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Results for “randomized numerical linear algebra”

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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31 records · Page 2

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↗

Ensemble Simulation Techniques and Fast Randomized Algorithms

The major goals of the project were to develop and analyze new ensemble simulation techniques, including trajectory stratification and preconditioned MCMC techniques, as well as develop fast numerical linear algebra techniques closely related to ensemble simulation ideas. The trajectory stratification techniques involve simulating in parallel short trajectory fragments of a Markov process confined to a specific region of space‐time and then patching together the statistics gathered to assemble estimates of very general dynamical properties. We have also developed this approach for rare event simulation and extended the techniques to applications requiring a more general framework (such as electronic structure calculations). The preconditioned MCMC techniques involve simulating multiple Markov chains in parallel and then using information from the ensemble to speed the mixing of each individual chain. The fast randomized linear algebra methods are motivated by the diffusion Monte Carlo technique, but are applicable to finding the dominant eigenvalue of (almost) general matrices. For most non‐negative matrices, the schemes result in an error (compared to the power method) that is constant in the dimension of the problem. For more general matrices, we see a very clear sublinear cost trend in computational tests.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Interference in electron–molecule elastic scattering

General formulas describing the multiple scattering of electron by polyatomic molecules have been derived within the framework of the model of non-overlapping atomic potentials. These formulas are applied to different carbon molecules, both for fixed-in-space and randomly oriented molecules. Here, the molecular continuum wave function is represented as a plane wave plus a linear combination of the Green’s functions for free motion and the derivatives of these functions. Far from the target the electron spherical waves interfere as in the case of the Young’s double slits experiment. This interference manifests itself as diffraction oscillations in the differential and total cross sections for elastic electron scattering. The amplitude of electron scattering by a molecule is defined by the phase shifts for each of the atoms forming the target and its geometry. The numerical calculation of the scattering amplitude in closed form (rather than in the form of S-matrix expansion) is reduced to solving a system of algebraic equations. The number of atoms in a molecule and the atomic phase shifts for the orbital angular momenta included in the calculation define the number of equations.

74 ATOMIC AND MOLECULAR PHYSICS↗

Numerical simulation of the nonlinear response of composite plates under combined thermal and acoustic loading

A time-domain study of the random response of a laminated plate subjected to combined acoustic and thermal loads is carried out. The features of this problem also include given uniform static inplane forces. The formulation takes into consideration a possible initial imperfection in the flatness of the plate. High decibel sound pressure levels along with high thermal gradients across thickness drive the plate response into nonlinear regimes. This calls for the analysis to use von Karman large deflection strain-displacement relationships. A finite element model that combines the von Karman strains with the first-order shear deformation plate theory is developed. The development of the analytical model can accommodate an anisotropic composite laminate built up of uniformly thick layers of orthotropic, linearly elastic laminae. The global system of finite element equations is then reduced to a modal system of equations. Numerical simulation using a single-step algorithm in the time-domain is then carried out to solve for the modal coordinates. Nonlinear algebraic equations within each time-step are solved by the Newton-Raphson method. The random gaussian filtered white noise load is generated using Monte Carlo simulation. The acoustic pressure distribution over the plate is capable of accounting for a grazing incidence wavefront. Numerical results are presented to study a variety of cases.

Mei, Chuh↗

Renormalization group computation of likelihood functions for cosmological data sets

I show how a renormalization group (RG) method can be used to incrementally integrate the information in cosmological large-scale structure data sets (including CMB, galaxy redshift surveys, etc.). I show numerical tests for Gaussian fields, where the method allows arbitrarily close to exact computation of the likelihood function in order N time, even for problems with no symmetry, compared to N 3 for brute force linear algebra (where N is the number of data points - to be fair, methods already exist to solve the Gaussian problem in at worst N log N time, and this method will not necessarily be faster in practice). The method requires no sampling or other Monte Carlo (random) element. Nonlinearity/non-Gaussianity can be accounted for to the extent that terms generated by integrating out small scale modes can be projected onto a sufficient basis, e.g., at least in the sufficiently perturbative regime. The formulas to evaluate are straightforward and require no understanding of quantum field theory, but this paper may also serve as a pedagogical introduction to Wilsonian RG for astronomers.

