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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.↗

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.↗

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.↗

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.↗

Application of unsymmetric block Lanczos vectors in system identification

This paper demonstrates a new system identification approach of using Lanczos coordinates in place of modal coordinates. Identified experimental Lanczos vectors can be directly used in many structural dynamics analysis applications. A multi-input, multi-output frequency-domain technique was used to extract system matrices and an unsymmetric block Lanczos algorithm was used to reduce the order of the experimental model. A cantilever beam example showed promising results, indicating that a new system identification approach using Lanczos coordinates is worthy of further study.

Kim, H. M., Jr.↗

QMR: A Quasi-Minimal Residual method for non-Hermitian linear systems

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. A novel BCG like approach is presented called the quasi-minimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a look-ahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.

Freund, Roland W.↗

Lanczos eigensolution method for high-performance computers

The theory, computational analysis, and applications are presented of a Lanczos algorithm on high performance computers. The computationally intensive steps of the algorithm are identified as: the matrix factorization, the forward/backward equation solution, and the matrix vector multiples. These computational steps are optimized to exploit the vector and parallel capabilities of high performance computers. The savings in computational time from applying optimization techniques such as: variable band and sparse data storage and access, loop unrolling, use of local memory, and compiler directives are presented. Two large scale structural analysis applications are described: the buckling of a composite blade stiffened panel with a cutout, and the vibration analysis of a high speed civil transport. The sequential computational time for the panel problem executed on a CONVEX computer of 181.6 seconds was decreased to 14.1 seconds with the optimized vector algorithm. The best computational time of 23 seconds for the transport problem with 17,000 degs of freedom was on the the Cray-YMP using an average of 3.63 processors.

Bostic, Susan W.↗

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↗

On development of a finite dynamic element and solution of associated eigenproblem by a block Lanczos procedure

The paper first presents the details of the development of a new six-noded plane triangular finite dynamic element. A block Lanczos algorithm is developed next for the accurate and efficient solution of the quadratic matrix eigenvalue problem associated with the finite dynamic element formulation. The resulting computer program fully exploits matrix sparsity inherent in such a discretization and proves to be most efficient for the extraction of the usually required first few roots and vectors, including repeated ones. Most importantly, the present eigenproblem solution is shown to be comparable to that of the corresponding finite element analysis, thereby rendering the associated dynamic element method rather attractive owing to superior convergence characteristics of such elements, presented herein.

Gupta, K. K.↗

Unsymmetric Lanczos model reduction and linear state function observer for flexible structures

This report summarizes part of the research work accomplished during the second year of a two-year grant. The research, entitled 'Application of Lanczos Vectors to Control Design of Flexible Structures' concerns various ways to use Lanczos vectors and Krylov vectors to obtain reduced-order mathematical models for use in the dynamic response analyses and in control design studies. This report presents a one-sided, unsymmetric block Lanczos algorithm for model reduction of structural dynamics systems with unsymmetric damping matrix, and a control design procedure based on the theory of linear state function observers to design low-order controllers for flexible structures.

Su, Tzu-Jeng↗

Eigensolver for a Sparse, Large Hermitian Matrix

A parallel-processing computer program finds a few eigenvalues in a sparse Hermitian matrix that contains as many as 100 million diagonal elements. This program finds the eigenvalues faster, using less memory, than do other, comparable eigensolver programs. This program implements a Lanczos algorithm in the American National Standards Institute/ International Organization for Standardization (ANSI/ISO) C computing language, using the Message Passing Interface (MPI) standard to complement an eigensolver in PARPACK. [PARPACK (Parallel Arnoldi Package) is an extension, to parallel-processing computer architectures, of ARPACK (Arnoldi Package), which is a collection of Fortran 77 subroutines that solve large-scale eigenvalue problems.] The eigensolver runs on Beowulf clusters of computers at the Jet Propulsion Laboratory (JPL).

Tisdale, E. Robert↗

New Parallel Algorithms for Structural Analysis and Design of Aerospace Structures

Subspace and Lanczos iterations have been developed, well documented, and widely accepted as efficient methods for obtaining p-lowest eigen-pair solutions of large-scale, practical engineering problems. The focus of this paper is to incorporate recent developments in vectorized sparse technologies in conjunction with Subspace and Lanczos iterative algorithms for computational enhancements. Numerical performance, in terms of accuracy and efficiency of the proposed sparse strategies for Subspace and Lanczos algorithm, is demonstrated by solving for the lowest frequencies and mode shapes of structural problems on the IBM-R6000/590 and SunSparc 20 workstations.

