54

Transactions on Power Systems, Vol. 7,

No. 1, February 1992

FAST CALCULATION OF A VOLTAGE STABILITY INDEX

P-A L6f Student Member

T Smed Student Member

G Andersson Member

D J Hill
Member Department of Electrical Engineering and Computer Science University of Newcastle New South Wales 2308. Australia

Department of Electric Power Systems Royal Institute of Technology S - 100 44 Stockholm, Sweden

Abstract
The minimum singular value of the power flow jacobian matrix has been used as a static voltage stability index, indicating the distance between the studied operating point and the steady state voltage stability limit. Here a fast method to calculate the minimum singular value and the corresponding (left and right) singular vectors is presented. The main advantages of the developed algorithm are the small amount of computation time needed, and that it only requires information available from an ordinary program for power flow calculations. Furthermore, the proposed method fully utilizes the sparsity of the power flow jacobian matrix and hence the memory requirements for the computation are low. These advantages are preserved when applied to various submatrices of the jacobian matrix, which can be useful in constructing special voltage stability indices. The developed algorithm was applied to small test systems as well as to a large (real size) system with over 1000 nodes, with satisfactory results.

INTRODUCTION
Problems related to voltage instability in power systems are today, in many countries, one of the major concerns in power system planning and operation. One of the causes for this increased interest in voltage stability problems is that a load growth without a corresponding increase of transmission capacity has brought many power systems closer to their voltage stability boundaries. Throughout the world there have been a number of system black-outs caused by voltage instabilities, among these occurrences of voltage instabilities are the French collapses of 1978 [1,2] and 1987 [3], the black-out in northern Belgium 1982 [4], and the Swedish collapse of 1983 [5]. Some of these experienced network collapses have been caused by an unexpected raise in the load level, sometimes in combination with unusual conditions in the system, or by a network disturbance such as the loss of an important transmission line, a transformer or a generator. The Swedish collapse of 1983 can be described as a voltage instability caused by a severe disturbance which led
91 WM 203-0 PWRS A paper recommended and approved by the IEEE Power System Engineering Committee of the IEEE Power Engineering Society for presentation at the IEEE/PES 1991 Winter Meeting, New York, New York, February 3-7, 1991. Manuscript submitted August 31, 1990; made available for printing January 3, 1991.

to cascade tripping of main transmission lines and a network collapse about 50 seconds after the initial fault. Both the Swedish voltage collapse and other similar instabilities can be characterized by a voltage drop which a t first is slow and then becomes rapid. The voltage collapse phenomenon can be related to the action of tapchangers on transformers, current limiters of generators, inadequate reactive power resources (at least locally), and load characteristics a t low voltage magnitudes [6]. The load modelling is important for voltage stability studies and the composite load model characteristics may for low voltage magnitudes be different from those models traditionally used in (transient) stability studies. It has also been observed that the voltage magnitude a t nodes may not give a good indication of the proximity to the voltage stability limit, see e.g. reference [?I. The study of voltage instability problems has due to the above network collapses and other disturbances caused by voltage stability problems become an important and interesting area of research and studies, both for universities and the power industry. One of the aims of the present research in this area is to find a voltage stability indicator, available from normal power flow calculations, which is suited for both planning and operational purposes. The purpose of a static voltage stability index is to, in some respect, quantify how 'close' a particular operating point is to the point of voltage collapse, i.e. to estimate the steady state voltage stability limit of the power system. One suggestion for a static voltage stability index is to use the minimum singular value of the power flow jacobian matrix. The use of this indicator, obtained from a (full) singular value decomposition of the power flow jacobian matrix, has been proposed and studied by Thomas and Tiranuchit in [8,9,10]. This paper will first discuss and describe some general aspects and facts concerning the singular value decomposition of a matrix, these conclusions will then be applied to the power flow jacobian matrix. The following section presents a new fast method to calculate the minimum singular value and the corresponding singular vectors for a matrix, and implementable versions of this algorithm are given for two power flow matrices. Application of the proposed method to the power flow jacobian matrix and related submatrices gives rapid computation of static indices for voltage stability. In the next section some numerical results obtained from studies on a number of different networks with the proposed fast algorithm for calculation of the minimum singular value are presented and discussed, and finally some conclusions are given. The method presented in this paper has been tested on both small test systems and on a real size power system model (with over 1000 nodes).

0885-8950192$03.006 1992

IEEE

55

SINGULAR VALUE DECOMPOSITION

The singular value decomposition is an important and pract i d y useful orthogonal decomposition method used for matrix computations [ll]. If the matrix A is an n by n quadratic real matrix, then the singular value decomposition is given by
It

i=l

where U and V are R by i z orthonormal matrices, the singular vectors ui and vi are the columns of the matrices U and V respectively, and C is a diagonal matrix with

The jacobian matrix, J , in the above equation thus contains the first derivatives of the active power part, F,and the reactive power part, G, of the power flow equations with respect t o voltage magnitudes V and node angles 0 . If the singular value decomposition is applied to the power flow jacobian matrix, J , then the so obtained matrix decomposition can be written as J = UCVT
(10)

C(A) = diag{ai(A)}

i = 1,2,.

.. , n

(2)

where U; 2 0 for a l i. The diagonal elements in the matrix l 2 are usually ordered so that u1 2 uz 2 .. . 2 U,, 2 0. If the matrix A has rank r ( r 5 n) its singular values are the square roots of the r positive eigenvalues of ATA, which also are the r positive eigenvalues of AAT. These square . roots 6 1 , ~ 2 , .. , U , are the only nonzero entries in the n by n diagonal matrix E. U and V are orthonormal matrices of order n, and their columns contain the eigenvectors of AAT and ATA respectively. If thus U; is the ith singular value of A, the vector U; is the ith left singular vector and the vector vi is the ith right singular vector, then the following relations between the singular values, the left and right singular vectors and the matrix A can be written

AV, = DIU, ATut = (Java

(3) (4)

