Direct methods for the solution of systems of linear equations with sparse coefficient matrix and related topics Final report, 1 Dec. 1967 - 31 Aug. 1970
Deriving algorithms for computations involving sparse matrices
Tewarson, R. P.↗
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A review of reduced Navier-Stokes computations for compressible viscous flows
A reduced form of the Navier-Stokes equations, defined by a single composite of the Euler, boundary layer, and triple deck approximations, is considered for the computation of viscous interacting flows. Global pressure or pseudopotential relaxation methods are integrated with coupled sparse matrix direct solvers or coupled strongly implicit ILU algorithms to efficiently capture sharp shocks and regions of recirculation. Solutions are obtained for a variety of 2D and 3D geometries and for Mach numbers (M) spanning the range from incompressible (M = 0) to supersonic (M = 6) flow.
Rubin, S. G.↗
Comparing direct and iterative equation solvers in a large structural analysis software system
Two direct Choleski equation solvers and two iterative preconditioned conjugate gradient (PCG) equation solvers used in a large structural analysis software system are described. The two direct solvers are implementations of the Choleski method for variable-band matrix storage and sparse matrix storage. The two iterative PCG solvers include the Jacobi conjugate gradient method and an incomplete Choleski conjugate gradient method. The performance of the direct and iterative solvers is compared by solving several representative structural analysis problems. Some key factors affecting the performance of the iterative solvers relative to the direct solvers are identified.
Poole, E. L.↗
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.↗
Application of the TRANAIR rectangular grid approach to the aerodynamic analysis of complex configurations
A numerical method is described which uses a rectangular grid to solve the nonlinear full potential equation about complex configurations. The grid is locally refined to resolve high velocity gradients arising from leading edge expansions or shock waves. The grid penetrates the boundary (described by networks of quadrilateral panels) and is generated automatically. Discrete operators are constructed using the finite element method. The system of nonlinear discrete equations is solved iteratively using a Krylov subspace method preconditioned by an exterior Poisson solver and a direct sparse solver. The primary emphasis is to provide design engineers with an aerodynamic analysis tool (the TRANAIR code) which is accurate, reliable, economical, and flexible to use. Computational results for many interesting configurations are presented.
Johnson, Forrester T.↗
Object-Oriented Design for Sparse Direct Solvers
We discuss the object-oriented design of a software package for solving sparse, symmetric systems of equations (positive definite and indefinite) by direct methods. At the highest layers, we decouple data structure classes from algorithmic classes for flexibility. We describe the important structural and algorithmic classes in our design, and discuss the trade-offs we made for high performance. The kernels at the lower layers were optimized by hand. Our results show no performance loss from our object-oriented design, while providing flexibility, case of use, and extensibility over solvers using procedural design.
Dobrian, Florin↗
Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems
The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.
Oliker, Leonid↗
Electromagnetic Scattering by Discrete Random Media. IV: Coherent Backscattering
The problem of backscattering of light by a discrete random medium illuminated by an obliquely incident plane electromagnetic wave is considered.The analysis is performed in a linear-polarization basis and includes a complete derivation of the cross reflection matrix for a layer with densely and sparsely distributed particles, the design of an approximate method for computing the ladder and cross reflection matrices in the case of a semi-infinite medium with a sparse distribution of particles, the derivation of the relations between the elements of the ladder and cross reflection matrices in the exact backscattering direction for dense and sparse media, and the development of practical algorithms for solving the underlying integral equations by the method of Picard iterations and the discrete ordinate method. Simulation results for particles with large size parameters are also presented.
Adrian Doicu↗
Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications
In this study involving advanced fluid flow codes, an incremental iterative formulation (also known as the delta or correction form) together with the well-known spatially-split approximate factorization algorithm, is presented for solving the very large sparse systems of linear equations which are associated with aerodynamic sensitivity analysis. For smaller 2D problems, a direct method can be applied to solve these linear equations in either the standard or the incremental form, in which case the two are equivalent. Iterative methods are needed for larger 2D and future 3D applications, however, because direct methods require much more computer memory than is currently available. Iterative methods for solving these equations in the standard form are generally unsatisfactory due to an ill-conditioning of the coefficient matrix; this problem can be overcome when these equations are cast in the incremental form. These and other benefits are discussed. The methodology is successfully implemented and tested in 2D using an upwind, cell-centered, finite volume formulation applied to the thin-layer Navier-Stokes equations. Results are presented for two sample airfoil problems: (1) subsonic low Reynolds number laminar flow; and (2) transonic high Reynolds number turbulent flow.
Taylor, Arthur C., III↗
An incremental strategy for calculating consistent discrete CFD sensitivity derivatives
In this preliminary study involving advanced computational fluid dynamic (CFD) codes, an incremental formulation, also known as the 'delta' or 'correction' form, is presented for solving the very large sparse systems of linear equations which are associated with aerodynamic sensitivity analysis. For typical problems in 2D, a direct solution method can be applied to these linear equations which are associated with aerodynamic sensitivity analysis. For typical problems in 2D, a direct solution method can be applied to these linear equations in either the standard or the incremental form, in which case the two are equivalent. Iterative methods appear to be needed for future 3D applications; however, because direct solver methods require much more computer memory than is currently available. Iterative methods for solving these equations in the standard form result in certain difficulties, such as ill-conditioning of the coefficient matrix, which can be overcome when these equations are cast in the incremental form; these and other benefits are discussed. The methodology is successfully implemented and tested in 2D using an upwind, cell-centered, finite volume formulation applied to the thin-layer Navier-Stokes equations. Results are presented for two laminar sample problems: (1) transonic flow through a double-throat nozzle; and (2) flow over an isolated airfoil.
