f dpðnþ1Þ
(96)
( pffiffiffiffi
Nf ; p ¼ n þ 1
¼
0; otherwise

which shows that the force vector f11 is mutually orthogonal to all
but one of the modal vectors ep. That is, for p 2 N , the only
excited mode is

p ¼ n mod N þ 1 (97)

for an engine order n 2 Zþ excitation. Thus, Eq. (95) reduces to

f
qss
i ðsÞ ¼ ej/i ejnrs ; i2N (98)
 2nþ1  ðnrÞ2
x

where the identity ði  1Þunþ1 ¼ /i is employed and

 2nþ1 ¼ 1 þ 2t2 ð1  cos unþ1 Þ

x

from Eq. (92). Equation (98) is the same result as that obtained Fig. 9 Dimensionless natural frequencies x  p in terms of the
from Eq. (88). Indeed, the process described here is significantly number of n.d. versus mode number p for WC and SC: (a)
N 5 11 (odd) and (b) N 5 10 (even). Also indicated below each
more laborious than the direct approach, but many general fea- figure is, for general N, the number of n.d. at each value of p
tures can be gleaned from the analysis. The eigenfrequency char- and also the mode numbers corresponding to SW, BTW, and
acteristics (Sec. 3.3.3), normal modes of vibration (Sec. 3.3.4), FTW.
and resonance structure (Sec. 3.3.5) are systematically described
based on the modal decomposition results of this section.
where each subset is defined in Table 5. A description of the
3.3.3 Eigenfrequency Characteristics. The dimensionless nat- BTW, FTW, and SW designations of these sets is deferred to
ural frequencies follow from Eq. (92) and are given by Sec 3.3.4.
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi The natural frequency corresponding to mode p ¼ 1 2 P O;E SW
 p ¼ 1 þ 2t2 ð1  cos up Þ; p 2 N
x (99) (zero harmonic of Eq. (100)) is distinct, but the remaining natural
frequencies appear in repeated pairs, except for the case of even
N, in which case the p ¼ ðN þ 2Þ=2 2 P ESW frequency (N/2 har-
which clearly exhibit the effect of cyclic coupling. For the special monic) is also distinct. There are (N  1)/2 such pairs if N is odd,
case of t ¼ 0, the sectors are dynamically isolated and each has
and these correspond to mode numbers in P O O
BTW and P FTW ,
the same natural frequency x  p ¼ 1. There are repeated natural fre-
respectively. For even N there are (N  2)/2 repeated natural fre-
quencies for nonzero coupling ðt 6¼ 0Þ, a degeneracy that is due to
the circulant structure of K. This is captured by the cyclic term quencies corresponding to mode numbers in P EBTW and P EFTW .
Finally, if k 2 P O;E
BTW then the mode number of the corresponding
 

2pðp  1Þ repeated eigenfrequency is N þ 2  k 2 P O;E
FTW . The normal modes
cos up ¼ cos ¼ Re wp1
N (100)
N

which is obtained by projecting the powers of the Nth roots of

Table 5 Sets of mode numbers p ‰ N corresponding to
unity onto the real axis (see Fig. 2). Multiplicity of the eigenfre- BTW, FTW, and SW normal modes of free vibration for odd and
quencies can also be visualized in Fig. 9, which shows the dimen- even N
sionless natural frequencies in terms of the number of nodal
diameters (n.d.) in their attendant mode shapes versus: the mode N Type Set
number p for the special case of N ¼ 10 sectors; the wave type  
(i.e., BTW, FTW, or SW); the number of n.d.; and the sector num- Odd BTW Nþ1
PO
BTW ¼ p 2 Zþ : 2 n
ber i.3 Results are shown for weak coupling (WC), strong cou- 2
pling (SC), odd N (Fig. 9(a)), and even N (Fig. 9(b)). These cyclic  
FTW Nþ3
features are described in terms of mode numbers PO
FTW ¼ p 2 Zþ : n N
2

p 2 N ¼ P O;E O;E O;E SW PO SW ¼ f1g

SW [ P BTW [ P FTW
 
Even BTW N
P EBTW ¼ p 2 Zþ : 2 n
2
 
FTW E Nþ4
P FTW ¼ p 2 Zþ : n N
2
3
A mode shape nodal diameter refers to a line of zero sector responses across  
which adjacent sectors respond out of phase. For example, in Fig. 11 of Sec. 3.3.4,
SW E Nþ2
P SW ¼ 1;
mode 1 has 0 n.d., modes 2 and 100 have 1 n.d., modes 3 and 99 have 2 n.d., and so 2
on.

