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NASA NTRS1988

Solving large sparse eigenvalue problems on supercomputers

An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed.

Philippe, Bernard↗

NASA NTRS1992

Rational approximations from power series of vector-valued meromorphic functions

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

Sidi, Avram↗

NASA NTRS1991

Improved solution for ill-conditioned algebraic equations by epsilon decomposition

Matrix eigenvalue theory is presently used to examine the source of ill-conditioning in linear algebraic equations; the approach highlights the critical role played by the zero and near-zero eigenvalues and corresponding eigenvectors of poorly-conditioned systems. Insights derived from this approach are used to improve the recently developed epsilon-decomposition (E-D) solution procedure. The efficiency of E-D is significant for large matrices possessing small rank deficiency.

Ojalvo, Irving U.↗

NASA NTRS1990

Implicit application of polynomial filters in a k-step Arnoldi method

The Arnoldi process is a well known technique for approximating a few eigenvalues and corresponding eigenvectors of a general square matrix. Numerical difficulties such as loss of orthogonality and assessment of the numerical quality of the approximations as well as a potential for unbounded growth in storage have limited the applicability of the method. These issues are addressed by fixing the number of steps in the Arnoldi process at a prescribed value k and then treating the residual vector as a function of the initial Arnoldi vector. This starting vector is then updated through an iterative scheme that is designed to force convergence of the residual to zero. The iterative scheme is shown to be a truncation of the standard implicitly shifted QR-iteration for dense problems and it avoids the need to explicitly restart the Arnoldi sequence. The main emphasis of this paper is on the derivation and analysis of this scheme. However, there are obvious ways to exploit parallelism through the matrix-vector operations that comprise the majority of the work in the algorithm. Preliminary computational results are given for a few problems on some parallel and vector computers.

Sorensen, D. C.↗

NASA NTRS1992

Correlation, Cost Risk, and Geometry

The geometric viewpoint identifies the choice of a correlation matrix for the simulation of cost risk with the pairwise choice of data vectors corresponding to the parameters used to obtain cost risk. The correlation coefficient is the cosine of the angle between the data vectors after translation to an origin at the mean and normalization for magnitude. Thus correlation is equivalent to expressing the data in terms of a non orthogonal basis. To understand the many resulting phenomena requires the use of the tensor concept of raising the index to transform the measured and observed covariant components into contravariant components before vector addition can be applied. The geometric viewpoint also demonstrates that correlation and covariance are geometric properties, as opposed to purely statistical properties, of the variates. Thus, variates from different distributions may be correlated, as desired, after selection from independent distributions. By determining the principal components of the correlation matrix, variates with the desired mean, magnitude, and correlation can be generated through linear transforms which include the eigenvalues and the eigenvectors of the correlation matrix. The conversion of the data to a non orthogonal basis uses a compound linear transformation which distorts or stretches the data space. Hence, the correlated data does not have the same properties as the uncorrelated data used to generate it. This phenomena is responsible for seemingly strange observations such as the fact that the marginal distributions of the correlated data can be quite different from the distributions used to generate the data. The joint effect of statistical distributions and correlation remains a fertile area for further research. In terms of application to cost estimating, the geometric approach demonstrates that the estimator must have data and must understand that data in order to properly choose the correlation matrix appropriate for a given estimate. There is a general feeling by employers and managers that the field of cost requires little technical or mathematical background. Contrary to that opinion, this paper demonstrates that a background in mathematics equivalent to that needed for typical engineering and scientific disciplines at the masters or doctorate level is appropriate within the field of cost risk.

Dean, Edwin B.↗

NASA NTRS2009

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↗

NASA NTRS1991

Modeling the spatiotemporal organization of velocity storage in the vestibuloocular reflex by optokinetic studies

