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At least 19 records

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.↗

Approximate Inverse Chain Preconditioner: Iteration Count Case Study for Spectral Support Solvers

As the growing availability of computational power slows, there has been an increasing reliance on algorithmic advances. However, faster algorithms alone will not necessarily bridge the gap in allowing computational scientists to study problems at the edge of scientific discovery in the next several decades. Often, it is necessary to simplify or precondition solvers to accelerate the study of large systems of linear equations commonly seen in a number of scientific fields. Preconditioning a problem to increase efficiency is often seen as the best approach; yet, preconditioners which are fast, smart, and efficient do not always exist. Following the progress of [1], we present a new preconditioner for symmetric diagonally dominant (SDD) systems of linear equations. These systems are common in certain PDEs, network science, and supervised learning among others. Based on spectral support graph theory, this new preconditioner builds off of the work of [2], computing and applying a V-cycle chain of approximate inverse matrices. This preconditioner approach is both algebraic in nature as well as hierarchically-constrained depending on the condition number of the system to be solved. Due to its generation of an Approximate Inverse Chain of matrices, we refer to this as the AIC preconditioner. We further accelerate the AIC preconditioner by utilizing precomputations to simplify setup and multiplications in the con-text of an iterative Krylov-subspace solver. While these iterative solvers can greatly reduce solution time, the number of iterations can grow large quickly in the absence of good preconditioners. Initial results for the AIC preconditioner have shown a very large reduction in iteration counts for SDD systems as compared to standard preconditioners such as Incomplete Cholesky (ICC) and Multigrid (MG). We further show significant reduction in iteration counts against the more advanced Combinatorial Multigrid (CMG) preconditioner. We have further developed no-fill sparsification techniques to ensure that the computational cost of applying the AIC preconditioner does not grow prohibitively large as the depth of the V-cycle grows for systems with larger condition numbers. Our numerical results have shown that these sparsifiers maintain the sparsity structure of our system while also displaying significant reductions in iteration counts.1 2

97 MATHEMATICS AND COMPUTING↗

Approximate Inverse Chain Preconditioner: Iteration Count Case Study for Spectral Support Solvers

As the growing availability of computational power slows, there has been an increasing reliance on algorithmic advances. However, faster algorithms alone will not necessarily bridge the gap in allowing computational scientists to study problems at the edge of scientific discovery in the next several decades. Often, it is necessary to simplify or precondition solvers to accelerate the study of large systems of linear equations commonly seen in a number of scientific fields. Preconditioning a problem to increase efficiency is often seen as the best approach; yet, preconditioners which are fast, smart, and efficient do not always exist. Following the progress of [1], we present a new preconditioner for symmetric diagonally dominant (SDD) systems of linear equations. These systems are common in certain PDEs, network science, and supervised learning among others. Based on spectral support graph theory, this new preconditioner builds off of the work of [2], computing and applying a V-cycle chain of approximate inverse matrices. This preconditioner approach is both algebraic in nature as well as hierarchically-constrained depending on the condition number of the system to be solved. Due to its generation of an Approximate Inverse Chain of matrices, we refer to this as the AIC preconditioner. We further accelerate the AIC preconditioner by utilizing precomputations to simplify setup and multiplications in the con-text of an iterative Krylov-subspace solver. While these iterative solvers can greatly reduce solution time, the number of iterations can grow large quickly in the absence of good preconditioners. Initial results for the AIC preconditioner have shown a very large reduction in iteration counts for SDD systems as compared to standard preconditioners such as Incomplete Cholesky (ICC) and Multigrid (MG). We further show significant reduction in iteration counts against the more advanced Combinatorial Multigrid (CMG) preconditioner. We have further developed no-fill sparsification techniques to ensure that the computational cost of applying the AIC preconditioner does not grow prohibitively large as the depth of the V-cycle grows for systems with larger condition numbers. Our numerical results have shown that these sparsifiers maintain the sparsity structure of our system while also displaying significant reductions in iteration counts.1 2

97 MATHEMATICS AND COMPUTING↗

Inversion and approximation of Laplace transforms

A method of inverting Laplace transforms by using a set of orthonormal functions is reported. As a byproduct of the inversion, approximation of complicated Laplace transforms by a transform with a series of simple poles along the left half plane real axis is shown. The inversion and approximation process is simple enough to be put on a programmable hand calculator.

Lear, W. M.↗

Double exponential approximation and inverse double exponential fit for Bell Labs and International-Military Standard EMP waveforms

We summarize here the double exponential and inverse double exponential approximations for two common EMP waveforms, the Bell Laboratories (Bell Labs) and the International- military standard (IEC-MIL-STD). Both models have been used frequently due to their relatively easy analytical expressions for both the time domain waveforms and their associated frequency domain spectra.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Approximate inverse-based block preconditioners in poroelasticity

We focus on the fully implicit solution of the linear systems arising from a three-field mixed finite element approximation of Biot’s poroleasticity equations. The objective is to develop algebraic block preconditioners for the efficient solution of such systems by Krylov subspace methods. In this work, we investigate the use of approximate inverse-based techniques to decouple the native system of equations and obtain explicit sparse approximations of the Schur complements related to the physics-based partitioning of the unknowns by field type. Here, the proposed methods are tested in various numerical experiments including real-world applications dealing with petroleum and geotechnical engineering.