34
of vibration are described next, where it is shown that each can be phase difference. In this case, the vibration modes p 2 P O;E SW corre-
categorized as a SW, BTW, or FTW. spond to SW mode shapes whose characteristics can be visualized
in Figs. 7(b) and 7(d) by replacing the amplitude F with ap. The
3.3.4 Normal Modes of Vibration. It was shown that Eq. (82) remaining mode shapes correspond to repeated natural frequen-
can be decoupled via a unitary transformation involving the Fou- cies and are either BTWs or FTWs. In particular, the normal
rier matrix E ¼ ðe1 ; e2 ; …; eN Þ. As a consequence, ep is the pth modes p 2 P O;E O;E
BTW (resp. p 2 P FTW ) are backward (resp. forward)
normal mode of vibration corresponding to the natural frequency traveling waves and can be visualized in Fig. 7(a) (resp. Fig 7(c)).
x p . In what follows these mode shapes are characterized by inves- If mode k 2 P O;EBTW is a BTW corresponding to a natural frequency
tigating the free response of the system, and it is shown that they x k , then the attendant FTW mode is N þ 2  k 2 P O;E FTW with the
are of the SW, BTW, or FTW variety. same natural frequency x  Nþ2k ¼ x k.
The free response of the system in its pth mode of vibration can Figure 11 illustrates the normal modes of free vibration for a
be described by model with N ¼ 100 sectors. In this figure, the extent of the radial
lines represents sector displacements. Those appearing outside the
hub are to be interpreted as being positively displaced relative to their
qðpÞ ðsÞ ¼ ap ep ejx p s
zero positions, and the opposite is true for lines inside the hub. Modes
1 and 51 are SWs, modes 2–50 are BTWs, and modes 52–100 are
where ap is a modal amplitude and the natural frequency x  p is defined FTWs. Finally, the number of nodal diameters can be clearly identi-
by Eq. (99). There is generally a phase angle as well, which is omitted fied in Fig. 11. For example, modes 4 and 98 have 3 n.d.
because its presence does not affect the arguments that follow. Noting
ðp1Þði1Þ
that element i of ep can be written as wN ¼ ejup ði1Þ , the free 3.3.5 Resonance Structure. In general, there may be a system
response of sector i can be written in real form as resonance if the excitation frequency matches a natural frequency,
ðpÞ
that is, if nr ¼ x p . These possible resonances are conveniently
qi ðsÞ ¼ ap cos ðup ði  1Þ þ x
 p sÞ identified in a Campbell diagram, an example of which is shown
!! in Fig. 12(a) for engine orders n 2 N (the general case of n 2 Zþ
p
x
¼ ap cos up i1þ s (101) is considered below), N ¼ 10, and  ¼ 0:5. The natural frequen-
up cies are plotted in terms of the dimensionless rotor speed and sev-
¼ ap Up ði  1 þ Cp sÞ; i; p 2 N eral engine order lines nr are superimposed. Possible resonances
correspond to intersections of the order lines and eigenfrequency
loci. There are ðN þ 2Þ=2 such possibilities for each engine order
where Cp ¼ x  p =up and the function Up ðvÞ is defined by Eq. (65). if N is odd and ðN þ 1Þ=2 possible resonances if N is even. In light
Equation (101) is a function of continuous time s and it is discre- of Eq. (96), however, there is only a single resonance associated
tized according to the sector number i. In this way, it is endowed with each n under the traveling wave dynamic loading of Sec. 3.2,
with the same discrete temporal and continuous spatial duality which corresponds to mode p ¼ n mod N þ 1. The set of N