The minimum singular value, u,&(J), a measure of how close is to singularity the power flow jacobian matrix is. If the minimum singular value is equal to zero, then the studied matrix is singular and no power flow solution can be obtained. The singularity of the jacobian matrix corresponds t o that the inverse of the matrix does not exist. This can be interpreted as a n infinite sensitivity of the power flow solution t o small perturbations in the parameter values. At the point where u,,(J) = 0 several branches of equilibria may come together and the studied system will experience a qualitative change in the structure of the solutions due t o a small change in the parameter values. This point is called a static bifurcation point of the power system; see e.g. [14]. The effect on the [ A 0 AVIT vector of a small change in the active and reactive power injections can, according to the above theory of singular value decomposition of matrices, be computed as

The relation between the singular values and the eigenvalues of a matrix comes, as has been indicated in the text above, from the fact that the entries ua in the diagonal matrix E are the singular values of A, and by construction their squares are the eigenvalues of ATA (or AAT). This relationship between the eigenvalues from either one of the matrices ATA or AAT and the singular values of the matrix A could also be described by the following relations

[2 ] ;

= VC-'UT

[2 ] ;

(11)

The inverse of the minimum singular value, U ' will thus, ;, from a small disturbance point of view, indicate the largest change in the state variables. Let

[ ;] ;
where
U , is ,

=U,,

A ( A ~ A= A ( A A ~= E ~ ( A ) ) )
where

(5)

the last column of U, then

A(A) =diag{Xi(A)} i = 1,2, ...,n (6) is a diagonal matrix containing the eigenvalues of the inatrix ATA or AAT and C is the diagonal matrix, defined above, which contains the singular values of the matrix A. Further, let A = UZVT be the singular value decomposition of A, then the eigenvalue decompositions of ATA and AAT are given by the following two equations

where vIL the last column of V. From the above formulas is and discussion about the singular value decomposition of the power flow jacobian matrix the following interpretations can be made for the minimum singular value and the corresponding left and right singular vectors
1. The smallest singular value, U,,, is a n indicator of the proximity t o the steady state stability limit;

The smallest singular value of a matrix A is a measure of l the distance, in the &-norm, between A and the set of al rank-deficient matrices [12]. Furthermore the singular values are fairly insensitive to perturbations in the matrix elements, and thus the singular value decomposition is well-conditioned [13]. To use the above theory on power systems a linearized relation between the active and reactive powers a t nodes versus the voltage magnitudes and node angles has t o be found, which is established by the power flow jacobian matrix.

, 2. The right singular vector, v , ~ corresponding to dicates sensitive voltages (and angles);

U,,in-

3. The left singular vector, U , corresponding t o U,&indi,, cates the most sensitive direction for changes of active and reactive power injections. Another property of the singular value decomposition which could be worth noticing is that by adding a column to the studied matrix the largest singular value will increase and the smallest singular value will diminish [12]. The size

56

of the power flow jacobian matrix will increase with one row and one column each time a generator node (PV-node) hits its limitation for the reactive power capability and changes into a PQ-node. This change in dimension of the jacobian matrix will, as described above, reduce the numerical value of the minimum singular value for the studied matrix.

Computation of c,,(J)
The observations above suggests the following iterative procedure for finding U,, of the power flow jacobian matrix.

ALGORITHM General
In this section the new method for calculation of the minimum singular value and the corresponding (left and right) singular vectors is presented. The algorithm presented in this section was proposed by T. Smed [15]. In order to be feasible for practical purposes, the following properties are either necessary or at least desirable for the computational scheme
1. Sparsity must be exploited;

Algorithm 1 Basic algorithm for finding the minimum singular value and corresponding singular vectors of the large power flow jacobian matrix, J
1. Solve J ~ u ! . = 4. 2. Estimate b,, -

II k2 d II 11U. 11 a !

3. Solve ~v!,+ U, =
4. Estimate b,, -

IIU, I 2 1
l~v:,+lllz

2 . Memory requirement should be as low as possible;

3. The jacobian matrix and its LU-decomposition can be assumed given after that a power flow calculation has been performed. Preferably, only this information should be used in the proposed algorithm - and furthermore it should be used efficiently.

Note that algorithm 1 can, if only every second estimate of U is used, be interpreted as inverse iteration applied to either of the matrices J T J or J J T . As it stands, algorithm 1 only shows the basic idea of the iterative scheme to be used. A more implementable version of this basic algorithm for finding the minimum singular value of the jacobian matrix is given by algorithm 2 below.

The method proposed here is based on consideration of amplification in directions defined by the singular vectors un and v,,. Consider a vector s and the solution r of
JTr = s
(14)

Algorithm 2 Algorithm for finding the minimum singular value, U,,, and corresponding left and right singular vectors, U , and vIL, the power flow jacobian matrix, J . Let the , of LU-decomposition of J be given b y J = LU
1. Find a suitable start vector v!:) (see below). Set k = 1.
2. Normalize vl.:

I f s is sufficiently rich in the direction of v,, then r will be rich in the direction of U , The reason for this is easy to see ,. if the singular value decomposition of J = UXVT is used to analyse the problem. Since the columns of V constitute an orthonormal basis in R, s can be written as
n

3. Solve u T z = v!,)

4. Solve L ~ u ! , ~ z =
5. Estimate b!- 6. If Ab

= I U!;~ ;
else go to 7.

< tol, stop;

Solving (14) gives

r = UZ-V*S =

7. Normalize U: ! !

2
i=l

u;a;u;

(16)
8. Solve LW = U , !
9. Solve UV!,+ = w

Clearly, s will be amplified mostly in the direction v,, and r will be correspondingly rich in the direction of U , Further,. more, an estimate of U,,can be obtained as

10. Estimate b!;k)= ~ ~ v ! , ~ ~ ~ ~ ; ~

11. If Ab

< toll stop;

else set k = k

+ 1 and go to 2.

If subsequently the following equation is solved

Js = r
6 can

(18)

be written as

And a new, improved, estimate for the minimum singular value of the studied matrix can be obtained from

Note that the back and forward substitutions with the two known matrices L and U are the only major steps of computational work required in the above algorithm. This together with the use of sparsity techniques to carry out these computations satisfies the properties stated in the beginning of this section, and thus makes the above method fast and efficient. It should also be noted that the proposed method,only requires informatiofi that is available from an ordinary power flow program. In the choice of starting vector, v!:, at step one in the above algorithm it is of importance to ensvre that the chosen vector is sufficiently rich in the direction of v,,. One possibility is to choose v!,! = [0 ... O 1 ...1IT,where the zeros correspond to 0 and the ones to V in the state variable vector of the power flow equation (9). The motivation for this choice

is that most voltages tend to be either raised or depressed simultaneously. The direction in which the angles change, however, is more system dependent, the choice of slack bus and hence the angle reference has an impact of the sign on the components in vn corresponding to the angles.

