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NASA NTRS1985

GMRES acceleration of computational fluid dynamics codes

The generalized minimal residual algorithm (GMRES) is a conjugate-gradient like method that applies directly to nonsymmetric linear systems of equations. In this paper, GMRES is modified to handle nonlinear equations characteristic of computational fluid dynamics. Attention is devoted to the concept of preconditioning and the role it plays in assuring rapid convergence. A formulation is developed that allows GMRES to be preconditioned by the solution procedures already built into existing computer codes. Examples are provided that demonstrate the ability of GMRES to greatly improve the robustness and rate of convergence of current state-of-the-art fluid dynamics codes. Theoretical aspects of GMRES are presented that explain why it works. Finally, the advantage GMRES enjoys over related methods such as conjugate gradients are discussed.

Wigton, L. B.↗
NASA NTRS2003

Some Remarks on GMRES for Transport Theory

We review some work on the application of GMRES to the solution of the discrete ordinates transport equation in one-dimension. We note that GMRES can be applied directly to the angular flux vector, or it can be applied to only a vector of flux moments as needed to compute the scattering operator of the transport equation. In the former case we illustrate both the delights and defects of ILU right-preconditioners for problems with anisotropic scatter and for problems with upscatter. When working with flux moments we note that GMRES can be used as an accelerator for any existing transport code whose solver is based on a stationary fixed-point iteration, including transport sweeps and DSA transport sweeps. We also provide some numerical illustrations of this idea. We finally show how space can be traded for speed by taking multiple transport sweeps per GMRES iteration. Key Words: transport equation, GMRES, Krylov subspace

Patton, Bruce W.↗
NASA NTRS1994

Tensor-GMRES method for large sparse systems of nonlinear equations

This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

Feng, Dan↗
NASA NTRS1995

Incompressible Navier-Stokes, GMRES, and Multi-Element Airfoils

The talk will discuss current work in developing and applying the INS2D and INS3D flow solvers to problems in high-lift aerodynamics, primarily multi-element airfoils. These flow solvers solve the incompressible Navier-Stokes equations using the method of artificial compressibility. High-lift system flowfields are perhaps the most challenging aeronautical configurations for CFD. Difficulties with convergence for multi-element configurations using fine-grid overset meshes has led to research in using Krylov-space iterative matrix solvers. In particular, a Generalized Minimum Residual (GMRES) solver has found to be a dramatic improvement over a previously used Gauss-Seidal line-relaxation solver.

Rogers, Stuart↗
NASA NTRS1991

Development of iterative techniques for the solution of unsteady compressible viscous flows

Efficient iterative solution methods are being developed for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations. Iterative time marching methods have several advantages over classical multi-step explicit time marching schemes, and non-iterative implicit time marching schemes. Iterative schemes have better stability characteristics than non-iterative explicit and implicit schemes. Thus, the extra work required by iterative schemes can also be designed to perform efficiently on current and future generation scalable, missively parallel machines. An obvious candidate for iteratively solving the system of coupled nonlinear algebraic equations arising in CFD applications is the Newton method. Newton's method was implemented in existing finite difference and finite volume methods. Depending on the complexity of the problem, the number of Newton iterations needed per step to solve the discretized system of equations can, however, vary dramatically from a few to several hundred. Another popular approach based on the classical conjugate gradient method, known as the GMRES (Generalized Minimum Residual) algorithm is investigated. The GMRES algorithm was used in the past by a number of researchers for solving steady viscous and inviscid flow problems with considerable success. Here, the suitability of this algorithm is investigated for solving the system of nonlinear equations that arise in unsteady Navier-Stokes solvers at each time step. Unlike the Newton method which attempts to drive the error in the solution at each and every node down to zero, the GMRES algorithm only seeks to minimize the L2 norm of the error. In the GMRES algorithm the changes in the flow properties from one time step to the next are assumed to be the sum of a set of orthogonal vectors. By choosing the number of vectors to a reasonably small value N (between 5 and 20) the work required for advancing the solution from one time step to the next may be kept to (N+1) times that of a noniterative scheme. Many of the operations required by the GMRES algorithm such as matrix-vector multiplies, matrix additions and subtractions can all be vectorized and parallelized efficiently.

Sankar, Lakshmi N.↗
NASA NTRS1993

Nested Krylov methods and preserving the orthogonality

Recently the GMRESR inner-outer iteraction scheme for the solution of linear systems of equations was proposed by Van der Vorst and Vuik. Similar methods have been proposed by Axelsson and Vassilevski and Saad (FGMRES). The outer iteration is GCR, which minimizes the residual over a given set of direction vectors. The inner iteration is GMRES, which at each step computes a new direction vector by approximately solving the residual equation. However, the optimality of the approximation over the space of outer search directions is ignored in the inner GMRES iteration. This leads to suboptimal corrections to the solution in the outer iteration, as components of the outer iteration directions may reenter in the inner iteration process. Therefore we propose to preserve the orthogonality relations of GCR in the inner GMRES iteration. This gives optimal corrections; however, it involves working with a singular, non-symmetric operator. We will discuss some important properties, and we will show by experiments that, in terms of matrix vector products, this modification (almost) always leads to better convergence. However, because we do more orthogonalizations, it does not always give an improved performance in CPU-time. Furthermore, we will discuss efficient implementations as well as the truncation possibilities of the outer GCR process. The experimental results indicate that for such methods it is advantageous to preserve the orthogonality in the inner iteration. Of course we can also use iteration schemes other than GMRES as the inner method; methods with short recurrences like GICGSTAB are of interest.