79 ASTRONOMY AND ASTROPHYSICS↗

Symmetric Random Butterfly Transform (SRBT) Based Preconditioner

Summary of work using Symmetric Random Butterfly Transformation (SRBT) in conjunction with Incomplete LDL T factorization as a preconditioner for FGMRES solver as a way of solving linear systems arising from interior point methods applied to power system problems. These linear systems have proven difficult to parallelize and this represents a possible route forward.

interior point optimization↗

Pitch angle diffusion in the Jovian magnetodisc

Using a linear approximation to the field variation and a mathematical technique for distorting the orbit integration into the complex gyrophase plane, a formula is derived for the nonadiabatic change in magnetic moment. This change varies as the cosine of the particle gyrophase at the equator, so that if a particle traverses the equator several times with different values of this gyrophase, it suffers randomly correlated values for the nonadiabatic change in magnetic moment. The algebraic formula for this nonadiabatic change is found to be in excellent agreement with previous numerical computations. The phase space density, averaged over several bounce periods, is found to satisfy a diffusion equation in pitch angle. The diffusion coefficient is dependent on particle energy, pitch angle, and the field line along which the particles are moving.

Birmingham, T. J.↗

Dynamic mode decomposition with core sketch

With the increase in collected data volumes, either from experimental measurements or high fidelity simulations, there is an ever-growing need to develop computationally efficient tools to process, analyze, and interpret these datasets. Modal analysis techniques have gained great interest due to their ability to identify patterns in the data and extract valuable information about the system being considered. Dynamic mode decomposition (DMD) relies on elements of the Koopman approximation theory to compute a set of modes, each associated with a fixed oscillation frequency and a decay/growth rate. Extracting these details from large datasets can be computationally expensive due to the need to implement singular value decomposition of the input data matrix. Sketching algorithms have become popular in numerical linear algebra where statistical theoretic approaches are utilized to reduce the cost of major operations. A sketch of a matrix is another matrix, which is significantly smaller, but still sufficiently approximates the original system. We put forth an efficient DMD framework, SketchyDMD, based on a core sketching algorithm that captures information about the range and corange (their mutual relationship) of input data. The proposed sketching-based framework can accelerate various portions of the DMD routines, compared to classical methods that operate directly on the raw input data. We conduct numerical experiments using the spherical shallow water equations as a prototypical model in the context of geophysical flows. In conclusion, we show that the proposed SketchyDMD is superior to existing randomized DMD methods that are based on capturing only the range of the input data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Window convolution of the galaxy clustering bispectrum

In galaxy survey analysis, the observed clustering statistics do not directly match theoretical predictions but rather have been processed by a window function that arises from the survey geometry including the sky footprint, redshift-dependent background number density and systematic weights. While window convolution of the power spectrum is well studied, for the bispectrum with a larger number of degrees of freedom, it poses a significant numerical and computational challenge. In this work, we consider the effect of the survey window in the tripolar spherical harmonic decomposition of the bispectrum and lay down a formal procedure for their convolution via a series expansion of configuration-space three-point correlation functions, which was first proposed by Sugiyama et al. (2019). We then provide a linear algebra formulation of the full window convolution, where an unwindowed bispectrum model vector can be directly premultiplied by a window matrix specific to each survey geometry. To validate the pipeline, we focus on the Dark Energy Spectroscopic Instrument (DESI) Data Release 1 (DR1) luminous red galaxy (LRG) sample in the South Galactic Cap (SGC) in the redshift bin 0.4 ≤ z ≤ 0.6. We first perform convergence checks on the measurement of the window function from discrete random catalogues, and then investigate the convergence of the window convolution series expansion truncated at a finite of number of terms as well as the performance of the window matrix. This work highlights the differences in window convolution between the power spectrum and bispectrum, and provides a streamlined pipeline for the latter for current surveys such as DESI and the Euclid mission.

79 ASTRONOMY AND ASTROPHYSICS↗

Is the Multigrid Method Fault Tolerant? The Two-Grid Case

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault occurring, a decision has to be made as to what remedial action should be taken in order to resume the execution of the algorithm. The action that is chosen can have a dramatic effect on the performance and characteristics of the scheme. Ideally, the resulting algorithm should be subjected to the same kind of mathematical analysis that was applied to the original, deterministic variant. The purpose of this work is to provide the first rigorous analysis of the behavior of the multigrid algorithm in the presence of faults. Specifically, we prove estimates on the behavior of the Two Grid Method similar to the classical asymptotic results. Multigrid is arguably the method of choice for the solution of large-scale linear algebra problems arising from discretization of partial differential equations, and it is of considerable importance to anticipate its behavior on an exascale machine. The analysis of resilience of algorithms is in its infancy, and the current work is perhaps the first to provide a mathematical model for faults and analyze the behavior of a state-of-the-art algorithm under the model. It is shown that the Two Grid Method fails to be resilient to faults. Attention is then turned to identifying the minimal necessary remedial action required to restore the rate of convergence to that enjoyed by the ideal fault-free method.

