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NASA NTRS1989

Model reduction and control of flexible structures using Krylov subspaces

Krylov vectors and the concept of parameter-matching are combined to develop a model reduction algorithm for a damped structural dynamics system. The reduced-order model obtained matches a certain number of low-frequency moments of the full-order system. The major application of the present method is to the control of flexible structures. It is shown that, in the control of flexible structures, there generally exist three types of control energy spillover, namely, the control spillover, the observation spillover, and dynamic spillover. The formulation based on Krylov subspaces can eliminate the control and the observation spillover, while leaving only the dynamic spillover to be considered. Two examples are used to illustrate the efficacy of the Krylov method.

Craig, Roy R., Jr.↗
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 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 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 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 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 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 NTRS1996

Krylov Subspace and Multigrid Methods Applied to the Incompressible Navier-Stokes Equations

We consider numerical solution methods for the incompressible Navier-Stokes equations discretized by a finite volume method on staggered grids in general coordinates. We use Krylov subspace and multigrid methods as well as their combinations. Numerical experiments are carried out on a scalar and a vector computer. Robustness and efficiency of these methods are studied. It appears that good methods result from suitable combinations of GCR and multigrid methods.

Vuik, C.↗
NASA NTRS2010

A General Algorithm for Reusing Krylov Subspace Information. I. Unsteady Navier-Stokes

A general algorithm is developed that reuses available information to accelerate the iterative convergence of linear systems with multiple right-hand sides A x = b (sup i), which are commonly encountered in steady or unsteady simulations of nonlinear equations. The algorithm is based on the classical GMRES algorithm with eigenvector enrichment but also includes a Galerkin projection preprocessing step and several novel Krylov subspace reuse strategies. The new approach is applied to a set of test problems, including an unsteady turbulent airfoil, and is shown in some cases to provide significant improvement in computational efficiency relative to baseline approaches.

Carpenter, Mark H.↗
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.↗
NASA NTRS1996

Preserving Symmetry in Preconditioned Krylov Subspace Methods

We consider the problem of solving a linear system Ax = b when A is nearly symmetric and when the system is preconditioned by a symmetric positive definite matrix M. In the symmetric case, one can recover symmetry by using M-inner products in the conjugate gradient (CG) algorithm. This idea can also be used in the nonsymmetric case, and near symmetry can be preserved similarly. Like CG, the new algorithms are mathematically equivalent to split preconditioning, but do not require M to be factored. Better robustness in a specific sense can also be observed. When combined with truncated versions of iterative methods, tests show that this is more effective than the common practice of forfeiting near-symmetry altogether.

Chan, Tony F.↗
NASA NTRS1989

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.↗
NASA NTRS1991

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗
NASA NTRS1988

Block-Krylov component synthesis method for structural model reduction

A new analytical method is presented for generating component shape vectors, or Ritz vectors, for use in component synthesis. Based on the concept of a block-Krylov subspace, easily derived recurrence relations generate blocks of Ritz vectors for each component. The subspace spanned by the Ritz vectors is called a block-Krylov subspace. The synthesis uses the new Ritz vectors rather than component normal modes to reduce the order of large, finite-element component models. An advantage of the Ritz vectors is that they involve significantly less computation than component normal modes. Both 'free-interface' and 'fixed-interface' component models are derived. They yield block-Krylov formulations paralleling the concepts of free-interface and fixed-interface component modal synthesis. Additionally, block-Krylov reduced-order component models are shown to have special disturbability/observability properties. Consequently, the method is attractive in active structural control applications, such as large space structures. The new fixed-interface methodology is demonstrated by a numerical example. The accuracy is found to be comparable to that of fixed-interface component modal synthesis.

Craig, Roy R., Jr.↗
NASA NTRS1991

Application of Krylov exponential propagation to fluid dynamics equations

This paper presents an application of matrix exponentiation via Krylov subspace projection, to the solution of fluid dynamics problems. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a Krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Y.↗
NASA NTRS1991

Application of Krylov exponential propagation to fluid dynamics equations

An application of matrix exponentiation via Krylov subspace projection to the solution of fluid dynamics problems is presented. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Youcef↗