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Results for “Structure exploitation iterative methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2014

Solving security constrained optimal power flow problems by a structure exploiting interior point method

In this paper we present a new approach to solve the DC (n - 1) security constrained optimal power flow (SCOPF) problem by a structure exploiting interior point solver. Our approach is based on a reformulation of the linearised SCOPF model, in which most matrices that need to be factorized are constant. Hence, most factorizations and a large number of back-solve operations only need to be performed once. However, assembling the Schur complement matrix remains expensive in this scheme. To reduce the effort, we suggest using a preconditioned iterative method to solve the corresponding linear system. We suggest two main schemes to pick a good and robust preconditioner based on combining different “active” contingency scenarios of the SCOPF model. These new schemes are implemented within the object-oriented parallel solver (OOPS), a structure-exploiting primal-dual interior-point implementation. We give results on several SCOPF test problems. The largest example contains 500 buses. We compare the results from the original interior point method (IPM) implementation in OOPS and our new reformulation.

30 DIRECT ENERGY CONVERSION↗
NASA NTRS1976

An iterative decoupling solution method for large scale Lyapunov equations

A great deal of attention has been given to the numerical solution of the Lyapunov equation. A useful classification of the variety of solution techniques are the groupings of direct, transformation, and iterative methods. The paper summarizes those methods that are at least partly favorable numerically, giving special attention to two criteria: exploitation of a general sparse system matrix structure and efficiency in resolving the governing linear matrix equation for different matrices. An iterative decoupling solution method is proposed as a promising approach for solving large-scale Lyapunov equation when the system matrix exhibits a general sparse structure. A Fortran computer program that realizes the iterative decoupling algorithm is also discussed.

Athay, T. M.↗
NASA NTRS1988

The solution of linear systems of equations with a structural analysis code on the NAS CRAY-2

Two methods for solving linear systems of equations on the NAS Cray-2 are described. One is a direct method; the other is an iterative method. Both methods exploit the architecture of the Cray-2, particularly the vectorization, and are aimed at structural analysis applications. To demonstrate and evaluate the methods, they were installed in a finite element structural analysis code denoted the Computational Structural Mechanics (CSM) Testbed. A description of the techniques used to integrate the two solvers into the Testbed is given. Storage schemes, memory requirements, operation counts, and reformatting procedures are discussed. Finally, results from the new methods are compared with results from the initial Testbed sparse Choleski equation solver for three structural analysis problems. The new direct solvers described achieve the highest computational rates of the methods compared. The new iterative methods are not able to achieve as high computation rates as the vectorized direct solvers but are best for well conditioned problems which require fewer iterations to converge to the solution.

Poole, Eugene L.↗
NASA NTRS1989

A fast, preconditioned conjugate gradient Toeplitz solver

A simple factorization is given of an arbitrary hermitian, positive definite matrix in which the factors are well-conditioned, hermitian, and positive definite. In fact, given knowledge of the extreme eigenvalues of the original matrix A, an optimal improvement can be achieved, making the condition numbers of each of the two factors equal to the square root of the condition number of A. This technique is to applied to the solution of hermitian, positive definite Toeplitz systems. Large linear systems with hermitian, positive definite Toeplitz matrices arise in some signal processing applications. A stable fast algorithm is given for solving these systems that is based on the preconditioned conjugate gradient method. The algorithm exploits Toeplitz structure to reduce the cost of an iteration to O(n log n) by applying the fast Fourier Transform to compute matrix-vector products. Matrix factorization is used as a preconditioner.

Pan, Victor↗
DOE OSTI2017

A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations

Herein, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the Kronecker product structure of the linear systems. The proposed algorithm efficiently approximates the solutions in low-rank tensor format. Using standard Krylov subspace methods for the data in tensor format is computationally prohibitive due to the rapid growth of tensor ranks during the iterations. To keep tensor ranks low over the entire iteration process, we devise a rank-reduction scheme that can be combined with the iterative algorithm. The proposed rank-reduction scheme identifies an important subspace in the stochastic domain and compresses tensors of high rank on-the-fly during the iterations. The proposed reduction scheme is a coarse-grid method in that the important subspace can be identified inexpensively in a coarse spatial grid setting. The efficiency of the present method is displayed by numerical experiments on benchmark problems.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1984

Optimum design sensitivity based on approximation concepts and dual methods

An optimum design sensitivity analysis capability is reported which exploits the approximation concepts-dual method formulation of the minimum weight structural sizing problem. An efficient iterative solution technique is used to facilitate determination of sensitivity derivatives for both primal and dual variables. Estimates on the useful range of parameter perturbations, over which the optimum design sensitivity projections can be expected to yield satisfactory revised optimum designs, are also obtained. Numerical results for several example problems will be presented to illustrate the effectiveness of the capability reported.

