Search NASA⌕ Search

SEARCH · Search NASA

Results for “sparse 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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

157 records · Page 9

A comparison of preconditioned Krylov subspace methods for large‐scale nonsymmetric linear systems

Summary Preconditioned Krylov subspace (KSP) methods are widely used for solving large‐scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the nature of the PDEs, boundary or jump conditions, or discretization methods. While implementations of preconditioned KSP methods are usually readily available, it is unclear to users which methods are the best for different classes of problems. In this work, we present a comparison of some KSP methods, including GMRES, TFQMR, BiCGSTAB, and QMRCGSTAB, coupled with three classes of preconditioners, namely, Gauss–Seidel, incomplete LU factorization (including ILUT, ILUTP, and multilevel ILU), and algebraic multigrid (including BoomerAMG and ML). Theoretically, we compare the mathematical formulations and operation counts of these methods. Empirically, we compare the convergence and serial performance for a range of benchmark problems from numerical PDEs in two and three dimensions with up to millions of unknowns and also assess the asymptotic complexity of the methods as the number of unknowns increases. Our results show that GMRES tends to deliver better performance when coupled with an effective multigrid preconditioner, but it is less competitive with an ineffective preconditioner due to restarts. BoomerAMG with a proper choice of coarsening and interpolation techniques typically converges faster than ML, but both may fail for ill‐conditioned or saddle‐point problems, whereas multilevel ILU tends to succeed. We also show that right preconditioning is more desirable. This study helps establish some practical guidelines for choosing preconditioned KSP methods and motivates the development of more effective preconditioners.

Ghai, Aditi↗

Development of a steady potential solver for use with linearized, unsteady aerodynamic analyses

A full potential steady flow solver (SFLOW) developed explicitly for use with an inviscid unsteady aerodynamic analysis (LINFLO) is described. The steady solver uses the nonconservative form of the nonlinear potential flow equations together with an implicit, least squares, finite difference approximation to solve for the steady flow field. The difference equations were developed on a composite mesh which consists of a C grid embedded in a rectilinear (H grid) cascade mesh. The composite mesh is capable of resolving blade to blade and far field phenomena on the H grid, while accurately resolving local phenomena on the C grid. The resulting system of algebraic equations is arranged in matrix form using a sparse matrix package and solved by Newton's method. Steady and unsteady results are presented for two cascade configurations: a high speed compressor and a turbine with high exit Mach number.

Hoyniak, Daniel↗

Krylov subspace recycling for evolving structures

Krylov subspace recycling is a powerful tool when solving a long series of large, sparse linear systems that change only slowly over time. In PDE constrained shape optimization, these series appear naturally, as typically hundreds or thousands of optimization steps are needed with only small changes in the geometry. In this setting, however, applying Krylov subspace recycling can be a difficult task. As the geometry evolves, in general, so does the finite element mesh defined on or representing this geometry, including the numbers of nodes and elements and element connectivity. This is especially the case if re-meshing techniques are used. As a result, the number of algebraic degrees of freedom in the system changes, and in general the linear system matrices resulting from the finite element discretization change size from one optimization step to the next. Changes in the mesh connectivity also lead to structural changes in the matrices. In the case of re-meshing, even if the geometry changes only a little, the corresponding mesh might differ substantially from the previous one. Obviously, this prevents any straightforward mapping of the approximate invariant subspace of the linear system matrix (the focus of recycling in this work) from one optimization step to the next; similar problems arise for other selected subspaces. In this paper, we present an algorithm to map an approximate invariant subspace of the linear system matrix for the previous optimization step to an approximate invariant subspace of the linear system matrix for the current optimization step, for general meshes. This is achieved by exploiting the map from coefficient vectors to finite element functions on the mesh, combined with interpolation or approximation of functions on the finite element mesh. We demonstrate the effectiveness of our approach numerically with several proof of concept studies for a specific meshing technique.

