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At least 37 records · Page 2

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland W.

Parallel, iterative solution of sparse linear systems - Models and architectures

Solving large, sparse, linear systems of equations is a fundamental problem in large scale scientific and engineering computation. A model of a general class of asynchronous, iterative solution methods for linear systems is developed. In the model, the system is solved by creating several cooperating tasks that each compute a portion of the solution vector. A data transfer model predicting both the probability that data must be transferred between two tasks and the amount of data to be transferred is presented. This model is used to derive an execution time model for predicting parallel execution time and an optimal number of tasks given the dimension and sparsity of the coefficient matrix and the costs of computation, synchronization, and communication. The suitability of different parallel architectures for solving randomly sparse linear systems is discussed. Based on the complexity of task scheduling, one parallel architecture, based on a broadcast bus, is presented and analyzed.

Reed, D. A.

Conjugate gradient type methods for linear systems with complex symmetric coefficient matrices

We consider conjugate gradient type methods for the solution of large sparse linear system Ax equals b with complex symmetric coefficient matrices A equals A(T). Such linear systems arise in important applications, such as the numerical solution of the complex Helmholtz equation. Furthermore, most complex non-Hermitian linear systems which occur in practice are actually complex symmetric. We investigate conjugate gradient type iterations which are based on a variant of the nonsymmetric Lanczos algorithm for complex symmetric matrices. We propose a new approach with iterates defined by a quasi-minimal residual property. The resulting algorithm presents several advantages over the standard biconjugate gradient method. We also include some remarks on the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland

An efficient parallel algorithm for the solution of a tridiagonal linear system of equations

Tridiagonal linear systems of equations are solved on conventional serial machines in a time proportional to N, where N is the number of equations. The conventional algorithms do not lend themselves directly to parallel computations on computers of the ILLIAC IV class, in the sense that they appear to be inherently serial. An efficient parallel algorithm is presented in which computation time grows as log sub 2 N. The algorithm is based on recursive doubling solutions of linear recurrence relations, and can be used to solve recurrence relations of all orders.

Stone, H. S.

An efficient parallel algorithm for the solution of a tridiagonal linear system of equations.

Tridiagonal linear systems of equations can be solved on conventional serial machines in a time proportional to N, where N is the number of equations. The conventional algorithms do not lend themselves directly to parallel computation on computers of the Illiac IV class, in the sense that they appear to be inherently serial. An efficient parallel algorithm is presented in which computation time grows as log(sub-2) N. The algorithm is based on recursive doubling solutions of linear recurrence relations, and can be used to solve recurrence relations of all orders.

Stone, H. S.

Sorting and ordering sparse linear systems

Transformations of sparse linear systems by row-column permutations are considered and various algorithms are constructed to transform arbitrary symmetric positive definite sparse matrices, as well as matrices in band form, doubly bordered band form, and doubly bordered block diagonal form.

Tewarson, R. P.

Decentralization, stabilization, and estimation of large-scale linear systems

In this short paper we consider three closely related aspects of large-scale systems: decentralization, stabilization, and estimation. A method is proposed to decompose a large linear system into a number of interconnected subsystems with decentralized (scalar) inputs or outputs. The procedure is preliminary to the hierarchic stabilization and estimation of linear systems and is performed on the subsystem level. A multilevel control scheme based upon the decomposition-aggregation method is developed for stabilization of input-decentralized linear systems Local linear feedback controllers are used to stabilize each decoupled subsystem, while global linear feedback controllers are utilized to minimize the coupling effect among the subsystems. Systems stabilized by the method have a tolerance to a wide class of nonlinearities in subsystem coupling and high reliability with respect to structural perturbations. The proposed output-decentralization and stabilization schemes can be used directly to construct asymptotic state estimators for large linear systems on the subsystem level. The problem of dimensionality is resolved by constructing a number of low-order estimators, thus avoiding a design of a single estimator for the overall system.

Siljak, D. D.

