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At least 19 records

Block Lanczos algorithm for lattice QCD spectroscopy and matrix elements

Recent work introduced a new framework for analyzing correlation functions with improved convergence and signal-to-noise properties, as well as rigorous quantification of excited-state effects, based on the Lanczos algorithm and spurious eigenvalue filtering with the Cullum-Willoughby test. Here, we extend this framework to the analysis of correlation-function matrices built from multiple interpolating operators in lattice quantum chromodynamics (QCD) by constructing an oblique generalization of the block Lanczos algorithm, as well as a new physically motivated reformulation of the Cullum-Willoughby test that generalizes to block Lanczos straightforwardly. The resulting block Lanczos method directly extends generalized eigenvalue problem (GEVP) methods, which can be viewed as applying a single iteration of block Lanczos. Block Lanczos provides qualitative and quantitative advantages over GEVP methods analogous to the benefits of Lanczos over the standard effective mass, including faster convergence to ground- and excited-state energies, explicitly computable two-sided error bounds, straightforward extraction of matrix elements of external currents, and asymptotically constant signal-to-noise. No fits or statistical inference are required. Proof-of-principle calculations are performed for noiseless mock-data examples as well as two-by-two proton correlation-function matrices in lattice QCD.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Solving large-scale dynamic systems using band Lanczos method in Rockwell NASTRAN on CRAY X-MP

The improved cost effectiveness using better models, more accurate and faster algorithms and large scale computing offers more representative dynamic analyses. The band Lanczos eigen-solution method was implemented in Rockwell's version of 1984 COSMIC-released NASTRAN finite element structural analysis computer program to effectively solve for structural vibration modes including those of large complex systems exceeding 10,000 degrees of freedom. The Lanczos vectors were re-orthogonalized locally using the Lanczos Method and globally using the modified Gram-Schmidt method for sweeping rigid-body modes and previously generated modes and Lanczos vectors. The truncated band matrix was solved for vibration frequencies and mode shapes using Givens rotations. Numerical examples are included to demonstrate the cost effectiveness and accuracy of the method as implemented in ROCKWELL NASTRAN. The CRAY version is based on RPK's COSMIC/NASTRAN. The band Lanczos method was more reliable and accurate and converged faster than the single vector Lanczos Method. The band Lanczos method was comparable to the subspace iteration method which was a block version of the inverse power method. However, the subspace matrix tended to be fully populated in the case of subspace iteration and not as sparse as a band matrix.

Gupta, V. K.↗

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Nachtigal, Noel M.↗

Some applicatiaons of Lanczos vectors in structural dynamics

This paper summarizes several applications of Lanczos vectors and Krylov vectors. Lanczos vectors or Krylov vectors for use in component synthesis, Lanczos vectors for systems with unsymmetric damping (unsymmetric Block-Lanczos method), and the use of Lanczos vectors to obtain reduced-order models for control of flexible structures. For each of the above applications the theoretical background is briefly summarized and a numerical example is given.

Craig, Roy R., Jr.↗

A Lanczos algorithm for vibration, suckling and termal analysis

This paper reviews an eigensolver algorithm based on the Lanczos Method for vibration, buckling and thermal analysis. The original code was written for inclusion in the Computational Mechanics Testbed (COMET), a general purpose finite element code. A portable version of the Lanczos code that is optimized for high-performance supercomputers has been developed. Special features of the algorithm include the capability to compute rigid body modes, thermal modes and Lanczos vectors that are derived from the applied load vector. The latter is necessary when using the Lanczos vectors as reduced-basis vectors in transient structural response and transient heat conduction calculations. The modularity of the code allows the user the option of including the most up-to-date utilities, such as the equation solver best suited for the application. The algorithm is discussed in detail and results of several applications are presented. Timing results for a vibration application indicate that the Lanczos algorithm is twenty times faster than the subspace iteration method which has been extensively used in the past.

