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A bibliography on parallel and vector numerical algorithms

This is a bibliography on numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are also listed.

Ortega, James M.↗

Efficient Jitter Analysis for Spacecraft

Typically in space missions, the science instruments require a specific degree of pointing accuracy as well as dynamical quietness. This dynamical quietness, which is needed to allow the instruments to make measurements (remote sensing applications) or perform other functions, is usually characterized in terms of jitter and stability specifications. In order to insure that the spacecraft meets the requirements of its instruments, several jitter analyses are performed throughout the design phase of the spacecraft and beyond as the models of the spacecraft, its components, and disturbances mature. Each such analysis involves the simulation of the spacecraft and instrument dynamical response to all known disturbance scenarios, followed by the computation of jitter values for each instrument based on the specified jitter time windows. The direct approach for computing jitter values by sweeping maxima and minima throughout the time history may be costly in the computational sense as the size and number of the time histories involved could be quite large. Keeping in mind that typical spacecraft simulation time histories may easily involve hundreds of thousands or millions of points, it is imperative that a jitter analysis algorithm be developed which is more efficient than the direct approach. This paper presents a vectorized algorithm for efficient computation of spacecraft jitter values. The algorithm identifies the extreme points in the time history, which are the points that may dominate the jitter values depending on the location of the jitter window along the time history. The span of influence of each extremum is then computed by the algorithm and used in an efficient and vectorized fashion to obtain the jitter values. The algorithm deals with the multiple jitter windows 2 sequentially, first computing jitter values for the smallest time window, then looping over the remaining time windows until all jitter values are computed. A numerical example is carried out to demonstrate the efficiency and feasibility of the proposed jitter analysis technique.

Maghami, Peiman G.↗

An Algorithm for Converting Static Earth Sensor Measurements into Earth Observation Vectors

An algorithm has been developed that converts penetration angles reported by Static Earth Sensors (SESs) into Earth observation vectors. This algorithm allows compensation for variation in the horizon height including that caused by Earth oblateness. It also allows pitch and roll to be computed using any number (greater than 1) of simultaneous sensor penetration angles simplifying processing during periods of Sun and Moon interference. The algorithm computes body frame unit vectors through each SES cluster. It also computes GCI vectors from the spacecraft to the position on the Earth's limb where each cluster detects the Earth's limb. These body frame vectors are used as sensor observation vectors and the GCI vectors are used as reference vectors in an attitude solution. The attitude, with the unobservable yaw discarded, is iteratively refined to provide the Earth observation vector solution.

Harman, R.↗

A sparse matrix algorithm on the Boolean vector machine

VLSI technology is being used to implement a prototype Boolean Vector Machine (BVM), which is a large network of very small processors with equally small memories that operate in SIMD mode; these use bit-serial arithmetic, and communicate via cube-connected cycles network. The BVM's bit-serial arithmetic and the small memories of individual processors are noted to compromise the system's effectiveness in large numerical problem applications. Attention is presently given to the implementation of a basic matrix-vector iteration algorithm for space matrices of the BVM, in order to generate over 1 billion useful floating-point operations/sec for this iteration algorithm. The algorithm is expressed in a novel language designated 'BVM'.

Wagner, Robert A.↗

Automated Vectorization of Decision-Based Algorithms

Virtually all existing vectorization algorithms are designed to only analyze the numeric properties of an algorithm and distribute those elements across multiple processors. This advances the state of the practice because it is the only known system, at the time of this reporting, that takes high-level statements and analyzes them for their decision properties and converts them to a form that allows them to automatically be executed in parallel. The software takes a high-level source program that describes a complex decision- based condition and rewrites it as a disjunctive set of component Boolean relations that can then be executed in parallel. This is important because parallel architectures are becoming more commonplace in conventional systems and they have always been present in NASA flight systems. This technology allows one to take existing condition-based code and automatically vectorize it so it naturally decomposes across parallel architectures.

James, Mark↗

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.↗

Initialization of Formation Flying Using Primer Vector Theory

In this paper, we extend primer vector analysis to formation flying. Optimization of the classical rendezvous or free-time transfer problem between two orbits using primer vector theory has been extensively studied for one spacecraft. However, an increasing number of missions are now considering flying a set of spacecraft in close formation. Missions such as the Magnetospheric MultiScale (MMS) and Leonardo-BRDF (Bidirectional Reflectance Distribution Function) need to determine strategies to transfer each spacecraft from the common launch orbit to their respective operational orbit. In addition, all the spacecraft must synchronize their states so that they achieve the same desired formation geometry over each orbit. This periodicity requirement imposes constraints on the boundary conditions that can be used for the primer vector algorithm. In this work we explore the impact of the periodicity requirement in optimizing each spacecraft transfer trajectory using primer vector theory. We first present our adaptation of primer vector theory to formation flying. Using this method, we then compute the AV budget for each spacecraft subject to different formation endpoint constraints.