Towards Stability Analysis of Jump Linear Systems with State-Dependent and Stochastic Switching

This paper analyzes the stability of hierarchical jump linear systems where the supervisor is driven by a Markovian stochastic process and by the values of the supervised jump linear system s states. The stability framework for this class of systems is developed over infinite and finite time horizons. The framework is then used to derive sufficient stability conditions for a specific class of hybrid jump linear systems with performance supervision. New sufficient stochastic stability conditions for discrete-time jump linear systems are also presented.

Tejada, Arturo

Should Pruning be a Pre-Processor of any Linear System?

There are many real-world problems whose mathematical models turn out to be linear systems Ax = b, where A is an m x n matrix. Each equation of the linear system is an information. An information, in a physical problem, such as 4 mangoes, 6 bananas, and 5 oranges cost $10, is mathematically modeled as an equation 4x(sub 1) + 6x(sub 2) + 5x(sub 3) = 10 , where x(sub 1), x(sub 2), x(sub 3) are each cost of one mango, that of one banana, and that of one orange, respectively. All the information put together in a specified context, constitutes the physical problem and need not be all distinct. Some of these could be redundant, which cannot be readily identified by inspection. The resulting mathematical model will thus have equations corresponding to this redundant information and hence are linearly dependent and thus superfluous. Consequently, these equations once identified should be better pruned in the process of solving the system. The benefits are (i) less computation and hence less error and consequently a better quality of solution and (ii) reduced storage requirements. In literature, the pruning concept is not in vogue so far although it is most desirable. It is assumed that at least one information, i.e. one equation is known to be correct and which will be our first equation. In a numerical linear system, the system could be slightly inconsistent or inconsistent of varying degree. If the system is too inconsistent, then we should fall back on to the physical problem (PP), check the correctness of the PP derived from the material universe, modify it, if necessary, and then check the corresponding mathematical model (MM) and correct it. In nature/material universe, inconsistency is completely nonexistent. If the MM becomes inconsistent, it could be due to error introduced by the concerned measuring device and/or due to assumptions made on the PP to obtain an MM which is relatively easily solvable or simply due to human error. No measuring device can usually measure a quantity with an accuracy greater that 0.005% or, equivalently with a relative error less than 0.005%. Hence measurement error is unavoidable in a numerical linear system when the quantities are continuous (or even discrete with extremely large number). Assumptions, though not desirable, are usually made when we find the problem sufficiently difficult to be solved within the available means/tools/resources and hence distort the PP and the corresponding MM. The . error thus introduced in the system could (not always necessarily though) make the system somewhat inconsistent. If the inconsistency (contradiction) is too much then one should definitely not proceed to solve the system in terms of getting a least-squares solution or the minimum-norm least-squares solution. All these solutions will be invariably of no real-world use. If, on the other hand, inconsistency is reasonably low, i.e. the system is near-consistent or, equivalently, has near-linearly-dependent rows, then the foregoing solutions are useful. Pruning in such a near-consistent system should be performed based on the desired accuracy and on the definition of near-linear dependence. In this article, we discuss pruning over various kinds of linear systems and strongly suggest its use as a pre-processor or as a part of an algorithm. Ideally pruning should (i) be a part of the solution process (algorithm) of the system, (ii) reduce both computational error and complexity of the process, and (iii) take into account the numerical zero defined in the context. These are precisely what we achieve through our proposed O(mn2) algorithm presented in Matlab, that uses a subprogram of solving a single linear equation and that has embedded in it the pruning.

Sen, Syamal K.

Should Pruning be a Pre-Processor of any Linear System?