that is described in Sec. 3.2.2 in the context of traveling wave resonances for a system excited by N engine orders
engine order excitation. That is, it can be regarded as the time–res- ðn ¼ 1; 2; …; NÞ are indicated by the black dots in Fig. 12(a) and
ponse of individual (discrete) sectors, or a continuous spatial vari- the corresponding frequency response curves jqss i ðsÞj (for each n)
ation of displacements among the sectors that evolves with are shown in Fig. 12(b) for a model with f ¼ 0.01. For example, a
increasing time (i.e., a traveling wave). The propagating wave- 3 e.o. excitation resonates mode 4 (p ¼ 4), which is a BTW with
form is strictly a BTW in the negative i-direction (descending sec- 3 n.d. Mode 8 (p ¼ 4) also has 3 n.d. and is excited by a 7 e.o. exci-
tor number) with wavelength 2p=up ¼ N=ðp  1Þ and speed Cp, tation. The TW and n.d. designations can be verified in Fig. 9.
an illustration of which is shown in Fig. 10. However, depending The basic resonance structure shown in Fig. 12(a) for n 2 N
on the value of p, this gives rise to SW, BTW, or FTW mode essentially aliases relative to the total number of sectors, in the
shapes, a property that follows analogously from the features sense that the excited modes for n ¼ mN þ 1; …; ðm þ 1ÞN with
described in Sec. 3.2.2, where it is seen that Eq. (101) has the m 2 Zþ are the same as those for n 2 N . This follows from the
same form as Eq. (66). orthogonality condition given by Eq. (96) and is manifested in
For the special case of p ¼ 1 it is clear from Eq. (101) that each Eq. (97), which gives a relationship for the excited mode in terms
sector behaves identically with the same amplitude and the same of the engine order n and total number of sectors N. Because
phase because u1 ¼ 0. An additional special case occurs when n > 0 by assumption (see Sec. 3.2) the first mode (p ¼ 1) is excited
p ¼ (N þ 2)/2 if N is even. Then uðNþ2Þ=2 ¼ p and each sector has when n ¼ mN ¼ 10; 20; 30; …, the second mode (p ¼ 2) is excited
the same amplitude but adjacent sectors oscillate with a 180-deg when n ¼ 1 þ mN ¼ 1; 11; 21; …, and so on. Table 6 summarizes
these conditions for a model with N ¼ 10 sectors and the
corresponding resonance structure for n ¼ N  1; …; 20N is
shown in Fig. 13(a). Each collection of resonance points
n ¼ mN þ 1; …; ðm þ 1ÞN is qualitatively the same in structure.
However, for m > 1 the resonances become increasingly clustered,
which is shown in Fig. 13(b) for n ¼ N; …; 2N. In terms of the
O;E
sets defined in Tables 4 and 5, an engine order n mod N 2 N SW
O;E
excites a SW mode p 2 P SW . Similarly, an engine order
n mod N 2 N O;E O;E
FTW (resp. n mod N 2 N BTW ) excites a FTW (resp.
O;E O;E
BTW) mode p 2 P FTW (resp. p 2 P BTW ).
While each engine order excites only a single mode, realistic
excitation it composed of multiple harmonics (that is, orders), so
that many modes can be excited. The nature of the natural fre-
quencies and the order excitation lines leads to nontrivial reso-
nance behavior even in the case of perfect symmetry. Of course,
as noted elsewhere in this paper, imperfections that disturb the
symmetry lead to even more complicated responses, in which ev-
Fig. 10 A backward traveling wave ap Up ði  1 1 Cp sÞ ery intersection between e.o. and natural frequency lines can lead
5 ap cosðup ði 2 1Þ 1 x
 p sÞ with amplitude ap, wavelength 2p=up to a resonance. These are especially important when the intersec-
5 N=ðp 2 1Þ, and speed Cp 5 x  p =up tor coupling is small.

