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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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NASA NTRS1990

Implicit application of polynomial filters in a k-step Arnoldi method

The Arnoldi process is a well known technique for approximating a few eigenvalues and corresponding eigenvectors of a general square matrix. Numerical difficulties such as loss of orthogonality and assessment of the numerical quality of the approximations as well as a potential for unbounded growth in storage have limited the applicability of the method. These issues are addressed by fixing the number of steps in the Arnoldi process at a prescribed value k and then treating the residual vector as a function of the initial Arnoldi vector. This starting vector is then updated through an iterative scheme that is designed to force convergence of the residual to zero. The iterative scheme is shown to be a truncation of the standard implicitly shifted QR-iteration for dense problems and it avoids the need to explicitly restart the Arnoldi sequence. The main emphasis of this paper is on the derivation and analysis of this scheme. However, there are obvious ways to exploit parallelism through the matrix-vector operations that comprise the majority of the work in the algorithm. Preliminary computational results are given for a few problems on some parallel and vector computers.

Sorensen, D. C.↗
NASA NTRS1996

Implicity restarted Arnoldi/Lanczos methods for large scale eigenvalue calculations

Eigenvalues and eigenfunctions of linear operators are important to many areas of applied mathematics. The ability to approximate these quantities numerically is becoming increasingly important in a wide variety of applications. This increasing demand has fueled interest in the development of new methods and software for the numerical solution of large-scale algebraic eigenvalue problems. In turn, the existence of these new methods and software, along with the dramatically increased computational capabilities now available, has enabled the solution of problems that would not even have been posed five or ten years ago. Until very recently, software for large-scale nonsymmetric problems was virtually non-existent. Fortunately, the situation is improving rapidly. The purpose of this article is to provide an overview of the numerical solution of large-scale algebraic eigenvalue problems. The focus will be on a class of methods called Krylov subspace projection methods. The well-known Lanczos method is the premier member of this class. The Arnoldi method generalizes the Lanczos method to the nonsymmetric case. A recently developed variant of the Arnoldi/Lanczos scheme called the Implicitly Restarted Arnoldi Method is presented here in some depth. This method is highlighted because of its suitability as a basis for software development.

Sorensen, Danny C.↗
NASA NTRS1992

Upper bounds for convergence rates of vector extrapolation methods on linear systems with initial iterations

The application of the minimal polynomial extrapolation (MPE) and the reduced rank extrapolation (RRE) to a vector sequence obtained by the linear iterative technique x(sub j) + 1 = Ax(sub j) = b,j = 1,2,..., is considered. Both methods produce a two dimensional array of approximations s(sub n,k) to the solution of the system (I - A)x = b. Here, s(sub n,k) is obtained from the vectors x(sub j), n is less than or equal to j is less than or equal to n + k + 1. It was observed in an earlier publication by the first author that the sequence s(sub n,k), k = 1,2,..., for n greater than 0, but fixed, possesses better convergence properties than the sequence s(sub 0,k), k = 1,2,.... A detailed theoretical explanation for this phenomenon is provided in the present work. This explanation is heavily based on approximations by incomplete polynomials. It is demonstrated by numerical examples when the matrix A is sparse that cycling with s(sub n,k) for n greater than 0, but fixed, produces better convergence rates and costs less computationally than cycling with s(sub 0,k). It is also illustrated numerically with a convection-diffusion problem that the former may produce excellent results where the latter may fail completely. As has been shown in an earlier publication, the results produced by s(sub 0,k) are identical to the corresponding results obtained by applying the Arnoldi method or generalized minimal residual scheme (GMRES) to the system (I - A)x = b.

Sidi, Avram↗
NASA NTRS1999

On the Stability of Three-Dimensional Boundary Layers: Secondary Instability - Pt. 2

The secondary instability of three-dimensional incompressible boundary layers is studied using Floquet theory. Starting from the equilibrium solutions that we obtained from the PSE computations documented in Part 1, we investigate the region where a purely stationary crossflow disturbance saturates for its secondary instability characteristics utilizing developed global and local eigenvalue solvers that are based on the Implicitly Restarted Arnoldi Method, and a Newton-Raphson technique, respectively. The main focuses of this study are on the existence of multiple roots in the eigenvalue spectrum that could explain experimental observations of time-dependent occurrences of an explosive growth of traveling disturbances, on the routes by which high-frequency disturbances enter the boundary layer, as well as on gaining more information about threshold amplitudes for the growth of secondary disturbances.

Janke, Erik↗
NASA NTRS1991

Acceleration of convergence by shifting the spectrum of implicit finite difference operators associated with the equations of gas dynamics

Eigensystem analysis techniques are applied to finite difference formulations of the Navier-Stokes equations in one dimension. Spectra of the resulting implicit difference operators are computed. The largest eigenvalues are calculated by using a combination of the Frechet derivative of the operators and Arnoldi's method. The accuracy of Arnoldi's method is tested by comparing the rate of convergence of the iterative method with the dominant eigenvalue of the original iteration matrix. On the basis of the pattern of eigenvalue distributions for various flow configurations, a shifting of the implicit operators in question is devised. This procedure has improved the rates of convergence of CFD codes by 20 - 50 percent.

