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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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NASA NTRS1988

Three parallel computation methods for structural vibration analysis

The Lanczos (1950), multisectioning, and subspace iteration sequential methods for vibration analysis presently used as bases for three parallel algorithms are noted, in the aftermath of three example problems, to maintain reasonable accuracy in the computation of vibration frequencies. Significant computation time reductions are obtained as the number of processors increases. An analysis is made of the performance of each method, in order to characterize relative strengths and weaknesses as well as to identify those parameters that most strongly affect computation efficiency.

Storaasli, Olaf↗
NASA NTRS1989

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.↗
NASA NTRS1990

SIAM Conference on Parallel Processing for Scientific Computing, 4th, Chicago, IL, Dec. 11-13, 1989, Proceedings

Attention is given to such topics as an evaluation of block algorithm variants in LAPACK and presents a large-grain parallel sparse system solver, a multiprocessor method for the solution of the generalized Eigenvalue problem on an interval, and a parallel QR algorithm for iterative subspace methods on the CM2. A discussion of numerical methods includes the topics of asynchronous numerical solutions of PDEs on parallel computers, parallel homotopy curve tracking on a hypercube, and solving Navier-Stokes equations on the Cedar Multi-Cluster system. A section on differential equations includes a discussion of a six-color procedure for the parallel solution of elliptic systems using the finite quadtree structure, data parallel algorithms for the finite element method, and domain decomposition methods in aerodynamics. Topics dealing with massively parallel computing include hypercube vs. 2-dimensional meshes and massively parallel computation of conservation laws. Performance and tools are also discussed.

Dongarra, Jack↗
NASA NTRS1993

A Lanczos algorithm for vibration, suckling and termal analysis

This paper reviews an eigensolver algorithm based on the Lanczos Method for vibration, buckling and thermal analysis. The original code was written for inclusion in the Computational Mechanics Testbed (COMET), a general purpose finite element code. A portable version of the Lanczos code that is optimized for high-performance supercomputers has been developed. Special features of the algorithm include the capability to compute rigid body modes, thermal modes and Lanczos vectors that are derived from the applied load vector. The latter is necessary when using the Lanczos vectors as reduced-basis vectors in transient structural response and transient heat conduction calculations. The modularity of the code allows the user the option of including the most up-to-date utilities, such as the equation solver best suited for the application. The algorithm is discussed in detail and results of several applications are presented. Timing results for a vibration application indicate that the Lanczos algorithm is twenty times faster than the subspace iteration method which has been extensively used in the past.

Bostic, Susan W.↗
NASA NTRS1996

Wavelet Sparse Approximate Inverse Preconditioners

There is an increasing interest in using sparse approximate inverses as preconditioners for Krylov subspace iterative methods. Recent studies of Grote and Huckle and Chow and Saad also show that sparse approximate inverse preconditioner can be effective for a variety of matrices, e.g. Harwell-Boeing collections. Nonetheless a drawback is that it requires rapid decay of the inverse entries so that sparse approximate inverse is possible. However, for the class of matrices that, come from elliptic PDE problems, this assumption may not necessarily hold. Our main idea is to look for a basis, other than the standard one, such that a sparse representation of the inverse is feasible. A crucial observation is that the kind of matrices we are interested in typically have a piecewise smooth inverse. We exploit this fact, by applying wavelet techniques to construct a better sparse approximate inverse in the wavelet basis. We shall justify theoretically and numerically that our approach is effective for matrices with smooth inverse. We emphasize that in this paper we have only presented the idea of wavelet approximate inverses and demonstrated its potential but have not yet developed a highly refined and efficient algorithm.

Chan, Tony F.↗
NASA NTRS1992

Large-scale sparse singular value computations

Four numerical methods for computing the singular value decomposition (SVD) of large sparse matrices on a multiprocessor architecture are presented. Lanczos and subspace iteration-based methods for determining several of the largest singular triplets (singular values and corresponding left and right-singular vectors) for sparse matrices arising from two practical applications: information retrieval and seismic reflection tomography are emphasized. The target architectures for implementations are the CRAY-2S/4-128 and Alliant FX/80. The sparse SVD problem is well motivated by recent information-retrieval techniques in which dominant singular values and their corresponding singular vectors of large sparse term-document matrices are desired, and by nonlinear inverse problems from seismic tomography applications which require approximate pseudo-inverses of large sparse Jacobian matrices.

Berry, Michael W.↗
NASA NTRS1998

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.↗
NASA NTRS1991

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.↗
NASA NTRS1990

Real-time image processing II; Proceedings of the Meeting, Orlando, FL, Apr. 16-18, 1990

The present conference discusses topics in the fields of feature extraction and implementation, filter and correlation algorithms, optical correlators, high-level algorithms, and digital image processing for ranging and remote driving. Attention is given to a nonlinear filter derived from topological image features, IR image segmentation through iterative thresholding, orthogonal subspaces for correlation masking, composite filter trees and image recognition via binary search, and features of matrix-coherent optical image processing. Also discussed are multitarget tracking via hybrid joint transform correlator, binary joint Fourier transform correlator considerations, global image processing operations on parallel architectures, real-time implementation of a differential range finder, and real-time binocular stereo range and motion detection.

