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NASA NTRS1989

On polynomial preconditioning for indefinite Hermitian matrices

The minimal residual method is studied combined with polynomial preconditioning for solving large linear systems (Ax = b) with indefinite Hermitian coefficient matrices (A). The standard approach for choosing the polynomial preconditioners leads to preconditioned systems which are positive definite. Here, a different strategy is studied which leaves the preconditioned coefficient matrix indefinite. More precisely, the polynomial preconditioner is designed to cluster the positive, resp. negative eigenvalues of A around 1, resp. around some negative constant. In particular, it is shown that such indefinite polynomial preconditioners can be obtained as the optimal solutions of a certain two parameter family of Chebyshev approximation problems. Some basic results are established for these approximation problems and a Remez type algorithm is sketched for their numerical solution. The problem of selecting the parameters such that the resulting indefinite polynomial preconditioners speeds up the convergence of minimal residual method optimally is also addressed. An approach is proposed based on the concept of asymptotic convergence factors. Finally, some numerical examples of indefinite polynomial preconditioners are given.

Freund, Roland W.↗

NASA NTRS1986

Preconditioning matrices for Chebyshev derivative operators

The problem of preconditioning the matrices arising from pseudo-spectral Chebyshev approximations of first order operators is considered in both one and two dimensions. In one dimension a preconditioner represented by a full matrix which leads to preconditioned eigenvalues that are real, positive, and lie between 1 and pi/2, is already available. Since there are cases in which it is not computationally convenient to work with such a preconditioner, a large number of preconditioners were studied which were more sparse (in particular three and four diagonal matrices). The eigenvalues of such preconditioned matrices are compared. The results were applied to the problem of finding the steady state solution to an equation of the type u sub t = u sub x + f, where the Chebyshev collocation is used for the spatial variable and time discretization is performed by the Richardson method. In two dimensions different preconditioners are proposed for the matrix which arises from the pseudo-spectral discretization of the steady state problem. Results are given for the CPU time and the number of iterations using a Richardson iteration method for the unpreconditioned and preconditioned cases.

Rothman, Ernest E.↗

NASA NTRS1995

Local multiplicative Schwarz algorithms for convection-diffusion equations

We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

Cai, Xiao-Chuan↗

NASA NTRS1984

The numerical solution of the Helmholtz equation for wave propagation problems in underwater acoustics

The Helmholtz Equation (-delta-K(2)n(2))u=0 with a variable index of refraction, n, and a suitable radiation condition at infinity serves as a model for a wide variety of wave propagation problems. A numerical algorithm was developed and a computer code implemented that can effectively solve this equation in the intermediate frequency range. The equation is discretized using the finite element method, thus allowing for the modeling of complicated geometrices (including interfaces) and complicated boundary conditions. A global radiation boundary condition is imposed at the far field boundary that is exact for an arbitrary number of propagating modes. The resulting large, non-selfadjoint system of linear equations with indefinite symmetric part is solved using the preconditioned conjugate gradient method applied to the normal equations. A new preconditioner is developed based on the multigrid method. This preconditioner is vectorizable and is extremely effective over a wide range of frequencies provided the number of grid levels is reduced for large frequencies. A heuristic argument is given that indicates the superior convergence properties of this preconditioner.

Bayliss, A.↗

NASA NTRS1988

Domain decomposition algorithms and computation fluid dynamics

In the past several years, domain decomposition was a very popular topic, partly motivated by the potential of parallelization. While a large body of theory and algorithms were developed for model elliptic problems, they are only recently starting to be tested on realistic applications. The application of some of these methods to two model problems in computational fluid dynamics are investigated. Some examples are two dimensional convection-diffusion problems and the incompressible driven cavity flow problem. The construction and analysis of efficient preconditioners for the interface operator to be used in the iterative solution of the interface solution is described. For the convection-diffusion problems, the effect of the convection term and its discretization on the performance of some of the preconditioners is discussed. For the driven cavity problem, the effectiveness of a class of boundary probe preconditioners is discussed.