42 ENGINEERING↗

The Design-To-Cost Manifold

Design-to-cost is a popular technique for controlling costs. Although qualitative techniques exist for implementing design to cost, quantitative methods are sparse. In the launch vehicle and spacecraft engineering process, the question whether to minimize mass is usually an issue. The lack of quantification in this issue leads to arguments on both sides. This paper presents a mathematical technique which both quantifies the design-to-cost process and the mass/complexity issue. Parametric cost analysis generates and applies mathematical formulas called cost estimating relationships. In their most common forms, they are continuous and differentiable. This property permits the application of the mathematics of differentiable manifolds. Although the terminology sounds formidable, the application of the techniques requires only a knowledge of linear algebra and ordinary differential equations, common subjects in undergraduate scientific and engineering curricula. When the cost c is expressed as a differentiable function of n system metrics, setting the cost c to be a constant generates an n-1 dimensional subspace of the space of system metrics such that any set of metric values in that space satisfies the constant design-to-cost criterion. This space is a differentiable manifold upon which all mathematical properties of a differentiable manifold may be applied. One important property is that an easily implemented system of ordinary differential equations exists which permits optimization of any function of the system metrics, mass for example, over the design-to-cost manifold. A dual set of equations defines the directions of maximum and minimum cost change. A simplified approximation of the PRICE H(TM) production-production cost is used to generate this set of differential equations over [mass, complexity] space. The equations are solved in closed form to obtain the one dimensional design-to-cost trade and design-for-cost spaces. Preliminary results indicate that cost is relatively insensitive to changes in mass and that the reduction of complexity, both in the manufacturing process and of the spacecraft, is dominant in reducing cost.

Dean, Edwin B.↗

Randomized Algorithms for Symmetric Nonnegative Matrix Factorization

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a matrix with a product of a nonnegative, low-rank matrix and it transpose. To design faster and more scalable algorithms for SymNMF we develop two randomized algorithms for its computation. The first method uses randomized matrix sketching to compute an initial low-rank approximation to the input matrix and proceeds to uses this as a low-rank input to rapidly compute a SymNMF. The second methods uses randomized leverage score sampling to approximately solve constrained least squares problems. Many successful methods for SymNMF rely on (approximately) solving sequences of constrained least squares problems. Here, we prove theoretically that leverage score sampling can approximately solve constrained least squares problems to e-accuracy. Finally we demonstrate both methods work in practice by applying them to graph clustering tasks on large real world data sets. These experiments show that our methods approximately maintain solution quality and achieve significant speed ups for both large dense and large sparse problems.

97 MATHEMATICS AND COMPUTING↗

Rational approximations from power series of vector-valued meromorphic functions

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

Sidi, Avram↗

Matrix Algebra for GPU and Multicore Architectures (MAGMA) for Large Petascale Systems

The goal of the MAGMA project is to create a new generation of linear algebra libraries that achieve the fastest possible time to an accurate solution on hybrid Multicore+GPU-based systems, using all the processing power that future high-end systems can make available within given energy constraints. Our efforts at the University of Tennessee achieved the goals set in all of the five areas identified in the proposal: 1. Communication optimal algorithms; 2. Autotuning for GPU and hybrid processors; 3. Scheduling and memory management techniques for heterogeneity and scale; 4. Fault tolerance and robustness for large scale systems; 5. Building energy efficiency into software foundations. The University of Tennessee’s main contributions, as proposed, were the research and software development of new algorithms for hybrid multi/many-core CPUs and GPUs, as related to two-sided factorizations and complete eigenproblem solvers, hybrid BLAS, and energy efficiency for dense, as well as sparse, operations. Furthermore, as proposed, we investigated and experimented with various techniques targeting the five main areas outlined.

97 MATHEMATICS AND COMPUTING↗

A matrix-free approach for finite-strain hyperelastic problems using geometric multigrid

This paper investigates matrix-free algorithms for problems in quasi-static finite-strain hyperelasticity. Iterative solvers with matrix-free operator evaluation have emerged as an attractive alternative to sparse matrices in the fluid dynamics and wave propagation communities because they significantly reduce the memory traffic, the limiting factor in classical finite element solvers. Specifically, we study different matrix-free realizations of the finite element tangent operator and determine whether generalized methods of incorporating complex constitutive behavior might be feasible. Furthermore, in order to improve the convergence behavior of iterative solvers, we also propose a method by which to construct level tangent operators and employ them to define a geometric multigrid preconditioner. Additionally, the performance of the matrix-free operator and the geometric multigrid preconditioner is compared to the matrix-based implementation with an algebraic multigrid (AMG) preconditioner on a single node for a representative numerical example of a heterogeneous hyperelastic material in two and three dimensions. We find that matrix-free methods for finite-strain solid mechanics are very promising, outperforming linear matrix-based schemes by two to five times, and that it is possible to develop numerically efficient implementations that are independent of the hyperelastic constitutive law.