Mathematics↗

Developing ML/AI Methods for High-Throughput Characterization of Multiple-Sensor Streams of Tokamak Dynamics for High-Speed Control (Final Report)

This project evaluated and developed new mathematical and algorithmic techniques capable of handling (in real-time) the growing amounts of data generated by modern fusion research. While existing numerical linear algebra (NLA) methods provide the backbone to classical data analysis and algorithms, these methods fundamentally do not port to distributed architectures nor do they allow low-latency data reduction for control. Motivated by the needs for modern fusion reactors, this project explored and implemented new numerical methods to characterize plasma dynamics, respond in real-time to discharge evolution, and to process massive-scale data accurately and rapidly more fully. This project links expertise in multiple-sensor diagnostics of tokamak plasma dynamics from Columbia University’s Plasma Physics Laboratory with expertise in massive-scale data reduction and extreme data control algorithms at Columbia University’s Data Science Institute. This interdisciplinary project (i) applied machine learning methods, (ii) implemented a properly-trained neural-network for very fast processing of high-speed plasma videography, and (ii) developed the applied mathematical methods, based on randomized-NLA (rNLA) routines, for data analysis, reduction, and real-time control. The Columbia University High Beta Tokamak-Extended Pulse (HBT-EP) facility provided data to test new algorithms and partnership with Columbia University's Data Sciences Institute evaluated the broader use of new algorithms for many challenging control applications.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A review on recent machine learning applications for imaging mass spectrometry studies

Imaging mass spectrometry (IMS) is a powerful analytical technique widely used in biology, chemistry, and materials science fields that continue to expand. IMS provides a qualitative compositional analysis and spatial mapping with high chemical specificity. The spatial mapping information can be 2D or 3D depending on the analysis technique employed. Due to the combination of complex mass spectra coupled with spatial information, large high-dimensional datasets (hyperspectral) are often produced. Therefore, the use of automated computational methods for an exploratory analysis is highly beneficial. The fast-paced development of artificial intelligence (AI) and machine learning (ML) tools has received significant attention in recent years. These tools, in principle, can enable the unification of data collection and analysis into a single pipeline to make sampling and analysis decisions on the go. There are various ML approaches that have been applied to IMS data over the last decade. Here, in this review, we discuss recent examples of the common unsupervised (principal component analysis, non-negative matrix factorization, k-means clustering, uniform manifold approximation and projection), supervised (random forest, logistic regression, XGboost, support vector machine), and other methods applied to various IMS datasets in the past five years. The information from this review will be useful for specialists from both IMS and ML fields since it summarizes current and representative studies of computational ML-based exploratory methods for IMS.

47 OTHER INSTRUMENTATION↗

Coupling flux balance analysis with reactive transport modeling through machine learning for rapid and stable simulation of microbial metabolic switching

Integrating genome-scale metabolic networks with reactive transport models (RTMs) provides a detailed description of the dynamic changes in microbial growth and metabolism. Despite promising demonstrations in the past, computational inefficiency has been pointed out as a critical issue to overcome because it requires repeated application of linear programming (LP) to obtain flux balance analysis (FBA) solutions in every time step and spatial grid. To address this challenge, we propose a new simulation method where we train and validate artificial neural networks (ANNs) using randomly sampled FBA solutions and incorporate the resulting surrogate FBA model (represented as algebraic equations) into RTMs as source/sink terms. We demonstrate the efficiency of our method via a case study of Shewanella oneidensis MR-1. During aerobic growth on lactate, S. oneidensis produces metabolic byproducts (such as pyruvate and acetate), which are subsequently consumed as alternative carbon sources when the preferred nutrients are depleted. To effectively simulate these complex dynamics, we used a cybernetic approach that models metabolic switches as the outcome of dynamic competition among multiple growth options. In both zero-dimensional batch and one-dimensional column configurations, the ANN-based surrogate models achieved substantial reduction of computational time by several orders of magnitude compared to the original LP-based FBA models. Moreover, the ANN models produced robust solutions without any special measures to prevent numerical instability. These developments significantly promote our ability to utilize genome-scale networks in complex, multi-physics, and multi-dimensional ecosystem modeling.

59 BASIC BIOLOGICAL SCIENCES↗