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NASA NTRS1990

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 2

It is shown how the look-ahead Lanczos process (combined with a quasi-minimal residual QMR) approach) can be used to develop a robust black box solver for large sparse non-Hermitian linear systems. Details of an implementation of the resulting QMR algorithm are presented. It is demonstrated that the QMR method is closely related to the biconjugate gradient (BCG) algorithm; however, unlike BCG, the QMR algorithm has smooth convergence curves and good numerical properties. We report numerical experiments with our implementation of the look-ahead Lanczos algorithm, both for eigenvalue problem and linear systems. Also, program listings of FORTRAN implementations of the look-ahead algorithm and the QMR method are included.

Freund, Roland W.↗

DOE OSTI2020

Practical quantum computation of chemical and nuclear energy levels using quantum imaginary time evolution and Lanczos algorithms

Various methods have been developed for the quantum computation of the ground and excited states of physical and chemical systems, but many of them require either large numbers of ancilla qubits or high-dimensional optimization in the presence of noise. The quantum imaginary-time evolution (QITE) and quantum Lanczos (QLanczos) methods proposed in Motta et al. (2020) eschew the aforementioned issues. In this study, we demonstrate the practical application of these algorithms to challenging quantum computations of relevance for chemistry and nuclear physics, using the deuteron-binding energy and molecular hydrogen binding and excited state energies as examples. With the correct choice of initial and final states, we show that the number of timesteps in QITE and QLanczos can be reduced significantly, which commensurately simplifies the required quantum circuit and improves compatibility with NISQ devices. We have performed these calculations on cloud-accessible IBM Q quantum computers. With the application of readout-error mitigation and Richardson error extrapolation, we have obtained ground and excited state energies that agree well with exact results obtained from diagonalization.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1988

Development of a block Lanczos algorithm for free vibration analysis of spinning structures

This paper is concerned with the development of an efficient eigenproblem solution algorithm and an associated computer program for the economical solution of the free vibration problem of complex practical spinning structural systems. Thus, a detailed description of a newly developed block Lanczos procedure is presented in this paper that employs only real numbers in all relevant computations and also fully exploits sparsity of associated matrices. The procedure is capable of computing multiple roots and proves to be most efficient compared to other existing similar techniques.

Gupta, K. K.↗

DOE OSTI2026

Optimization performance, fidelity, and cost: SIAM VQE

This dataset contains files storing results from classically-simulated quantum subroutines within a dynamical mean-field theory workflow, and jupyter notebooks processing the data in these files to generate plots. The files store: (1) Results from variational quantum eigensolver (VQE) simulations searching for optimal parameters allowing parametrized quantum circuits to prepare approximations to ground states of different Anderson impurity models (AIMs) (2) Results from simulations of a quantum Lanczos algorithm (QLA) estimating the Lanczos coefficients defining the continued-fraction representation of an (AIM) Green’s function Description: Any file named vqe_gs_results* stores approximations to the ground state and energy of a given AIM estimated using three different methods: (1) Numerical diagonalization (2) Ideal VQE simulation (3) VQE simulation with sampling noise For each VQE simulations metadata about the optimization (optimization results plus number of quantum circuits that would have been executed on real hardware) is also stored. Any file named qla_dos_results* estimations for the Lanczos coefficients defining the Green’s function of an AIM. The stored estimations are achieved using different methods: (1) Numerical Lanczos algorithm from initial states obtained from numerical diagonalization (2) Simulated quantum Lanczos algorithm from initial states prepared from parametrized quantum circuits yielded by corresponding ideal and noisy VQE subroutines. The dataset is used and described in M. Karabin et al., "Quantum solver for single-impurity Anderson models with particle-hole symmetry", Phys. Rev. Research 8, 033066 (2026). DOI: https://doi.org/10.1103/7ys3-tl4l

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1990

A vectorized Lanczos eigensolver for high-performance computers

The computational strategies used to implement a Lanczos-based-method eigensolver on the latest generation of supercomputers are described. Several examples of structural vibration and buckling problems are presented that show the effects of using optimization techniques to increase the vectorization of the computational steps. The data storage and access schemes and the tools and strategies that best exploit the computer resources are presented. The method is implemented on the Convex C220, the Cray 2, and the Cray Y-MP computers. Results show that very good computation rates are achieved for the most computationally intensive steps of the Lanczos algorithm and that the Lanczos algorithm is many times faster than other methods extensively used in the past.

Bostic, Susan W.↗

NASA NTRS1991

Implementation of the Lanczos eigen-solver for the CSI code on high performance computers

The focus of this research is to implement a Lanczos algorithm for the Control-Structure Integration (CSI) code which can exploit both parallel and vector capabilities provided by modern, high performance computers. A partial restoring orthogonality scheme is also developed and incorporated into the basic Lanczos algorithm. The numerical performance of the proposed parallel-vector Lanczos algorithm is demonstrated by solving for the frequencies and mode shapes of the Phase Zero CSI model. The superior performance of the Lanczos algorithm is illustrated in tabular form.