Analogously,

U ! : " )

in (28) also satisfies (26).

Noting that (27) and (28) can be written as

Computation of a;,(Gs)
Under the assumption that detFe # 0, which can be interpreted as if there are no steady state angle problems in the studied system, Schur's formula [16] can be used to calculate the determinant of the power flow jacobian matrix
detJ = detFe detGs

(21)

where the submatrix G s is defined as

G s := G v

- GeFi'Fv

(22)

Thus, if detFe # 0, the matrix J is singular if and only if the matrix G s is singular. The above presented matrix Gs is thus a submatrix, associated with the matrix J , that is indicative of steady state voltage stability problems [6]. One physical interpretation of the matrix G s could be found by setting AP = 0 in equation (9)

a modified algorithm for calculation of u,,(Gs) has been formulated; this modified version of algorithm 2 is presented below. Note that the only modifications needed to the previous algorithm are the changes made in steps 5 and 11 below, where the elements on the right hand side of the equation system corresponding either to the active power equations or to the node angles are set equal to zero.

Algorithm 3 Algorithm for finding the minimum singular value, U,,, and corresponding singular vectors, U , and v,,, of , the matrix G s = G V- G e F i ' F v . Let the LU-decomposition of the power flow jacobian matrix, be given by J = L U
1. Find a suitable start vector v!:), such that v,,,i = 0 for all i : s corresponding to angles in v!:'. Set k = 1. 2. Normalize v!,'"':

The quotient between the reactive power part of the power flow equations and the voltages can then be written as

9 = G v - GeFi'Fv AV

(24)

3. Solve UTz = vi? 4. Solve LTU',"' = z 5. Set u,,,i = 0 for all i:s Corresponding to active power equations. 6. Estimate d!~'-" = ~ 7. If Ad

where the right hand side of the equation above was defined as G s in the equation (22). The matrix Gs will thus, for small disturbances, describe the effect on the voltage magnitudes of purely reactive power changes in the network. This then suggests the use of the minimum singular value of the matrix Gs as a static voltage stability index. The second term, G e F i ' F v , in the definition of G S (22) might have a larger influence on the result if the studied system is stressed, i.e. high active and reactive power flows in the network. The importance of active (and reactive) power stress in the system is one of the factors that has been identified as important from practical cases of voltage collapses in different power systems [ 6 ] . It should also be observed that, even though the matrix GV is sparse, the matrix G s will be dense due to the influence of the second term in the above definition of the matrix G s . In order to find a sparse formulation for the computation of u,,(Gs), note that the following two equations
[Gv

< toll stop;

else go to 7.

8. Normalize ua):

9. Solve

LW

U!,"'

10. Solve UV;~+"= w

11. Set v,,.; = 0 for all i:s corresponding to node angles.

12. Estimate d!:" 13. If Ab

=~ ~ v ~ ~ ~ ' ' ~ ~ ~ '

else set k = k

< tol, stop;

+ 1 and go to 2.

NUMERICAL RESULTS
The algorithm described in this paper was implemented in a production grade program for power flow calculations, and results from some of these studies are presented in this section. The method, presented in the previous section, was used to calculate the minimum singular value together with the corresponding singular vectors for either the matrix J or the matrix G5 for all studied cases for which the power flow program did converge. The new fast algorithm was tested on the following systems: Ward-Hale 6-node system [17], AEP 30- and 57-node systems [18], as well as a 1033-node model of the Swedish power system. The tolerance (tol), which in the above algorithms was

- GeFg'Fv]
T

vC'
(ki-1)

[Gv - G e F g ' F v ]

U ,

= =

U!,"'

(25) (26)

vn

(kc)

correspond to equations (14) and (18) in the general discussion at the beginning of this section. Thus if the the iterative scheme earlier given for the calculation of on(J) could be modified to the two equations above the minimum singular value of GS would be found. It is easy to check that v!,k) in (27) also satisfies (25).

58
o,8,

used to determine when to stop the iterative procedure, was chosen to be a relative tolerance and set to either lo-' or lo-'. The tolerance of was only used during studies performed on the 1033-node model of the Swedish network. For all systems, but the largest network, the results obtained with the above described method was compared with results from other programs (MATLAB and SLATEC). For all tested cases the results obtained with the new method have, within the specified tolerance, agreed with results obtained from a full singular value decomposition of the studied matrix. The CPU-time needed t o calculate the minimum singular value has approximately been equal to one to three full (nondecoupled) power flow iterations with the used program. The sparsity of the power flow jacobian matrix, J , and the special structure of the matrix G s were fully utilized during the calculations. The sparse solution method used has been the same as the one used for solving the power flow equations in the program. It should also be noted that the above presented computation time for the proposed new fast algorithm includes a LU-factorization of the studied matrix.
Hard-Kale +node
1.4

"'

30-node test aystem

,
i
0 19

0.51

1I-y

I I
002
Ob4

008

008

01

Rli

Figure 2: un(J) and un(Gs) plotted as functions of the load increase in the nodes (17 - 20), see text the jacobian matrix. This increase in the dimension of the jacobian matrix will, as described in section about the singular value decomposition, reduce the numerical value of the studied index. The jumps in the proposed index will thus indicate where generators in the system hit their limitations for reactive power generation - reflecting the importance of reactive power resources, which if inadequate can contribute to voltage stability problems in power systems [6].
AEP 30-node teat syatem

test system

0 35

0.25I O'

