Search NASA⌕ Search

SEARCH · Search NASA

Results for “low-rank factorizations”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Evaluation of data driven low-rank matrix factorization for accelerated solutions of the Vlasov equation

Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization method using artificial neural networks, specifically with convolutional layer architecture, that trains on existing simulation data. At inference time, the model outputs a low-rank decomposition of the distribution field of the charged particles, and we demonstrate that this step is faster than the standard linear algebra technique. Numerical experiments show that the method achieves comparable reconstruction accuracy for interpolation tasks, generalizing to unseen test data in a manner beyond just memorizing training data; patterns in factorization also inherently followed the same numerical trend as those within algebraic methods (e.g., truncated singular-value decomposition). However, when training on the first 70% of a time-series data and testing on the remaining 30%, the method fails to meaningfully extrapolate. Despite this limiting result, the technique may have benefits for simulations in a statistical steady-state or otherwise showing temporal stability. These results suggest that while the model offers a computationally efficient alternative for datasets with temporal stability, its current formulation is best suited for interpolation rather than for predicting future states in time-evolving systems. This study thus lays the groundwork for further refinement of neural network-based approaches to low-rank matrix factorization in high-dimensional plasma simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Asymptotic-preserving dynamical low-rank method for the stiff nonlinear Boltzmann equation

In kinetic theory, numerically solving the full Boltzmann equation is extremely expensive. This is because the Boltzmann collision operator involves a high-dimensional, nonlinear integral that must be evaluated at each spatial grid point and every time step. The challenge becomes even more pronounced in the fluid (strong collisionality) regime, where the collision operator exhibits strong stiffness, causing explicit time integrators to impose severe stability restrictions. In this paper, we propose addressing this problem through a dynamical low-rank (DLR) approximation. The resulting algorithm requires evaluating the Boltzmann collision operator only r 2 times, where r, the rank of the approximation, is much smaller than the number of spatial grid points. We propose a novel DLR integrator, called the XL integrator, which reduces the number of steps compared to the available alternatives (such as the projector splitting or basis update & Galerkin (BUG) integrator). For a class of problems including the Boltzmann collision operator which enjoys a separation property between physical and velocity space, we further propose a specialized version of the XL integrator, called the sXL integrator. This version requires solving only one differential equation to update the low-rank factors. Furthermore, the proposed low-rank schemes are asymptotic-preserving, meaning they can capture the asymptotic fluid limit in the case of strong collisionality. Our numerical experiments demonstrate the efficiency and accuracy of the proposed methods across a wide range of regimes, from non-stiff (kinetic) to stiff (fluid).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A review of low-rank methods for time-dependent kinetic simulations

Time-dependent kinetic models are ubiquitous in computational science and engineering. The underlying integro-differential equations in these models are high-dimensional, comprised of a six–dimensional phase space, making simulations of such phenomena extremely expensive. In this article we demonstrate that in many situations, the solution to kinetics problems lives on a low dimensional manifold that can be described by a low-rank matrix or tensor approximation. We then review the recent development of so-called low-rank methods that evolve the solution on this manifold. The two classes of methods we review are the dynamical low-rank (DLR) method, which derives differential equations for the low-rank factors, and a Step-and-Truncate (SAT) approach, which projects the solution onto the low-rank representation after each time step. Thorough discussions of time integrators, tensor decompositions, and method properties such as structure preservation and computational efficiency are included. We further show examples of low-rank methods as applied to particle transport and plasma dynamics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

An Incremental Tensor Train Decomposition Algorithm

We present a new algorithm for incrementally updating the tensor train decomposition of a stream of tensor data. This new algorithm, called the tensor train incremental core expansion (TT-ICE) improves upon the current state-of-the-art algorithms for compressing in tensor train format by developing a new adaptive approach that incurs significantly slower rank growth and guarantees compression accuracy. This capability is achieved by limiting the number of new vectors appended to the TT-cores of an existing accumulation tensor after each data increment. These vectors represent directions orthogonal to the span of existing cores and are limited to those needed to represent a newly arrived tensor to a target accuracy. We provide two versions of the algorithm: TT-ICE and TT-ICE accelerated with heuristics (TT-ICE*). Here, we provide a proof of correctness for TT-ICE and empirically demonstrate the performance of the algorithms in compressing large-scale video and scientific simulation datasets. Compared to existing approaches that also use rank adaptation, TT-ICE* achieves 57× higher compression and up to 95% reduction in computational time.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Combining Sparse Approximate Factorizations with Mixed-precision Iterative Refinement

