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At least 73 records · Page 4

Domain decomposition approaches for accelerating contour integration eigenvalue solvers for symmetric eigenvalue problems

This work discusses techniques for computing a few selected eigenvalue–eigenvector pairs of large and sparse symmetric matrices. A recently developed class of techniques to solve this type of problems is based on integrating the matrix resolvent operator along a complex contour that encloses the interval containing the eigenvalues of interest. This paper considers such contour integration techniques from a domain decomposition viewpoint and proposes two schemes. The first scheme can be seen as an extension of domain decomposition linear system solvers in the framework of contour integration methods for eigenvalue problems, such as FEAST. The second scheme focuses on integrating the resolvent operator primarily along the interface region defined by adjacent subdomains. A parallel implementation of the proposed schemes is described, and results on distributed computing environments are reported. These results show that domain decomposition approaches can lead to reduced run times and improved scalability.

97 MATHEMATICS AND COMPUTING↗

MFiX: Fractional-Step Method Implementation

A comprehensive, multiphase computational fluid dynamics (CFD) simulation solves several coupled transport equations including continuity, momentum, species, and energy. Chemical reactions further couple these equations through heats of reaction and rates of formation of products and rates of destruction of reactants. A fractional-step method separates changes attributed to chemical reactions from transport phenomena like convection and diffusion. When the governing equations are split into the transport and reacting components, efficient and independent methodologies can be exploited to solve the different systems. Specifically, discretization of field variable transport equations results in large, sparse matrices which are loosely coupled. These systems are solved in succession using iterative techniques that take advantage of the matrix structure. In contrast, chemical reactions tightly couple field variables locally within the domain (e.g., within a single computational cell) resulting in low dimensional but dense, nonlinear systems that are better solved using direct integration techniques.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Sparse Gaussian elimination with controlled fill-in on a shared memory multiprocessor

It is shown that in sparse matrices arising from electronic circuits, it is possible to do computations on many diagonal elements simultaneously. A technique for obtaining an ordered compatible set directly from the ordered incompatible table is given. The ordering is based on the Markowitz number of the pivot candidates. This technique generates a set of compatible pivots with the property of generating few fills. A novel heuristic algorithm is presented that combines the idea of an order-compatible set with a limited binary tree search to generate several sets of compatible pivots in linear time. An elimination set for reducing the matrix is generated and selected on the basis of a minimum Markowitz sum number. The parallel pivoting technique presented is a stepwise algorithm and can be applied to any submatrix of the original matrix. Thus, it is not a preordering of the sparse matrix and is applied dynamically as the decomposition proceeds. Parameters are suggested to obtain a balance between parallelism and fill-ins. Results of applying the proposed algorithms on several large application matrices using the HEP multiprocessor (Kowalik, 1985) are presented and analyzed.

Alaghband, Gita↗

Performance Optimization Methods for a Memory-Bound, Unstructured-Grid CFD Application on Massively Parallel GPU Platforms

Computational performance of the FUN3D unstructured-grid computational fluid dynamics (CFD) application on massively parallel GPU environments is memory-bound and highly dependent upon efficient reads from and atomic updates to the irregular cell-, edge-, and node-based data structures. In this talk, we present recent efforts into optimizing select performance-critical kernels on NVIDIA Tesla V100 and A100 GPUs and AMD CDNA MI100 GPUs. A novel use of L2 cache residency controls and asynchronous loads into on-chip shared memory are explored on the A100 GPU for the sparse iterative solver, which is dominated by mixed-precision, sparse matrix vector multiplication. Demonstrations show that these methods improve global memory bandwidth utilization by 13.5% on the A100 GPU. Several techniques are also presented that use registers and/or shared memory to facilitate array transposition and aggregation which combine to reduce the frequency and increase the cache efficiency of floating-point atomic updates to the irregular data structures. These methods are demonstrated to improve the kernel throughput by nearly 500% on select kernels on the AMD MI100 over atomic updates directly to global memory. Overall, both V100 and A100 GPUs outperformed the MI100 GPU on kernels dominated by double-precision atomic updates; however, the techniques demonstrated here reduced the performance gap and improved the MI100 performance.

GPU CPU unstructured CFD memory↗

Substructuring techniques - Status and projections

Substructuring techniques are examined in terms of their application to structural analysis. Attention is given to multilevel substructuring algorithms, hypermatrix and other sparse matrix schemes, automated design systems, and elasto-plastic problems. Applications include use with computing hardware such as CDC STAR-100 and minicomputer systems.