0 1

02

03

04

05

0 8

07

08

a16

Figure 1: a,(J) and a,(Gs) from Ward-Hale system plotted versus the reactive power load a t node number six Figure 1 shows the minimum singular values of the two matrices J and G s together with the voltage magnitude a t two nodes plotted as functions of the reactive power load a t node number six. During these simulations, performed on the Ward-Hale 6-node system [17], the reactive power part of the load a t node six was increased in steps until the power flow program used no longer converged. No limitations for reactive power generation at generators were introduced to the system, and the studied matrices thus did not change their dimensions. The second graph, figure 2, shows the minimum singular value for the two matrices J and G s together with the voltage magnitude a t two nodes in the load area of interest, from a calculation performed on the AEP 30-node system [18]. During this computation the active and reactive load a t four nodes (nodes: 17 - 20) waa increased in steps and the power factor was kept constant a t 0.89. The needed increase in active power generation was, during this and al other studies done l on the Ward-Hale and the AEP-systems, supplied from the slack bus. Note that two different vertical scales have been used in figure 2, the left scale was used for the minimum singular values and the right scale was used for the voltage magnitudes (given in the per unit system). The jumps in the numerical value of U,,(.) are due to that PV-nodes are changed into PQ-nodes when limits for reactive power generation are hit, and hence increases the size of
0
5

10

15

20

25

30

bur #

Figure 3: The shifted negative voltage profile (see text) and vn(Gs) plotted versus bus numbers Figure 3 shows the right singular vector, v, of the matrix ,

G S plotted together with the shifted negative voltage profile

for a specific operating point from the same study as the example given above. At the studied operating point a n ( G s ) was equal to 0.028 (see figure 2), i.e. the studied operating point was close to the voltage stability limit. The plotted 'voltage profile' for node i was calculated as (1.0 -Vi), where V is the voltage magnitude (in per units) a t node i. The i above presented and other obtained results indicate that the right singular vector, v,,, is proportional to the above defined 'voltage profile', i.e. the right singular vector is a linear transformation of the voltage profile. It should be noted that the above result was found for a constant power load. A more complex load model, e.g. a voltage dependent load model, could give another result. For a real symmetric matrix the minimum singular value and the minimum of the absolute values of the eigenvalues will be equal. Further the corresponding left and right singular vectors will both be equal to the eigenvector corresponding to the minimum eigenvalue. The reason for the above relations between a singular value decomposition and an eigenvalue decomposition of the same matrix can be seen from equations

59

(5) - (8) in the section about singular value decomposition. The power flow jacobian matrix is a diagonal dominant real matrix. The left and right singular vectors will consequently be close to parallel, and hence also approximately equal to the eigenvectors of the same power flow jacobian matrix. Figure 4 shows a plot of the two singular vectors un and vn for the AEP 57-node test system [18], which confirms that the left and right singular vectors are almost parallel, and consequently also close t o the corresponding eigenvector of the matrix. It could also be noted that the eigenvalue problem for a real symmetric matrix is always well-conditioned [13].
AEP 57-node test svstem
0.35 I I

0.25 0.2 -

0.15-

0.1

0 20
40

0.05

BO

BO

LOO

Figure 4: The components of un(J) and v,(J) Numerical results indicate that the sign of uzv, could be used to determine if the power flow solution is stable or not. Studies rugged that uzv,, > 0 for the high voltage (stable) solution and U ~ V , .< 0 for the low voltage (unstable) solution. The performed numerical studies also confirm the interpretations made for the minimum singular value and corresponding singular vectors, i.e. interpretation 1 to 3 a t the end of the section about singular value decomposition of matrices. The two calculated singular vectors can thus give valuable information about the operating point of the system; the last column of U (the left singular vector) indicates the most critical disturbance and the last column of V (the right singular vector) indicate how the state variables will change due to this disturbance. No numerical difficulties have been encountered during the performed studies. Figure 5 shows the Nordic power system, where Sweden has synchronous connections with Norway, Finland, and parts of Denmark. A large part of the generation in the Swedish system is in the northern part, while the m i part of the load an is in the southern part of the country. During spring flood there is thus a large transfer of power from north to south through the Swedish main transmission grid. This transfer of power is limited due to the risk of voltage instability and thus it is of importance to reliably determine the maximum transfer capacity of the network. During the performed study the north-south transfer of active power was increased in steps for the 1033-node model of the Swedish power system, which basically is the same as the network used for operational studies on the Swedish main transmission grid. This increase of transfer in active power through the network was accomplished by an increased loading (both active and reactive parts) in the southern part of Sweden while a proportional increase in active power generation was made a t hydro power plants in the northern parta of the system, which will result in a, realistic dispatch for the power system.

o::l
03
0.15 0.4 0.1

Figure 5: The Nordic power system

1033-node network

0.2

0.05 -

OL

Ob

560

I000

IbO

2&lO

2500

3000

3500

4000

D Ptranrfw

Figure 6: un(J) and voltage magnitudes plotted versus increase in transfer of active power Figure 6 shows the minimum singular value for the matrix J, together with four representative (depressed) voltages magnitudes from a load area in the southern part of the network. The variables are plotted as functions of the increase in active power transfer from northern to southern Sweden. Two vertical scales have been used in this figure, the left scale for the minimum singular value and the right scale for voltage magnitudes. The large jump in the numerical value of ult(J) for the 1033-node system (just before the power flow program no longer converged) is due to that several large generators in the network hit their limits for reactive power generation a t about the same point. It can from this study and the other studies presented in this paper be concluded that the minimum singular value will be a better indicator of the proximity to the steady state voltage stability limit than the voltage magnitudes a t nodes. The numerical value of the minimum singular value is not, by itself only, a measure of the voltage stability margin. The numerical value depends on the size of the power flow jacobian

matrix, i.e. it is system dependent (see above), as well as the proximity to the steady state stability limit. Consequently the scale of the minimum singular value used as a voltage stability proximity indicator is system dependent. To find suitable threshold values for a given system is thus a question which needs further research.