1. A generalized three-dimensional state space model of visual vestibular interaction was developed. Matrix and dynamical system operators associated with inputs from the semicircular canals, otolith velocity estimator, and the visual system have been incorporated into the model, which focus on their relationship to the velocity storage integrator. 2. A relationship was postulated between the eigenvalues and the direction of the eigenvectors of the system matrix and the orientation of the spatial vertical. It was assumed that the system matrix for a tilted position was a composition of two linear transformations of the system matrix for the upright position. One transformation modifies the eigenvalues of the system matrix, whereas another rotates the eigenvectors of the system matrix. The pitch and roll eigenvectors rotate with the head, whereas the yaw axis eigenvector remains approximately spatially invariant. 3. Based on the three-dimensional model, a computational procedure was formulated to identify the eigenvalues and eigenvectors of the system matrix with the use of a modification of the marquardt algorithm. With the use of data obtained from a monkey, it was shown that the three-dimensional behavior of velocity storage cannot be predicted solely in terms of its time constants, i.e., the inverse of its eigenvalues. With the use of the same eigenvalues the data could either be fit or not fit, depending on the eigenvector directions. Therefore, it is necessary to specify eigenvector directions when characterizing velocity storage in three dimensions. 4. Parameters found with the use of the Marquardt algorithm were incorporated into the model. Diagonal matrices in a head coordinate frame were introduced for coupling the visual system to the integrator and to the direct optokinetic pathway. Simulations of optokinetic nystagmus (OKN) and optokinetic after-nystagmus (OKAN) were run. The model predicted the behavior of yaw and pitch OKN and OKAN when the animal is upright. It also predicted the cross-coupling in the side down position. The trajectories in velocity space were also accurately simulated. 5. One of the predictions of the model is that when the stimulus direction is along an eigenvector, the trajectory in velocity space is a straight line. Using the "spectral width" of the residuals from a straight line sequence during OKAN, we developed a methodology to estimate how close the OKAN decay was to an eigenvector trajectory. 6. Thus we have developed a model-based approach for studying and interpreting the response characteristics of velocity storage in three dimensions.(ABSTRACT TRUNCATED AT 400 WORDS).

Non-NASA Center↗

NASA NTRS1992

Conservative-variable average states for equilibrium gas multi-dimensional fluxes

Modern split component evaluations of the flux vector Jacobians are thoroughly analyzed for equilibrium-gas average-state determinations. It is shown that all such derivations satisfy a fundamental eigenvalue consistency theorem. A conservative-variable average state is then developed for arbitrary equilibrium-gas equations of state and curvilinear-coordinate fluxes. Original expressions for eigenvalues, sound speed, Mach number, and eigenvectors are then determined for a general average Jacobian, and it is shown that the average eigenvalues, Mach number, and eigenvectors may not coincide with their classical pointwise counterparts. A general equilibrium-gas equation of state is then discussed for conservative-variable computational fluid dynamics (CFD) Euler formulations. The associated derivations lead to unique compatibility relations that constrain the pressure Jacobian derivatives. Thereafter, alternative forms for the pressure variation and average sound speed are developed in terms of two average pressure Jacobian derivatives. Significantly, no additional degree of freedom exists in the determination of these two average partial derivatives of pressure. Therefore, they are simultaneously computed exactly without any auxiliary relation, hence without any geometric solution projection or arbitrary scale factors. Several alternative formulations are then compared and key differences highlighted with emphasis on the determination of the pressure variation and average sound speed. The relevant underlying assumptions are identified, including some subtle approximations that are inherently employed in published average-state procedures. Finally, a representative test case is discussed for which an intrinsically exact average state is determined. This exact state is then compared with the predictions of recent methods, and their inherent approximations are appropriately quantified.

Iannelli, G. S.↗

NASA NTRS1986

Solution of the symmetric eigenproblem AX=lambda BX by delayed division

Delayed division is an iterative method for solving the linear eigenvalue problem AX = lambda BX for a limited number of small eigenvalues and their corresponding eigenvectors. The distinctive feature of the method is the reduction of the problem to an approximate triangular form by systematically dropping quadratic terms in the eigenvalue lambda. The report describes the pivoting strategy in the reduction and the method for preserving symmetry in submatrices at each reduction step. Along with the approximate triangular reduction, the report extends some techniques used in the method of inverse subspace iteration. Examples are included for problems of varying complexity.

