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All sources NASA NTRS DOE OSTI

DOE OSTI2024

Iterative methods in GPU-resident linear solvers for nonlinear constrained optimization

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra methods are often inefficient. For example, methods for solving ill-conditioned linear systems have relied on conditional branching, which degrades performance on hardware accelerators such as graphical processing units (GPUs). To improve the efficiency of solving ill-conditioned systems, our computational strategy separates computations that are efficient on GPUs from those that need to run on traditional central processing units (CPUs). Our strategy maximizes the reuse of expensive CPU computations. Iterative methods, which thus far have not been broadly used for ill-conditioned linear systems, play an important role in our approach. In particular, we extend ideas from Arioli et al., (2007) to implement iterative refinement using inexact LU factors and flexible generalized minimal residual (FGMRES), with the aim of efficient performance on GPUs. In conclusion, we focus on solutions that are effective within broader application contexts, and discuss how early performance tests could be improved to be more predictive of the performance in a realistic environment.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗

DOE OSTI2025

Information theory optimization of signals from small-angle scattering measurements

Small-angle X-ray scattering (SAXS) of particles in solution informs on the conformational states and assemblies of biological macromolecules (bioSAXS) outside of cryo- and solid-state conditions. In bioSAXS, the SAXS measurement under dilute conditions is resolution limited, and through an inverse Fourier transform, the measured SAXS intensities directly relate to the physical space occupied by the particles via the P (r)-distribution. Yet, this inverse transform of SAXS data has been historically cast as an ill-posed, ill-conditioned problem requiring an indirect approach. Here, we show that through the applications of matrix and information theories, the inverse transform of SAXS intensity data is a well-conditioned problem. The so-called ill-conditioning of the inverse problem is directly related to the Shannon number. By exploiting the oversampling enabled by modern detectors, a direct inverse Fourier transform of the SAXS data is possible, provided the recovered information does not exceed the Shannon number. The Shannon limit corresponds to the maximum number of significant singular values that can be recovered in a SAXS experiment, suggesting this relationship is a fundamental property of band-limited inverse integral transform problems. This correspondence reduces the complexity of the inverse problem to the Shannon limit and maximum dimension. We propose a hybrid scoring function using an information theory framework that assesses both the quality of the model-data fit as well as the quality of the recovered P (r)-distribution. The hybrid score utilizes the Akaike information criteria and Durbin-Watson statistic that considers parameter-model complexity, i.e., degrees of freedom, and the randomness of the model-data residuals. The described tests and findings extend the boundaries for bioSAXS by completing the information theory formalism initiated by Peter B. Moore to enable a quantitative measure of resolution in SAXS, robustly determine maximum dimension, and more precisely define the best parameter model appropriately representing the observed scattering data.

Rambo, Robert P. [Science and Technology Facilitie↗

DOE OSTI2025

Estimating QSVT angles for matrix inversion with large condition numbers

Quantum Singular Value Transformation (QSVT) is a state-of-the-art, near-optimal quantum algorithm that can be used for matrix inversion. The QSVT circuit is parameterized by a sequence of angles that must be pre-calculated classically, with the number of angles increasing as the matrix condition number grows. Computing QSVT angles for ill-conditioned problems is a numerically challenging task. Here, we propose a numerical technique for estimating QSVT angles for large condition numbers. This technique allows one to avoid expensive numerical computations of QSVT angles and to emulate QSVT circuits for solving ill-conditioned problems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Efficient CP Rounding Using Alternating Least Squares with QR Decomposition

The CANDECOMP/PARAFAC (CP) decomposition is widely used for analyzing multidimensional data, and the alternating least squares (CP-ALS) algorithm is a common method for its computation. CP rounding is the problem of computing a lower-rank CP decomposition of an input already in a higher-rank CP format. While the normal equations (NE) approach in CP-ALS is efficient for the CP rounding problem and frequently used, it becomes unstable in the presence of ill-conditioned subproblems. This paper presents a new QR-based CP-ALS method for CP rounding that preserves both numerical stability and computational efficiency. Here, our experiments show that the proposed method offers significant speedup over a previous QR-based approach and the Tensor Toolbox's NE-based implementation, particularly for higher-order tensors. Furthermore, our approach demonstrates a marked reduction in error for ill-conditioned problems, with error reductions several orders of magnitude smaller compared to the NE-based method, while achieving faster convergence and more accurate solutions. By using a more numerically stable approach, we can solve more problems in reduced working precision, which enables further reduction in time to solution.