H.K.Clark New challenge: voltage stability, IEEE Power Engineering Review, pp 33 - 37, April 1990.
R.J. Thomas and A. Tiranuchit Voltage instabilities in electric power networks, Proceedings of the 18h Southeastern Symposium o n System Theory, Knoxville, TN, pp 359 - 363, 1986. A. Tiranuchit and R.J. Thomas A posturing strategy against voltage instabilities in electric power systems, IEEE %nsactions on Power Systems, vol 3, no 1, pp 87 - 93, Feb 1988. A. Tiranuchit, et .al. Towards a computationally feasible on-line voltage instability index, IEEE Transactions on Power Systems, vol 3, no 2, pp 669 - 675, May 1988. C.L. Lawson and R.J. Hanson Solving Least Squares Problems, Prentice Hall, Englewood Cliffs, NJ, 1974. G.H. Golub and C.F. Van Loan M a t h computations, North Oxford Academic, Oxford, 1983. G. Dahlquist, A. Bjorck, and N. Andersson Numerical Methods, Prentice Hall, Englewood Cliffs, NJ, 1974. J. Guckenheimer and P. Holmes Nonlinear oscillations, dynamical systemr, and bifircation of vector fields, Applied mathematical sciences v. 42, Springer-Verlag, 1986.
T. Smed Interaction between high voltage AC and DC systems Ph.D. Thesis, Royal Institute of Technology, Stockholm, 1990. F.R. Gantmacher, The Theory of Matrices, vol 1(2), Chelsea Publishing Company, New York, NY, 1977. J.B. Ward and H.W. Hale Digital computer solution of power-flow problems, AIEE Ransactiona, vol PAS-75, pp 398 - 404, June 1956.
L.L. Freris and A.M. Sasson Investigation of the loadflow problem, Proceedings IEE, vol 115, no 10, pp 1459 - 1470, Oct 1968.

CONCLUSIONS
This paper has presented a fast method to compute the minimum singular value, together with the corresponding left and right singular vectors, of a matrix. The proposed method was used to calculate the minimum singular values for the power flow jacobian matrix J as well as the matrix Gs. Results from the performed studies show that the minimum singular value of the power flow jacobian matrix J or the related submatrix Gs are good indicators of the proximity to the static voltage voltage stability limit. The two singular vectors obtained together with the minimum singular value give valuable information about the studied operating point of the power system. The right singular vector, vn, corresponds to sensitive voltages (and angles) and the left singular vector, U, indicates the most sensitive directions for changes ,, of active and reactive power injections. Studies were made both on small test systems as well as on a real sire power system model, results from these studies show that the algorithm is fast and efficient. It can, from the performed studies, be concluded that the presented fast method for calculation of the minimum singular value of the power flow jacobian matrix and related submatrices could become a valuable tool for assessment of steady state voltage stability in power systems.

Acknowledgements
The authors gratefully acknowledges financial support from Vattenfall (Swedish State Power Board) as well as allowance to use and technical assistance with the power flow calculation program REN developed by Vattenfall.

References
A. Cheimanoff and C. Corroyer The power failure of December 19, 1978, Revue Gincrale de IElectriciti, vol 89, no 4, pp 280 - 296, April 1980.
C. Barbier and J.-P. Barret An analysis of phenomena of voltage collapse on transmission system, Revue Gdndrale de ldlectricit6, Special CIGRE issue, pp 3 21, July 1980.

Y.Harmand, et.al. Analysis of a voltage collapse incident and proposal for a time-based hierarchical containment scheme, CIGRE Report 3 8 / 9 9 - 09,1990.
A.J. Calvaer and E. Van Geert Quasi steady state synchronous machine linearization around an operating point and applications, IEEE Transactions on Power Apparatus and Systems, vol PAS-103, no 6, pp 1466 1472, June 1984. K. Walve Modelling of power system components at severe disturbances, CIGRE Report 98 - 18, 1986. D.J. Hill, P.-A. Liif, and G. Andersson Analysis of longterm voltage stability, Proceedings of the loth Power Syrtem Computation Conference, pp 1252 - 1259, GraB, Austria, August 19 - 24, 1990.

BIOGRAPHIES Per-Anders LBf (S89) was born in Stockholm, Sweden in 1962 and received his Civ.Ing. degree from Royal Institute of Technology, Stockholm, Sweden in 1987. He is a graduate student a t the Royal Institute of Technology, and he is currently doing research towards the Tekn.Lic. degree in the area of long term voltage stability in power systems. Thomas Smed (s88) was born in Overtorneir, Sweden in 1961 and received his Civ.Ing. and Tekn.Lic. degrees from Uppsala University, Sweden in 1985 and 1987, respectively and the M.Sc.E.E. degree from Auburn University, USA in 1989. He is a graduate student at the.Roya1 Institute of Technology, Stockholm, and he is presently doing research towards the Ph.D. degree in the area of interaction between AC and DC power systems. GBran Andersson (M86) was born in Malmo, Sweden in 1951 and received his Civ.Ing. and Ph.D. degrees from Lund Institute of Technology, Sweden in 1975 and 1980, respectively. He is Professor and Head of Department of Electric Power Systems, Royal Institute of Technology, Stockholm. David J Hill (M76) received his B.E. (Electrical Engineering) and B.Sc. (Mathematics) degrees from the University of Queensland, Australia in 1972 and 1974, respectively. In 1976 he received his Ph.D. degree in Electrical Engineering from the University of Newcastle, Australia. He is currently Associate Professor in Electrical Engineering and Computer Science at the University of Newcastle.

Discussion

W. R. Lachs, (University of New South Wales, Kensignton, NSW,

Australia): The authors are to be commended on presenting a computationally fast indicator of voltage stability which can be made as a direct adjunct to load flow studies. Load flows are the bread and butter of power system planning and operational studies, so that the voltage stability indicator should be of value to the power industry. In the 1983 Swedish incident, which was due to system voltage instability, the authors describe the 50 second delay after the disturbance, before cascade line tripping culminated in collapse. This was similar to other incidents, when there has been a first slow phase followed by a second, fast disruptive phase during which existing protections could not control events, and if they did function, accelerated the demise of the power system. The key aspect of system voltage instability is that it follows the breakdown of reactive power control on significant areas of a power system. In a critical situation, it is the increase of series losses, in all transformers and heavily loaded EHV transmission lines which causes the unsustainable reactive power demand. The authors must be commended in that their studies examined a 1033 bus network, which would have included many of the systems transformers so that the important influence of their series reactive power losses is completely lost, raising doubts about such studies. To better understand the method used would the authors comment on the following points:
1. What voltage levels, in addition to 400kV and 220kV, were included in the 1033 bus network? 2. At what voltage levels were loads connected? 3. What load-voltage characteristics were assumed? 4. Was provision made for automatic transformer tap-changing? 5 . What were the situations examined in studies (e.g. heavy load period, any 4OOkV line outages, unfavourable generating array) with variable power transfers from the Northern generation?