Mailhe, Laurie↗

Space station static and dynamic analyses using parallel methods

Algorithms for high-performance parallel computers are applied to perform static analyses of large-scale Space Station finite-element models (FEMs). Several parallel-vector algorithms under development at NASA Langley are assessed. Sparse matrix solvers were found to be more efficient than banded symmetric or iterative solvers for the static analysis of large-scale applications. In addition, new sparse and 'out-of-core' solvers were found superior to substructure (superelement) techniques which require significant additional cost and time to perform static condensation during global FEM matrix generation as well as the subsequent recovery and expansion. A method to extend the fast parallel static solution techniques to reduce the computation time for dynamic analysis is also described. The resulting static and dynamic algorithms offer design economy for preliminary multidisciplinary design optimization and FEM validation against test modes. The algorithms are being optimized for parallel computers to solve one-million degrees-of-freedom (DOF) FEMs. The high-performance computers at NASA afforded effective software development, testing, efficient and accurate solution with timely system response and graphical interpretation of results rarely found in industry. Based on the author's experience, similar cooperation between industry and government should be encouraged for similar large-scale projects in the future.

Gupta, V.↗

Comparison of Controller and Flight Deck Algorithm Performance During Interval Management with Dynamic Arrival Trees (STARS)

Managing the interval between arrival aircraft is a major part of the en route and TRACON controller s job. In an effort to reduce controller workload and low altitude vectoring, algorithms have been developed to allow pilots to take responsibility for, achieve and maintain proper spacing. Additionally, algorithms have been developed to create dynamic weather-free arrival routes in the presence of convective weather. In a recent study we examined an algorithm to handle dynamic re-routing in the presence of convective weather and two distinct spacing algorithms. The spacing algorithms originated from different core algorithms; both were enhanced with trajectory intent data for the study. These two algorithms were used simultaneously in a human-in-the-loop (HITL) simulation where pilots performed weather-impacted arrival operations into Louisville International Airport while also performing interval management (IM) on some trials. The controllers retained responsibility for separation and for managing the en route airspace and some trials managing IM. The goal was a stress test of dynamic arrival algorithms with ground and airborne spacing concepts. The flight deck spacing algorithms or controller managed spacing not only had to be robust to the dynamic nature of aircraft re-routing around weather but also had to be compatible with two alternative algorithms for achieving the spacing goal. Flight deck interval management spacing in this simulation provided a clear reduction in controller workload relative to when controllers were responsible for spacing the aircraft. At the same time, spacing was much less variable with the flight deck automated spacing. Even though the approaches taken by the two spacing algorithms to achieve the interval management goals were slightly different they seem to be simpatico in achieving the interval management goal of 130 sec by the TRACON boundary.

Battiste, Vernol↗

Parallel-vector design sensitivity analysis in structural dynamics

This paper presents a parallel-vector algorithm for sensitivity calculations in linear structural dynamics. The proposed alternative formulation works efficiently with the reduced system of dynamic equations, since it eliminates the need for expensive and complicated based-vector derivatives, which are required in the conventional reduced system formulation. The relationship between the alternative formulation and the conventional reduced system formulation has been established, and it has been proven analytically that the two approaches are identical when all the mode shapes are included. This paper validates the proposed alternative algorithm through numerical experiments, where only a small number of mode shapes are used. In addition, a modified mode acceleration method is presented, thus not only the displacements but also the velocities and accelerations are shown to be improved.

Zhang, Y.↗

Algorithm for "Bang-Bang" Control Laws

Switching times updated to minimize errors in final positions. Algorithm computes "bang-bang" control laws for single- or multiple-input systems, both those describable by linear dynamical equations and those describable by nonlinear dynamical equations that are linear in control vectors. Algorithm needed because analytical solutions of "bang-bang" control problems intractable for all but simplest systems.

Wen, John Ting-Yung↗

Adapting iterative algorithms for solving large sparse linear systems for efficient use on the CDC CYBER 205

Adapting and designing mathematical software to achieve optimum performance on the CYBER 205 is discussed. Comments and observations are made in light of recent work done on modifying the ITPACK software package and on writing new software for vector supercomputers. The goal was to develop very efficient vector algorithms and software for solving large sparse linear systems using iterative methods.