Desturler, Eric↗
NASA NTRSDate not supplied

Sparse Linear Algebra Toolkit for Computational Aerodynamics

Finding solutions to sparse linear systems of equations is an essential step in Computational Engineering applications of interest to NASA. Linear systems of equations are composed and solved in almost every computational engineering application. The characteristics of linear systems vary greatly from one application to another. Accordingly, there are a wide variety of methods for the solution of linear systems of equations. The operations and methods prepared by the authors are focused on linear systems of interest to NASA, primarily those associated with Computational Fluid Dynamics (CFD), Aeroelasticity, and Aeroacoustics. The Sparse Linear Algebra Toolkit (SLAT) is a coordinated collection of software featuring operations, methods, and data structures that are useful when solving sparse linear systems of equations on modern computer architectures. The implemented operations and methods are designed and tuned for parallelism in shared memory, in distributed memory, and across the hybrid combination of distributed-shared memory. The toolkit includes novel methods and implementations for modern architectures and facilitates development of new approaches for meeting NASA’s evolving computational engineering challenges using evolving computer architectures that are not available in vendor libraries. In this paper, significant features and interfaces within SLAT are presented and verified for simulations performed with NASA’s CFD solver, FUN3D. The runtime and scaling performance of the Generalized Minimum Residual (GMRES) method implemented in SLAT is analyzed for the linear subproblems within the solution of turbulent Navier-Stokes equations employed in the simulation of high-lift configurations. Prior to this work, the SPARSKIT GMRES implementation was the only Krylov subspace method available within FUN3D. A strong scaling study shows the SLAT GMRES implementation facilitates accurate Reynolds-averaged Navier-Stokes CFD solutions between 15% and 56% faster than the SPARSKIT GMRES implementation.

Stephen L Wood↗
NASA NTRS1992

Development of iterative techniques for the solution of unsteady compressible viscous flows

A research effort was initiated at Georgia Tech in February 1991 on the development of efficient techniques for the computation of 2-D and 3-D unsteady compressible flow problems. It was found that in 2-D unsteady viscous flow applications, the generalized minimal residual (GMRES) scheme was able to significantly improve the accuracy and stability characteristics of an existing 2-D ADI (Alternating Direction Implicit) time marching scheme. That is, the GMRES/ADI combination allowed 10 to 20 times larger time steps compared to an ADI scheme. Because the GMRES algorithm requires 5 to 10 times the CPU work compared to the ADI scheme, the combined GMRES/ADI scheme yields a net factor of 2 savings in CPU cost. During the past year, we also experimented with GMRES/multigrid/ADI combination. The purpose of this combination was to compute the low frequency components of the change in the flow properties from one time step to the next on a coarse grid. This strategy reduces the memory requirements of the GMRES method roughly by a factor of 4-8 for steady flow problems.

Sankar, Lakshmi N.↗
NASA NTRS1992

Application of a generalized minimal residual method to 2D unsteady flows

A generalized minimum residual scheme (GMRES), previously developed for solving nonlinear and linear systems of equations, has been applied to the numerical solution of 2D unsteady compressible flows. It is found that the use of GMRES significantly increases the time step that may be used, compared to noniterative implicit schemes. The feasibility of reducing the memory requirements of the GMRES scheme using a multigrid strategy has also been explored. Several sample steady and unsteady viscous flow applications are presented.

Hixon, Ray↗
NASA NTRS1992

Complex generalized minimal residual algorithm for iterative solution of quantum-mechanical reactive scattering equations

Complex dense matrices corresponding to the D + H2 and O + HD reactions were solved using a complex generalized minimal residual (GMRes) algorithm described by Saad and Schultz (1986) and Saad (1990). To provide a test case with a different structure, the H + H2 system was also considered. It is shown that the computational effort for solutions with the GMRes algorithm depends on the dimension of the linear system, the total energy of the scattering problem, and the accuracy criterion. In several cases with dimensions in the range 1110-5632, the GMRes algorithm outperformed the LAPACK direct solver, with speedups for the linear equation solution as large as a factor of 23.

Chatfield, David C.↗
NASA NTRS1994

Preconditioned conjugate gradient methods for the Navier-Stokes equations

A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulation. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a conventional implicit solver, namely line Gauss-Seidel relaxation (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU time on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow case are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner.