Schmit, L. A.↗
NASA NTRS1990

An efficient design sensitivity analysis of eigenvectors

Subspace iteration has been a major advance in solving large eigen problems when only a subset of eigen-pairs is required. The essence of this method is a transformation from displacement coordinates of an n-th order eigensystem to generalized coordinates of a smaller q-th order. The eigenvalue problem is then solved in the reduced space. The method was first developed by Clint and Jennings for real symmetric systems and was then called 'simultaneous iteration'. The success of the method prompted further research along this line and there have been many improved algorithms developed. This approach has been widely used by structural engineers for extracting the most useful natural frequencies and mode shapes of large-scale dynamic systems. This paper exploits into a new direction which is in the form of iterative process for simultaneously calculating eigenvector derivatives of many eigenvectors with respect to multi-variables. The method fully uses all the available information from preceding eigenvalue solution and, thus, effectively economizes computational efforts. It iterates through two equations derived from the first variation of the two fundamental equations used in subspace iteration method. There is no expensive large matrix decomposition required and the process converges to acceptable solution in a finite number of iterations. Therefore, the procedure increases its efficiency superiority over the others as the system size or the number of interested eigenvectors become larger and larger.

Ting, T.↗
DOE OSTI2016

A rank-exploiting infinite Arnoldi algorithm for nonlinear eigenvalue problems

We consider the nonlinear eigenvalue problem M ( λ ) x = 0, where M ( λ ) is a large parameter-dependent matrix. In several applications, M ( λ ) has a structure where the higher-order terms of its Taylor expansion have a particular low-rank structure. We propose a new Arnoldi-based algorithm that can exploit this structure. More precisely, the proposed algorithm is equivalent to Arnoldi's method applied to an operator whose reciprocal eigenvalues are solutions to the nonlinear eigenvalue problem. The iterates in the algorithm are functions represented in a particular structured vector-valued polynomial basis similar to the construction in the infinite Arnoldi method [Jarlebring, Michiels, and Meerbergen, Numer. Math., 122 (2012), pp. 169–195]. In this paper, the low-rank structure is exploited by applying an additional operator and by using a more compact representation of the functions. This reduces the computational cost associated with orthogonalization, as well as the required memory resources. The structure exploitation also provides a natural way in carrying out implicit restarting and locking without the need to impose structure in every restart. In conclusion, the efficiency and properties of the algorithm are illustrated with two large-scale problems.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

Multivariable frequency domain identification via 2-norm minimization

The author develops a computational approach to multivariable frequency domain identification, based on 2-norm minimization. In particular, a Gauss-Newton (GN) iteration is developed to minimize the 2-norm of the error between frequency domain data and a matrix fraction transfer function estimate. To improve the global performance of the optimization algorithm, the GN iteration is initialized using the solution to a particular sequentially reweighted least squares problem, denoted as the SK iteration. The least squares problems which arise from both the SK and GN iterations are shown to involve sparse matrices with identical block structure. A sparse matrix QR factorization method is developed to exploit the special block structure, and to efficiently compute the least squares solution. A numerical example involving the identification of a multiple-input multiple-output (MIMO) plant having 286 unknown parameters is given to illustrate the effectiveness of the algorithm.

Bayard, David S.↗
NASA NTRS1983

Parallel architectures for iterative methods on adaptive, block structured grids

A parallel computer architecture well suited to the solution of partial differential equations in complicated geometries is proposed. Algorithms for partial differential equations contain a great deal of parallelism. But this parallelism can be difficult to exploit, particularly on complex problems. One approach to extraction of this parallelism is the use of special purpose architectures tuned to a given problem class. The architecture proposed here is tuned to boundary value problems on complex domains. An adaptive elliptic algorithm which maps effectively onto the proposed architecture is considered in detail. Two levels of parallelism are exploited by the proposed architecture. First, by making use of the freedom one has in grid generation, one can construct grids which are locally regular, permitting a one to one mapping of grids to systolic style processor arrays, at least over small regions. All local parallelism can be extracted by this approach. Second, though there may be a regular global structure to the grids constructed, there will be parallelism at this level. One approach to finding and exploiting this parallelism is to use an architecture having a number of processor clusters connected by a switching network. The use of such a network creates a highly flexible architecture which automatically configures to the problem being solved.