35
 Fig. 11 Normal modes of free vibration for a model with N 5 100 sectors. Mode 1 consists of a SW, in which
each sector oscillates with the same amplitude and phase. Mode 51 also corresponds to a SW, but neighboring
oscillators oscillate exactly 180 deg out of phase. Modes 2–50 (resp. 52–100) consist of BTWs (resp. FTWs).

3.4 Cyclic System With Two DOFs Per Sector. This exam- disk has radius d and rotates with a fixed speed r about an axis
ple generalizes the one DOF per sector model of Sec. 3.3 to a sim- through C. Each blade is modeled by a simple pendulum with unit
ple system with two DOFs per sector, which demonstrates the mass and length, the dynamics of which are captured by the nor-
process of block diagonalizing the EOM when there are multiple malized angles xi with i 2 N . The blades are attached to the rotat-
DOFs per sector. The mathematics of the decoupling process ing disk via linear torsional springs with unit stiffness, and
described here applies equally as well to models with two or N adjacent blades are elastically coupled by linear springs with stiff-
DOFs per sector. Of course, the nature of the natural frequencies ness . It is assumed that the springs are unstretched when the
and mode shapes depend on the details of each sector model which, blades are in a purely radial configuration, that is, when each
for the cyclic system considered here, is discussed in Refs. [92–94]. xi ¼ 0. As shown in the inset of Fig. 14(b), each blade is fitted
There is much more to the topic of multiple DOFs per sector; the with a pendulum like, circular-path vibration absorber with radius

reader is referred to the works of Ottarsson [97,114] and Bladh c and mass l at an effective distance a along the blade length. The
[29,115–117] for more details and more complex examples. absorber dynamics are captured by the normalized pendulum
angles yi, which are physically limited to jyi j 1 by stops that
3.4.1 Equations of Motion. The nondimensional bladed disk represent the rattling space limits imposed by the blade geometry.
model shown in Fig. 14(a) consists of a rotationally periodic array This feature is included for generality, but in all of what follows it
of N identical, identically coupled sector models (Fig. 14(b)). The is assumed that jyi j < 1, i.e., that impacts do not occur. Linear

36
Fig. 12 (a) Campbell diagram and (b) corresponding frequency
response curves jqiss ðsÞj for N 5 10, m 5 0:5, f 5 0.01, and each Fig. 13 (a) Campbell diagram for N 5 10, m 5 0:5, f 5 0.01, and
n 5 1; 2; . . . ; N n 5 1; . . . ; 20N and (b) the corresponding frequency response
curves jqiss ðsÞj corresponding to n 5 N; . . . ; 2N. Engine order
Table 6 Condition on the engine order n ‰ Zþ to excite mode lines are not shown for n 5 N 1 1; N 1 2; . . . ; 2N 2 1, and so on.
p ‰ N for N 5 10

Excited mode Conditions on engine order n where Eq. (102a) describes the absorber dynamics and Eq. (102b)
describes the blade dynamics. The indices i are taken modN
1 mN ¼ 10; 20; 30; … such that xNþ1 ¼ x1 and x0 ¼ xN , which are cyclic boundary con-
2 1 þ mN ¼ 1; 11; 21; … ditions implying that the Nth blade is coupled to the first. In
3 2 þ mN ¼ 2; 12; 22; … matrix–vector form, and for each i 2 N , Eq. (102) becomes
.. ..
. .
9
N1 N  2 þ mN ¼ 8; 18; 28; … M€zi þ C_zi þ Kzi þCc ð_zi1 þ 2_zi  z_ iþ1 Þ >
=
N N  1 þ mN ¼ 9; 19; 29; …
þ Kc ðzi1 þ 2zi  ziþ1 Þ (103)
>
;
viscous damping is also included at the spring locations, but is not ¼ fej/i ejnrs
indicated in Fig. 14. Blade and interblade damping is captured by
linear torsional and translational dampers with constants nb and nc , where zi ¼ ðxi ; yi ÞT captures the sector dynamics, f ¼ ðf ; 0ÞT is a
respectively, and the absorber damping is captured by a torsional sector forcing vector, and the elements of the sector mass, damp-
damper with constant na . Finally, the system is subjected to the ing, and stiffness matrices are defined in Table 7. The matrices
traveling wave dynamic loading defined by Eq. (80), as shown in " # " #
Fig. 14(b). nc 0 2 0
Cc ¼ ; Kc ¼ (104)
Sector Model. The EOM for each two-DOF sector are derived 0 0 0 0
using Lagrange’s method and linearized for small motions of the
primary and absorber systems, that is, for small xi and yi. Then for capture the interblade coupling and vanish if nc ¼  ¼ 0, in which
each i 2 N , the dynamics of the ith sector are governed by [92,93] case Eq. (103) describes the forced motion of N isolated blade/
absorber systems.
lc2 ð€
xi þ y€i Þ þ na y_i þ lcdr2 ðxi þ yi Þ
System Model. By stacking each zi into the configuration vector
x i þ r 2 yi Þ ¼ 0
þ lcað€ (102a)
q ¼ ðz1 ; z2 ; …; zN ÞT , the governing matrix EOM for the overall
x€i þ nb x_ i  na y_i þ xi þ dr2 xi 2N-DOF system takes the form
" 2 # b q_ þ Kq
bqþC b ¼ bfejnrs
a x€i þc2 ð€ xi þ y€i Þ þ acð€
yi þ 2€
xi Þ M€ (105)
þl
þadr2 xi þ cdr2 ðxi þ yi Þ where M b 2 BCBS2;N is block diagonal with diagonal blocks M
b
and K 2 BCBS2;N has generating matrices K þ 2Kc ; Kc ;
þ nc ðx_i1 þ 2x_ i  x_iþ1 Þ
b 2 BCBS2;N is similarly defined by
0; …; 0; Kc . The matrix C
þ  2 ðxi1 þ 2xi  xiþ1 Þ ¼ fej/i ejnrs (102b) b In terms of the circulant
replacing K with C and Kc with Cc in K.

