Engineering topics

Saad, Youcef

Publications and source records attributed to Saad, Youcef.

15 records

NASA NTRS1991

Application of Krylov exponential propagation to fluid dynamics equations

An application of matrix exponentiation via Krylov subspace projection to the solution of fluid dynamics problems is presented. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Youcef↗

NASA NTRS1990

Efficient numerical simulation of electron states in quantum wires

A new algorithm is presented for the numerical simulation of electrons in a quantum wire as described by a two-dimensional eigenvalue problem for Schroedinger's equation coupled with Poisson's equation. Initially, the algorithm employs an underrelaxed fixed point iteration to generate an approximation which is reasonably close to the solution. Subsequently, this approximate solution is employed as an initial guess for a Jacobian-free implementation of an approximate Newton method. In this manner the nonlinearity in the model is dealt with effectively. The effectiveness of this approach is demonstrated in a set of numerical experiments which study the electron states on the cross section of a quantum wire structure based on III-V semiconductors at 4.2 and 77 K.

Kerkhoven, Thomas↗

NASA NTRS1990

SPARSKIT: A basic tool kit for sparse matrix computations

Presented here are the main features of a tool package for manipulating and working with sparse matrices. One of the goals of the package is to provide basic tools to facilitate the exchange of software and data between researchers in sparse matrix computations. The starting point is the Harwell/Boeing collection of matrices for which the authors provide a number of tools. Among other things, the package provides programs for converting data structures, printing simple statistics on a matrix, plotting a matrix profile, and performing linear algebra operations with sparse matrices.

Saad, Youcef↗

NASA NTRS1989

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.↗

NASA NTRS1989

Numerical methods in Markov chain modeling

Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.

Philippe, Bernard↗

NASA NTRS1989

Projection methods for the numerical solution of Markov chain models

Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

Saad, Youcef↗

NASA NTRS1989

On the parallel solution of parabolic equations

Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.

Gallopoulos, E.↗

NASA NTRS1989

Numerical solution of large Lyapunov equations

A few methods are proposed for solving large Lyapunov equations that arise in control problems. The common case where the right hand side is a small rank matrix is considered. For the single input case, i.e., when the equation considered is of the form AX + XA(sup T) + bb(sup T) = 0, where b is a column vector, the existence of approximate solutions of the form X = VGV(sup T) where V is N x m and G is m x m, with m small is established. The first class of methods proposed is based on the use of numerical quadrature formulas, such as Gauss-Laguerre formulas, applied to the controllability Grammian. The second is based on a projection process of Galerkin type. Numerical experiments are presented to test the effectiveness of these methods for large problems.

Saad, Youcef↗

NASA NTRS1989

Solving sparse triangular linear systems on parallel computers

This paper describes and compares three parallel algorithms for solving sparse triangular systems of equations. These methods involve some preprocessing overhead and are primarily of interest in solving many systems with the same coefficient matrix. The first approach is to use a fixed blocksize and form the inverse of the diagonal blocks. The second approach is to use a variable blocksize and reorder the unknowns so that the diagonal blocks are diagonal matrices. The latter technique is called level scheduling because of how it is represented in the adjacency graph, and both row-wise and jagged diagonal storage for the off-diagonal blocks are considered. These techniques are analyzed for general parallel computers and experiments are presented for the eight-processor Alliant FX/8.

Anderson, Edward↗

NASA NTRS1989

Overview of Krylov subspace methods with applications to control problems

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Saad, Youcef↗

NASA NTRS1989

Some fast elliptic solvers on parallel architectures and their complexities

The discretization of separable elliptic partial differential equations leads to linear systems with special block triangular matrices. Several methods are known to solve these systems, the most general of which is the Block Cyclic Reduction (BCR) algorithm which handles equations with nonconsistant coefficients. A method was recently proposed to parallelize and vectorize BCR. Here, the mapping of BCR on distributed memory architectures is discussed, and its complexity is compared with that of other approaches, including the Alternating-Direction method. A fast parallel solver is also described, based on an explicit formula for the solution, which has parallel computational complexity lower than that of parallel BCR.

Gallopoulos, E.↗

NASA NTRS1989

Parallel iterative methods for sparse linear and nonlinear equations

As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.

Saad, Youcef↗

NASA NTRS1988

Krylov subspace methods on supercomputers

A short survey of recent research on Krylov subspace methods with emphasis on implementation on vector and parallel computers is presented. Conjugate gradient methods have proven very useful on traditional scalar computers, and their popularity is likely to increase as three-dimensional models gain importance. A conservative approach to derive effective iterative techniques for supercomputers has been to find efficient parallel/vector implementations of the standard algorithms. The main source of difficulty in the incomplete factorization preconditionings is in the solution of the triangular systems at each step. A few approaches consisting of implementing efficient forward and backward triangular solutions are described in detail. Polynomial preconditioning as an alternative to standard incomplete factorization techniques is also discussed. Another efficient approach is to reorder the equations so as to improve the structure of the matrix to achieve better parallelism or vectorization. An overview of these and other ideas and their effectiveness or potential for different types of architectures is given.

Saad, Youcef↗

NASA NTRS1988

Solving large sparse eigenvalue problems on supercomputers

An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed.

Philippe, Bernard↗

NASA NTRS1988

Numerical solution of large nonsymmetric eigenvalue problems

Several methods are discribed for combinations of Krylov subspace techniques, deflation procedures and preconditionings, for computing a small number of eigenvalues and eigenvectors or Schur vectors of large sparse matrices. The most effective techniques for solving realistic problems from applications are those methods based on some form of preconditioning and one of several Krylov subspace techniques, such as Arnoldi's method or Lanczos procedure. Two forms of preconditioning are considered: shift-and-invert and polynomial acceleration. The latter presents some advantages for parallel/vector processing but may be ineffective if eigenvalues inside the spectrum are sought. Some algorithmic details are provided that improve the reliability and effectiveness of these techniques.

Saad, Youcef↗