Gannon, D.↗
NASA NTRS1990

High-performance equation solvers and their impact on finite element analysis

The role of equation solvers in modern structural analysis software is described. Direct and iterative equation solvers which exploit vectorization on modern high-performance computer systems are described and compared. The direct solvers are two Cholesky factorization methods. The first method utilizes a novel variable-band data storage format to achieve very high computation rates and the second method uses a sparse data storage format designed to reduce the number of operations. The iterative solvers are preconditioned conjugate gradient methods. Two different preconditioners are included; the first uses a diagonal matrix storage scheme to achieve high computation rates and the second requires a sparse data storage scheme and converges to the solution in fewer iterations that the first. The impact of using all of the equation solvers in a common structural analysis software system is demonstrated by solving several representative structural analysis problems.

Poole, Eugene L.↗
NASA NTRS1992

High-performance equation solvers and their impact on finite element analysis

The role of equation solvers in modern structural analysis software is described. Direct and iterative equation solvers which exploit vectorization on modern high-performance computer systems are described and compared. The direct solvers are two Cholesky factorization methods. The first method utilizes a novel variable-band data storage format to achieve very high computation rates and the second method uses a sparse data storage format designed to reduce the number od operations. The iterative solvers are preconditioned conjugate gradient methods. Two different preconditioners are included; the first uses a diagonal matrix storage scheme to achieve high computation rates and the second requires a sparse data storage scheme and converges to the solution in fewer iterations that the first. The impact of using all of the equation solvers in a common structural analysis software system is demonstrated by solving several representative structural analysis problems.

Poole, Eugene L.↗
DOE OSTI2014

Breaking Computational Barriers: Real-time Analysis and Optimization with Large-scale Nonlinear Models via Model Reduction

Model reduction for dynamical systems is a promising approach for reducing the computational cost of large-scale physics-based simulations to enable high-fidelity models to be used in many- query (e.g., Bayesian inference) and near-real-time (e.g., fast-turnaround simulation) contexts. While model reduction works well for specialized problems such as linear time-invariant systems, it is much more difficult to obtain accurate, stable, and efficient reduced-order models (ROMs) for systems with general nonlinearities. This report describes several advances that enable nonlinear reduced-order models (ROMs) to be deployed in a variety of time-critical settings. First, we present an error bound for the Gauss-Newton with Approximated Tensors (GNAT) nonlinear model reduction technique. This bound allows the state-space error for the GNAT method to be quantified when applied with the backward Euler time-integration scheme. Second, we present a methodology for preserving classical Lagrangian structure in nonlinear model reduction. This technique guarantees that important properties--such as energy conservation and symplectic time-evolution maps--are preserved when performing model reduction for models described by a Lagrangian formalism (e.g., molecular dynamics, structural dynamics). Third, we present a novel technique for decreasing the temporal complexity --defined as the number of Newton-like iterations performed over the course of the simulation--by exploiting time-domain data. Fourth, we describe a novel method for refining projection-based reduced-order models a posteriori using a goal-oriented framework similar to mesh-adaptive h -refinement in finite elements. The technique allows the ROM to generate arbitrarily accurate solutions, thereby providing the ROM with a 'failsafe' mechanism in the event of insufficient training data. Finally, we present the reduced-order model error surrogate (ROMES) method for statistically quantifying reduced- order-model errors. This enables ROMs to be rigorously incorporated in uncertainty-quantification settings, as the error model can be treated as a source of epistemic uncertainty. This work was completed as part of a Truman Fellowship appointment. We note that much additional work was performed as part of the Fellowship. One salient project is the development of the Trilinos-based model-reduction software module Razor , which is currently bundled with the Albany PDE code and currently allows nonlinear reduced-order models to be constructed for any application supported in Albany. Other important projects include the following: 1. ROMES-equipped ROMs for Bayesian inference: K. Carlberg, M. Drohmann, F. Lu (Lawrence Berkeley National Laboratory), M. Morzfeld (Lawrence Berkeley National Laboratory). 2. ROM-enabled Krylov-subspace recycling: K. Carlberg, V. Forstall (University of Maryland), P. Tsuji, R. Tuminaro. 3. A pseudo balanced POD method using only dual snapshots: K. Carlberg, M. Sarovar. 4. An analysis of discrete v. continuous optimality in nonlinear model reduction: K. Carlberg, M. Barone, H. Antil (George Mason University). Journal articles for these projects are in progress at the time of this writing.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2011