Chan, Tony F.↗

NASA NTRS1988

Domain decomposition algorithms and computational fluid dynamics

Some of the new domain decomposition algorithms are applied to two model problems in computational fluid dynamics: the two-dimensional convection-diffusion problem and the incompressible driven cavity flow problem. First, a brief introduction to the various approaches of domain decomposition is given, and a survey of domain decomposition preconditioners for the operator on the interface separating the subdomains is then presented. For the convection-diffusion problem, the effect of the convection term and its discretization on the performance of some of the preconditioners is discussed. For the driven cavity problem, the effectiveness of a class of boundary probe preconditioners is examined.

Chan, Tony F.↗

NASA NTRS1989

Parallel conjugate gradient algorithms for manipulator dynamic simulation

Parallel conjugate gradient algorithms for the computation of multibody dynamics are developed for the specialized case of a robot manipulator. For an n-dimensional positive-definite linear system, the Classical Conjugate Gradient (CCG) algorithms are guaranteed to converge in n iterations, each with a computation cost of O(n); this leads to a total computational cost of O(n sq) on a serial processor. A conjugate gradient algorithms is presented that provide greater efficiency using a preconditioner, which reduces the number of iterations required, and by exploiting parallelism, which reduces the cost of each iteration. Two Preconditioned Conjugate Gradient (PCG) algorithms are proposed which respectively use a diagonal and a tridiagonal matrix, composed of the diagonal and tridiagonal elements of the mass matrix, as preconditioners. Parallel algorithms are developed to compute the preconditioners and their inversions in O(log sub 2 n) steps using n processors. A parallel algorithm is also presented which, on the same architecture, achieves the computational time of O(log sub 2 n) for each iteration. Simulation results for a seven degree-of-freedom manipulator are presented. Variants of the proposed algorithms are also developed which can be efficiently implemented on the Robot Mathematics Processor (RMP).

Fijany, Amir↗

NASA NTRS1993

Preconditioned conjugate-gradient methods for low-speed flow calculations

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations is integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the Lower-Upper Successive Symmetric Over-Relaxation iterative scheme is more efficient than a preconditioner based on Incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional Line Gauss-Seidel Relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

Ajmani, Kumud↗

NASA NTRS1993

Preconditioned Conjugate Gradient methods for low speed flow calculations

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations are integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and the convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the lower-upper (L-U)-successive symmetric over-relaxation iterative scheme is more efficient than a preconditioner based on incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional line Gauss-Seidel relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

Ajmani, Kumud↗

NASA NTRS1994

Preconditioned conjugate gradient methods for the Navier-Stokes equations

A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulation. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a conventional implicit solver, namely line Gauss-Seidel relaxation (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU time on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow case are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner.

Ajmani, Kumud↗

NASA NTRS1995

Newton-Krylov-Schwarz: An implicit solver for CFD

Newton-Krylov methods and Krylov-Schwarz (domain decomposition) methods have begun to become established in computational fluid dynamics (CFD) over the past decade. The former employ a Krylov method inside of Newton's method in a Jacobian-free manner, through directional differencing. The latter employ an overlapping Schwarz domain decomposition to derive a preconditioner for the Krylov accelerator that relies primarily on local information, for data-parallel concurrency. They may be composed as Newton-Krylov-Schwarz (NKS) methods, which seem particularly well suited for solving nonlinear elliptic systems in high-latency, distributed-memory environments. We give a brief description of this family of algorithms, with an emphasis on domain decomposition iterative aspects. We then describe numerical simulations with Newton-Krylov-Schwarz methods on aerodynamics applications emphasizing comparisons with a standard defect-correction approach, subdomain preconditioner consistency, subdomain preconditioner quality, and the effect of a coarse grid.