The standard LU factorization-based solution process for linear systems can be enhanced in speed or accuracy by employing mixed-precision iterative refinement. Most recent work has focused on dense systems. We investigate the potential of mixed-precision iterative refinement to enhance methods for sparse systems based on approximate sparse factorizations. In doing so, we first develop a new error analysis for LU- and GMRES-based iterative refinement under a general model of LU factorization that accounts for the approximation methods typically used by modern sparse solvers, such as low-rank approximations or relaxed pivoting strategies. We then provide a detailed performance analysis of both the execution time and memory consumption of different algorithms, based on a selected set of iterative refinement variants and approximate sparse factorizations. Our performance study uses the multifrontal solver MUMPS, which can exploit block low-rank factorization and static pivoting. We evaluate the performance of the algorithms on large, sparse problems coming from a variety of real-life and industrial applications showing that mixed-precision iterative refinement combined with approximate sparse factorization can lead to considerable reductions of both the time and memory consumption.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A flexible class of priors for orthonormal matrices with basis function-specific structure

Statistical modeling of high-dimensional matrix-valued data motivates the use of a low-rank representation that simultaneously summarizes key characteristics of the data and enables dimension reduction. Low-rank representations commonly factor the original data into the product of orthonormal basis functions and weights, where each basis function represents an independent feature of the data. However, the basis functions in these factorizations are typically computed using algorithmic methods that cannot quantify uncertainty or account for basis function correlation structure a priori. While there exist Bayesian methods that allow for a common correlation structure across basis functions, empirical examples motivate the need for basis function-specific dependence structure. We propose a prior distribution for orthonormal matrices that can explicitly model basis function-specific structure. The prior is used within a general probabilistic model for singular value decomposition to conduct posterior inference on the basis functions while accounting for measurement error and fixed effects. We discuss how the prior specification can be used for various scenarios and demonstrate favorable model properties through synthetic data examples. Finally, we apply our method to two-meter air temperature data from the Pacific Northwest, enhancing our understanding of the Earth system’s internal variability.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Compression of tokamak boundary plasma simulation data using a maximum volume algorithm for matrix skeleton decomposition

This report demonstrates satisfactory data compression of SOLPS-ITER simulation output ranging from 2D fields, 1D profiles, and 0D scalar variables with a novel matrix decomposition approach. The singular value decomposition (SVD) scales poorly for large matrix sizes and is unsuited to the application on high dimensional data common to fusion plasma physics simulation. In this work, we employ the columns-submatrix-rows (CUR) matrix factorization technique in order to compute a low-rank approximation up to two orders of magnitude faster than the SVD, but within a nominal L2-norm relative error of ε = 10 –2 . In addition, the CUR approach maintains the original format of the data, in its extracted columns and rows, allowing for interpretable data storage at the original resolution of the simulation. We utilize an iterative algorithm to compute the CUR decomposition of simulation output by maximizing the volume, or linearly independent information content, of a low-rank submatrix contained within the data. Experiments over $\textit{n} × \textit{n}$ randomized test matrices with embedded rank-deficient features show that this maximum volume implementation of CUR matrix approximation has reduced asymptotic computational complexity on the order of n compared to the SVD, which scales approximately as $n^3$. These results show that the CUR technique can be used to effectively select time step snapshots (columns) of over 140 SOLPS-ITER output variables and the associated discretized coordinate timeseries (rows) allowing for reconstruction of the complete simulation dynamics.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2026

Multigroup Thermal Radiation Transport with Tensor Trains

We investigate the application of tensor-train (TT) algorithms to multigroup thermal radiation transport (i.e., photon radiation transport). The TT framework enables simulations at discretizations that might otherwise be computationally infeasible on conventional hardware. We show that solutions to certain multigroup problems possess an intrinsic low-rank structure, which the TT representation leverages effectively. This enables us to solve problems where the discretized solution size exceeds a trillion parameters on a single node. The solver is evaluated on a range of test problems with varying levels of complexity, consistently achieving compression factors greater than 100× and speedups exceeding 2×. We also investigate alternative TT topologies by analyzing the low-rank structure of the merged spatio-spectral core to assess the potential for greater compression. This analysis suggests that compression gains could increase by factors as large as 7. Our results indicate that the low-rank structure of the merged spatio-spectral core captures the spatio-spectral complexity of the solution, largely driven by the opacity structure of the medium. Beyond identifying opportunities for improved compression, this analysis highlights the types of errors that may arise in angle-integrated quantities when exploiting this low-rank structure.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Advanced Ab Initio Methods for Nuclear Structure (Final Report)