Korivi, Vamshi Mohan↗
Relaxation schemes for spectral multigrid methods
The effectiveness of relaxation schemes for solving the systems of algebraic equations which arise from spectral discretizations of elliptic equations is examined. Iterative methods are an attractive alternative to direct methods because Fourier transform techniques enable the discrete matrix-vector products to be computed almost as efficiently as for corresponding but sparse finite difference discretizations. Preconditioning is found to be essential for acceptable rates of convergence. Preconditioners based on second-order finite difference methods are used. A comparison is made of the performance of different relaxation methods on model problems with a variety of conditions specified around the boundary. The investigations show that iterations based on incomplete LU decompositions provide the most efficient methods for solving these algebraic systems.
Phillips, Timothy N.↗
Iterative solution techniques in boundary element analysis
Iterative techniques for the solution of the algebraic equations associated with the direct boundary element analysis (BEA) method are discussed. Continuum structural response analysis problems are considered, employing single- and multizone boundary element models with and without zone condensation. The impact on convergence rate and computer resource requirements associated with the sparse and blocked matrices, resulting in multizone BEA, is studied. Both conjugate gradient and generalized minimum residual preconditioned iterative solvers are applied for these problems and the performance of these algorithms is reported. Included is a quantification of the impact of the preconditioning utilized to render the boundary element matrices solvable by the respective iterative methods in a time competitive with direct methods.
Kane, J. H.↗
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.↗
Direct numerical simulation of incompressible axisymmetric flows
In the present work, we propose to conduct direct numerical simulations (DNS) of incompressible turbulent axisymmetric jets and wakes. The objectives of the study are to understand the fundamental behavior of axisymmetric jets and wakes, which are perhaps the most technologically relevant free shear flows (e.g. combuster injectors, propulsion jet). Among the data to be generated are various statistical quantities of importance in turbulence modeling, like the mean velocity, turbulent stresses, and all the terms in the Reynolds-stress balance equations. In addition, we will be interested in the evolution of large-scale structures that are common in free shear flow. The axisymmetric jet or wake is also a good problem in which to try the newly developed b-spline numerical method. Using b-splines as interpolating functions in the non-periodic direction offers many advantages. B-splines have local support, which leads to sparse matrices that can be efficiently stored and solved. Also, they offer spectral-like accuracy that are C(exp O-1) continuous, where O is the order of the spline used; this means that derivatives of the velocity such as the vorticity are smoothly and accurately represented. For purposes of validation against existing results, the present code will also be able to simulate internal flows (ones that require a no-slip boundary condition). Implementation of no-slip boundary condition is trivial in the context of the b-splines.
Loulou, Patrick↗
Modeling Sound Propagation Through Non-Axisymmetric Jets
A method for computing the far-field adjoint Green's function of the generalized acoustic analogy equations under a locally parallel mean flow approximation is presented. The method is based on expanding the mean-flow-dependent coefficients in the governing equation and the scalar Green's function in truncated Fourier series in the azimuthal direction and a finite difference approximation in the radial direction in circular cylindrical coordinates. The combined spectral/finite difference method yields a highly banded system of algebraic equations that can be efficiently solved using a standard sparse system solver. The method is applied to test cases, with mean flow specified by analytical functions, corresponding to two noise reduction concepts of current interest: the offset jet and the fluid shield. Sample results for the Green's function are given for these two test cases and recommendations made as to the use of the method as part of a RANS-based jet noise prediction code.
Leib, Stewart J.↗
A General-applications Direct Global Matrix Algorithm for Rapid Seismo-acoustic Wavefield Computations
A new matrix method for rapid wave propagation modeling in generalized stratified media, which has recently been applied to numerical simulations in diverse areas of underwater acoustics, solid earth seismology, and nondestructive ultrasonic scattering is explained and illustrated. A portion of recent efforts jointly undertaken at NATOSACLANT and NORDA Numerical Modeling groups in developing, implementing, and testing a new fast general-applications wave propagation algorithm, SAFARI, formulated at SACLANT is summarized. The present general-applications SAFARI program uses a Direct Global Matrix Approach to multilayer Green's function calculation. A rapid and unconditionally stable solution is readily obtained via simple Gaussian ellimination on the resulting sparsely banded block system, precisely analogous to that arising in the Finite Element Method. The resulting gains in accuracy and computational speed allow consideration of much larger multilayered air/ocean/Earth/engineering material media models, for many more source-receiver configurations than previously possible. The validity and versatility of the SAFARI-DGM method is demonstrated by reviewing three practical examples of engineering interest, drawn from ocean acoustics, engineering seismology and ultrasonic scattering.
Schmidt, H.↗
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.↗
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.↗