Bostic, Susan W.↗

Lanczos Algorithm, the Transfer Matrix, and the Signal-to-Noise Problem

This Letter introduces a method for determining the energy spectrum of lattice quantum chromodynamics by applying the Lanczos algorithm to the transfer matrix and using a bootstrap generalization of the Cullum-Willoughby method to filter out spurious eigenvalues. Proof-of-principle analyses of the simple harmonic oscillator and the lattice quantum chromodynamics proton mass demonstrate that this method provides faster ground-state convergence than the “effective mass,” which is related to the power-iteration algorithm. Lanczos provides more accurate energy estimates than multistate fits to correlation functions with small imaginary times while achieving comparable statistical precision. Two-sided error bounds are computed for Lanczos results and guarantee that excited-state effects cannot shift Lanczos results far outside their statistical uncertainties.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Lanczos modes for reduced-order control of flexible structures

Lanczos mode models represent low-frequency forced response better than do normal mode models and can be developed for both continuous and finite element structural representations. It was recommended that Lanczos mode models for systems with multiple input and/or rigid body modes should be developed; numerical stability of the Lanczos algorithm should be assessed; and control system designs employing the Lanczos mode models should be attempted.

Craig, Roy R., Jr.↗

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. An implementation is presented of a look-ahead version of the Lanczos algorithm that, except for the very special situation of an incurable breakdown, overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 1

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. We present an implementation of a look-ahead version of the Lanczos algorithm which overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and is not restricted to steps of length 2, as earlier implementations are. Also, our implementation has the feature that it requires roughly the same number of inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗

Implementation of the Lanczos eigen-solver for the CSI code on high performance computers

The focus of this research is to implement a Lanczos algorithm for the Control-Structure Integration (CSI) code which can exploit both parallel and vector capabilities provided by modern, high performance computers. A partial restoring orthogonality scheme is also developed and incorporated into the basic Lanczos algorithm. The numerical performance of the proposed parallel-vector Lanczos algorithm is demonstrated by solving for the frequencies and mode shapes of the Phase Zero CSI model. The superior performance of the Lanczos algorithm is illustrated in tabular form.

Nguyen, Duc T.↗

Application of unsymmetric block Lanczos vectors in system identification

This paper demonstrates a new system identification approach of using Lanczos coordinates in place of modal coordinates. Identified experimental Lanczos vectors can be directly used in many structural dynamics analysis applications. A multi-input, multi-output frequency-domain technique was used to extract system matrices and an unsymmetric block Lanczos algorithm was used to reduce the order of the experimental model. A cantilever beam example showed promising results, indicating that a new system identification approach using Lanczos coordinates is worthy of further study.

Kim, H. M., Jr.↗

A parallel-vector Lanczos eigen-solver for structural vibration problems

The Lanczos algorithm for the solution of generalized eigen-problem has been receiving a lot of attention in recent years due to its computational efficiency. The focus of this paper is to develop a Lanczos algorithm which can exploit both the parallel and vector capabilities provided by modern high-performance computers. A partial restoring orthogonality scheme is also developed and incorporated into the basic Lanczos algorithm. The numerical performance in terms of accuracy and efficiency of the proposed parallel-vector Lanczos algorithm is demonstrated by solving for the frequencies and mode shapes of structural problems on multiprocessor supercomputers.

Qin, Jiangning↗

Mixed precision s –step Lanczos and conjugate gradient algorithms

Compared to the classical Lanczos algorithm, the s-step Lanczos variant has the potential to improve performance by asymptotically decreasing the synchronization cost per iteration. However, this comes at a price; despite being mathematically equivalent, the s-step variant may behave quite differently in finite precision, potentially exhibiting greater loss of accuracy and slower convergence relative to the classical algorithm. It has previously been shown that the errors in the s-step version follow the same structure as the errors in the classical algorithm, but are amplified by a factor depending on the square of the condition number of the O(s)-dimensional Krylov bases computed in each outer loop. As the condition number of these s-step bases grows (in some cases very quickly) with s, this limits the s values that can be chosen and thus can limit the attainable performance. In this work, we show that if a select few computations in s-step Lanczos are performed in double the working precision, the error terms then depend only linearly on the conditioning of the s-step bases. This has the potential for drastically improving the numerical behavior of the algorithm with little impact on per-iteration performance. Our numerical experiments demonstrate the improved numerical behavior possible with the mixed precision approach, and also show that this improved behavior extends to mixed precision s-step CG. Here, we present preliminary performance results on NVIDIA V100 GPUs that show that the overhead of extra precision is minimal if one uses precisions implemented in hardware.