Technique for Solving Electrically Small to Large Structures for Broadband Applications

Fast iterative algorithms are often used for solving Method of Moments (MoM) systems, having a large number of unknowns, to determine current distribution and other parameters. The most commonly used fast methods include the fast multipole method (FMM), the precorrected fast Fourier transform (PFFT), and low-rank QR compression methods. These methods reduce the O(N) memory and time requirements to O(N log N) by compressing the dense MoM system so as to exploit the physics of Green s Function interactions. FFT-based techniques for solving such problems are efficient for spacefilling and uniform structures, but their performance substantially degrades for non-uniformly distributed structures due to the inherent need to employ a uniform global grid. FMM or QR techniques are better suited than FFT techniques; however, neither the FMM nor the QR technique can be used at all frequencies. This method has been developed to efficiently solve for a desired parameter of a system or device that can include both electrically large FMM elements, and electrically small QR elements. The system or device is set up as an oct-tree structure that can include regions of both the FMM type and the QR type. The system is enclosed with a cube at a 0- th level, splitting the cube at the 0-th level into eight child cubes. This forms cubes at a 1st level, recursively repeating the splitting process for cubes at successive levels until a desired number of levels is created. For each cube that is thus formed, neighbor lists and interaction lists are maintained. An iterative solver is then used to determine a first matrix vector product for any electrically large elements as well as a second matrix vector product for any electrically small elements that are included in the structure. These matrix vector products for the electrically large and small elements are combined, and a net delta for a combination of the matrix vector products is determined. The iteration continues until a net delta is obtained that is within the predefined limits. The matrix vector products that were last obtained are used to solve for the desired parameter. The solution for the desired parameter is then presented to a user in a tangible form; for example, on a display.

Jandhyala, Vikram↗
NASA NTRS1992

Parallel solver for trajectory optimization search directions

A key algorithmic element of a real-time trajectory optimization hardware/software implementation is presented, the search step solver. This is one piece of an algorithm whose overall goal is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter or the National Aerospace Plane. Many methods of nonlinear programming require the solution of a quadratic program (QP) at each iteration to determine the search step. In the trajectory optimization case, the QP has a special dynamic programming structure. The algorithm exploits this special structure with a divide- and conquer type of parallel implementation. The algorithm solves a (p.N)-stage problem on N processors in O(p + log2 N) operations. The algorithm yields a factor of 8 speed-up over the fastest known serial algorithm when solving a 1024-stage test problem on 32 processors.

Psiaki, M. L.↗
NASA NTRS1989

A nearly-linear computational-cost scheme for the forward dynamics of an N-body pendulum

The dynamic equations of motion of an n-body pendulum with spherical joints are derived to be a mixed system of differential and algebraic equations (DAE's). The DAE's are kept in implicit form to save arithmetic and preserve the sparsity of the system and are solved by the robust implicit integration method. At each solution point, the predicted solution is corrected to its exact solution within given tolerance using Newton's iterative method. For each iteration, a linear system of the form J delta X = E has to be solved. The computational cost for solving this linear system directly by LU factorization is O(n exp 3), and it can be reduced significantly by exploring the structure of J. It is shown that by recognizing the recursive patterns and exploiting the sparsity of the system the multiplicative and additive computational costs for solving J delta X = E are O(n) and O(n exp 2), respectively. The formulation and solution method for an n-body pendulum is presented. The computational cost is shown to be nearly linearly proportional to the number of bodies.

Chou, Jack C. K.↗
DOE OSTI2016

PolyCheck: Dynamic Verification of Iteration Space Transformations on Affine Programs

High-level compiler transformations, especially loop transformations, are widely recognized as critical optimizations to restructure programs to improve data locality and expose parallelism. Guaranteeing the correctness of program transformations is essential, and to date three main approaches have been developed: proof of equivalence of affine programs, matching the execution traces of programs, and checking bit-by-bit equivalence of the outputs of the programs. Each technique suffers from limitations in either the kind of transformations supported, space complexity, or the sensitivity to the testing dataset. In this paper, we take a novel approach addressing all three limitations to provide an automatic bug checker to verify any iteration reordering transformations on affine programs, including non-affine transformations, with space consumption proportional to the original program data, and robust to arbitrary datasets of a given size. We achieve this by exploiting the structure of affine program control- and data-flow to generate at compile-time lightweight checker code to be executed within the transformed program. Experimental results assess the correctness and effectiveness of our method, and its increased coverage over previous approaches.

affine programs↗