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At least 19 records

Overview of Krylov subspace methods with applications to control problems

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Saad, Youcef

Application of vector-valued rational approximations to the matrix eigenvalue problem and connections with Krylov subspace methods

Let F(z) be a vectored-valued function F: C approaches C sup N, which is analytic at z=0 and meromorphic in a neighborhood of z=0, and let its Maclaurin series be given. We use vector-valued rational approximation procedures for F(z) that are based on its Maclaurin series in conjunction with power iterations to develop bona fide generalizations of the power method for an arbitrary N X N matrix that may be diagonalizable or not. These generalizations can be used to obtain simultaneously several of the largest distinct eigenvalues and the corresponding invariant subspaces, and present a detailed convergence theory for them. In addition, it is shown that the generalized power methods of this work are equivalent to some Krylov subspace methods, among them the methods of Arnoldi and Lanczos. Thus, the theory provides a set of completely new results and constructions for these Krylov subspace methods. This theory suggests at the same time a new mode of usage for these Krylov subspace methods that were observed to possess computational advantages over their common mode of usage.

Sidi, Avram

A subspace iteration for eigenvector derivatives

An iterative procedure for calculating eigenvector derivatives has been developed based on the subspace iteration concept. The basic formulation is derived directly from the first variation of the resulting equations of subspace iteration for solving eigenvalue problems. Since the basic formulation conserves the convergence properties of the original subspace iteration for eigen-problems, an overrelaxation scheme similar to Bathe's approach is employed to accelerate the subspace iteration process for calculating eigenvector derivatives.

Ting, T.

Krylov subspace methods - Theory, algorithms, and applications

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Sad, Youcef

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland W.

An Active Subspace Method for Accelerating Convergence in Delaunay-Based Optimization via Dimension Reduction

Delaunay-based derivative-free optimization, ∆DOGS, is an efficient and provably-convergent global optimization method for the problems which has computationally expensive objection function and the analytical expression for the objective function is not available. ∆-DOGS is a novel optimization scheme in the family of response surface methods (RSMs); however, it suffers from the curse of dimensionality since the computational cost increases dramatically as the number of design parameters increases. As a result, the number of design parameters in ∆-DOGS algorithm is relatively low (n.10). To avoid such problems, this paper proposes a combination of derivative-free optimization, seeking the global minimizer of an expensive and nonconvex objective function f(x) and active subspace method, detecting the directions of the most variability using evaluations of the gradient. The contribution of other directions to the objective function is bounded by a sufficiently small constant. This new algorithm iteratively applied Delaunay-based derivative-free optimization to seek the minimizer on the d-dimensional active subspace that has most function variation. Inverse mapping is needed to project data from active subspace to full-model for evaluating function values. This task is overcome by solving an inequality constrained problem that curves the response surface of the objective function. The test results show that this strategy is effective on a handful of optimization problems.

Bewley, Thomas R.

Conditioned invariant subspaces, disturbance decoupling and solutions of rational matrix equations

Conditioned invariant subspaces are introduced both in terms of output injection and in terms of state estimation. Various properties of these subspaces are explored and the problem of disturbance decoupling by output injection (OIP) is defined. It is then shown that OIP is equivalent to the problem of disturbance decoupled estimation as introduced in Willems (1982) and Willems and Commault (1980). Both solvability conditions and a description of solutions for a class of rational matrix equations of the form X(s)M(s) = Q(s) on several ways are given in state-space form. Finally, the problem of output stabilization with respect to a disturbance is briefly addressed.

Li, Z.

A hypermatrix formulation for subspace iteration

The computational efficiency of subspace iteration is addressed relative to the data structures adopted for the very large and generally sparse coefficient matrices. The frequent triangulations and matrix multiplications demand that access to the terms in the coefficient matrices be unbiased. Reliance on virtual memory (paging) operating systems with no special considerations for localized data access is not adequate. Specific data structures must be designed that accommodate the needs of the numerical algorithm yet eliminate unnecessary paging. An implementation of the subspace iteration method using hypermatrix data structures is presented. Use of hypermatrices is shown to provide unbiased and localized data access. The various modifications to the conventional formulation are described and an example problem illustrates the potential benefits of the hypermatrix formulation. Possibilities for adapting hypermatrix data structures to new supercomputer architectures are discussed.

Schmidt, Richard J.

An accelerated subspace iteration for eigenvector derivatives

An accelerated subspace iteration method for calculating eigenvector derivatives has been developed. Factors affecting the effectiveness and the reliability of the subspace iteration are identified, and effective strategies concerning these factors are presented. The method has been implemented, and the results of a demonstration problem are presented.

Ting, Tienko

Practical Aspects of Krylov Subspace Iterative Methods in CFD

Implementation issues associated with the application of Krylov subspace iterative methods, such as Newton-GMRES, are presented within the framework of practical computational fluid dynamic (CFD) applications. This paper categorizes, evaluates, and contrasts the major ingredients (function evaluations, matrix-vector products, and preconditioners) of Newton-GMRES Krylov subspace methods in terms of their effect on the local linear and global nonlinear convergence, memory requirements, and accuracy. The discussion focuses on Newton-GMRES in both a structured multi-zone incompressible Navier-Stokes solver and an unstructured mesh finite-volume Navier-Stokes solver. Approximate versus exact matrix-vector products, effective preconditioners, and other pertinent issues are addressed.

Pulliam, Thomas H.