Cheer, A.↗
NASA NTRS1988

Numerical solution of large nonsymmetric eigenvalue problems

Several methods are discribed for combinations of Krylov subspace techniques, deflation procedures and preconditionings, for computing a small number of eigenvalues and eigenvectors or Schur vectors of large sparse matrices. The most effective techniques for solving realistic problems from applications are those methods based on some form of preconditioning and one of several Krylov subspace techniques, such as Arnoldi's method or Lanczos procedure. Two forms of preconditioning are considered: shift-and-invert and polynomial acceleration. The latter presents some advantages for parallel/vector processing but may be ineffective if eigenvalues inside the spectrum are sought. Some algorithmic details are provided that improve the reliability and effectiveness of these techniques.

Saad, Youcef↗
NASA NTRS1992

Application of vector-valued rational approximations to the matrix eigenvalue problem and connections with Krylov subspace methods

Let F(z) be a vectored-valued function F: C approaches C sup N, which is analytic at z=0 and meromorphic in a neighborhood of z=0, and let its Maclaurin series be given. We use vector-valued rational approximation procedures for F(z) that are based on its Maclaurin series in conjunction with power iterations to develop bona fide generalizations of the power method for an arbitrary N X N matrix that may be diagonalizable or not. These generalizations can be used to obtain simultaneously several of the largest distinct eigenvalues and the corresponding invariant subspaces, and present a detailed convergence theory for them. In addition, it is shown that the generalized power methods of this work are equivalent to some Krylov subspace methods, among them the methods of Arnoldi and Lanczos. Thus, the theory provides a set of completely new results and constructions for these Krylov subspace methods. This theory suggests at the same time a new mode of usage for these Krylov subspace methods that were observed to possess computational advantages over their common mode of usage.

Sidi, Avram↗
NASA NTRS2021

Thermal Inspection of a Composite Fuselage Section Using theMethod of Proper Generalized Decomposition

Proper Generalized Decomposition (PGD) is a reduced order modeling technique for the simulation of physical systems whose governing equations depend on boundary conditions, initial conditions, material properties, and geometric parameters. It uses separated representations of system covariates combined with an iterative approximation method known as successive enrichment in order to compute an accurate parameter-dependent approximation to the full governing equations. PGD can also be used as an alternative to the Singular Value Decomposition (SVD) of a matrix and therefore as an alternative to PCA thermography. In this paper PGD was used to analyze data derived from the inspection of a composite fuselage forward section using flash thermography, and the results were compared against the standard PCA approach.

Nondestructive Evaluation↗
NASA NTRS1975

Thickness noise of helicopter rotors at high tip speeds

A new formulation of helicopter rotor thickness, noise for hover and forward flight, is discussed. The parameters required for this formulation are rotor motion, planform and airfoil thickness distribution. A computer program has been developed to calculate the pressure signature due to blade thickness for a helicopter in arbitrary motion. Comparison with high-speed helicopter tests shows good agreement with calculations when the observer is in or near the horizontal plane in which the rotor disk lies. Characteristics of thickness noise are illustrated by numerical examples indicating strongly that the high-speed blade slap may be due primarily to the thickness effect. The methods of Deming and Arnoldi are discussed as the special cases of this technique.

Farassat, F.↗
NASA NTRS1975

Thickness Noise of Helicopter Rotors at High Tip Speeds

A new formulation of helicopter rotor thickness, noise for hover and forward flight, is discussed. The parameters required for this formulation are rotor motion, planform and airfoil thickness distribution. A computer program has been developed to calculate the pressure signature due to blade thickness for a helicopter in arbitrary motion. Comparison with high-speed helicopter tests shows good agreement with calculations when the observer is in or near the horizontal plane in which the rotor disc lies. Characteristics of thickness noise are illustrated by numerical examples indicating strongly that the high-speed blade slap may be due primarily to the thickness effect. The methods of Deming and Arnoldi are discussed as the special cases of this technique.

Farassat, F.↗
NASA NTRS1989

Projection methods for the numerical solution of Markov chain models

Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

Saad, Youcef↗
NASA NTRS1949

Response of a Rotating Propeller to Aerodynamic Excitation

The flexural vibration of a rotating propeller blade with clamped shank is analyzed with the object of presenting, in matrix form, equations for the elastic bending moments in forced vibration resulting from aerodynamic forces applied at a fixed multiple of rotational speed. Matrix equations are also derived which define the critical speeds end mode shapes for any excitation order and the relation between critical speed and blade angle. Reference is given to standard works on the numerical solution of matrix equations of the forms derived. The use of a segmented blade as an approximation to a continuous blade provides a simple means for obtaining the matrix solution from the integral equation of equilibrium, so that, in the numerical application of the method presented, the several matrix arrays of the basic physical characteristics of the propeller blade are of simple form, end their simplicity is preserved until, with the solution in sight, numerical manipulations well-known in matrix algebra yield the desired critical speeds and mode shapes frame which the vibration at any operating condition may be synthesized. A close correspondence between the familiar Stodola method and the matrix method is pointed out, indicating that any features of novelty are characteristic not of the analytical procedure but only of the abbreviation, condensation, and efficient organization of the numerical procedure made possible by the use of classical matrix theory.

Arnoldi, Walter E.↗