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At least 37 records · Page 2

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↗

Analysis techniques for multivariate root loci

Analysis and techniques are developed for the multivariable root locus and the multivariable optimal root locus. The generalized eigenvalue problem is used to compute angles and sensitivities for both types of loci, and an algorithm is presented that determines the asymptotic properties of the optimal root locus.

Thompson, P. M.↗

Linear state feedback, quadratic weights, and closed loop eigenstructures

Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.

Thompson, P. M.↗

Numerical analysis of spectral properties of coupled oscillator Schroedinger operators. I - Single and double well anharmonic oscillators

Several methods for computing many eigenvalues and eigenfunctions of a single anharmonic oscillator Schroedinger operator whose potential may have one or two minima are described. One of the methods requires the solution of an ill-conditioned generalized eigenvalue problem. This method has the virtue of using a bounded amount of work to achieve a given accuracy in both the single and double well regions. Rigorous bounds are given, and it is proved that the approximations converge faster than any inverse power of the size of the matrices needed to compute them. The results of computations for the g:phi(4):1 theory are presented. These results indicate that the methods actually converge exponentially fast.

Isaacson, D.↗

Angles of multivariable root loci

A generalized eigenvalue problem is demonstrated to be useful for computing the multivariable root locus, particularly when obtaining the arrival angles to finite transmission zeros. The multivariable root loci are found for a linear, time-invariant output feedback problem. The problem is then employed to compute a closed-loop eigenstructure. The method of computing angles on the root locus is demonstrated, and the method is extended to a multivariable optimal root locus.

Thompson, P. M.↗

Computation of eigenpairs of Ax = lambda Bx for vibrations of spinning deformable bodies

It is shown that, when linear theory is used, the general eigenvalue problem related with the free vibrations of spinning deformable bodies is of the type AX = lambda Bx, where A is Hermitian, and B is real positive definite. Since the order n of the matrices may be large, and A and B are banded or block banded, due to the economics of the numerical solution, one is interested in obtaining only those eigenvalues which fall within the frequency band of interest of the problem. The paper extends the well known method of bisections and iteration of R to the n power to n dimensional complex spaces, i.e., to C to the n power, so that it can be applied to the present problem.

Utku, S.↗

Stability of viscous flow past a circular cylinder

A spectral method which employs trigonometric functions and Chebyshev polynomials is used to compute the steady, incompressible laminar flow past a circular cylinder. Linear stability methods are used to formulate a pair of decoupled generalized eigenvalue problems for the growth of symmetric and asymmetric (about the dividing streamline) perturbations. It is shown that, while the symmetric disturbances are stable, the asymmetric perturbations become unstable at a Reynolds number about 40 with a Strouhal number about 0.12. The critical conditions are found to depend on the size of the computational domain in a manner similar to that observed in the laboratory.

Zebib, A.↗

Computation of canonical correlation and best predictable aspect of future for time series

The canonical correlation between the (infinite) past and future of a stationary time series is shown to be the limit of the canonical correlation between the (infinite) past and (finite) future, and computation of the latter is reduced to a (generalized) eigenvalue problem involving (finite) matrices. This provides a convenient and essentially, finite-dimensional algorithm for computing canonical correlations and components of a time series. An upper bound is conjectured for the largest canonical correlation.

Pourahmadi, Mohsen↗

Bunch-Kaufman factorization for real symmetric indefinite banded matrices

The Bunch-Kaufman algorithm for factoring symmetric indefinite matrices was rejected for banded matrices because it destroys the banded structure of the matrix. Herein, it is shown that for a subclass of real symmetric matrices which arise in solving the generalized eigenvalue problem using Lanczos's method, the Bunch-Kaufman algorithm does not result in major destruction of the bandwidth. Space time complexities of the algorithm are given and used to show that the Bunch-Kaufman algorithm is a significant improvement over LU factorization.

Jones, Mark T.↗

Accurate calculation and instability of supersonic wake flows

This study is concerned with the computation and linear stability of a class of laminar compressible wake flows. The emphasis is on correct basic flow profiles that satisfy the steady equations of motion, and to this end the unperturbed state is obtained through numerical integration of the compressible boundary-layer equations. The linear stability of the flow is examined via the Rayleigh equation that describes evolution of inviscid disturbances. Analytical results are given for short- and long-wavelength disturbances and some numerical results of the general eigenvalue problem are also reported.

Papageorgiou, Demetrius T.↗

SIAM Conference on Parallel Processing for Scientific Computing, 4th, Chicago, IL, Dec. 11-13, 1989, Proceedings

Attention is given to such topics as an evaluation of block algorithm variants in LAPACK and presents a large-grain parallel sparse system solver, a multiprocessor method for the solution of the generalized Eigenvalue problem on an interval, and a parallel QR algorithm for iterative subspace methods on the CM2. A discussion of numerical methods includes the topics of asynchronous numerical solutions of PDEs on parallel computers, parallel homotopy curve tracking on a hypercube, and solving Navier-Stokes equations on the Cedar Multi-Cluster system. A section on differential equations includes a discussion of a six-color procedure for the parallel solution of elliptic systems using the finite quadtree structure, data parallel algorithms for the finite element method, and domain decomposition methods in aerodynamics. Topics dealing with massively parallel computing include hypercube vs. 2-dimensional meshes and massively parallel computation of conservation laws. Performance and tools are also discussed.