Kincaid, D. R.↗

Numerical solution of the Navier-Stokes equations for a family of three-dimensional corner geometries

Three-dimensional corners occur in many aerodynamic engineering situations. Supersonic flow about such geometries is characterized by strong inviscid-viscid interactions which are analyzed adequately only through the solution of the Navier-Stokes equations. In this paper numerical solution for the laminar compressible Navier-Stokes equations are presented for a family of three-dimensional corners consisting of wedge-plate and wedge-cylinder intersecting boundaries. The equations of motion are transformed to a uniform rectangular computational domain. The computational technique is the MacCormack time-split algorithm vectorized and programmed to run on the CDD CYBER 203 computer. The metric data for the transformation is obtained from the 'two-boundary technique.'

Smith, R. E.↗

A vectorized Poisson solver over a spherical shell and its application to the quasi-geostrophic omega-equation

The quasi-geostrophic omega-equation in flux form is developed as an example of a Poisson problem over a spherical shell. Solutions of this equation are obtained by applying a two-parameter Chebyshev solver in vector layout for CDC 200 series computers. The performance of this vectorized algorithm greatly exceeds the performance of its scalar analog. The algorithm generates solutions of the omega-equation which are compared with the omega fields calculated with the aid of the mass continuity equation.

Mullenmeister, Paul↗

Boundary flexibility method of component mode synthesis using static Ritz vectors

A method of dynamic substructuring is presented which provides for the incorporation of a set of static Ritz vectors, referred to as boundary flexibility vectors, as a replacement and/or supplement to conventional eigenvectors in component mode synthesis. The suggested boundary flexibility Ritz vectors are generated by an extension of Wilson's load-dependent Ritz vector algorithm for transient dynamic analysis. The extended algorithm is not load-dependent, is applicable to both fixed-and free-interface components, and results in a general component mode synthesis model appropriate for any type of dynamic analysis.

Abdallah, A. A.↗

Analytic gradients for coupled-cluster energies that include noniterative connected triple excitations - Application to cis- and trans-HONO

An efficient formulation of the analytic energy gradient for the single and double excitation coupled-cluster method that includes a perturbational estimate of the effects of connected triple excitations is presented. The formulation has a small computational cost, and the algebraic manipulations may be applied generally to the analytic gradient of Moller-Plesset perturbation theory energies. The new formulation has been implemented in an efficient set of programs that utilize highly vectorized algorithms and has been used to investigate the equilibrium structures, harmonic vibrational frequencies, IR intensities, and energy separation of cis- and trans-HONO.

Lee, Timothy J.↗

Parallel-vector computation for linear structural analysis and non-linear unconstrained optimization problems

Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.

Nguyen, D. T.↗

Progressive Classification Using Support Vector Machines

An algorithm for progressive classification of data, analogous to progressive rendering of images, makes it possible to compromise between speed and accuracy. This algorithm uses support vector machines (SVMs) to classify data. An SVM is a machine learning algorithm that builds a mathematical model of the desired classification concept by identifying the critical data points, called support vectors. Coarse approximations to the concept require only a few support vectors, while precise, highly accurate models require far more support vectors. Once the model has been constructed, the SVM can be applied to new observations. The cost of classifying a new observation is proportional to the number of support vectors in the model. When computational resources are limited, an SVM of the appropriate complexity can be produced. However, if the constraints are not known when the model is constructed, or if they can change over time, a method for adaptively responding to the current resource constraints is required. This capability is particularly relevant for spacecraft (or any other real-time systems) that perform onboard data analysis. The new algorithm enables the fast, interactive application of an SVM classifier to a new set of data. The classification process achieved by this algorithm is characterized as progressive because a coarse approximation to the true classification is generated rapidly and thereafter iteratively refined. The algorithm uses two SVMs: (1) a fast, approximate one and (2) slow, highly accurate one. New data are initially classified by the fast SVM, producing a baseline approximate classification. For each classified data point, the algorithm calculates a confidence index that indicates the likelihood that it was classified correctly in the first pass. Next, the data points are sorted by their confidence indices and progressively reclassified by the slower, more accurate SVM, starting with the items most likely to be incorrectly classified. The user can halt this reclassification process at any point, thereby obtaining the best possible result for a given amount of computation time. Alternatively, the results can be displayed as they are generated, providing the user with real-time feedback about the current accuracy of classification.

Wagstaff, Kiri↗