Noor, A. K.↗

A block-corrected subdomain solution procedure for recirculating flow calculations

This paper describes a robust and efficient subdomain solution procedure for two-dimensional recirculating flows. The solution domain is divided into a number of overlapping subdomains, and a direct fully coupled solution is obtained for each subdomain using a sparse matrix form of LU decomposition. An effective parabolic block correction procedure, which calculates global corrections to the tentative solution by a marching technique similar to that used for boundary layer flows, is used to accelerate the convergence of the basic procedure. The use of effective block correction is found to be essential for the success of the subdomain approach on strongly recirculating flows. In a number of laminar two-dimensional flows, the new block-corrected method performed extremely well, rivaling the best direct methods in execution time, while requiring substantially less computer storage. The new method proved to be from two to ten times faster than conventional iterative methods, while requiring only a moderate increase in storage.

Braaten, M. E.↗

Finite-Difference Simulation of Eddy Currents in Nonmagnetic Sheets via Electric Vector Potential

The magnetic excitation of eddy currents in thin metal sheets is a mathematically challenging problem with many practical applications. Since the eddy current density is a solenoidal field on a 2-D plane, we may express it as the curl of a separate vector field with only one scalar component. This new field is governed by a unique form of the vector-Poisson equation that is readily solved numerically through standard finite-difference techniques. For the special case of a weakly induced eddy current, the self-inductance terms can be neglected to produce a sparse system matrix that is easily inverted. For a strongly induced eddy current, self-inductance must be included at the cost of a more complex and dense system matrix. The method is validated against the CST EM Studio software suite by producing nearly identical results in only a tiny fraction of the computational time.

42 ENGINEERING↗

Efficient Kriging Algorithms

More efficient versions of an interpolation method, called kriging, have been introduced in order to reduce its traditionally high computational cost. Written in C++, these approaches were tested on both synthetic and real data. Kriging is a best unbiased linear estimator and suitable for interpolation of scattered data points. Kriging has long been used in the geostatistic and mining communities, but is now being researched for use in the image fusion of remotely sensed data. This allows a combination of data from various locations to be used to fill in any missing data from any single location. To arrive at the faster algorithms, sparse SYMMLQ iterative solver, covariance tapering, Fast Multipole Methods (FMM), and nearest neighbor searching techniques were used. These implementations were used when the coefficient matrix in the linear system is symmetric, but not necessarily positive-definite.

Memarsadeghi, Nargess↗

Low-order design and high-order simulation of active closed-loop control for aerospace structures under construction

Partially constructed/assembled structures in space are complicated enough but their dynamics will also be operating in closed-loop with feedback controllers. The dynamics of such structures are modeled by large-scale finite element models. The model dimension L is extremely large (approximately 10,000) while the numbers of actuators (M) and sensors (P) are small. The model parameters M(sub m) mass matrix, D(sub o) damping matrix, and K(sub o) stiffness matrix, are all symmetric and sparse (banded). Thus simulation of open-loop structure models of very large dimension can be accomplished by special integration techniques for sparse matrices. The problem of simulation of closed-loop control of such structures is complicated by the addition of controllers. Simulation of closed-loop controlled structures is an essential part of the controller design and evaluation process. Current research in the following areas is presented: high-order simulation of actively controlled aerospace structures; low-order controller design and SCI compensation for unmodeled dynamics; prediction of closed-loop stability using asymptotic eigenvalue series; and flexible robot manipulator control experiment.

Balas, Mark J.↗

Recursive Factorization of the Inverse Overlap Matrix in Linear Scaling Quantum Molecular Dynamics Simulations

We present a reduced complexity algorithm to compute the inverse overlap factors required to solve the generalized eigenvalue problem in a quantum-based molecular dynamics (MD) simulation. Our method is based on the recursive iterative re nement of an initial guess Z of the inverse overlap matrix S. The initial guess of Z is obtained beforehand either by using an approximate divide and conquer technique or dynamically, propagated within an extended Lagrangian dynamics from previous MD time steps. With this formulation, we achieve long-term stability and energy conservation even under incomplete approximate iterative re nement of Z. Linear scaling performance is obtained using numerically thresholded sparse matrix algebra based on the ELLPACK-R sparse matrix data format, which also enables e cient shared memory parallelization. As we show in this article using selfconsistent density functional based tight-binding MD, our approach is faster than conventional methods based on the direct diagonalization of the overlap matrix S for systems as small as a few hundred atoms, substantially accelerating quantum-based simulations even for molecular structures of intermediate size. For a 4,158 atom water-solvated polyalanine system we nd an average speedup factor of 122 for the computation of Z in each MD step.

