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Generalized conjugate-gradient methods for the Navier-Stokes equations

A generalized conjugate-gradient method is used to solve the two-dimensional, compressible Navier-Stokes equations of fluid flow. The equations are discretized with an implicit, upwind finite-volume formulation. Preconditioning techniques are incorporated into the new solver to accelerate convergence of the overall iterative method. The superiority of the new solver is demonstrated by comparisons with a conventional line Gauss-Siedel Relaxation solver. Computational test results for transonic flow (trailing edge flow in a transonic turbine cascade) and hypersonic flow (M = 6.0 shock-on-shock phenoena on a cylindrical leading edge) are presented. When applied to the transonic cascade case, the new solver is 4.4 times faster in terms of number of iterations and 3.1 times faster in terms of CPU time than the Relaxation solver. For the hypersonic shock case, the new solver is 3.0 times faster in terms of number of iterations and 2.2 times faster in terms of CPU time than the Relaxation solver.

Ajmani, Kumud↗

On a concurrent element-by-element preconditioned conjugate gradient algorithm for multiple load cases

Element-by-element preconditioned conjugate gradient (EBE-PCG) algorithms have been advocated for use in parallel/vector processing environments as being superior to the conventional LDL(exp T) decomposition algorithm for single load cases. Although there may be some advantages in using such algorithms for a single load case, when it comes to situations involving multiple load cases, the LDL(exp T) decomposition algorithm would appear to be decidedly more cost-effective. The authors have outlined an EBE-PCG algorithm suitable for multiple load cases and compared its effectiveness to the highly efficient LDL(exp T) decomposition scheme. The proposed algorithm offers almost no advantages over the LDL(exp T) algorithm for the linear problems investigated on the Alliant FX/8. However, there may be some merit in the algorithm in solving nonlinear problems with load incrementation, but that remains to be investigated.

Watson, Brian↗

Parallel Conjugate Gradient: Effects of Ordering Strategies, Programming Paradigms, and Architectural Platforms

The Conjugate Gradient (CG) algorithm is perhaps the best-known iterative technique to solve sparse linear systems that are symmetric and positive definite. A sparse matrix-vector multiply (SPMV) usually accounts for most of the floating-point operations within a CG iteration. In this paper, we investigate the effects of various ordering and partitioning strategies on the performance of parallel CG and SPMV using different programming paradigms and architectures. Results show that for this class of applications, ordering significantly improves overall performance, that cache reuse may be more important than reducing communication, and that it is possible to achieve message passing performance using shared memory constructs through careful data ordering and distribution. However, a multi-threaded implementation of CG on the Tera MTA does not require special ordering or partitioning to obtain high efficiency and scalability.

Oliker, Leonid↗

Preconditioned conjugate gradient technique for the analysis of symmetric anisotropic structures

An efficient preconditioned conjugate gradient (PCG) technique and a computational procedure are presented for the analysis of symmetric anisotropic structures. The technique is based on selecting the preconditioning matrix as the orthotropic part of the global stiffness matrix of the structure, with all the nonorthotropic terms set equal to zero. This particular choice of the preconditioning matrix results in reducing the size of the analysis model of the anisotropic structure to that of the corresponding orthotropic structure. The similarities between the proposed PCG technique and a reduction technique previously presented by the authors are identified and exploited to generate from the PCG technique direct measures for the sensitivity of the different response quantities to the nonorthotropic (anisotropic) material coefficients of the structure. The effectiveness of the PCG technique is demonstrated by means of a numerical example of an anisotropic cylindrical panel.

Noor, Ahmed K.↗

Orderings for conjugate gradient preconditionings

The effect of orderings on the rate of convergence of the conjugate gradient method with SSOR or incomplete Cholesky preconditioning is examined. Some results also are presented that help to explain why red/black ordering gives an inferior rate of convergence.

Ortega, James M.↗

Weighted graph based ordering techniques for preconditioned conjugate gradient methods

We describe the basis of a matrix ordering heuristic for improving the incomplete factorization used in preconditioned conjugate gradient techniques applied to anisotropic PDE's. Several new matrix ordering techniques, derived from well-known algorithms in combinatorial graph theory, which attempt to implement this heuristic, are described. These ordering techniques are tested against a number of matrices arising from linear anisotropic PDE's, and compared with other matrix ordering techniques. A variation of RCM is shown to generally improve the quality of incomplete factorization preconditioners.