37
 The 2N  1 system forcing vector is
 
bf ¼ fej/1 ; fej/2 ; …; fej/N T
(107)
¼ f0  f

where the N  1 vector f0 is defined by Eq. (69) and the interblade

phase angle /i is given by Eq. (64).
3.4.2 Forced Response. The forced response of the overall
system defined by Eq. (105) can be handled directly using stand-
ard techniques [99]. Its nonresonant solution in the steady-state
follows in the usual way and is given by

b 1bfejnrs
qss ðsÞ ¼ Z (108)

where Z b¼K b  n2 r2 M b is the system impedance matrix

b þ jnrC
of dimension 2N  2N. However, Eq. (108) does not offer any
insight into the system’s modal characteristics and it requires
computation of Z b 1 , which can be prohibitive for practical bladed
disk models with many sectors and many DOFs per sector. We
thus turn to a decoupling strategy that exploits the system symme-
try and the theory developed in Sec. 2. The analysis follows simi-
larly to that presented in Sec. 3.1, except in this case the single
coupled 2N-DOF system is transformed into a set of N block
decoupled two-DOF systems. To this end, we introduce the
change of coordinates

q ¼ ðE  IÞu; or zi ¼ ðeTi  IÞu; i2N (109)

where E is the N  N complex Fourier matrix and ei is its ith col-

umn,  is the Kronecker product, I is the 2  2 identity matrix
(the dimension of I corresponds to the number of DOFs per sec-
tor), and u ¼ ðu1 ; u2 ; …; uN ÞT is a vector of modal, or cyclic coor-
dinates. Each up is 2  1 and describes the sector dynamics in
modal space. Substituting Eq. (109) into Eq. (105), multiplying
from the left by the unitary matrix ðE  IÞH ¼ ðEH  IÞ, and
invoking Theorem 10 yields a system of N block decoupled equa-
Fig. 14 (a) Model of bladed disk assembly and (b) sector tions, each with two DOFs. They are
model
e pu
M e p u_ p þ K
€p þ C e p up ¼ ðeH  IÞbfejnrs ; p2N (110)
p