97 MATHEMATICS AND COMPUTING↗

Lanczos algorithm for lattice QCD matrix elements

Recent work [M. L. Wagman, Lanczos, the transfer matrix, and the signal-to-noise problem, .] found that an analysis formalism based on the Lanczos algorithm allows energy levels to be extracted from Euclidean correlation functions with faster ground-state convergence than effective masses, convergent estimators for multiple states from a single correlator, and two-sided error bounds. After filtering out spurious eigenvalues and using outlier-robust estimators within a nested bootstrap framework, Lanczos estimators behave more like multistate fit results than effective masses—but without involving statistical fitting. We extend this formalism to the determination of matrix elements from three-point correlation functions and provide a physical picture of “spurious-state filtering” involving restriction to a Hermitian subspace. We demonstrate similar advantages for matrix elements as for spectroscopy through example applications to noiseless mock-data and (bare) forward matrix elements of the strange scalar current between both ground and excited states with the quantum numbers of the nucleon.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Implementation of the Lanczos method for structural vibration analysis on a parallel computer

The use of the Lanczos method in a parallel environment is investigated by implementing the algorithm for structural vibration problems on a parallel computer. It is shown that introducing shifts, assigning each processor a different region in the eigenvalue spectrum, and implementing the Lanczos method in parallel is an effective strategy for speeding up calculations. Test problem results include examples of the 'Lanczos phenomenon' where roundoff error in the vector orthogonalization can result in spurious eigenvalues which must be identified and discarded. The calculation strategy described here permits straightforward determination of these spurious eigenvalues. It is demonstrated that significant speedups in calculation time can be realized over traditional sequential methods.

Bostic, S. W.↗

A Lanczos eigenvalue method on a parallel computer

Eigenvalue analyses of complex structures is a computationally intensive task which can benefit significantly from new and impending parallel computers. This study reports on a parallel computer implementation of the Lanczos method for free vibration analysis. The approach used here subdivides the major Lanczos calculation tasks into subtasks and introduces parallelism down to the subtask levels such as matrix decomposition and forward/backward substitution. The method was implemented on a commercial parallel computer and results were obtained for a long flexible space structure. While parallel computing efficiency for the Lanczos method was good for a moderate number of processors for the test problem, the greatest reduction in time was realized for the decomposition of the stiffness matrix, a calculation which took 70 percent of the time in the sequential program and which took 25 percent of the time on eight processors. For a sample calculation of the twenty lowest frequencies of a 486 degree of freedom problem, the total sequential computing time was reduced by almost a factor of ten using 16 processors.

Bostic, Susan W.↗

A Lanczos eigenvalue method on a parallel computer

Eigenvalue analyses of complex structures is a computationally intensive task which can benefit significantly from new and impending parallel computers. This study reports on a parallel computer implementation of the Lanczos method for free vibration analysis. The approach used here subdivides the major Lanczos calculation tasks into subtasks and introduces parallelism down to the subtask levels such as matrix decomposition and forward/backward substitution. The method was implemented on a commercial parallel computer and results were obtained for a long flexible space structure. While parallel computing efficiency is problem and computer dependent, the efficiency for the Lanczos method was good for a moderate number of processors for the test problem. The greatest reduction in time was realized for the decomposition of the stiffness matrix, a calculation which took 70 percent of the time in the sequential program and which took 25 percent of the time on eight processors. For a sample calculation of the twenty lowest frequencies of a 486 degree of freedom problem, the total sequential computing time was reduced by almost a factor of ten using 16 processors.

Bostic, Susan W.↗

The use of Lanczos's method to solve the large generalized symmetric definite eigenvalue problem

The generalized eigenvalue problem, Kx = Lambda Mx, is of significant practical importance, especially in structural enginering where it arises as the vibration and buckling problem. A new algorithm, LANZ, based on Lanczos's method is developed. LANZ uses a technique called dynamic shifting to improve the efficiency and reliability of the Lanczos algorithm. A new algorithm for solving the tridiagonal matrices that arise when using Lanczos's method is described. A modification of Parlett and Scott's selective orthogonalization algorithm is proposed. Results from an implementation of LANZ on a Convex C-220 show it to be superior to a subspace iteration code.

Jones, Mark T.↗