36 MATERIALS SCIENCE↗

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗

Deflation as a method of variance reduction for estimating the trace of a matrix inverse

Many fields require computing the trace of the inverse of a large, sparse matrix. The typical method used for such computations is the Hutchinson method which is a Monte Carlo (MC) averaging over matrix quadratures. To improve its convergence, several variance reductions techniques have been proposed. In this paper, we study the effects of deflating the near null singular value space. We make two main contributions. First, we analyze the variance of the Hutchinson method as a function of the deflated singular values and vectors. Although this provides good intuition in general, by assuming additionally that the singular vectors are random unitary matrices, we arrive at concise formulas for the deflated variance that include only the variance and mean of the singular values. We make the remarkable observation that deflation may increase variance for Hermitian matrices but not for non-Hermitian ones. This is a rare, if not unique, property where non-Hermitian matrices outperform Hermitian ones. The theory can be used as a model for predicting the benefits of deflation. Second, we use deflation in the context of a large scale application of "disconnected diagrams" in Lattice QCD. On lattices, Hierarchical Probing (HP) has previously provided an order of magnitude of variance reduction over MC by removing "error" from neighboring nodes of increasing distance in the lattice. Although deflation used directly on MC yields a limited improvement of 30% in our problem, when combined with HP they reduce variance by a factor of over 150 compared to MC. For this, we pre-computated 1000 smallest singular values of an ill-conditioned matrix of size 25 million. Furthermore, using PRIMME and a domain-specific Algebraic Multigrid preconditioner, we perform one of the largest eigenvalue computations in Lattice QCD at a fraction of the cost of our trace computation.

97 MATHEMATICS AND COMPUTING↗

A Sparse Matrix Approach for Simultaneous Quantification of Nystagmus and Saccade

The vestibulo-ocular reflex (VOR) consists of two intermingled non-linear subsystems; namely, nystagmus and saccade. Typically, nystagmus is analysed using a single sufficiently long signal or a concatenation of them. Saccade information is not analysed and discarded due to insufficient data length to provide consistent and minimum variance estimates. This paper presents a novel sparse matrix approach to system identification of the VOR. It allows for the simultaneous estimation of both nystagmus and saccade signals. We show via simulation of the VOR that our technique provides consistent and unbiased estimates in the presence of output additive noise.

Kukreja, Sunil L.↗

An Algebraic Multilevel Preconditioner with Low-Rank Corrections for Sparse Symmetric Matrices

In this work, we describe a multilevel preconditioning technique for solving sparse symmetric linear systems of equations. This “Multilevel Schur Low-Rank” (MSLR) preconditioner first builds a tree structure $\mathcal{T}$ based on a hierarchical decomposition of the matrix and then computes an approximate inverse of the original matrix level by level. Unlike classical direct solvers, the construction of the MSLR preconditioner follows a top-down traversal of $\mathcal{T}$ and exploits a low-rank property that is satisfied by the difference between the inverses of the local Schur complements and specific blocks of the original matrix. A few steps of the generalized Lanczos tridiagonalization procedure are applied to capture most of this difference. Numerical results are reported to illustrate the efficiency and robustness of the MSLR preconditioner with both two- and three-dimensional discretized PDE problems and with publicly available test problems.

97 MATHEMATICS AND COMPUTING↗

Exploration with Scalable Gaussian Process Reinforcement Learning

Exploration is a challenging problem in reinforcement learning (RL), especially in environments with sparse rewards. Quantifying and utilizing the parametric uncertainty has been shown to be paramount for successful exploration [Osband et al., 2018]. Bayesian, or approximately Bayesian, methods present a principled means of estimating the parametric uncertainty in RL problems. Gaussian processes, nonparametric Bayesian models, are often impractical due to poor scalability and computational bottlenecks. We introduce a scalable Gaussian process RL (GPRL) method which directly induces sparsity in the covariance matrix to facilitate faster computation. This is a departure from previous GPRL methods which instead rely on data reduction and subsampling. We compare various covariance-based exploration techniques (Thompson sampling, upper confidence bound, and probabilistic maximum variance) which leverage our scalable GP framework in sparse reward environments. Finally, we show favorable comparison against the bootstrapped deep Q-Network.

97 MATHEMATICS AND COMPUTING↗

Numerical methods in Markov chain modeling

Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.

Philippe, Bernard↗

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.↗

An iterative decoupling solution method for large scale Lyapunov equations

A great deal of attention has been given to the numerical solution of the Lyapunov equation. A useful classification of the variety of solution techniques are the groupings of direct, transformation, and iterative methods. The paper summarizes those methods that are at least partly favorable numerically, giving special attention to two criteria: exploitation of a general sparse system matrix structure and efficiency in resolving the governing linear matrix equation for different matrices. An iterative decoupling solution method is proposed as a promising approach for solving large-scale Lyapunov equation when the system matrix exhibits a general sparse structure. A Fortran computer program that realizes the iterative decoupling algorithm is also discussed.

Athay, T. M.↗