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NASA NTRS1990

Computational enhancement of an unsymmetric block Lanczos algorithm

An unsymmetric block Lanczos algorithm has been employed for the dynamic analysis of a large system which has arbitrary damping and/or repeated (or closely spaced) eigenvalues. In the algorithm development, the right and left Lanczos vectors are all theoretically biorthogonal to each other. However, these vectors may lose the biorthogonality owing to cancellation and roundoff errors. For the unsymmetric case there can be a breakdown, even without numerical errors. This paper describes computational techniques which have led to a robust unsymmetric block Lanczos algorithm.

Kim, Hyoung M.↗
NASA NTRS1991

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.↗
NASA NTRS1991

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.↗
NASA NTRS1990

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.↗
NASA NTRS1990

A Shifted Block Lanczos Algorithm 1: The Block Recurrence

In this paper we describe a block Lanczos algorithm that is used as the key building block of a software package for the extraction of eigenvalues and eigenvectors of large sparse symmetric generalized eigenproblems. The software package comprises: a version of the block Lanczos algorithm specialized for spectrally transformed eigenproblems; an adaptive strategy for choosing shifts, and efficient codes for factoring large sparse symmetric indefinite matrices. This paper describes the algorithmic details of our block Lanczos recurrence. This uses a novel combination of block generalizations of several features that have only been investigated independently in the past. In particular new forms of partial reorthogonalization, selective reorthogonalization and local reorthogonalization are used, as is a new algorithm for obtaining the M-orthogonal factorization of a matrix. The heuristic shifting strategy, the integration with sparse linear equation solvers and numerical experience with the code are described in a companion paper.

Grimes, Roger G.↗
NASA NTRS1992

An unsymmetric Lanczos algorithm for damped structural dynamics systems

A one-sided, unsymmetric block Lanczos algorithm is proposed for the model reduction of structural dynamics systems with unsymmetric damping and/or stiffness matrices. The algorithm is a three-term iteration scheme, which transforms the system matrix into an almost skew-symmetric, block-tridiagonal form. The Lanczos reduced-order model is guaranteed to be stable if the full-order system is stable. For unstable systems, a shifting method is available. Also, the algorithm offers flexibility in the choice of starting vectors and thus can yield more accurate reduced-order models. A linear system example and a plane truss structure example are used to show the efficacy of the proposed method.

Su, Tzu-Jeng↗
NASA NTRS1978

The Lanczos algorithm with selective orthogonalization

A new stable and efficient implementation of the Lanczos algorithm is presented. The algorithm is a powerful method for finding a few eigenvalues and eigenvectors at one or both ends of the spectrum of a symmetric matrix A. The algorithm is particularly effective if A is large and sparse in that the only way in which A enters the calculation is through a subroutine which computes Av for any vector v. Thus the user is free to take advantage of any sparsity structure in A and A need not even be represented as a matrix et al.

Parlett, B. N.↗
NASA NTRS1993

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.↗
NASA NTRS1988

Structural dynamics analysis using an unsymmetric block Lanczos algorithm

A method for reducing the order of a dynamical model of a large structure with arbitrary damping is developed analytically and demonstrated. A Lanczos algorithm is described which can reduce square unsymmetric system matrices to block-tridiagonal form, and a procedure for defining the reduced-order model from the right and left Lanczos vectors is outlined. Results for sample problems involving the 8-DOF FEM model of a beam-rotor assembly subjected to random and stepped external forces are presented in extensive graphs and briefly characterized.

Craig, Roy R., Jr.↗
NASA NTRS1991

Block Lanczos Algorithm For Gyroscopic Systems

Report describes details of implementation of procedure for accurate and economical computation of natural frequencies and associated vibrational modes of elastic structure rotating along arbitrary axis. Block version of Lanczos algorithm derived for solution of eigenvalue and eigenvector problems. Fully exploits sparsity of associated matrices and employs only real numbers in all relevant computations. Capable of determining multiple roots and proves to be most efficient when compared to other similar existing techniques.

Gupta, Kajal K.↗
NASA NTRS1987

Implementation of a block Lanczos algorithm for Eigenproblem solution of gyroscopic systems

The details of implementation of a general numerical procedure developed for the accurate and economical computation of natural frequencies and associated modes of any elastic structure rotating along an arbitrary axis are described. A block version of the Lanczos algorithm is derived for the solution that fully exploits associated matrix sparsity and employs only real numbers in all relevant computations. It is also capable of determining multiple roots and proves to be most efficient when compared to other, similar, exisiting techniques.

Gupta, Kajal K.↗
NASA NTRS1987

Implementation of a block Lanczos algorithm for eigenproblem solution of gyroscopic systems

This paper describes the details of implementation of a general numerical procedure developed for the accurate and economical computation of natural frequencies and associated modes of any elastic structure rotating along an arbitrary axis. A block version of the Lanczos algorithm is derived for the solution that fully exploits associated matrix sparsity and employs only real numbers in all relevant computations. It is also capable of determining multiple roots and proves to be most efficient when compared to other, similar, existing techniques.

Gupta, K. K.↗
NASA NTRS1990

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 2

It is shown how the look-ahead Lanczos process (combined with a quasi-minimal residual QMR) approach) can be used to develop a robust black box solver for large sparse non-Hermitian linear systems. Details of an implementation of the resulting QMR algorithm are presented. It is demonstrated that the QMR method is closely related to the biconjugate gradient (BCG) algorithm; however, unlike BCG, the QMR algorithm has smooth convergence curves and good numerical properties. We report numerical experiments with our implementation of the look-ahead Lanczos algorithm, both for eigenvalue problem and linear systems. Also, program listings of FORTRAN implementations of the look-ahead algorithm and the QMR method are included.

Freund, Roland W.↗
NASA NTRS1988

Development of a block Lanczos algorithm for free vibration analysis of spinning structures

This paper is concerned with the development of an efficient eigenproblem solution algorithm and an associated computer program for the economical solution of the free vibration problem of complex practical spinning structural systems. Thus, a detailed description of a newly developed block Lanczos procedure is presented in this paper that employs only real numbers in all relevant computations and also fully exploits sparsity of associated matrices. The procedure is capable of computing multiple roots and proves to be most efficient compared to other existing similar techniques.

Gupta, K. K.↗
NASA NTRS1990

A vectorized Lanczos eigensolver for high-performance computers

The computational strategies used to implement a Lanczos-based-method eigensolver on the latest generation of supercomputers are described. Several examples of structural vibration and buckling problems are presented that show the effects of using optimization techniques to increase the vectorization of the computational steps. The data storage and access schemes and the tools and strategies that best exploit the computer resources are presented. The method is implemented on the Convex C220, the Cray 2, and the Cray Y-MP computers. Results show that very good computation rates are achieved for the most computationally intensive steps of the Lanczos algorithm and that the Lanczos algorithm is many times faster than other methods extensively used in the past.

Bostic, Susan W.↗
NASA NTRS1991

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.↗
NASA NTRS1991

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↗
NASA NTRS1991

A biconjugate gradient type algorithm on massively parallel architectures

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine.

Freund, Roland W.↗