There are many real-world problems whose mathematical models turn out to be linear systems Ax = b , where A is an m by x n matrix. Each equation of the linear system is an information. An information, in a physical problem, such as 4 mangoes, 6 bananas, and 5 oranges cost $10, is mathematically modeled as 4x(sub 1) + 6x(sub 2) + 5x (sub 3) = 10, where x(sub 1), x(sub 2), x(sub 3) are each cost of one mango, that of one banana, and that of one orange, respectively. All the information put together in a specified context, constitutes the physical problem and need not be all distinct. Some of these could be redundant, which cannot be readily identified by inspection. The resulting mathematical model will thus have equations corresponding to this redundant information and hence are linearly dependent and thus superfluous. Consequently, these equations once identified should be better pruned in the process of solving the system. The benefits are (i) less computation and hence less error and consequently a better quality of solution and (ii) reduced storage requirements. In literature, the pruning concept is not in vogue so far although it is most desirable. In a numerical linear system, the system could be slightly inconsistent or inconsistent of varying degree. If the system is too inconsistent, then we should fall back on to the physical problem (PP), check the correctness of the PP derived from the material universe, modify it, if necessary, and then check the corresponding mathematical model (MM) and correct it. In nature/material universe, inconsistency is completely nonexistent. If the MM becomes inconsistent, it could be due to error introduced by the concerned measuring device and/or due to assumptions made on the PP to obtain an MM which is relatively easily solvable or simply due to human error. No measuring device can usually measure a quantity with an accuracy greater that 0.005% or, equivalently with a relative error less than 0.005%. Hence measurement error is unavoidable in a numerical linear system when the quantities are continuous (or even discrete with extremely large number). Assumptions, though not desirable, are usually made when we find the problem sufficiently difficult to be solved within the available means/tools/resources and hence distort the PP and the corresponding MM. The error thus introduced in the system could (not always necessarily though) make the system somewhat inconsistent. If the inconsistency (contradiction) is too much then one should definitely not proceed to solve the system in terms of getting a least-squares solution or a minimum norm solution or the minimum-norm least-squares solution. All these solutions will be invariably of no real-world use. If, on the other hand, inconsistency is reasonably low, i.e. the system is near-consistent or, equivalently, has near-linearly-dependent rows, then the foregoing solutions are useful. Pruning in such a near-consistent system should be performed based on the desired accuracy and on the definition of near-linear dependence. In this article, we discuss pruning over various kinds of linear systems and strongly suggest its use as a pre-processor or as a part of an algorithm. Ideally pruning should (i) be a part of the solution process (algorithm) of the system, (ii) reduce both computational error and complexity of the process, and (iii) take into account the numerical zero defined in the context. These are precisely what we achieve through our proposed O(mn2) algorithm presented in Matlab, that uses a subprogram of solving a single linear equation and that has embedded in it the pruning.

Sen, Syamal K.

The design and implementation of cost-effective algorithms for direct solution of banded linear systems on the vector processor system 32 supercomputer

The problem of solving banded linear systems by direct (non-iterative) techniques on the Vector Processor System (VPS) 32 supercomputer is considered. Two efficient direct methods for solving banded linear systems on the VPS 32 are described. The vector cyclic reduction (VCR) algorithm is discussed in detail. The performance of the VCR on a three parameter model problem is also illustrated. The VCR is an adaptation of the conventional point cyclic reduction algorithm. The second direct method is the Customized Reduction of Augmented Triangles' (CRAT). CRAT has the dominant characteristics of an efficient VPS 32 algorithm. CRAT is tailored to the pipeline architecture of the VPS 32 and as a consequence the algorithm is implicitly vectorizable.

Samba, A. S.

A linear quadratic regulator approach to the stabilization of uncertain linear systems

This paper presents a linear quadratic regulator approach to the stabilization of uncertain linear systems. The uncertain systems under consideration are described by state equations with the presence of time-varying unknown-but-bounded uncertainty matrices. The method is based on linear quadratic regulator (LQR) theory and Liapunov stability theory. The robust stabilizing control law for a given uncertain system can be easily constructed from the symmetric positive-definite solution of the associated augmented Riccati equation. The proposed approach can be applied to matched and/or mismatched systems with uncertainty matrices in which only their matrix norms are bounded by some prescribed values and/or their entries are bounded by some prescribed constraint sets. Several numerical examples are presented to illustrate the results.

Shieh, L. S.