Clift, Simon S.↗

Conjugate gradient optimization programs for shuttle reentry

Two computer programs for shuttle reentry trajectory optimization are listed and described. Both programs use the conjugate gradient method as the optimization procedure. The Phase 1 Program is developed in cartesian coordinates for a rotating spherical earth, and crossrange, downrange, maximum deceleration, total heating, and terminal speed, altitude, and flight path angle are included in the performance index. The programs make extensive use of subroutines so that they may be easily adapted to other atmospheric trajectory optimization problems.

Powers, W. F.↗

Comparison of genetic algorithms with conjugate gradient methods

Genetic algorithms for mathematical function optimization are modeled on search strategies employed in natural adaptation. Comparisons of genetic algorithms with conjugate gradient methods, which were made on an IBM 1800 digital computer, show that genetic algorithms display superior performance over gradient methods for functions which are poorly behaved mathematically, for multimodal functions, and for functions obscured by additive random noise. Genetic methods offer performance comparable to gradient methods for many of the standard functions.

Bosworth, J. L.↗

Conjugate-Gradient Algorithms For Dynamics Of Manipulators

Algorithms for serial and parallel computation of forward dynamics of multiple-link robotic manipulators by conjugate-gradient method developed. Parallel algorithms have potential for speedup of computations on multiple linked, specialized processors implemented in very-large-scale integrated circuits. Such processors used to stimulate dynamics, possibly faster than in real time, for purposes of planning and control.

Fijany, Amir↗

Conjugate gradient coupled with multigrid for an indefinite problem

An iterative algorithm for the Helmholtz equation is presented. This scheme was based on the preconditioned conjugate gradient method for the normal equations. The preconditioning is one cycle of a multigrid method for the discrete Laplacian. The smoothing algorithm is red-black Gauss-Seidel and is constructed so it is a symmetric operator. The total number of iterations needed by the algorithm is independent of h. By varying the number of grids, the number of iterations depends only weakly on k when k(3)h(2) is constant. Comparisons with a SSOR preconditioner are presented.

Gozani, J.↗

Finite elements and the method of conjugate gradients on a concurrent processor

An algorithm for the iterative solution of finite element problems on a concurrent processor is presented. The method of conjugate gradients is used to solve the system of matrix equations, which is distributed among the processors of a MIMD computer according to an element-based spatial decomposition. This algorithm is implemented in a two-dimensional elastostatics program on the Caltech Hypercube concurrent processor. The results of tests on up to 32 processors show nearly linear concurrent speedup, with efficiencies over 90% for sufficiently large problems.

Lyzenga, G. A.↗

Finite elements and the method of conjugate gradients on a concurrent processor

An algorithm for the iterative solution of finite element problems on a concurrent processor is presented. The method of conjugate gradients is used to solve the system of matrix equations, which is distributed among the processors of a MIMD computer according to an element-based spatial decomposition. This algorithm is implemented in a two-dimensional elastostatics program on the Caltech Hypercube concurrent processor. The results of tests on up to 32 processors show nearly linear concurrent speedup, with efficiencies over 90 percent for sufficiently large problems.

Lyzenga, G. A.↗

Applications of the conjugate gradient FFT method in scattering and radiation including simulations with impedance boundary conditions

The theoretical and computational aspects related to the application of the Conjugate Gradient FFT (CGFFT) method in computational electromagnetics are examined. The advantages of applying the CGFFT method to a class of large scale scattering and radiation problems are outlined. The main advantages of the method stem from its iterative nature which eliminates a need to form the system matrix (thus reducing the computer memory allocation requirements) and guarantees convergence to the true solution in a finite number of steps. Results are presented for various radiators and scatterers including thin cylindrical dipole antennas, thin conductive and resistive strips and plates, as well as dielectric cylinders. Solutions of integral equations derived on the basis of generalized impedance boundary conditions (GIBC) are also examined. The boundary conditions can be used to replace the profile of a material coating by an impedance sheet or insert, thus, eliminating the need to introduce unknown polarization currents within the volume of the layer. A general full wave analysis of 2-D and 3-D rectangular grooves and cavities is presented which will also serve as a reference for future work.