Over the past decade, there has been enormous progress in the description of nuclear structure from first principles, using interactions from Chiral Effective Field Theory that are rooted in Quantum Chromodynamics, the fundamental theory of strong interactions, and many-body methods that solve the Schrödinger equation with systematically improvable approximations. Amongst those are the family of In-Medium Similarity Renormalization Group (IMSRG) framework developed by the PI and his co-workers. While these methods scale polynomially in the size N of the single-particle basis, computational efforts still grows dramatically as we increase the degrees of freedom for the nucleons by relaxing symmetries or introducing continuum couplings (see below), or as we push to improved truncations to provide precise inputs for experimental efforts, in particular in fundamental symmetry searches. In order to address this growing computational cost, one focus area of this award was the exploration of compression and factorization methods. The key to success or failure is the presence of low-rank structures within the matrix elements of NN and 3N interactions or the IMSRG evolution operator, and a means to reformulate the method that will let us exploit them.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1987

The use of the QR factorization in the partial realization problem

The use of the QR factorization of the Hankel matrix in solving the partial realization problem is analyzed. Straightforward use of the QR factorization results in a realization scheme that possesses all of the computational advantages of Rissanen's realization scheme. These latter properties are computational efficiency, recursiveness, use of limited computer memory, and the realization of a system triplet having a condensed structure. Moreover, this scheme is robust when the order of the system corresponds to the rank of the Hankel matrix. When this latter condition is violated, an approximate realization could be determined via the QR factorization. In this second scheme, the given Hankel matrix is approximated by a low-rank non-Hankel matrix. Furthermore, it is demonstrated that column pivoting might be incorporated in this second scheme. The results presented are derived for a single input/single output system, but this does not seem to be a restriction.

Verhaegen, M. H.↗
DOE OSTI2023

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Algorithms for Symmetric Nonnegative Matrix Factorization

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a matrix with a product of a nonnegative, low-rank matrix and it transpose. To design faster and more scalable algorithms for SymNMF we develop two randomized algorithms for its computation. The first method uses randomized matrix sketching to compute an initial low-rank approximation to the input matrix and proceeds to uses this as a low-rank input to rapidly compute a SymNMF. The second methods uses randomized leverage score sampling to approximately solve constrained least squares problems. Many successful methods for SymNMF rely on (approximately) solving sequences of constrained least squares problems. Here, we prove theoretically that leverage score sampling can approximately solve constrained least squares problems to e-accuracy. Finally we demonstrate both methods work in practice by applying them to graph clustering tasks on large real world data sets. These experiments show that our methods approximately maintain solution quality and achieve significant speed ups for both large dense and large sparse problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Factorization of Binary Matrices: Rank Relations, Uniqueness and Model Selection of Boolean Decomposition

The application of binary matrices are numerous. Representing a matrix as a mixture of a small collection of latent vectors via low-rank decomposition is often seen as an advantageous method to interpret and analyze data. In this work, we examine the factorizations of binary matrices using standard arithmetic (real and nonnegative) and logical operations (Boolean and $\mathbb{Z}$ 2 ). We examine the relationships between the different ranks, and discuss when factorization is unique. In particular, we characterize when a Boolean factorization X = W$\land$H has a unique W, a unique H (for a fixed W), and when both W and H are unique, given a rank constraint. We introduce a method for robust Boolean model selection, called BMFk, and show on numerical examples that BMFk not only accurately determines the correct number of Boolean latent features but reconstruct the pre-determined factors accurately.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A Linear-Complexity Tensor Butterfly Algorithm for Compressing High-Dimensional Oscillatory Integral Operators

This paper presents a multilevel tensor compression algorithm called tensor butterfly algorithm for efficiently representing large-scale and high-dimensional oscillatory integral operators, including Green's functions for wave equations and integral transforms such as Radon transforms and Fourier transforms. The proposed algorithm leverages a tensor extension of the so-called complementary low-rank property of existing matrix butterfly algorithms. The algorithm partitions the discretized integral operator tensor into subtensors of multiple levels and factorizes each subtensor at the middle level as a Tucker-type interpolative decomposition, whose factor matrices are formed in a multilevel fashion. For a d-dimensional (d > 1) integral operator discretized into a 2d-mode tensor with n2d entries, the overall CPU time and memory requirement scale as O(nd), in stark contrast to the O(nd log n) complexity of existing matrix algorithms such as matrix butterfly algorithms and fast Fourier transforms (FFTs), where n is the number of points per direction. When comparing with other tensor algorithms such as quantized tensor train (QTT), the proposed algorithm also shows superior CPU and memory performance for tensor contraction. Remarkably, the tensor butterfly algorithm can efficiently model high-frequency Green's function interactions between two unit cubes, each spanning 512 wavelengths per direction, which represents problems of scale over 512× larger than that existing butterfly algorithms can handle, with the same amount of computation resources. On the other hand, for a problem representing 64 wavelengths per direction, which is the largest size existing algebraic matrix algorithms can handle, our tensor butterfly algorithm exhibits 200x speedups and 30× memory reduction compared with existing ones. Moreover, the tensor butterfly algorithm also permits O(nd)-complexity FFTs and Radon transforms up to d = 6 dimensions.

