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NASA NTRS1995

Krylov methods for compressible flows

We investigate the application of Krylov methods to compressible flows, and the effect of implicit boundary conditions on the implicit solution of nonlinear problems. Two defect-correction procedures, namely, approximate factorization (AF) for structured grids and ILU/GMRES for general grids, are considered. Also considered here are Newton-Krylov matrix-free methods that we combined with the use of mixed discretization schemes in the implicitly defined Jacobian and its preconditioner. Numerical experiments that show the performance of our approaches are then presented.

Tidriri, M. D.↗
NASA NTRSDate not supplied

Impacts of Hybrid Parallelism and Vectorization on the Performance of Newton-Krylov Methods in Computational Aerodynamics

Finding the numerical solution of moderate and high-fidelity aerodynamics problems on modern computer architectures involves, 1) decomposing the domain into smaller regions of nearly equal size, and 2) allocating computational resources for calculations on each domain and communication between domains. Modern computer clusters are composed from hierarchies of processing, memory, and communication resources with varying capabilities and latencies.This paper focuses on the combination of domain decomposition provided by ParMETIS [1]and Newton-Krylov Methods [2–5] for the solution of Computational Aerodynamics problems of interest to NASA. Herein, trade-offs encountered when mapping aerodynamics problems to modern computer architectures are explored through examples and discussions of trade-offs in parallelism from MPI [6], Open MP [7], and vectorization as partition sizes and computational resources are varied. An example of the impact that domain decomposition and MPI+OpenMPresource allocation can have on an adjoint calculation is presented in this abstract. The full paper will include more detailed examples, discussions of difficulties and potential methods to overcome them, and topics identified for future study.

Computational Aerodynamics, Hybrid Parallelism, Ve↗
NASA NTRS1989

Krylov methods preconditioned with incompletely factored matrices on the CM-2

The performance is measured of the components of the key interative kernel of a preconditioned Krylov space interative linear system solver. In some sense, these numbers can be regarded as best case timings for these kernels. Sweeps were timed over meshes, sparse triangular solves, and inner products on a large 3-D model problem over a cube shaped domain discretized with a seven point template. The performance of the CM-2 is highly dependent on the use of very specialized programs. These programs mapped a regular problem domain onto the processor topology in a careful manner and used the optimized local NEWS communications network. The rather dramatic deterioration in performance was documented when these ideal conditions no longer apply. A synthetic workload generator was developed to produce and solve a parameterized family of increasingly irregular problems.

Berryman, Harry↗
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 NTRS1989

Overview of Krylov subspace methods with applications to control problems

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Saad, Youcef↗
NASA NTRS1990

Krylov subspace methods - Theory, algorithms, and applications

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Sad, 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 NTRS1991

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland W.↗
NASA NTRS1995

Newton-Krylov-Schwarz: An implicit solver for CFD

Newton-Krylov methods and Krylov-Schwarz (domain decomposition) methods have begun to become established in computational fluid dynamics (CFD) over the past decade. The former employ a Krylov method inside of Newton's method in a Jacobian-free manner, through directional differencing. The latter employ an overlapping Schwarz domain decomposition to derive a preconditioner for the Krylov accelerator that relies primarily on local information, for data-parallel concurrency. They may be composed as Newton-Krylov-Schwarz (NKS) methods, which seem particularly well suited for solving nonlinear elliptic systems in high-latency, distributed-memory environments. We give a brief description of this family of algorithms, with an emphasis on domain decomposition iterative aspects. We then describe numerical simulations with Newton-Krylov-Schwarz methods on aerodynamics applications emphasizing comparisons with a standard defect-correction approach, subdomain preconditioner consistency, subdomain preconditioner quality, and the effect of a coarse grid.

Cai, Xiao-Chuan↗
NASA NTRS1996

Multigrid and Krylov Subspace Methods for Transport Equations: Absorption Case

In this paper we look at Krylov subspace methods for solving the transport equations in a slab geometry. The spatial discretization scheme used is a finite element method called Modified Linear Discontinuous scheme (MLD). We investigate the convergence rates for a number of Krylov subspace methods for this problem and compare with the results of a spatial multigrid scheme.

Oliveira, S.↗
NASA NTRS1988

Krylov subspace methods on supercomputers

A short survey of recent research on Krylov subspace methods with emphasis on implementation on vector and parallel computers is presented. Conjugate gradient methods have proven very useful on traditional scalar computers, and their popularity is likely to increase as three-dimensional models gain importance. A conservative approach to derive effective iterative techniques for supercomputers has been to find efficient parallel/vector implementations of the standard algorithms. The main source of difficulty in the incomplete factorization preconditionings is in the solution of the triangular systems at each step. A few approaches consisting of implementing efficient forward and backward triangular solutions are described in detail. Polynomial preconditioning as an alternative to standard incomplete factorization techniques is also discussed. Another efficient approach is to reorder the equations so as to improve the structure of the matrix to achieve better parallelism or vectorization. An overview of these and other ideas and their effectiveness or potential for different types of architectures is given.

Saad, Youcef↗
NASA NTRS1992

Krylov vector methods for model reduction and control of flexible structures

Krylov vectors and the concept of parameter matching are combined here to develop model-reduction algorithms for structural dynamics systems. The method is derived for a structural dynamics system described by a second-order matrix differential equation. The reduced models are shown to have a promising application in the control of flexible structures. It can eliminate control and observation spillovers while requiring only the dynamic spillover terms to be considered. A model-order reduction example and a flexible structure control example are provided to show the efficacy of the method.

Su, Tzu-Jeng↗
NASA NTRS1990

Efficient solution of parabolic equations by Krylov approximation methods

Numerical techniques for solving parabolic equations by the method of lines is addressed. The main motivation for the proposed approach is the possibility of exploiting a high degree of parallelism in a simple manner. The basic idea of the method is to approximate the action of the evolution operator on a given state vector by means of a projection process onto a Krylov subspace. Thus, the resulting approximation consists of applying an evolution operator of a very small dimension to a known vector which is, in turn, computed accurately by exploiting well-known rational approximations to the exponential. Because the rational approximation is only applied to a small matrix, the only operations required with the original large matrix are matrix-by-vector multiplications, and as a result the algorithm can easily be parallelized and vectorized. Some relevant approximation and stability issues are discussed. We present some numerical experiments with the method and compare its performance with a few explicit and implicit algorithms.

Gallopoulos, E.↗
NASA NTRS1996

Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations

Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.

Elman, Howard C.↗