Nguyen, Duc T.↗

NASA NTRS1991

A parallel-vector Lanczos eigen-solver for structural vibration problems

The Lanczos algorithm for the solution of generalized eigen-problem has been receiving a lot of attention in recent years due to its computational efficiency. The focus of this paper is to develop a Lanczos algorithm which can exploit both the parallel and vector capabilities provided by modern high-performance computers. A partial restoring orthogonality scheme is also developed and incorporated into the basic Lanczos algorithm. The numerical performance in terms of accuracy and efficiency of the proposed parallel-vector Lanczos algorithm is demonstrated by solving for the frequencies and mode shapes of structural problems on multiprocessor supercomputers.

Qin, Jiangning↗

NASA NTRS1991

A biconjugate gradient type algorithm on massively parallel architectures

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine.

Freund, Roland W.↗

DOE OSTI2025

Filtered Rayleigh-Ritz is all you need

Recent work has shown that the (block) Lanczos algorithm can be used to extract approximate energy spectra and matrix elements from (matrices of) correlation functions in quantum field theory, and identified exact coincidences between Lanczos analysis methods and others. In this work, we note another coincidence: the Lanczos algorithm is equivalent to the well-known Rayleigh-Ritz method applied to Krylov subspaces. Rayleigh-Ritz provides optimal eigenvalue approximations within subspaces; we find that spurious-state filtering allows these optimality guarantees to be retained in the presence of statistical noise. We explore the relation between Lanczos and Prony's method, their block generalizations, generalized pencil of functions (GPOF), and methods based on the generalized eigenvalue problem (GEVP), and find they all fall into a larger "Prony-Ritz equivalence class", identified as all methods which solve a finite-dimensional spectrum exactly given sufficient correlation function (matrix) data. This equivalence allows simpler and more numerically stable implementations of (block) Lanczos analyses.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Accelerating nuclear configuration interaction calculations through a preconditioned block iterative eigensolver

We describe a number of recently developed techniques for improving the performance of large-scalenuclear configuration interaction calculations on high performance parallel computers. We show thebenefit of using a preconditioned block iterative method to replace the Lanczos algorithm that hastraditionally been used to perform this type of computation. The rapid convergence of the block iterativemethod is achieved by a proper choice of starting guesses of the eigenvectors and the construction of aneffective preconditioner. These acceleration techniques take advantage of special structure of the nuclearconfiguration interaction problem which we discuss in detail. The use of a block method also allows usto improve the concurrency of the computation, and take advantage of the memory hierarchy of modernmicroprocessors to increase the arithmetic intensity of the computation relative to data movement. Wealso discuss the implementation details that are critical to achieving high performance on massivelyparallel multi-core supercomputers, and demonstrate that the new block iterative solver is two to threetimes faster than the Lanczos based algorithm for problems of moderate sizes on a Cray XC30 system.

Shao, Meiyue↗

DOE OSTI2023

Fast truncated SVD of sparse and dense matrices on graphics processors

We investigate the solution of low-rank matrix approximation problems using the truncated singular value decomposition (SVD). For this purpose, we develop and optimize graphics processing unit (GPU) implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work takes advantage of the fact that the two methods are composed of very similar linear algebra building blocks, which can be assembled using numerical kernels from existing high-performance linear algebra libraries. Furthermore, the experiments with several sparse matrices arising in representative real-world applications and synthetic dense test matrices reveal a performance advantage of the block Lanczos algorithm when targeting the same approximation accuracy.

Computer Science↗

NASA NTRS1993

Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.

Tischler, V. A.↗

NASA NTRS1992

Solving Large Sparse Symmetric Eigenproblems

LANZ program implements sophisticated algorithm based on simple Lanczos method for solving generalized eigenvalue problem. Uses dynamic shifting to improve efficiency and reliability of basic Lanczos algorithm. Written in FORTRAN 77 and C language.

Jones, Mark T.↗

DOE OSTI2021

Mixed precision s –step Lanczos and conjugate gradient algorithms

Compared to the classical Lanczos algorithm, the s-step Lanczos variant has the potential to improve performance by asymptotically decreasing the synchronization cost per iteration. However, this comes at a price; despite being mathematically equivalent, the s-step variant may behave quite differently in finite precision, potentially exhibiting greater loss of accuracy and slower convergence relative to the classical algorithm. It has previously been shown that the errors in the s-step version follow the same structure as the errors in the classical algorithm, but are amplified by a factor depending on the square of the condition number of the O(s)-dimensional Krylov bases computed in each outer loop. As the condition number of these s-step bases grows (in some cases very quickly) with s, this limits the s values that can be chosen and thus can limit the attainable performance. In this work, we show that if a select few computations in s-step Lanczos are performed in double the working precision, the error terms then depend only linearly on the conditioning of the s-step bases. This has the potential for drastically improving the numerical behavior of the algorithm with little impact on per-iteration performance. Our numerical experiments demonstrate the improved numerical behavior possible with the mixed precision approach, and also show that this improved behavior extends to mixed precision s-step CG. Here, we present preliminary performance results on NVIDIA V100 GPUs that show that the overhead of extra precision is minimal if one uses precisions implemented in hardware.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1992

