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DOE OSTI2024

Remark on Algorithm 1012: Computing Projections with Large Datasets

In ACM TOMS Algorithm 1012, the DELAUNAYSPARSE software is given for performing Delaunay interpolation in medium to high dimensions. When extrapolating outside the convex hull of the training set, DELAUNAYSPARSE calls the nonnegative least squares solver DWNNLS to compute projections onto the convex hull. However, DWNNLS and many other available sum-of-squares optimization solvers were not intended for usage with many variable problems, which result from the large training sets that are typical in machine learning applications. Thus, a new PROJECT subroutine is given, based on the highly customizable quadratic program solver BQPD. This solution is shown to be as robust as DELAUNAYSPARSE for projection onto both synthetic and real-world datasets, where other available solvers frequently fail. Although it is intended as an update for DELAUNAYSPARSE, due to the difficulty and prevalence of the problem, this solution is likely to be of external interest as well.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Collocation methods for nonlinear differential equations on low-rank manifolds

We introduce new methods for integrating nonlinear differential equations on low-rank manifolds. These methods rely on interpolatory projections onto the tangent space, enabling low-rank time integration of vector fields that can be evaluated entry-wise. A key advantage of our approach is that it does not require the vector field to exhibit low-rank structure, thereby overcoming significant limitations of traditional dynamical low-rank methods based on orthogonal projection. To construct the interpolatory projectors, we develop a sparse tensor sampling algorithm based on the discrete empirical interpolation method (DEIM) that parameterizes tensor train manifolds and their tangent spaces with cross interpolation. Using these projectors, we propose two time integration schemes on low-rank tensor train manifolds. The first scheme integrates the solution at selected interpolation indices and constructs the solution with cross interpolation. The second scheme generalizes the well-known orthogonal projector-splitting integrator to interpolatory projectors. We demonstrate the proposed methods with applications to several tensor differential equations arising from the discretization of partial differential equations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

On Compatible Transfer Operators in Nonsymmetric Algebraic Multigrid

The standard goal for an effective algebraic multigrid (AMG) algorithm is to develop relaxation and coarse-grid correction schemes that attenuate complementary error modes. In the nonsymmetric setting, coarse-grid correction Π will almost certainly be nonorthogonal (and divergent) in any known standard product, meaning ∥Π∥ > 1. This introduces a new consideration, that one wants coarse-grid correction to be as close to orthogonal as possible, in an appropriate norm. In addition, due to nonorthogonality, Π may actually amplify certain error modes that are in the range of interpolation. Relaxation must then not only be complementary to interpolation, but also rapidly eliminate any error amplified by the nonorthogonal correction, or the algorithm may diverge. Here this paper develops analytic formulae on how to construct “compatible” transfer operators in nonsymmetric AMG such that ∥Π∥ = 1 in some standard matrix-induced norm. Discussion is provided on different options for the norm in the nonsymmetric setting, the relation between “ideal” transfer operators in different norms, and insight into the convergence of nonsymmetric reduction-based AMG.

97 MATHEMATICS AND COMPUTING↗