61 tion, where progressively more units were restricted. This caused an accelerating rate of fall of EHV voltages, which culminated in power system collapse. It was only possible to simulate the second fast phase, by carefully monitoring the MV Ar output of all rotating units and being aware of the time versus overcurrent characteristic of rotor protections. The usefulness of the voltage stability index that is described in your paper depends very much on the assumptions that are made in the load flow studies. As this index would provide a guide to stability limit, it should be related to the second fast phase. At this time, transformer tap changing should have restored load magnitudes, so that constant load could provide a reasonable assumption, if transformers to at least subtransmission voltage levels were to be included. (This assumptions would eliminate the complexities associated with the different load-volage characteristics of the different load components.) Two otehr variables should also be included, the effect of increased MV Ar demand at substations with reduced EHV levels, and the effect of field forcing on generators at their rated excitation. By this approach, the effects of these variables for a critical operating situation, would allow the range of index values to provide a better guide to the dynamic effects encountered with system voltage stability.
References [ l ] W. R. Lachs & D. Sutanto. Voltage Instability in Interconnected Power Systems: A Simulation Approach 90 IC 590-0 IEEE Power Meeting New Delhi, Nov. 1990. [2] W . R. Lachs. System Reactive Power Limitations Paper A79 015-9 IEEE Winter Power Meeting, New York, 1979. Manuscript received January 31, 1991.

Load flows are a very useful tool in studying system voltage stability. A series of load flow studies have been able to replicate both the initial slow phase and the second fast disruptive phase, following a disturbance which has led to system voltage instability and collapse 111. In this simulation the effects of transformer tap changing, transformers losses, and generator field forcing were included and this provided a good replication of the first slow phase and the second fast phase. To limit the size of the network under study, preliminary studies examined a load area, including all transformation steps down to distribution voltage levels at which all loads were connected. These studies modelled cables, lines, shunt capacitors, automatic transformer tap changing (with altered timer settings at each voltage ratio) and different loadvoltage characteristics. The effect of a sudden 6% voltage reduction at the EHV substation busbar was examined and the following was found [2]: Before the tap changing commenced, the voltage drop reduced load magnitudes, as well as line, cable and capacitor charging. As a consequence, at the EHV substation, the MW demand had reduced but the MV Ar demand had increased. Tap changing gradually ovverrode load-voltage characteristecs and predisturbance load magnitudes were regained by 1 minute. Tap-changing on all transformers in series raised distribution voltages above pre-disturbance levels before distribution transformer tapping could be reversed. This caused loads to exceed their pre-disturbance magnitudes, with a maximum overshoot at 2 minutes. When distribution voltage levels are first restored, sub-transmission voltage levels are still low. Consequently their series reactive power losses are higher and line, cable and capacitor charging are lower. At this time the EHV substation MW demand is restored but the MV Ar demand exceeds its pre-disturbance magnitude.

. .

The results of the preliminary studies could then be incorporated into the voltage stability simulation studies which included power stations, the transmission grid and the transformers at all EHV substations. After any critical disturbance, only a number of EHV substations had suffered large voltage reductions, and at these substations the loads were varied with time to correspond to the functioning of transformer tap changers. In fact the sole cause of dynamic change during the slow first period is due to the simultaneous functioning of transformer tap changers with identical timer settings. The second, fast phase of system voltage instability was found to commence when the first generator had its excitation restricted by its rotor current protection. Once one unit was restricted, it started a chain reac-

M. K. Pal (Public Service Electric and Gas Company, Newark, N . J . ) : Although the use of the minimum singular value of the full or reduced power flow Jacobian as a measure of voltage stability index is not a new concept, the general discussion on the singular value decomposition and the procedure for calculation of the minimum singular value as given in the paper is interesting and enlightening. Note however, that the minimum singular value of the Jacobian may not always serve as a good indicator of the proximity to voltage collapse. The interpretation given by the authors is not fully convincing. Singularity of the power flow Jacobian signifies steady-state limit, beyond which a solution would not exist. Over the years, various attempts have been made to equate the singularity of the steady-state power flow Jacobian, or some other system Jacobian, with the voltage stability limit. The fact that the singularity of the Jacobian can be a valid indicator of voltage stability limit has not been rigorously demonstrated, although many claims have been made to that effect. A thoro review reveals that these lack mathematical rigoryv. One important factor was missing in most of these works. The load dynamics, the driving force behind voltage instability, was not included in the analyses. The authors talk about the importance of load modeling in voltage stability studies in the introduction; but nothing is done in the main body of the paper. The entire paper is based on constant power load. It is not difficult to show that for such loads, if constant generator terminal voltage is assumed, corresponding to infinite speed of excitation control, there can be no voltage instability. On the other hand, if generator rotor flux dynamics and finite excitation control speed are taken into account, voltage stability limit is well below the power limit obtained from a power flow model. Also, with this model, operations at multiple power flow solution points (the low voltage solutions) will prove to be stable. Of course, there is a fallacy here. There is no such thing as constant power static load. There is also the question of large disturbance

62
voltage stability. A s acknowledged in the introduction of the paper, the initiating event in most known voltage collapse incidents was a large disturbance, such as loss of a heavily loaded line or loss of a large generator. Do the authors have any opinion about how to handle this issue. The authors' method will only address steady-state limit. The treatment of a gene'rator bus as a P,Q bus under reactive limit is not correct and can produce grossly erroneous results. At reactive limit, the generator terminal voltage may still be under excitation control, except that the voltage reference is reset. In that case the generator bus should be modeled as a PV bus. If, on the other hand, the generator terminal voltage is not maintained by excitation control, i.e. if the generator is operating at constant excitation, a modification to the power flow model would be necessary. It can be shown that under this condition, the voltage stability limit is determined by constant voltage (generator field voltage) behind generator synchronous reactance. Have the authors compared their minimum singular value approach with a sensitivity approach? It is known that for operating points well within the steadystate limit, the sensitivity elements are very close to the elements of the bus impedance matrix. A s the steady-state limit is approached, the sensitivity values increase rapidly. A direct comparison of the sensitivity elements with the elements of the bus impedance matrix should, therefore, offer a very rapid test for proximity to the steady-state power limit. Generally, values of the sensitivity elements less than about twice the values of the elements of the bus impedance matrix should assure sufficient margin. Since this approach can also take full advantage of sparsity, it could prove to be more efficient, especially since the scaling problem will not arise, and the problem buses will be automatically identified. The authors' comment would be appreciated.
[A]