Barkeshli, Kasra↗

Comparison of Conjugate Gradient Density Matrix Search and Chebyshev Expansion Methods for Avoiding Diagonalization in Large-Scale Electronic Structure Calculations

We report a comparison of two linear-scaling methods which avoid the diagonalization bottleneck of traditional electronic structure algorithms. The Chebyshev expansion method (CEM) is implemented for carbon tight-binding calculations of large systems and its memory and timing requirements compared to those of our previously implemented conjugate gradient density matrix search (CG-DMS). Benchmark calculations are carried out on icosahedral fullerenes from C60 to C8640 and the linear scaling memory and CPU requirements of the CEM demonstrated. We show that the CPU requisites of the CEM and CG-DMS are similar for calculations with comparable accuracy.

Bates, Kevin R.↗

Conjugate gradient determination of optimal plane changes for a class of three-impulse transfers between noncoplanar circular orbits

A particular type of three-impulse transfer between two circular orbits is analyzed. The possibility of three plane changes is recognized, and the problem is to optimally distribute these plane changes to minimize the sum of the individual impulses. Numerical difficulties and their solution are discussed. Numerical results obtained from a conjugate gradient technique are presented for both the case where the individual plane changes are unconstrained and for the case where they are constrained. Possibly not unexpectedly, multiple minima are found. The techniques presented could be extended to the finite burn case, but primarily the contents are addressed to preliminary mission design and vehicle sizing.

Burrows, R. R.↗

A fast, preconditioned conjugate gradient Toeplitz solver

A simple factorization is given of an arbitrary hermitian, positive definite matrix in which the factors are well-conditioned, hermitian, and positive definite. In fact, given knowledge of the extreme eigenvalues of the original matrix A, an optimal improvement can be achieved, making the condition numbers of each of the two factors equal to the square root of the condition number of A. This technique is to applied to the solution of hermitian, positive definite Toeplitz systems. Large linear systems with hermitian, positive definite Toeplitz matrices arise in some signal processing applications. A stable fast algorithm is given for solving these systems that is based on the preconditioned conjugate gradient method. The algorithm exploits Toeplitz structure to reduce the cost of an iteration to O(n log n) by applying the fast Fourier Transform to compute matrix-vector products. Matrix factorization is used as a preconditioner.

Pan, Victor↗

A nonrecursive order N preconditioned conjugate gradient: Range space formulation of MDOF dynamics

While excellent progress has been made in deriving algorithms that are efficient for certain combinations of system topologies and concurrent multiprocessing hardware, several issues must be resolved to incorporate transient simulation in the control design process for large space structures. Specifically, strategies must be developed that are applicable to systems with numerous degrees of freedom. In addition, the algorithms must have a growth potential in that they must also be amenable to implementation on forthcoming parallel system architectures. For mechanical system simulation, this fact implies that algorithms are required that induce parallelism on a fine scale, suitable for the emerging class of highly parallel processors; and transient simulation methods must be automatically load balancing for a wider collection of system topologies and hardware configurations. These problems are addressed by employing a combination range space/preconditioned conjugate gradient formulation of multi-degree-of-freedom dynamics. The method described has several advantages. In a sequential computing environment, the method has the features that: by employing regular ordering of the system connectivity graph, an extremely efficient preconditioner can be derived from the 'range space metric', as opposed to the system coefficient matrix; because of the effectiveness of the preconditioner, preliminary studies indicate that the method can achieve performance rates that depend linearly upon the number of substructures, hence the title 'Order N'; and the method is non-assembling. Furthermore, the approach is promising as a potential parallel processing algorithm in that the method exhibits a fine parallel granularity suitable for a wide collection of combinations of physical system topologies/computer architectures; and the method is easily load balanced among processors, and does not rely upon system topology to induce parallelism.

Kurdila, Andrew J.↗