54 ENVIRONMENTAL SCIENCES↗

An approximation for inverse Laplace transforms

Programmable calculator runs simple finite-series approximation for Laplace transform inversions. Utilizing family of orthonormal functions, approximation is used for wide range of transforms, including those encountered in feedback control problems. Method works well as long as F(t) decays to zero as it approaches infinity and so is appliable to most physical systems.

Lear, W. M.↗

Galerkin approximation for inverse problems for nonautonomous nonlinear distributed systems

An abstract framework and convergence theory is developed for Galerkin approximation for inverse problems involving the identification of nonautonomous nonlinear distributed parameter systems. A set of relatively easily verified conditions is provided which are sufficient to guarantee the existence of optimal solutions and their approximation by a sequence of solutions to a sequence of approximating finite dimensional identification problems. The approach is based on the theory of monotone operators in Banach spaces and is applicable to a reasonably broad class of nonlinear distributed systems. Operator theoretic and variational techniques are used to establish a fundamental convergence result. An example involving evolution systems with dynamics described by nonstationary quasilinear elliptic operators along with some applications are presented and discussed.

Banks, H. T.↗

Polynomial Compensation, Inversion, And Approximation

New criterion introduced for design of discrete-time compensator. Method devised for polynomial compensation, inversion, and approximation of discrete-time linear systems. Involves quadratic measure of difference between response of compensated system and desired response. Impulse response of compensated system improves as degree of polynomial increases. Compensator emphasizes matching of large initial response. Compensators used in variety of applications, including navigation systems for spacecraft, aircraft, ships, and automated manufacturing equipment.

Baram, Yoram↗

Polynomial compensation, inversion, and approximation of discrete time linear systems

The least-squares transformation of a discrete-time multivariable linear system into a desired one by convolving the first with a polynomial system yields optimal polynomial solutions to the problems of system compensation, inversion, and approximation. The polynomial coefficients are obtained from the solution to a so-called normal linear matrix equation, whose coefficients are shown to be the weighting patterns of certain linear systems. These, in turn, can be used in the recursive solution of the normal equation.

Baram, Yoram↗

Approximated Stable Inversion for Nonlinear Systems with Nonhyperbolic Internal Dynamics

A technique to achieve output tracking for nonminimum phase nonlinear systems with non- hyperbolic internal dynamics is presented. The present paper integrates stable inversion techniques (that achieve exact-tracking) with approximation techniques (that modify the internal dynamics) to circumvent the nonhyperbolicity of the internal dynamics - this nonhyperbolicity is an obstruction to applying presently available stable inversion techniques. The theory is developed for nonlinear systems and the method is applied to a two-cart with inverted-pendulum example.

Devasia, Santosh↗

A unified framework for approximation in inverse problems for distributed parameter systems

A theoretical framework is presented that can be used to treat approximation techniques for very general classes of parameter estimation problems involving distributed systems that are either first or second order in time. Using the approach developed, one can obtain both convergence and stability (continuous dependence of parameter estimates with respect to the observations) under very weak regularity and compactness assumptions on the set of admissible parameters. This unified theory can be used for many problems found in the recent literature and in many cases offers significant improvements to existing results.

Banks, H. T.↗

A fast semi-implicit algorithm for problems of mixed type

Certain physical processes are modeled by partial differential equations which are parabolic over part of the domain and elliptic over the remainder. A family of semi-implicit algorithms which are well suited to initial-boundary value problems of this mixed type is discussed. One important feature of these algorithms is the use of an approximate inverse for the solution of the implicit linear system. A strong error analysis results in an estimate of the total error as a function of approximate inverse error e and time step h.

Frederickson, P. O.↗

A Butterfly-Accelerated Volume Integral Equation Solver for Broad Permittivity and Large-Scale Electromagnetic Analysis

In this work, a butterfly-accelerated volume integral equation (VIE) solver is proposed for fast and accurate electromagnetic (EM) analysis of scattering from heterogeneous objects. The proposed solver leverages the hierarchical off-diagonal butterfly (HOD-BF) scheme to construct the system matrix and obtain its approximate inverse, used as a preconditioner. Complexity analysis and numerical experiments validate the O(N log 2 N) construction cost of the HOD-BF-compressed system matrix and O(N log 1.5 N) inversion cost for the preconditioner, where N is the number of unknowns in the high-frequency EM scattering problem. For many practical scenarios, the proposed VIE solver requires less memory and computational time to construct the system matrix and obtain its approximate inverse compared to a H matrix-accelerated VIE solver. The accuracy and efficiency of the proposed solver have been demonstrated via its application to the EM analysis of large-scale canonical and real-world structures comprising of broad permittivity values and involving millions of unknowns.

42 ENGINEERING↗

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

97 MATHEMATICS AND COMPUTING↗