Thurston, G. A.↗

NASA NTRS1992

Spatial orientation of the vestibular system

1. A simplified three-dimensional state space model of visual vestibular interaction was formulated. Matrix and dynamical system operators representing coupling from the semicircular canals and the visual system to the velocity storage integrator were incorporated into the model. 2. It was postulated that the system matrix for a tilted position was a composition of two linear transformations of the system matrix for the upright position. One transformation modifies the eigenvalues of the system matrix while another rotates the pitch and roll eigenvectors with the head, while maintaining the yaw axis eigenvector approximately spatially invariant. Using this representation, the response characteristics of the pitch, roll, and yaw eye velocity were obtained in terms of the eigenvalues and associated eigenvectors. 3. Using OKAN data obtained from monkeys and comparing to the model predictions, the eigenvalues and eigenvectors of the system matrix were identified as a function of tilt to the side or of tilt to the prone positions, using a modification of the Marquardt algorithm. The yaw eigenvector for right-side-down tilt and for downward pitch cross-coupling was approximately 30 degrees from the spatial vertical. For the prone position, the eigenvector was computed to be approximately 20 degrees relative to the spatial vertical. For both side-down and prone positions, oblique OKN induced along eigenvector directions generated OKAN which decayed to zero along a straight line with approximately a single time constant. This was verified by a spectral analysis of the residual sequence about the straight line fit to the decaying data. The residual sequence was associated with a narrow autocorrelation function and a wide power spectrum. 4. Parameters found using the Marquardt algorithm were incorporated into the model. Diagonal matrices in a head coordinate frame were introduced to represent the direct pathway and the coupling of the visual system to the integrator. Model simulations predicted the behavior of yaw and pitch OKN and OKAN when the animal was upright, as well as the cross-coupling in the tilted position. The trajectories in velocity space were also accurately simulated. 5. There were similarities between the monkey eigenvectors and human perception of the spatial vertical. For side-down tilts and downward eye velocity cross-coupling, there was only an Aubert (A) effect. For upward eye velocity cross-coupling there were both Muller (E) and Aubert (A) effects. The mean of the eigenvectors for upward and downward eye velocities overlay human 1 x g perceptual data.(ABSTRACT TRUNCATED AT 400 WORDS).

NASA Discipline Neuroscience↗

DOE OSTI2021

Solving the $k$-Sparse Eigenvalue Problem with Reinforcement Learning

We examine the possibility of using a reinforcement learning (RL) algorithm to solve large-scale eigenvalue problems in which the desired the eigenvector can be approximated by a sparse vector with at most k nonzero elements, where k is relatively small compare to the dimension of the matrix to be partially diagonalized. Here, this type of problem arises in applications in which the desired eigenvector exhibits localization properties and in large-scale eigenvalue computations in which the amount of computational resource is limited. When the positions of these nonzero elements can be determined, we can obtain the k-sparse approximation to the original problem by computing eigenvalues of a k × k submatrix extracted from k rows and columns of the original matrix. We review a previously developed greedy algorithm for incrementally probing the positions of the nonzero elements in a k-sparse approximate eigenvector and show that the greedy algorithm can be improved by using an RL method to refine the selection of k rows and columns of the original matrix. We describe how to represent states, actions, rewards and policies in an RL algorithm designed to solve the k-sparse eigenvalue problem and demonstrate the effectiveness of the RL algorithm on two examples originating from quantum many-body physics.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1994

The algebraic multigrid projection for eigenvalue problems; backrotations and multigrid fixed points

The periods of the theorem for the algebraic multigrid projection (MGP) for eigenvalue problems, and of the multigrid fixed point theorem for multigrid cycles combining MGP with backrotations, are presented. The MGP and the backrotations are central eigenvector separation techniques for multigrid eigenvalue algorithms. They allow computation on coarse levels of eigenvalues of a given eigenvalue problem, and are efficient tools in the computation of eigenvectors.

Costiner, Sorin↗

NASA NTRS1989

Stability robustness improvement of direct eigenspace assignment based feedback systems using singular value sensitivities

A methodology to improve the stability robustness of feedback control systems designed using direct eigenspace assignment techniques is presented. The method consists of considering the sensitivity of the minimum singular value of the return difference transfer matrix at the plant input to small changes in the desired closed-loop eigenvalues and the specified elements of the desired closed-loop eigenvectors. Closed-form expressions for the gradient of the minimum return difference singular value with respect to desired closed-loop eigenvalue and eigenvector parameters are derived. Closed-form expressions for the gradients of the control feedback gains with respect to the specified eigenspace parameters are obtained as an intermediate step. The use of the gradient information to improve the guaranteed gain and phase margins in eigenspace assignment based designs is demonstrated by application to an advanced fighter aircraft.