Cai, Xiao-Chuan↗

NASA NTRS1996

Preconditioning Operators on Unstructured Grids

We consider systems of mesh equations that approximate elliptic boundary value problems on arbitrary (unstructured) quasi-uniform triangulations and propose a method for constructing optimal preconditioning operators. The method is based upon two approaches: (1) the fictitious space method, i.e., the reduction of the original problem to a problem in an auxiliary (fictitious) space, and (2) the multilevel decomposition method, i.e., the construction of preconditioners by decomposing functions on hierarchical meshes. The convergence rate of the corresponding iterative process with the preconditioner obtained is independent of the mesh step. The preconditioner has an optimal computational cost: the number of arithmetic operations required for its implementation is proportional to the number of unknowns in the problem. The construction of the preconditioning operators for three dimensional problems can be done in the same way.

Nepomnyaschikh, S. V.↗

NASA NTRS1997

Graph Embedding Techniques for Bounding Condition Numbers of Incomplete Factor Preconditioning

We extend graph embedding techniques for bounding the spectral condition number of preconditioned systems involving symmetric, irreducibly diagonally dominant M-matrices to systems where the preconditioner is not diagonally dominant. In particular, this allows us to bound the spectral condition number when the preconditioner is based on an incomplete factorization. We provide a review of previous techniques, describe our extension, and give examples both of a bound for a model problem, and of ways in which our techniques give intuitive way of looking at incomplete factor preconditioners.

Guattery, Stephen↗

NASA NTRS1985

Iterative methods for mixed finite element equations

Iterative strategies for the solution of indefinite system of equations arising from the mixed finite element method are investigated in this paper with application to linear and nonlinear problems in solid and structural mechanics. The augmented Hu-Washizu form is derived, which is then utilized to construct a family of iterative algorithms using the displacement method as the preconditioner. Two types of iterative algorithms are implemented. Those are: constant metric iterations which does not involve the update of preconditioner; variable metric iterations, in which the inverse of the preconditioning matrix is updated. A series of numerical experiments is conducted to evaluate the numerical performance with application to linear and nonlinear model problems.

Nakazawa, S.↗

NASA NTRS1991

Implicit solvers for unstructured meshes

Implicit methods were developed and tested for unstructured mesh computations. The approximate system which arises from the Newton linearization of the nonlinear evolution operator is solved by using the preconditioned GMRES (Generalized Minimum Residual) technique. Three different preconditioners were studied, namely, the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over relaxation (SSOR). The preconditioners were optimized to have good vectorization properties. SSOR and ILU were also studied as iterative schemes. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also studied. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗

NASA NTRS1990

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.↗

NASA NTRS1990

Interface preconditionings for domain-decomposed convection-diffusion operators

The performance of five different interface preconditionings for domain-decomposed convection-diffusion problems, including a novel one known as the spectral probe is tested in a three-dimensional parameter space consisting of mesh parameters, Reynolds number, and domain aspect ratio. The preconditioners are representative of the range of practically computable possibilities that have appeared in the literature for the treatment of nonoverlapping subdomains. Numerical examples show that no single preconditioner can be considered uniformly superior or uniformly inferior to the rest, but that knowledge of the particulars of the shape and strength of the convection is important in selecting among them in a given problem.

Chan, Tony F.↗

NASA NTRS1991

A nonrecursive 'Order N' preconditioned conjugate gradient/range space formulation of MDOF dynamics

This paper addresses the requirements of present-day mechanical system simulations of algorithms that induce parallelism on a fine scale and of transient simulation methods which must be automatically load balancing for a wide collection of system topologies and hardware configurations. To this end, a combination range space/preconditioned conjugage gradient formulation of multidegree-of-freedon dynamics is developed, which, by employing regular ordering of the system connectivity graph, makes it possible to derive an extremely efficient preconditioner from the range space metric (as opposed to the system coefficient matrix). Because of the effectiveness of the preconditioner, the method can achieve performance rates that depend linearly on the number of substructures. The method, termed 'Order N' does not require the assembly of system mass or stiffness matrices, and is therefore amenable to implementation on work stations. Using this method, a 13-substructure model of the Space Station was constructed.

Kurdila, A. J.↗