4. Have the authors examined the performance of their algorithm for the system loading which give non-convergentpower flow equations?
T. Van Cutsem, University of Likge, Liege, Belgium : the authors have proposed an interesting algorithm for efficiently evaluating how close t o singularity the load flow Jacobian matrix is. This discussion aims at making a brief comparison with some other methoJs for evaluating system robustness with resped to voltage collapse.
The most essential quality expected from a Voltage Collapse Proximity Indicator (VCPI) is obviously to be a "good measure" o f the distance to voltage collapse, which requires i n particular to take into account the "precipitating effect" o f generator reactive power limitations. Within this respect, the method described in this paper is o f the "sensitivity" type in the sense that the system behaviour is analyzed around the current operating poinf. In particular, reactive power limitations are reflected. but not in anticipation. Figure A below attemps to better capture this : around the operating point 0. both the real system (with reactive limitations) and the hypothetical one (without limitations) have the same behaviour. Clearly, the first one is weaker but a local analysis around Point 0 does not reveal any difference.

"

t
without limits

hits

Figure

In Ref. [A] below, the adopted viewpoint is that a direct determination of the collapse point (C' in Fig. A) provides a better measure o f the system robustness (at point 0) by anticipating the effect o f reactive power limitations.

M. K. Pal, Discussion of "An Investigation of Voltage Instability Problems." by N. Yorino, H. Sasaki, Y. Masuda, Y. Tamura, M. Kitagawa and A. Oshimo, 91 WM 2 0 2 - 2 PWRS, IEEE/PES winter meeting, Feb.1991.

Manuscript received February 19, 1991.

Now, as far as a sensitivity method is deemed adequate, i t is interesting to compare the authors' method with another sensitivity method, namely the aQ,/aQ, index. initially proposed in Ref. [B] below. This index is defined as the reactive generation increment required to obtain one'more Mvar at each bus of the system. Denoting by Q,(O,V) the sum o f all reactive productions in the system, the above sensitivity is simply obtained by solving

J-C CHOW A N D R. FISCHL (Drexel University, Philadelphia, o PA): The authors are t be congratulated for developing a method for computing the minimum singular value of the Jacobian efficiently. We have a few comments and questions and would appreciate the authors'response:
1. In the computation of o(Gs),algorithm 3 is almost the same as the two previous algorithms except for step 1, the Vn,i = 0 for all i corresponding to the angle in vn(l). Specifically, It seems that algorithm 3 is the same as Algorithm 2 if the matrix J is replaced by Gs.

which yields :

of which only the components of the second sub-vector relative to

the load buses are used. This index can be interpreted as the inverse o f a reactive power transportation efficiency, tending towards infinity at some buses as the critical point is approached for these buses.

2. Could the authors give more information on the definition of the Ao i algorithm 2 and 3. In our opinion, the Ao is either n A&) = I &k-1)-&) I or A&) = I &k-l)-afa-3) I or A&) = I 0 ( 2 ) - 0 ( 2 - 2 )1.
Moreover, it would be useful to plot function of iterative step k.
o(2k-1)

As such a sensitivity is obtained at every load bus (directly). the method does not merely provide a single number t o characterize the whole system but rather a bus-by-bus indication of the system robustness.
On the other hand, the numerical reliability o f the above computation is at least as good as the one of the authors' method since both use the L a n d U factonof J (close t o the maximum load point, J becomes ill-conditionned and unrealistic aQ,/aQ, indices can be found.. . ).

and d 2 k ) as a

3. Can the authors comment on the rate of convergence of the algorithm as a function of the system size and structure?

63

As regards the computational efficiency however, the effort required by the aQ,/aQt criterion amounts to a single substitution in the available factorized system. i.e. it amounts to about one half iteration of the authors algorithm..

Hence. as far as a sensitivity method is deemed adequate. the older criterion seems to remain competitive. Could the authors further develop on the advantages offered by the minimum singular value computation with respect to the above criterion ?

aQ,/aQ,

[A] T. Van Cutsem, A method to compute reactive power margins with respect to voltage collapse, Paper No. 90 WM 097-6 PWRS. presented at the IEEE PES 1990 Winter Meeting, Atlanta, USA. Feb. 4-8. 1990. to appear in IEEE Trans. on PS.

3. The bads were all modelled as constant power loads, i.e., fixed p and Q loads. 4. At approximately 40 of the almost 150 transformers provision was made for automatic tap-changing, a routine performed automatically by the used power flow program. In the used network model there were normally one or two levels of transformers between the main grid and the voltage levels at which the loads were connected. 5 . The used network data was not chosen to represent a true picture of the conditions in the Swedish system, but to show that the proposed method is a fast and efficient way to compute the minimum singular value for a large power system model. The increased transfer of active Power Over a Vital network section, during the study, caused a number of 400 and 220 kV lines to become heavily loaded. The power system model used for the calculation of the minimum singular value and the two corresponding singular vectors is the same as the one used for the power flow calculation. The proposed algorithm is based on a standard power flow program and will thus have the same possibilities in modelling of power system components as the preceeding power flow calculation. We agree that in the scenario of the discussion, the minimum singular value (proposed as a static voltage stability index) refers to the second phase. It will hence be of importance to include the effects of limited reactive power resources as stated in the discussion. T. Van Cutsem: It is true that in our index the reactive power limitations are reflected, but not in anticipation. However, the main use (today) of a static voltage voltage stability index based on the minimum singular value would probably be long-term planning and operational planning studies carried out off line. With a little extra effort beyond that needed to compute reactive power margins directly, the proposed index will also show the trend to collapse, see figure 6 where the four plotted voltages show little response in their magnitudes while the minimum singular value of the power flow Jacobian matrix actually approaches zero and hence the steady-state stablility limit of the power system. During the computation of the minimum singular value the two corresponding (left and right) singular vectors will also be found without any extra computational efforts; see the proposed algorithms. As shown in the paper the two singular vectors (U, and vn) can give us valuable sensitivity information about the studied operating point of the power system. The jumps which will occur during the scanning of the stability index when limits for the reactive power generation are hit will indicate important changes in the system characteristics. This information could become a hasis for how to plan a reactive power resources or take preventive actions to save the system from voltage collapse. The discussed sensitivity aQ, /aQ, is seen as a valuable complement to the static stability index based on minimum singular values proposed in the paper. While we believe that the minimum singular value applied to either of the two matrices J or G , will better show the trend when the power system is loaded towards the collapse point, the sensitivity index aQ, /aQ, will (probably) be better for studies of where to add reactive power support.

