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As I understand it (Dave will certainly correct me if I'm wrong), 'knife edging' refers to taking the counterweights down in width.
This does two things, which of the two is of primary importance depends entirely on the individual engine.
1) It reduces windage losses. This is mechanical loss from the crank counterweights swinging around through the oil collected at the bottom of the sump - cutting the counterweights into thin sections makes them more hydrodynamic and there isn't as much fluid drag on the rotating crank. This would usually be the primary concern for wet-sumped engines, although with the slosh plate / windage tray that's already in the 9-5 oil pan this may not be a serious problem.
2) It reduces rotational inertia. Even the Spec flywheel is huge compared to the inertia of real race clutch / flywheel assemblies, compared to the flywheel I doubt you will really feel this difference unless you are really going for an 'all-or-nothing' high HP build that is not budged compromised. As far as I know both Jon Williams and Nick Taliaferro's race cars use un-modified crankshafts. If you look at those photos Dave posted he really only knifes the leading and trailing edges of the counterweights, sort of like why you would streamline the nose and tail of a Bonneville car. There is just too much weight to take off by doing the whole thing. If the shop knife'd the entire counterweight they'd take WAAYYY too much weight off I bet, and it would be very difficult or impossible to balance. (more on that below).
Like Dave alluded to at mentioning the balance shafts, reducing weight of the counterbalances changes the balance of the rotating assembly. The counterweights are there to counteract the weight of (mostly) the big ends of the rods. Unless you are fitting lighter rods, the crank will no longer be balanced. That's why Dave removes the spherical areas from within the non-oiling sides of the rod journals, seen here:
http://www.saabnet.com/tsn/members/photos/425/16516.jpg
This counteracts the weight removed from the counterweight end so the crank stays in balance.
The other thing that is sometimes done is to bore holes into the reduced diameter (and / or thickness) counterweights and insert rods of heavy metal, like tungsten, which is denser than the volume or iron bored out and increases the weight of the reduced diameter counterweight to bring the balance back in. I've only seen this done in very high dollar engines where reducing windage loss and rotating inertial are both of utmost importance, like in drag engines, or endurance racing engines.
See this article:
http://www.ret-monitor.com/articles/1348/methods-of-fitting-heavy-metal-to-counterweights-part-2/
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In my opinion I wouldn't do it for a street car unless you really have the budget for it. The gain is so expensive for something you will likely not notice unless you have proof of needing to actually do it, which I don't know of anyone racing a SAAB who has that info. Measuring windage loss is pretty difficult.
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