Juday, Richard D.↗
NASA NTRS1973

A geometric theory for the QR, LU and power iterations.

Consideration of the task of computing the invariant subspaces of a given matrix. For this purpose the LU, QR, treppen and bi-iterations have been presented, used, and studied more or less independently of the old-fashioned power method. Each of these methods generates implicitly a sequence of subspaces which determines the convergence properties of the method. The iterations differ in the way in which a basis is constructed to represent each subspace. This aspect largely determines the usefulness of the method. It is shown that the first four iterations produce exactly the same sequence of subspaces as do direct and inverse iteration started from appropriate subspaces. Their convergence properties are therefore the same, and a complete geometric convergence theory is presented in terms of the power method. It is shown that Hessenberg matrices are associated with ideal starting spaces.

Parlett, B. N.↗
NASA NTRS1990

Application of the TRANAIR rectangular grid approach to the aerodynamic analysis of complex configurations

A numerical method is described which uses a rectangular grid to solve the nonlinear full potential equation about complex configurations. The grid is locally refined to resolve high velocity gradients arising from leading edge expansions or shock waves. The grid penetrates the boundary (described by networks of quadrilateral panels) and is generated automatically. Discrete operators are constructed using the finite element method. The system of nonlinear discrete equations is solved iteratively using a Krylov subspace method preconditioned by an exterior Poisson solver and a direct sparse solver. The primary emphasis is to provide design engineers with an aerodynamic analysis tool (the TRANAIR code) which is accurate, reliable, economical, and flexible to use. Computational results for many interesting configurations are presented.

Johnson, Forrester T.↗
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 NTRS1991

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗
NASA NTRS2003

Some Remarks on GMRES for Transport Theory

We review some work on the application of GMRES to the solution of the discrete ordinates transport equation in one-dimension. We note that GMRES can be applied directly to the angular flux vector, or it can be applied to only a vector of flux moments as needed to compute the scattering operator of the transport equation. In the former case we illustrate both the delights and defects of ILU right-preconditioners for problems with anisotropic scatter and for problems with upscatter. When working with flux moments we note that GMRES can be used as an accelerator for any existing transport code whose solver is based on a stationary fixed-point iteration, including transport sweeps and DSA transport sweeps. We also provide some numerical illustrations of this idea. We finally show how space can be traded for speed by taking multiple transport sweeps per GMRES iteration. Key Words: transport equation, GMRES, Krylov subspace

Patton, Bruce W.↗
NASA NTRS1995

Development and Application of the Collaborative Optimization Architecture in a Multidisciplinary Design Environment

Collaborative optimization is a design architecture applicable in any multidisciplinary analysis environment but specifically intended for large-scale distributed analysis applications. In this approach, a complex problem is hierarchically de- composed along disciplinary boundaries into a number of subproblems which are brought into multidisciplinary agreement by a system-level coordination process. When applied to problems in a multidisciplinary design environment, this scheme has several advantages over traditional solution strategies. These advantageous features include reducing the amount of information transferred between disciplines, the removal of large iteration-loops, allowing the use of different subspace optimizers among the various analysis groups, an analysis framework which is easily parallelized and can operate on heterogenous equipment, and a structural framework that is well-suited for conventional disciplinary organizations. In this article, the collaborative architecture is developed and its mathematical foundation is presented. An example application is also presented which highlights the potential of this method for use in large-scale design applications.

Braun, R. D.↗
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 NTRS2010

A General Algorithm for Reusing Krylov Subspace Information. I. Unsteady Navier-Stokes

A general algorithm is developed that reuses available information to accelerate the iterative convergence of linear systems with multiple right-hand sides A x = b (sup i), which are commonly encountered in steady or unsteady simulations of nonlinear equations. The algorithm is based on the classical GMRES algorithm with eigenvector enrichment but also includes a Galerkin projection preprocessing step and several novel Krylov subspace reuse strategies. The new approach is applied to a set of test problems, including an unsteady turbulent airfoil, and is shown in some cases to provide significant improvement in computational efficiency relative to baseline approaches.

Carpenter, Mark H.↗
NASA NTRS2018

An Active Subspace Method for Accelerating Convergence in Delaunay-Based Optimization via Dimension Reduction

Delaunay-based derivative-free optimization, ∆DOGS, is an efficient and provably-convergent global optimization method for the problems which has computationally expensive objection function and the analytical expression for the objective function is not available. ∆-DOGS is a novel optimization scheme in the family of response surface methods (RSMs); however, it suffers from the curse of dimensionality since the computational cost increases dramatically as the number of design parameters increases. As a result, the number of design parameters in ∆-DOGS algorithm is relatively low (n.10). To avoid such problems, this paper proposes a combination of derivative-free optimization, seeking the global minimizer of an expensive and nonconvex objective function f(x) and active subspace method, detecting the directions of the most variability using evaluations of the gradient. The contribution of other directions to the objective function is bounded by a sufficiently small constant. This new algorithm iteratively applied Delaunay-based derivative-free optimization to seek the minimizer on the d-dimensional active subspace that has most function variation. Inverse mapping is needed to project data from active subspace to full-model for evaluating function values. This task is overcome by solving an inequality constrained problem that curves the response surface of the objective function. The test results show that this strategy is effective on a handful of optimization problems.

Bewley, Thomas R.↗