Multigrid and Krylov Subspace Methods for Transport Equations: Absorption Case

In this paper we look at Krylov subspace methods for solving the transport equations in a slab geometry. The spatial discretization scheme used is a finite element method called Modified Linear Discontinuous scheme (MLD). We investigate the convergence rates for a number of Krylov subspace methods for this problem and compare with the results of a spatial multigrid scheme.

Oliveira, S.

Subspace Iteration Method for Complex Eigenvalue Problems with Nonsymmetric Matrices in Aeroelastic System

Modern airplane design is a multidisciplinary task which combines several disciplines such as structures, aerodynamics, flight controls, and sometimes heat transfer. Historically, analytical and experimental investigations concerning the interaction of the elastic airframe with aerodynamic and in retia loads have been conducted during the design phase to determine the existence of aeroelastic instabilities, so called flutter .With the advent and increased usage of flight control systems, there is also a likelihood of instabilities caused by the interaction of the flight control system and the aeroelastic response of the airplane, known as aeroservoelastic instabilities. An in -house code MPASES (Ref. 1), modified from PASES (Ref. 2), is a general purpose digital computer program for the analysis of the closed-loop stability problem. This program used subroutines given in the International Mathematical and Statistical Library (IMSL) (Ref. 3) to compute all of the real and/or complex conjugate pairs of eigenvalues of the Hessenberg matrix. For high fidelity configuration, these aeroelastic system matrices are large and compute all eigenvalues will be time consuming. A subspace iteration method (Ref. 4) for complex eigenvalues problems with nonsymmetric matrices has been formulated and incorporated into the modified program for aeroservoelastic stability (MPASES code). Subspace iteration method only solve for the lowest p eigenvalues and corresponding eigenvectors for aeroelastic and aeroservoelastic analysis. In general, the selection of p is ranging from 10 for wing flutter analysis to 50 for an entire aircraft flutter analysis. The application of this newly incorporated code is an experiment known as the Aerostructures Test Wing (ATW) which was designed by the National Aeronautic and Space Administration (NASA) Dryden Flight Research Center, Edwards, California to research aeroelastic instabilities. Specifically, this experiment was used to study an instability known as flutter. ATW was a small-scale airplane wing comprised of an airfoil and wing tip boom. This wing was formulated based on a NACA-65A004 airfoil shape with a 3.28 aspect ratio. The wing had a span of 18 inch with root chord length of 13.2 inch and tip chord length of 8.7 inch. The total area of this wing was 197 square inch. The wing tip boom was a 1 inch diameter hollow tube of length 21.5 inch. The total weight of the wing was 2.66 lbs.

Pak, Chan-gi

Reachability Subspace Exploration Using Continuation Methods

Reachability manifold computation suffers from the curse of dimensionality and for large state spaces is computationally intractable. This paper examines the use of continuation methods to address this issue by formulating the reachability sub-space manifold calculation into a number of initial valued problems. As a result of computing the reachability manifold for a subspace of interest, an exponential improvement in computational cost occurs. This concept is applied to a position subspace reachability problem of a spacecraft in a Keplerian orbit under maximum thrust constraints. Future work includes a comparison of the proposed method with computing reachability manifolds using viscosity solutions of the Hamilton Jacobi Bellman partial differential equation.

orbital mechanics

Subspace-based Background Subtraction Applied to Aeroacoustic Wind Tunnel Testing

A subspace-based form of background subtraction is presented and applied to aeroacoustic wind tunnel data. A variant of this method has seen use in other fields such as climatology and medical imaging. The technique is based on an eigenvalue decomposition of the background noise cross-spectral matrix. Simulated results indicate similar performance to conventional background subtraction when the subtracted spectra are weaker than the true contaminating background levels. Superior performance is observed when the subtracted spectra are stronger than the true contaminating background levels, and when background data do not match between measurements. Experimental results show limited success in recovering signal behavior for data in which conventional background subtraction fails. The results also demonstrate the subspace subtraction technique's ability to maintain a physical coherence relationship in the modified cross-spectral matrix. Deconvolution results from microphone phased array data indicate that array integration methods are largely insensitive to subtraction type, and that background subtraction with appropriate background data is an effective alternative to diagonal removal.

deconvolution

Krylov subspace methods on supercomputers

A short survey of recent research on Krylov subspace methods with emphasis on implementation on vector and parallel computers is presented. Conjugate gradient methods have proven very useful on traditional scalar computers, and their popularity is likely to increase as three-dimensional models gain importance. A conservative approach to derive effective iterative techniques for supercomputers has been to find efficient parallel/vector implementations of the standard algorithms. The main source of difficulty in the incomplete factorization preconditionings is in the solution of the triangular systems at each step. A few approaches consisting of implementing efficient forward and backward triangular solutions are described in detail. Polynomial preconditioning as an alternative to standard incomplete factorization techniques is also discussed. Another efficient approach is to reorder the equations so as to improve the structure of the matrix to achieve better parallelism or vectorization. An overview of these and other ideas and their effectiveness or potential for different types of architectures is given.

Saad, Youcef

Model reduction and control of flexible structures using Krylov subspaces

Krylov vectors and the concept of parameter-matching are combined to develop a model reduction algorithm for a damped structural dynamics system. The reduced-order model obtained matches a certain number of low-frequency moments of the full-order system. The major application of the present method is to the control of flexible structures. It is shown that, in the control of flexible structures, there generally exist three types of control energy spillover, namely, the control spillover, the observation spillover, and dynamic spillover. The formulation based on Krylov subspaces can eliminate the control and the observation spillover, while leaving only the dynamic spillover to be considered. Two examples are used to illustrate the efficacy of the Krylov method.

Craig, Roy R., Jr.