Dongarra, Jack↗

Solving Large Sparse Symmetric Eigenproblems

LANZ program implements sophisticated algorithm based on simple Lanczos method for solving generalized eigenvalue problem. Uses dynamic shifting to improve efficiency and reliability of basic Lanczos algorithm. Written in FORTRAN 77 and C language.

Jones, Mark T.↗

Eigenmodes of Ducted Flows With Radially-Dependent Axial and Swirl Velocity Components

This report characterizes the sets of small disturbances possible in cylindrical and annular ducts with mean flow whose axial and tangential components vary arbitrarily with radius. The linearized equations of motion are presented and discussed, and then exponential forms for the axial, circumferential, and time dependencies of any unsteady disturbances are assumed. The resultant equations form a generalized eigenvalue problem, the solution of which yields the axial wavenumbers and radial mode shapes of the unsteady disturbances. Two numerical discretizations are applied to the system of equations: (1) a spectral collocation technique based on Chebyshev polynomial expansions on the Gauss-Lobatto points, and (2) second and fourth order finite differences on uniform grids. The discretized equations are solved using a standard eigensystem package employing the QR algorithm. The eigenvalues fall into two primary categories: a discrete set (analogous to the acoustic modes found in uniform mean flows) and a continuous band (analogous to convected disturbances in uniform mean flows) where the phase velocities of the disturbances correspond to the local mean flow velocities. Sample mode shapes and eigensystem distributions are presented for both sheared axial and swirling flows. The physics of swirling flows is examined with reference to hydrodynamic stability and completeness of the eigensystem expansions. The effect of assuming exponential dependence in the axial direction is discussed.

Kousen, Kenneth A.↗

Robust Passification via Optimal Sensor Blending and Control Allocation

Robust passification is considered for uncertain linear, time invariant, systems having redundant actuators and sensors. The approach is to obtain optimal sensor blending and control allocation matrices that maximize the region in the parameter space in which the system remains passive. The approach results in a generalized eigenvalue problem consisting of a number of linear matrix inequalities (LMIs). Reduction of the number of LMIs is investigated, and a numerical example is given for demonstrating the approach.

Joshi, S. M.↗

Robust Passification via Optimal Sensor Blending and Control Allocation

Robust passification is considered for uncertain linear, time invariant systems having redundant actuators and sensors. The approach is to obtain optimal sensor blending and control allocation matrices that maximize the region in the parameter space in which the system remains passive. The approach results in a generalized eigenvalue problem consisting of a number of linear matrix inequalities (LMIs). Reduction of the number of LMIs is investigated, and a numerical example is given for demonstrating the approach.

Joshi, S. M.↗

Adjoint-based Sensitivities of Flutter Predictions based on the Linearized Frequency-domain Approach

Flutter is a critical factor in designing and certifying aircraft. The linearized frequency-domain method offers a lower cost alternative to time-marching computational fluid dynamics for high-fidelity flutter analysis. In this work, adjoint-based sensitivities are added to a flutter analysis based on the linearized frequency-domain method to efficiently compute derivatives of flutter cost functions with respect to design variables or uncertain parameters. The derivation of the adjoint equations, which involve complications such as derivatives of a nonlinear generalized eigenvalue problem with complex-valued inputs and derivatives of the linearized Navier-Stokes equations, is provided. The implemented adjoint terms and derivatives are verified before demonstrating the approach for derivatives of flutter dynamic pressure with respect to Mach number for the AGARD 445.6 wing.

Aeroelasticity↗

Adjoint variational methods in nonconservative stability problems.

A general nonself-adjoint eigenvalue problem is examined and it is shown that the commonly employed approximate methods, such as the Galerkin procedure, the method of weighted residuals and the least square technique lack variational descriptions. When used in their previously known forms they do not yield stationary eigenvalues and eigenfunctions. With the help of an adjoint system, however, several analogous variational descriptions may be developed and it is shown in the present study that by properly restating the method of least squares, stationary eigenvalues may be obtained. Several properties of the adjoint eigenvalue problem, known only for a restricted group, are shown to exist for the more general class selected for study.

Prasad, S. N.↗

Solution of eigenvalue problems by Sturm sequence method.

A generalized eigenvalue algorithm is presented herein along with the complete listing of the associated computer program, which may be conveniently utilized for the efficient solution of certain broad classes of eigenvalue problems. Extensive applications of the procedure are envisaged in the analysis of many important engineering problems, such as stability and natural frequency analysis of practical discrete structural systems, idealized by the finite element technique. The procedure based on the Sturm sequence method is accurate and fast, possessing several significant advantages over other known methods of such analysis. Numerical results are also presented for two representative structural engineering problems.

Gupta, K. K.↗