Garg, Sanjay↗

NASA NTRS1989

Stability robustness improvement of direct eigenspace assignment based feedback systems using singular value sensitivities

Garg, Sanjay↗

DOE OSTI2022

Why it is Unfortunate that Linear Machine Learning “Works” so well in Electromechanical Switching of Ferroelectric Thin Films

Machine learning (ML) is relied on for materials spectroscopy. It is challenging to make ML models fail because statistical correlations can mimic the physics without causality. Here, using a benchmark band-excitation piezoresponse force microscopy polarization spectroscopy (BEPS) dataset the pitfalls of the so-called “better”, “faster”, and “less-biased” ML of electromechanical switching are demonstrated and overcome. Using a toy and real experimental dataset, it is demonstrated how linear nontemporal ML methods result in physically reasonable embedding (eigenvalues) while producing nonsensical eigenvectors and generated spectra, promoting misleading interpretations. A new method of unsupervised multimodal hyperspectral analysis of BEPS is demonstrated using long-short-term memory (LSTM) β-variational autoencoders (β-VAEs) . By including LSTM neurons, the ordinal nature of ferroelectric switching is considered. Further, to improve the interpretability of the latent space, a variational Kullback–Leibler-divergency regularization is imposed . Finally, regularization scheduling of β as a disentanglement metric is leveraged to reduce user bias. Combining these experiment-inspired modifications enables the automated detection of ferroelectric switching mechanisms, including a complex two-step, three-state one. Ultimately, this work provides a robust ML method for the rapid discovery of electromechanical switching mechanisms in ferroelectrics and is applicable to other multimodal hyperspectral materials spectroscopies.

36 MATERIALS SCIENCE↗

DOE OSTI2021

Generalized measure of quantum Fisher information

Here, we present a lower bound on the quantum Fisher information (QFI) which is efficiently computable on near-term quantum devices. This bound itself is of interest, as we show that it satisfies the canonical criteria of a QFI measure. Specifically, it is essentially a QFI measure for subnormalized states, and hence it generalizes the standard QFI in this sense. Our bound employs the generalized fidelity applied to a truncated state, which is constructed via the m largest eigenvalues and their corresponding eigenvectors of the probe quantum state ρ θ . Focusing on unitary families of exact states, we analyze the properties of our proposed lower bound, and demonstrate its utility for efficiently estimating the QFI.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Planetary normal mode computation: Parallel algorithms, performance and reproducibility

This report is an extension of work entitled “Computing planetary interior normal modes with a highly parallel polynomial filtering eigensolver.” by Shi et al., [1] originally presented at the SC18 conference. A highly parallel polynomial filtered eigensolver was developed and exploited to calculate the planetary normal modes. The proposed method is ideally suited for computing interior eigenpairs for large-scale eigenvalue problems as it greatly enhances memory and computational efficiency. In this article, the second-order finite element method is used to further improve the accuracy as only the first-order finite element method was deployed in the previous work. The parallel algorithm, its parallel performance up to 20k processors, and the great computational accuracy are illustrated. The reproducibility of the previous work was successfully performed on the Student Cluster Competition at the SC19 conference by several participant teams using a completely different Mars-model dataset on different clusters. Both weak and strong scaling performances of the reproducibility by the participant teams were impressive and encouraging. The analysis and reflection of their results are demonstrated and future direction is discussed.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1977

CAVE: A computer code for two-dimensional transient heating analysis of conceptual thermal protection systems for hypersonic vehicles

A digital computer code CAVE (Conduction Analysis Via Eigenvalues), which finds application in the analysis of two dimensional transient heating of hypersonic vehicles is described. The CAVE is written in FORTRAN 4 and is operational on both IBM 360-67 and CDC 6600 computers. The method of solution is a hybrid analytical numerical technique that is inherently stable permitting large time steps even with the best of conductors having the finest of mesh size. The aerodynamic heating boundary conditions are calculated by the code based on the input flight trajectory or can optionally be calculated external to the code and then entered as input data. The code computes the network conduction and convection links, as well as capacitance values, given basic geometrical and mesh sizes, for four generations (leading edges, cooled panels, X-24C structure and slabs). Input and output formats are presented and explained. Sample problems are included. A brief summary of the hybrid analytical-numerical technique, which utilizes eigenvalues (thermal frequencies) and eigenvectors (thermal mode vectors) is given along with aerodynamic heating equations that have been incorporated in the code and flow charts.

Rathjen, K. A.↗