CANDECOMP/PARAFAC↗

NASA NTRS1972

A matrix equation solution by an optimization technique

The computer solution of matrix equations is often difficult to accomplish due to an ill-conditioned matrix or high noise levels. Two methods of solution are compared for matrices of various degrees of ill-conditioning and for various noise levels in the right hand side vector. One method employs the usual Gaussian elimination. The other solves the equation by an optimization technique and employs a function minimization subroutine.

Johnson, M. J.↗

NASA NTRS1975

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Womble, M. E.↗

DOE OSTI2025

Randomized Preconditioned Solvers for Strong Constraint 4D-Var Data Assimilation

The Strong Constraint 4D Variational (SC-4DVAR) data assimilation method is widely used in climate and weather applications. SC-4DVAR involves solving a minimization problem to compute the maximum a posteriori estimate, which we tackle using the Gauss-Newton method. The computation of the descent direction is expensive since it involves the solution of a large-scale and potentially ill-conditioned linear system, solved using the preconditioned conjugate gradient (PCG) method. Here, to address this cost, we efficiently construct scalable preconditioners using three different randomization techniques, which all rely on a certain low-rank structure involving the Gauss-Newton Hessian. The proposed techniques come with theoretical guarantees on the condition number, and at the same time, are amenable to parallelization. We also develop an adaptive approach to estimate the sketch size and choose between the reuse or recomputation of the preconditioner. We demonstrate the performance and effectiveness of our methodology on two representative model problems—the Burgers and barotropic vorticity equation—showing a drastic reduction in both the number of PCG iterations and the number of Gauss-Newton Hessian products after including the preconditioner construction cost.

Gauss-Newton↗

DOE OSTI2026

Application of machine learning techniques for fast MeV x-ray spectra unfolding from filter stack spectrometer data

Recovery of MeV x-ray spectra from detector signals is difficult because the response matrix inversion is ill-conditioned and current methods are too slow for high-repetition-rate experiments. In this work, we make use of neural networks to unfold MeV x-ray spectra from measurements obtained with a filter stack spectrometer at rates of near 40 Hz. The neural network was trained on synthetic data and tested on both synthetic and experimental data, the latter obtained in two separate experiments performed at the Omega EP laser facility. We show here that this unfolding method has good performance on synthetic data and that it is a promising option for experimental data of up to 40 MeV. The accuracy on experimental data is verified by using a simple forward model to compare against measured values.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2026

Structure-aware Initialization via Numerical Continuation and Informed Priors

Scientific machine learning (SciML) often operates in ill-conditioned, weakly identifiable regimes due to limited data or indirect observations. In such settings, optimization and inference are highly sensitive to the starting point, making initialization--often under-reported--a consequential degree of freedom. Random initialization is not a neutral default as it induces an implicit prior over candidate solutions and can systematically bias the result, producing large run-to-run variability. Here, we formalize this view by treating initialization as a hidden confounder in SciML and develop a unifying theory for structure-aware initialization via numerical continuation, constructing warm starts from related problem instances. Across representative tasks, including physics-informed neural networks, maximum likelihood estimation, and variational inference, warm starts have been shown to consistently reduce optimization effort and improve reliability.

Data integrity↗

DOE OSTI2026

Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems

Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.

PDE systems↗

DOE OSTI2026

Quantum Solver Using Singular Value Decomposition for Computational Fluid Dynamics

Numerical solutions for fluid flow problems are challenging and have been focus of Computational Fluid Dynamics (CFD) research for past several decades. The advent of quantum computing promises exponential speedup in comparison to existing classical methods and alleviate computational constraints posed by CFD problems. Although solutions for most problems of interest in fluid dynamics using quantum computing are distant, recent advances in algorithms, software and hardware provide a path towards realizing this goal. Quantum linear solver algorithms (QLSA) such as Harrow–Hassidim–Lloyd (HHL) and Variational Quantum Linear Solver (VQLS) have been successfully implemented to solve for canonical problems such as Hele-Shaw flow. However, these algorithms still suffer to scale and address problems with ill-conditioned Jacobians. In the current paper, we alleviate these restrictions with a new quantum solver based on Singular Value Decomposition (SVD) and simulate flow past a 2D cylinder. The fidelity of the SVD based quantum solver in predicting the flow past 2D cylinder is computed along with an assessment of errors. Classical and quantum solutions for the flow are compared for different resolutions. Finally, we discuss variation in the solutions based on number of shots used.

