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At least 19 records

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.↗

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.↗

Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes: An Iterative Decoding Algorithm for Linear Block Codes Based on a Low-Weight Trellis Search - Part 3

For long linear block codes, maximum likelihood decoding based on full code trellises would be very hard to implement if not impossible. In this case, we may wish to trade error performance for the reduction in decoding complexity. Sub-optimum soft-decision decoding of a linear block code based on a low-weight sub-trellis can be devised to provide an effective trade-off between error performance and decoding complexity. This chapter presents such a suboptimal decoding algorithm for linear block codes. This decoding algorithm is iterative in nature and based on an optimality test. It has the following important features: (1) a simple method to generate a sequence of candidate code-words, one at a time, for test; (2) a sufficient condition for testing a candidate code-word for optimality; and (3) a low-weight sub-trellis search for finding the most likely (ML) code-word.

Lin, Shu↗

A block-based algorithm for the solution of compressible flows in rotor-stator combinations

A block-based solution algorithm is developed for the solution of compressible flows in rotor-stator combinations. The method allows concurrent solution of multiple solution blocks in parallel machines. It also allows a time averaged interaction at the stator-rotor interfaces. Numerical results are presented to illustrate the performance of the algorithm. The effect of the interaction between the stator and rotor is evaluated.

Akay, H. U.↗

Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes

Decoding algorithms based on the trellis representation of a code (block or convolutional) drastically reduce decoding complexity. The best known and most commonly used trellis-based decoding algorithm is the Viterbi algorithm. It is a maximum likelihood decoding algorithm. Convolutional codes with the Viterbi decoding have been widely used for error control in digital communications over the last two decades. This chapter is concerned with the application of the Viterbi decoding algorithm to linear block codes. First, the Viterbi algorithm is presented. Then, optimum sectionalization of a trellis to minimize the computational complexity of a Viterbi decoder is discussed and an algorithm is presented. Some design issues for IC (integrated circuit) implementation of a Viterbi decoder are considered and discussed. Finally, a new decoding algorithm based on the principle of compare-select-add is presented. This new algorithm can be applied to both block and convolutional codes and is more efficient than the conventional Viterbi algorithm based on the add-compare-select principle. This algorithm is particularly efficient for rate 1/n antipodal convolutional codes and their high-rate punctured codes. It reduces computational complexity by one-third compared with the Viterbi algorithm.

Lin, Shu↗

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↗

Block LU factorization

Many of the currently popular 'block algorithms' are scalar algorithms in which the operations have been grouped and reordered into matrix operations. One genuine block algorithm in practical use is block LU factorization, and this has recently been shown by Demmel and Higham to be unstable in general. It is shown here that block LU factorization is stable if A is block diagonally dominant by columns. Moreover, for a general matrix the level of instability in block LU factorization can be founded in terms of the condition number kappa(A) and the growth factor for Gaussian elimination without pivoting. A consequence is that block LU factorization is stable for a matrix A that is symmetric positive definite or point diagonally dominant by rows or columns as long as A is well-conditioned.

Demmel, James W.↗

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.↗

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.↗

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.↗

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.↗

Optimizing the Accelerated Recursive Doubling Algorithm for Block Tridiagonal Systems of Equations

The need to solve block tridiagonal systems with hundreds or thousands of right-hand sides for the same block tridiagonal matrix is common in a variety of disciplines. To meet this need, the Accelerated Recursive Doubling Algorithm was developed. After a right-hand side independent phase, the algorithm allows for the quick, online calculation of solutions for different right-hand sides. In this work, we present methods to optimize the Accelerated Recursive Doubling Algorithm in memory usage and computation time in a hybrid parallelization model. The right-hand side independent phase of the naïve implementation takes ≥ 11/3 the amount of memory required to store the tridiagonal matrix, while our implementation reduces the fraction to ≈ 5/3 . The right-hand side dependent phase of the naïve implementation takes ≥ 6 times the amount of memory required to store the right-hand side, while our implementation reduces the fraction to ≈ 3. The computation time for the independent phase is reduced to ≈ 2/3 times that of the naïve implementation, while the computation time for the dependent phase is reduced to ≈ 5/9 . With increasing numbers of shared-memory threads q on every distributed processing element, we have O(q) theoretical speedup.

97 MATHEMATICS AND COMPUTING↗

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.↗

Automatic blocking of nested loops

Blocked algorithms have much better properties of data locality and therefore can be much more efficient than ordinary algorithms when a memory hierarchy is involved. On the other hand, they are very difficult to write and to tune for particular machines. The reorganization is considered of nested loops through the use of known program transformations in order to create blocked algorithms automatically. The program transformations used are strip mining, loop interchange, and a variant of loop skewing in which invertible linear transformations (with integer coordinates) of the loop indices are allowed. Some problems are solved concerning the optimal application of these transformations. It is shown, in a very general setting, how to choose a nearly optimal set of transformed indices. It is then shown, in one particular but rather frequently occurring situation, how to choose an optimal set of block sizes.

Schreiber, Robert↗

Development of an automatic block generation algorithm

A method for automatic multiblock grid generation is described. The method combines the modified advancing front method as a predictor with an elliptic scheme as a corrector. It advances a collection of cells by one cell height in the outward direction using modified advancing front method, and then corrects newly-obtained cell positions by solving elliptic equations. This predictor-corrector type scheme is repeatedly applied until the field of interest is filled with hexahedral grid cells. Given the configuration surface grid, the scheme produces block layouts as well as grid cells with overall smoothness as its output. The method saves human-time and reduces the burden on the user in generating grids for general 3D configurations. It is used to generate multiblock grids for wings in their high-lift configuration.

Eberhardt, Scott↗

A Multiblock Approach for Calculating Incompressible Fluid Flows on Unstructured Grids

A multiblock approach is presented for solving two-dimensional incompressible turbulent flows on unstructured grids. The artificial compressibility form of the governing equations is solved by a vertex-centered, finite-volume implicit scheme which uses a backward Euler time discretization. Point Gauss-Seidel relaxations are used to solve the linear system of equations at each time step. This work introduces a multiblock strategy to the solution procedure, which greatly improves the efficiency of the algorithm by significantly reducing the memory requirements while not increasing the CPU time. Results presented in this work shows that the current multiblock algorithm requires 70% less memory than the single block algorithm.

Sheng, Chunhua↗

Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes: A Recursive Maximum Likelihood Decoding - Part 3

The Viterbi algorithm is indeed a very simple and efficient method of implementing the maximum likelihood decoding. However, if we take advantage of the structural properties in a trellis section, other efficient trellis-based decoding algorithms can be devised. Recently, an efficient trellis-based recursive maximum likelihood decoding (RMLD) algorithm for linear block codes has been proposed. This algorithm is more efficient than the conventional Viterbi algorithm in both computation and hardware requirements. Most importantly, the implementation of this algorithm does not require the construction of the entire code trellis, only some special one-section trellises of relatively small state and branch complexities are needed for constructing path (or branch) metric tables recursively. At the end, there is only one table which contains only the most likely code-word and its metric for a given received sequence r = (r(sub 1), r(sub 2),...,r(sub n)). This algorithm basically uses the divide and conquer strategy. Furthermore, it allows parallel/pipeline processing of received sequences to speed up decoding.

Lin, Shu↗