R. Girard. E. Scano. Voltage collapse proximity indicators computed from an optimal load flow, Proc. of the 8th PSCC Conf.. Aug. 1984, pp. 671-678.

[B]J. Carpentier.

Per-Anders Lof, Thomas Smed, Goran Andersson, and David J. Hill:

The authors wish to thank the discussers for their interest in the paper and their valuable comments.

M. K. Pal:
We agree that the minimum singular value applied to the power flow Jacobian matrix, J, is an indicator of steady-state stability in the power system; in our paper the submatrix G , is presented as indicative of voltage stability problems. The minimum singular value of the submatrix G , could be used to construct a special static voltage stability indicator, since under the assumption that detFe f 0, the matrix J is singular if and only if the submatrix G , is singular. We thus propose the use of U, (G,) for voltage stability analysis and UJJ) for studies of steady-state stability problems due to either angle or voltage problems. The intention of the statement that there can be no voltage instability if the loads are constant power loads and the generator terminal voltage is assumed to be constant is not clear. Of course, this is not true in steady-state as the case with one synchronous generator connected by a reactance to a constant load illustrates. But the dynamic behavior is a separate question not addressed in our paper except insofar that a dynamic load flow model can be used. Our calculations show that the claim is ttue for dynamic stability with constant loads. We certainly agree that it is important ultimately to consider both questions. The proposed method to scan the numerical value of the minimum singular value while the loading in the system is increased allows for any (static disturbance to be added to the power system before the power flow calculation is performed and the minimum singular value is computed. We can use un to compute loadability limits or a reactive margin and so allow for large power disturbances. But again our paper does not address the transients associated with the disturbance and of course this could be important. We agree that the modelling of limits for the reactive power generation at generators should be done more accurately. We are investigating the limits being modelled as voltage dependent. This voltage dependence could be easily included in the used power system model, which is the basis for the computation of the minimum singular value. This index could naturally be used side-by-side with sensitivity information as proposed by Schlueter et al. [A]. We have not compared sensitivity elements with the elements of the bus impedance matrix, but this approach clearly needs to be verified under stressed network conditions.
W. R. Lachs: In response to the specific questions about our network model, we firstly note that the used power system model consisted of 1033 nodes, over 1100 transmission lines, and almost 150 system transformers.
1. The network included several voltage levels and the main ones were 400, 220, 130, and 70 k V . There were also some special voltage levels included in the model (mainly lower voltage levels). e.g., at nuclear power stations and at some transformations to the Swedish railway system as well as a few 300 k V nodes connecting the Swedish network to an equivalent of the Norwegian power system. 2. Loads were, of course, connected at different voltage levels; the main parts of the load in the studied system were connected either to the 130 or the 70 kV level.

J-C Chow and R. Fischl: The matrix G , which was defined as G , := G, - G,FiF, could be
considered in a generalized way to be a submatrix related to the power flow Jacobian matrix that gives the voltage sensitivities with respect to changes in the reactive power injections at constant active power loading. It should be noted that while the power flow Jacobian matrix J is a sparse matrix, the matrix G , will be a non-sparse matrix due to the influence of the second term in the above definition. Both the sparsity of the power flow Jacobian matrix and the special structure of the related submatrix G s were fully utilized in the presented algorithms. 1. It would, of course, be possible to use algorithm two in the Paper and apply it directly to the matrix G,. ~ ~ w e v edue to the non-sparsity of r, this matrix, it would not be recommendable. Therefore, algorithm

64

three was specifically designed to compute the minimum singular value and the two corresponding singular vectors of the matrix G , without destroying the sparsity of power flow Jacobian matrix. 2 . The numerical value of A o is only used in algorithms two and three to stop the iterative procedure when the preset tolerance has been achieved. It is computed as the difference between two consecutive minimum singular values, i.e., A o is calculated according to the following formula: Ao(k) = I o ( 2 k - 1) - ,,(2k) 1 ,

3. The rate of convergence will (at least) theoretically have the same
properties as inverse iteration, which in its turn has the same convergence properties as Newton iterations, i.e., quadratic convergence. Theoretically, the inverse power method guarantees convergence to the smallest eigenvalue if the quotient (the convergence ratio) between the smallest and the second smallest of the absolute values of the eigenvalues are less than one and the initial guess at least contains some component of the corresponding eigenvector [B] . Practically the convergence has been good; but the dependence on system size and structure needs closer examination. 4. No, the proposed method to quantify how close a particular operating point is to the steady-state stability limit needs the power flow Jacobian matrix of the converged operating point. The convergence rate for the proposed algorithm is, in general, at least not worse for stressed power systems than for lightly loaded networks. Thus, it is possible to study the profile of collapse until very close to non-convergence. References

[I] R. A. Schlueter et al. Methods for determining proximity to voltage collapse, IEEE Transactions on Power Systems, pp. 285-292, vol. 6, no. 1, Feb. 1991. [2] G. Peters and J. H. Wilkinson. Inverse iteration, ill-conditioned
equations and Newtons method, SIAM Review, pp. 339-360, vol. 21, no. 3, July 1979.

Manuscript received September 17, 1991.