Table 7 Elements of the sector mass, damping, and stiffness b H b

where ðeH p  IÞf is the pth 2  1 block of ðE  IÞf. Equation
matrices M, C, and K
(110) is analogous to the N M-DOF systems given by Eq. (61) for
Matrix Notation Elements the general formulation in Sec. 3.1, but in this case M ¼ 2 and
engine order excitation is assumed from the onset. Figure 15 illus-
Mass M M11 ¼ 1 þ lða þ cÞ2 trates the transformation of the single 2N-DOF system given by
M12 ¼ lcða þ cÞ Eq. (105) to a system of N block decoupled two-DOF forced oscil-
M21 ¼ M12 lators defined by Eq. (110).
M22 ¼ lc2 The 2  2 mass, damping, and stiffness matrices associated
Damping C C11 ¼ nb with the pth mode follow from Theorem 10 and are given by
C12 ¼ na 9
C21 ¼0 ep ¼ M
M >
C22 ¼ na >
=
e
Cp ¼ C þ 2Cc ð1  cos up Þ ; p2N (111)
Stiffness K K11 ¼ 1 þ ð1 þ lða þ cÞÞdr2 >
>
K12 ¼ lcdr2 e p ¼ K þ 2Kc ð1  cos up Þ ;
K
K21 ¼ K12
K22 ¼ lcða þ dÞr2
where up is defined by Eq. (16), the elements of M, C, and K are
defined in Table 7 and the coupling matrices Cc and Kc are
defined by Eq. (104). In light of Eqs. (70) and (71), the pth modal
forcing vector takes the form
operator, the system mass, damping, and stiffness matrices are
defined by ðeH b H
p  IÞf ¼ ðep  IÞðf 0  fÞ
9 (112)
Mb ¼ circðM; 0; 0; …; 0; 0Þ > ¼ eH
p f0  f
>
= ( pffiffiffiffi
Cb ¼ circðC þ 2Cc ; Cc ; 0; …; 0; Cc Þ (106) N f; p ¼ n þ 1
>
> ¼
b ¼ circðK þ 2Kc ; Kc ; 0; …; 0; Kc Þ ;
K 0; otherwise

38
 Fig. 15 The topology of a bladed disk assembly fitted with absorbers in (a) physical space
and (b) modal space. The modal transformation qðsÞ 5 ðE  IÞuðsÞ reduces the cyclic array of
N, two-DOF sector models ðB; AÞ, which together form a 2N-DOF coupled system, to a set of
N, two-DOF block decoupled models ðBp ; Ap Þ.

where 0 ¼ (0,0)T and the scalar product eH p f 0 vanishes except for whether in terms of fundamental understanding, insight, or ease of
p ¼ n þ 1. Because only mode p ¼ n þ 1 is excited, unþ1 ðsÞ is the computation. We trust that the results presented here offer such
only nonzero modal response in the steady-state. benefits to readers interested in vibration analysis of cyclic
Assuming harmonic motion, and in light of Eq. (112), the pth systems.
steady-state modal response follows easily from Eq. (110) and is It must be noted that no physical system has perfect symmetry,
given by as assumed herein. This assumption must be examined in light of
( pffiffiffiffi the system under consideration. One key to the suitability of a
NZ e 1 fejnrs ; p ¼ n þ 1 cyclically symmetric model is the intersector coupling. If the cou-
ss nþ1
up ðsÞ ¼ (113) pling is strong, so that the pairs of modes have well separated fre-
0; otherwise quencies, then small imperfections will not alter the picture
substantially, and one can consider each mode pair as robust
where against coupling to other modes. However, if the coupling is
weak, so that the system frequencies are clustered near those of
ep ¼ K
Z e p;
e p þ jnrC
e p  n2 r2 M p2N (114) the isolated sector model, the possibility of localization is signifi-
cantly increased. This topic has been investigated quite thor-
is the pth modal impedance matrix. The response of sector i (in oughly, primarily in the context of the vibration of bladed disk
physical coordinates) follows from the transformation given by assemblies with small blade mistuning; see, for example, [72–88].
Eq. (109) with Also, nonlinear effects can couple linear modes under certain res-
onance conditions, even at small amplitudes [118]. In cyclic sys-
uss ðsÞ ¼ ð0; …; 0; uss T tems this can occur for the pairs of modes with equal frequencies
nþ1 ðsÞ; 0; …; 0Þ
[119], and this possibility expands to groups of modes for the case
of weak coupling, leading to extremely complicated behavior
and is given by
[82,84,88]. In such cases, the tools from group theory can be
e 1 j/i jnrs ; applied to categorize the possible modes and forced response in
zss
i ðsÞ ¼ Znþ1 fe e i2N (115) terms of their symmetries [65]. This topic, while interesting, is
outside the scope of the present paper.
where wnði1Þ ¼ ej/i is employed. From Eq. (115) it is clear that
each blade/absorber combination behaves identically except for a
constant phase shift from one sector to another, which is captured
by the interblade phase angle /i . This approach offers a signifi-
cant computational advantage over the direct solution to the full Acknowledgment
2N-DOF system, as given by Eq. (108). The work of the second author related to this topic was funded
by the National Science Foundation, currently by Grant No.
CMMI-1100260.
4 Conclusions
The goal of this paper is to provide the mathematical tools for
handling circulant matrices as they apply to the free and forced
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