Gottiparthi, Kalyan [ORNL] (ORCID:0000000213540255↗

NASA NTRS1971

Discrete square root filtering - A survey of current techniques.

Current techniques in square root filtering are surveyed and related by applying a duality association. Four efficient square root implementations are suggested, and compared with three common conventional implementations in terms of computational complexity and precision. It is shown that the square root computational burden should not exceed the conventional by more than 50% in most practical problems. An examination of numerical conditioning predicts that the square root approach can yield twice the effective precision of the conventional filter in ill-conditioned problems. This prediction is verified in two examples.

Kaminskii, P. G.↗

NASA NTRS1972

Critical configurations of fundamental range networks.

A range network is defined to consist of ground stations and targets where only distances between the two sets of points are observed. Such a network is said to be fundamental when only those six constraints are used that are needed to define the coordinate system for an adjustment. When ground stations or targets have certain configurations, a unique adjustment in terms of coordinates may be impossible, even when the number of observations is sufficient and the coordinate system is uniquely defined. Such configurations, resulting in the singular solutions, are said to be critical. Attention is therefore focused on singular solutions rather than on numerical problems in some ill-conditioned systems of fundamental range networks. The critical configurations are presented in two separate groups. The first deals with ground stations lying all in a plane and the second deals with ground stations generally distributed. The two kinds of problems require different mathematical treatments and lead to quite different conclusions.

Blaha, G.↗

NASA NTRS1974

Improvements in estimating proportions of objects from multispectral data

Methods for estimating proportions of objects and materials imaged within the instantaneous field of view of a multispectral sensor were developed further. Improvements in the basic proportion estimation algorithm were devised as well as improved alien object detection procedures. Also, a simplified signature set analysis scheme was introduced for determining the adequacy of signature set geometry for satisfactory proportion estimation. Averaging procedures used in conjunction with the mixtures algorithm were examined theoretically and applied to artificially generated multispectral data. A computationally simpler estimator was considered and found unsatisfactory. Experiments conducted to find a suitable procedure for setting the alien object threshold yielded little definitive result. Mixtures procedures were used on a limited amount of ERTS data to estimate wheat proportion in selected areas. Results were unsatisfactory, partly because of the ill-conditioned nature of the pure signature set.

Horwitz, H. M.↗

NASA NTRS1976

Structural optimization via a design space hierarchy

Mathematical programming techniques provide a general approach to automated structural design. An iterative method is proposed in which design is treated as a hierarchy of subproblems, one being locally constrained and the other being locally unconstrained. It is assumed that the design space is locally convex in the case of good initial designs and that the objective and constraint functions are continuous, with continuous first derivatives. A general design algorithm is outlined for finding a move direction which will decrease the value of the objective function while maintaining a feasible design. The case of one-dimensional search in a two-variable design space is discussed. Possible applications are discussed. A major feature of the proposed algorithm is its application to problems which are inherently ill-conditioned, such as design of structures for optimum geometry.

Vanderplaats, G. N.↗

NASA NTRS1977

Vectorization of linear discrete filtering algorithms

Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.

Schiess, J. R.↗

NASA NTRS1976

Additional comments on 'Multistage least-squares parameter estimation'

The purpose of this correspondence is to call attention to other solutions to the problem addressed in the above paper, that of adding or deleting parameters or measurements from a given linear model. The solution algorithms proposed in the article are numerically ill-conditioned and are less efficient, in terms of both computational and storage requirements, than the methods described here. Several numerically stable, compact, flexible, and efficient algorithms for analyzing the parameter estimation problem are described and others are referenced.

Bierman, G. J.↗