An implementation of the QMR method based on coupled two-term recurrences

The authors have proposed a new Krylov subspace iteration, the quasi-minimal residual algorithm (QMR), for solving non-Hermitian linear systems. In the original implementation of the QMR method, the Lanczos process with look-ahead is used to generate basis vectors for the underlying Krylov subspaces. In the Lanczos algorithm, these basis vectors are computed by means of three-term recurrences. It has been observed that, in finite precision arithmetic, vector iterations based on three-term recursions are usually less robust than mathematically equivalent coupled two-term vector recurrences. This paper presents a look-ahead algorithm that constructs the Lanczos basis vectors by means of coupled two-term recursions. Implementation details are given, and the look-ahead strategy is described. A new implementation of the QMR method, based on this coupled two-term algorithm, is described. A simplified version of the QMR algorithm without look-ahead is also presented, and the special case of QMR for complex symmetric linear systems is considered. Results of numerical experiments comparing the original and the new implementations of the QMR method are reported.

Freund, Roland W.↗

NASA NTRS1987

Lanczos modes for reduced-order control of flexible structures

Lanczos mode models represent low-frequency forced response better than do normal mode models and can be developed for both continuous and finite element structural representations. It was recommended that Lanczos mode models for systems with multiple input and/or rigid body modes should be developed; numerical stability of the Lanczos algorithm should be assessed; and control system designs employing the Lanczos mode models should be attempted.

Craig, Roy R., Jr.↗

DOE OSTI2025

Ab-initio simulation of spin-vibronic spectra of methoxy radical

Despite the fact that experimental and theoretical work on the spectrum of methoxy has stretched from the microwave to the ultraviolet and proceeded for nearly 50 years, parts of the spectrum have remained a challenge to simulate theoretically and make reliable line-by-line assignments. The spectral complexity arises because the radical has a non-zero electron spin and significant vibronic coupling between the two elec- tronic components of the ground state due to the presence of a conical intersection. This work describes a completely ab initio effort to understand and assign the spin- vibronic levels of the X 2E state from 0 to above 3000 cm−1, a region that includes the fundamental transitions of the C-H symmetric and asymmetric stretches that have not previously been identified uniquely. A potential energy surface for methoxy was calculated at the EOM-CCSDT/ANO1 level of theory. Subsequently this potential energy surface was fit to a quartic power series expansion of all nine vibrational nor- mal coordinates (as determined at the minimum of the conical intersection) by the use of a machine-learning-based algorithm. After the addition of spin-orbit coupling, the spin-vibronic problem was solved using both the Krylov-Schur and Lanczos algorithms with the SOCJT3 software to converge eigenvalues up to 3500 cm−1 and their eigen- vectors. The latter were used, in conjunction with the calculated dipole moment and its derivatives (calculated using finite differences at EOM-CCSDT/ANO1 level), to determine spectral intensities for the spin-vibronic spectra. The calculated transition frequencies and intensities were used to simulate and assign the observed transitions of the spin-vibronic spectra of the radical. The credibility of the assignments and their significance is discussed in detail.

Sharma, Ketan [University of Florida, Gainesville,↗

DOE OSTI2022

Inexact Newton-CG algorithms with complexity guarantees

Abstract We consider variants of a recently developed Newton-CG algorithm for nonconvex problems (Royer, C. W. & Wright, S. J. (2018) Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization. SIAM J. Optim., 28, 1448–1477) in which inexact estimates of the gradient and the Hessian information are used for various steps. Under certain conditions on the inexactness measures, we derive iteration complexity bounds for achieving $\epsilon $-approximate second-order optimality that match best-known lower bounds. Our inexactness condition on the gradient is adaptive, allowing for crude accuracy in regions with large gradients. We describe two variants of our approach, one in which the step size along the computed search direction is chosen adaptively, and another in which the step size is pre-defined. To obtain second-order optimality, our algorithms will make use of a negative curvature direction on some steps. These directions can be obtained, with high probability, using the randomized Lanczos algorithm. In this sense, all of our results hold with high probability over the run of the algorithm. We evaluate the performance of our proposed algorithms empirically on several machine learning models. Our approach is a first attempt to introduce inexact Hessian and/or gradient information into the Newton-CG algorithm of Royer & Wright (2018, Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization. SIAM J. Optim., 28, 1448–1477).

Mathematics↗