Nguyen, Duc T.↗

Efficient use of high performance computers for integrated controls and structures design

Simply transporting design codes from sequential-scalar computers to parallel-vector computers does not fully utilize the computational benefits offered by high performance computers. By performing integrated controls and structures design on an experimental truss platform with both sequential-scalar and parallel-vector design codes, conclusive results are presented to substantiate this claim. The efficiency of a Cholesky factorization scheme in conjunction with a variable-band row data structure is presented. In addition, the Lanczos eigensolution algorithm has been incorporated in the design code for both parallel and vector computations. Comparisons of computational efficiency between the initial design code and the parallel-vector design code are presented. It is shown that the Lanczos algorithm with the Cholesky factorization scheme is far superior to the sub-space iteration method of eigensolution when substantial numbers of eigenvectors are required for control design and/or performance optimization. Integrated design results show the need for continued efficiency studies in the area of element computations and matrix assembly.

Belvin, W. K.↗

The use of Lanczos's method to solve the large generalized symmetric definite eigenvalue problem

The generalized eigenvalue problem, Kx = Lambda Mx, is of significant practical importance, especially in structural enginering where it arises as the vibration and buckling problem. A new algorithm, LANZ, based on Lanczos's method is developed. LANZ uses a technique called dynamic shifting to improve the efficiency and reliability of the Lanczos algorithm. A new algorithm for solving the tridiagonal matrices that arise when using Lanczos's method is described. A modification of Parlett and Scott's selective orthogonalization algorithm is proposed. Results from an implementation of LANZ on a Convex C-220 show it to be superior to a subspace iteration code.

Jones, Mark T.↗

Open-Source Software for Modeling of Nanoelectronic Devices

The Nanoelectronic Modeling 3-D (NEMO 3-D) computer program has been upgraded to open-source status through elimination of license-restricted components. The present version functions equivalently to the version reported in "Software for Numerical Modeling of Nanoelectronic Devices" (NPO-30520), NASA Tech Briefs, Vol. 27, No. 11 (November 2003), page 37. To recapitulate: NEMO 3-D performs numerical modeling of the electronic transport and structural properties of a semiconductor device that has overall dimensions of the order of tens of nanometers. The underlying mathematical model represents the quantum-mechanical behavior of the device resolved to the atomistic level of granularity. NEMO 3-D solves the applicable quantum matrix equation on a Beowulf-class cluster computer by use of a parallel-processing matrix vector multiplication algorithm coupled to a Lanczos and/or Rayleigh-Ritz algorithm that solves for eigenvalues. A prior upgrade of NEMO 3-D incorporated a capability for a strain treatment, parameterized for bulk material properties of GaAs and InAs, for two tight-binding submodels. NEMO 3-D has been demonstrated in atomistic analyses of effects of disorder in alloys and, in particular, in bulk In(x)Ga(1-x)As and in In(0.6)Ga(0.4)As quantum dots.

Oyafuso, Fabiano↗

Numerical Modeling of Nanoelectronic Devices

Nanoelectronic Modeling 3-D (NEMO 3-D) is a computer program for numerical modeling of the electronic structure properties of a semiconductor device that is embodied in a crystal containing as many as 16 million atoms in an arbitrary configuration and that has overall dimensions of the order of tens of nanometers. The underlying mathematical model represents the quantummechanical behavior of the device resolved to the atomistic level of granularity. The system of electrons in the device is represented by a sparse Hamiltonian matrix that contains hundreds of millions of terms. NEMO 3-D solves the matrix equation on a Beowulf-class cluster computer, by use of a parallel-processing matrix vector multiplication algorithm coupled to a Lanczos and/or Rayleigh-Ritz algorithm that solves for eigenvalues. In a recent update of NEMO 3-D, a new strain treatment, parameterized for bulk material properties of GaAs and InAs, was developed for two tight-binding submodels. The utility of the NEMO 3-D was demonstrated in an atomistic analysis of the effects of disorder in alloys and, in particular, in bulk In(x)Ga(l-x)As and in In0.6Ga0.4As quantum dots.

Klimeck, Gerhard↗

Computation of selected eigenvalues of generalized eigenvalue problems

The Arnoldi (1951) and Lanczos (1950) iterative algorithms are used to obtain a few selected eigenvalues of the generalized eigenvalue problem A(x) = lambdaB(x), where A and B are n x n nonsymmetric banded complex matrices. A shift-and-invert strategy is used to increase the rate of convergence toward the desired eigenvalues, and the two approaches are evaluated in view of their performance in a model problem concerning the linear stability of compressible boundary layers. A general scheme for computing the eigenvalues that lie within a 'box' in the complex plane is presented.

Nayar, Narinder↗

Some experiences with Krylov vectors and Lanczos vectors

This paper illustrates the use of Krylov vectors and Lanczos vectors for reduced-order modeling in structural dynamics and for control of flexible structures. Krylov vectors and Lanczos vectors are defined and illustrated, and several applications that have been under study at The University of Texas at Austin are reviewed: model reduction for undamped structural dynamics systems, component mode synthesis using Krylov vectors, model reduction of damped structural dynamics systems, and one-sided and two-sided unsymmetric block-Lanczos model-reduction algorithms.

Craig, Roy R., Jr.↗