42 ENGINEERING↗

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗

Domain-decomposition nonlinear manifold reduced order model

This software combines nonlinear-manifold reduced order models (NM-ROMs) with domain decomposition (DD) techniques. NM-ROMs, which utilize a shallow, sparse autoencoder trained with full order model (FOM) snapshot data, approximate the FOM state on a nonlinear manifold. These models offer advantages over linear-subspace ROMs (LS-ROMs) particularly in scenarios with slowly decaying Kolmogorov n-width. However, the training of NM-ROMs involves a number of parameters that scale with the size of the FOM, and storing high-dimensional FOM snapshots can significantly increase the cost of ROM training for extreme-scale problems. To mitigate these costs, the software employs DD to partition the FOM into smaller subdomains, computes NM-ROMs for each, and then integrates these to form a global NM-ROM. This strategy offers multiple benefits: it enables parallel training of subdomain NM-ROMs, reduces the number of parameters needed, decreases the dimensional requirements of subdomain FOM training data, and allows for customization to the unique characteristics of each FOM subdomain. The use of a shallow, sparse autoencoder architecture in each subdomain NM-ROM facilitates the application of hyper-reduction (HR), simplifying the nonlinear complexities and enhancing computational speed. This software marks the inaugural application of NM-ROM combined with HR to a DD problem. It features an algebraic DD reformulation of the FOM, training of NM-ROMs with HR for each subdomain, and employs a sequential quadratic programming (SQP) solver for the evaluation of the coupled global NMROM. The effectiveness of the DD NM-ROM with HR is numerically demonstrated on the 2D steady-state Burgers' equation, showing an order of magnitude improvement in accuracy over the DD LS-ROM with HR.

Diaz, AlejandroN↗

A fast and accurate domain decomposition nonlinear manifold reduced order model

Here, this paper integrates nonlinear-manifold reduced order models (NM-ROMs) with domain decomposition (DD). NM ROMs approximate the full order model (FOM) state in a nonlinear-manifold by training a shallow, sparse autoencoder using FOM snapshot data. These NM-ROMs can be advantageous over linear-subspace ROMs (LS-ROMs) for problems with slowly decaying Kolmogorov n-width. However, the number of NM-ROM parameters that need to be trained scales with the size of the FOM. Moreover, for “extreme-scale” problems, the storage of high-dimensional FOM snapshots alone can make ROM training expensive. To alleviate the training cost, this paper applies DD to the FOM, computes NM-ROMs on each subdomain, and couples them to obtain a global NM-ROM. This approach has several advantages: Subdomain NM-ROMs can be trained in parallel, involve fewer parameters to be trained than global NM-ROMs, require smaller subdomain FOM dimensional training data, and can be tailored to subdomain specific features of the FOM. The shallow, sparse architecture of the autoencoder used in each subdomain NM-ROM allows application of hyper-reduction (HR), reducing the complexity caused by nonlinearity and yielding computational speedup of the NM-ROM. This paper provides the first application of NM-ROM (with HR) to a DD problem. In particular, this paper details an algebraic DD reformulation of the FOM, training a NM-ROM with HR for each sub domain, and a sequential quadratic programming (SQP) solver to evaluate the coupled global NM-ROM. Theoretical convergence results for the SQP method and a priori and a posteriori error estimates for the DD NM-ROM with HR are provided. The proposed DD NM-ROM with HR approach is numerically compared to a DD LS-ROM with HR on the 2D steady-state Burgers’ equation, showing an order of magnitude improvement in accuracy of the proposed DD NM-ROM over the DD LS-ROM.

97 MATHEMATICS AND COMPUTING↗

Butterfly Factorization Via Randomized Matrix-Vector Multiplications

This paper presents an adaptive randomized algorithm for computing the butterfly factorization of an m × n matrix with m ≈ n provided that both the matrix and its transpose can be rapidly applied to arbitrary vectors. The resulting factorization is composed of O(log n) sparse factors, each containing O(n) nonzero entries. The factorization can be attained using O(n 3/2 log n) computation and O(n log n) memory resources. Furthermore, the proposed algorithm can be implemented in parallel and can apply to matrices with strong or weak admissibility conditions arising from surface integral equation solvers as well as multi-frontal-based finite-difference, finite-element, or finite-volume solvers. A distributed-memory parallel implementation of the algorithm demonstrates excellent scaling behavior.

97 MATHEMATICS AND COMPUTING↗

Randomized methods to characterize large-scale vortical flow networks

We demonstrate the effective use of randomized methods for linear algebra to perform network-based analysis of complex vortical flows. Network theoretic approaches can reveal the connectivity structures among a set of vortical elements and analyze their collective dynamics. These approaches have recently been generalized to analyze high-dimensional turbulent flows, for which network computations can become prohibitively expensive. In this work, we propose efficient methods to approximate network quantities, such as the leading eigendecomposition of the adjacency matrix, using randomized methods. Specifically, we use the Nyström method to approximate the leading eigenvalues and eigenvectors, achieving significant computational savings and reduced memory requirements. The effectiveness of the proposed technique is demonstrated on two high-dimensional flow fields: two-dimensional flow past an airfoil and two-dimensional turbulence. We find that quasi-uniform column sampling outperforms uniform column sampling, while both feature the same computational complexity.

97 MATHEMATICS AND COMPUTING↗