Kielstra, P Michael↗
DOE OSTI2023

Sparse Approximate Multifrontal Factorization with Composite Compression Methods

This article presents a fast and approximate multifrontal solver for large sparse linear systems. In a recent work by Liu et al., we showed the efficiency of a multifrontal solver leveraging the butterfly algorithm and its hierarchical matrix extension, HODBF (hierarchical off-diagonal butterfly) compression to compress large frontal matrices. The resulting multifrontal solver can attain quasi-linear computation and memory complexity when applied to sparse linear systems arising from spatial discretization of high-frequency wave equations. To further reduce the overall number of operations and especially the factorization memory usage to scale to larger problem sizes, in this article we develop a composite multifrontal solver that employs the HODBF format for large-sized fronts, a reduced-memory version of the nonhierarchical block low-rank format for medium-sized fronts, and a lossy compression format for small-sized fronts. This allows us to solve sparse linear systems of dimension up to 2.7 × larger than before and leads to a memory consumption that is reduced by 70% while ensuring the same execution time. The code is made publicly available in GitHub.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A reduced-order model for nonlinear radiative transfer problems based on moment equations and POD-Petrov-Galerkin projection of the normalized Boltzmann transport equation

A data-driven projection-based reduced-order model (ROM) for nonlinear thermal radiative transfer (TRT) problems is presented. The TRT ROM is formulated by (i) a hierarchy of low-order quasidiffusion (aka variable Eddington factor) equations for moments of the radiation intensity and (ii) the normalized Boltzmann transport equation (BTE). The multilevel system of moment equations is derived by projection of the BTE onto a sequence of subspaces which represent elements of the phase space of the problem. Exact closure for the moment equations is provided by the Eddington tensor. A Petrov-Galerkin (PG) projection of the normalized BTE is formulated using a proper orthogonal decomposition (POD) basis representing the normalized radiation intensity over the whole phase space and time. The Eddington tensor linearly depends on the solution of the normalized BTE. By linear superposition of the POD basis functions, a low-rank expansion of the Eddington tensor is constructed with coefficients defined by the PG projected normalized BTE. The material energy balance (MEB) equation is coupled with the effective gray low-order equations which exist on the same dimensional scale as the MEB equation. The resulting TRT ROM is structure and asymptotic preserving. A detailed analysis of the ROM is performed on the classical Fleck-Cummings (F-C) TRT multigroup test problem in 2D geometry. Numerical results are presented to demonstrate the ROM's effectiveness in the simulation of radiation wave phenomena. Importantly, the ROM is shown to produce solutions with sufficiently high accuracy while using low-rank approximation of the normalized BTE solution. Essential physical characteristics of supersonic radiation wave are preserved in the ROM solutions.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Stochastic quantum Krylov protocol with double-factorized Hamiltonians

Here we propose a class of randomized quantum Krylov diagonalization (rQKD) algorithms capable of solving the eigenstate estimation problem with modest quantum resource requirements. Compared to previous real-time evolution quantum Krylov subspace methods, our approach expresses the time evolution operator e –i$\widehat{H}$$\tau$ as a linear combination of unitaries and subsequently uses a stochastic sampling procedure to reduce circuit depth requirements. While our methodology applies to any Hamiltonian with fast-forwardable subcomponents, we focus on its application to the explicitly double-factorized electronic-structure Hamiltonian. To demonstrate the potential of the proposed rQKD algorithm on near-term quantum devices, we provide numerical benchmarks for a variety of molecular systems with circuit-based state-vector simulators including the effects of sampling noise, achieving ground-state energy errors of less than 1 kcal mol -1 with circuit depths orders of magnitude shallower than those required for low-rank deterministic Trotter-Suzuki decompositions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Neutron diffusion calculation in heterogeneous geometry based on local/global iteration using proper orthogonal decomposition

This study newly proposes a heterogeneous core calculation method based on local/global iteration using proper orthogonal decomposition (POD). By using the singular value decomposition (SVD) and the low-rank approximation, appropriate POD bases for expanding the neutron flux can be obtained from snapshot data of the neutron flux obtained by fine mesh calculations. By projection using the POD bases, the dimension of the target equation (e.g., discretized neutron diffusion equation) can be dramatically reduced. In the proposed method, POD is effectively applied to each single assembly calculation (local calculation). Furthermore, using the local/global iteration, the effective neutron multiplication factor and the neutron flux distribution in the whole core geometry can be obtained by combining the numerical results of the local calculation for each fuel assembly and the global calculation for the whole core. As a feasibility study, the proposed method is applied to a one-dimensional heterogeneous core analysis, and the accuracy is investigated by changing the total number of POD bases. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