Ajmani, Kumud↗
NASA NTRS1996

Practical Aspects of Krylov Subspace Iterative Methods in CFD

Implementation issues associated with the application of Krylov subspace iterative methods, such as Newton-GMRES, are presented within the framework of practical computational fluid dynamic (CFD) applications. This paper categorizes, evaluates, and contrasts the major ingredients (function evaluations, matrix-vector products, and preconditioners) of Newton-GMRES Krylov subspace methods in terms of their effect on the local linear and global nonlinear convergence, memory requirements, and accuracy. The discussion focuses on Newton-GMRES in both a structured multi-zone incompressible Navier-Stokes solver and an unstructured mesh finite-volume Navier-Stokes solver. Approximate versus exact matrix-vector products, effective preconditioners, and other pertinent issues are addressed.

Pulliam, Thomas H.↗
NASA NTRS1998

Non-Equilibrium Turbulence Modeling for High Lift Aerodynamics

This phase is discussed in ('Non linear kappa - epsilon - upsilon(sup 2) modeling with application to high lift', Application of the kappa - epsilon -upsilon(sup 2) model to multi-component airfoils'). Further results are presented in 'Non-linear upsilon(sup 2) - f modeling with application to high-lift' The ADI solution method in the initial implementation was very slow to converge on multi-zone chimera meshes. I modified the INS implementation to use GMRES. This provided improved convergence and less need for user intervention in the solution process. There were some difficulties with implementation into the NASA compressible codes, due to their use of approximate factorization. The Helmholtz equation for f is not an evolution equation, so it is not of the form assumed by the approximate factorization method. Although The Kalitzin implementation involved a new solution algorithm ('An implementation of the upsilon(sup 2) - f model with application to transonic flows'). The algorithm involves introducing a relaxation term in the f-equation so that it can be factored. The factorization can be into a plane and a line, with GMRES used in the plane. The NASA code already evaluated coefficients in planes, so no additional memory is required except that associated the the GMRES algorithm. So the scope of this project has expanded via these interactions. . The high-lift work has dovetailed into turbine applications.

Durbin, P. A.↗
NASA NTRS1990

Combined AIE/EBE/GMRES approach to incompressible flows

Adaptive implicit-explicit (AIE), grouped element-by-element (GEBE), and generalized minimum residuals (GMRES) solution techniques for incompressible flows are combined. In this approach, the GEBE and GMRES iteration methods are employed to solve the equation systems resulting from the implicitly treated elements, and therefore no direct solution effort is involved. The benchmarking results demonstrate that this approach can substantially reduce the CPU time and memory requirements in large-scale flow problems. Although the description of the concepts and the numerical demonstration are based on the incompressible flows, the approach presented here is applicable to larger class of problems in computational mechanics.

Liou, J.↗
NASA NTRS1992

Development of iterative techniques for the solution of unsteady compressible viscous flows

The development of efficient iterative solution methods for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations is discussed. Iterative time marching methods have several advantages over classical multi-step explicit time marching schemes, and non-iterative implicit time marching schemes. Iterative schemes have better stability characteristics than non-iterative explicit and implicit schemes. In this work, another approach based on the classical conjugate gradient method, known as the Generalized Minimum Residual (GMRES) algorithm is investigated. The GMRES algorithm has been used in the past by a number of researchers for solving steady viscous and inviscid flow problems. Here, we investigate the suitability of this algorithm for solving the system of non-linear equations that arise in unsteady Navier-Stokes solvers at each time step.

Sankar, Lakshmi N.↗
NASA NTRS1991

A globally convergent matrix-free algorithm for implicit time-marching schemes arising in finite element analysis in fluids

A solution procedure for solving nonlinear time-marching problems is presented. The nonsymmetric systems of equations arising from a Newton-type linearization of these time-marching problems are solved using an iterative strategy based on the generalized minimal residual (GMRES) algorithm. Matrix-free techniques leading to reduction in storage are presented. Incorporation of a linesearch algorithm in the Newton-GMRES scheme is discussed. An automatic time-increment control strategy is developed to increase the stability of the time-marching process. High-speed flow computations demonstrate the effectiveness of these algorithms.

Johan, Zdenek↗
NASA NTRS1993

A comparison of two methods for solving 3-D unsteady compressible viscous flows

Numerical solutions of 3D unsteady compressible flows for several steady and unsteady cases are obtained using two procedures - a noniterative Alternating Direction Implicit (ADI) scheme and a Generalized Minimal RESidual (GMRES) method. Results obtained are compared with each other and also with experimental data. It is found that the GMRES procedure can provide significant speedups compared to the noniterative ADI procedure.

Hixon, Ray↗
NASA NTRS1993

Development of iterative techniques for the solution of unsteady compressible viscous flows

The work done under this project was documented in detail as the Ph. D. dissertation of Dr. Duane Hixon. The objectives of the research project were evaluation of the generalized minimum residual method (GMRES) as a tool for accelerating 2-D and 3-D unsteady flows and evaluation of the suitability of the GMRES algorithm for unsteady flows, computed on parallel computer architectures.

Sankar, Lakshmi↗