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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Algorithms for Linear Solvers

Recently, randomized algorithms in numerical linear algebra, specifically those centered around random sketching, have gained traction in primarily theoretical research due to their potential to significantly reduce problem dimensionality at the cost of an O(1) multiplicative distortion factor. It has been assumed that this sketching can be done efficiently, but thorough investigation into how precisely to do it has been neglected. Moreover, the theory-based community has argued for sketching’s ability to reduce computational cost via complexity analysis, but has not researched how it affects the stability of the algorithms. At Sandia, efficient linear solvers that scale well on modern HPC architectures while maintaining stability are imperative for practical applications. In this LDRD, we developed a random sketching strategy that is substantially faster than existing ones, and demonstrate its superior performance in practice on a NVIDIA H100 GPU. Moreover, we show how this can be used to significantly outperform existing linear least squares solvers while improving the solver’s stability as well. Additionally, we demonstrate how this sketching strategy can be used to make a fast, stable QR factorization that can subsequently be used in s-step and block Krylov solvers. Finally, we incorporate a sketching-based block orthogonalization scheme into s-step GMRES, which is stable and faster than existing approaches on the Perlmutter supercomputer.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Randomized methods to characterize large-scale vortical flow networks

We demonstrate the effective use of randomized methods for linear algebra to perform network-based analysis of complex vortical flows. Network theoretic approaches can reveal the connectivity structures among a set of vortical elements and analyze their collective dynamics. These approaches have recently been generalized to analyze high-dimensional turbulent flows, for which network computations can become prohibitively expensive. In this work, we propose efficient methods to approximate network quantities, such as the leading eigendecomposition of the adjacency matrix, using randomized methods. Specifically, we use the Nyström method to approximate the leading eigenvalues and eigenvectors, achieving significant computational savings and reduced memory requirements. The effectiveness of the proposed technique is demonstrated on two high-dimensional flow fields: two-dimensional flow past an airfoil and two-dimensional turbulence. We find that quasi-uniform column sampling outperforms uniform column sampling, while both feature the same computational complexity.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Ensemble Simulation Techniques and Fast Randomized Algorithms

The major goals of the project were to develop and analyze new ensemble simulation techniques, including trajectory stratification and preconditioned MCMC techniques, as well as develop fast numerical linear algebra techniques closely related to ensemble simulation ideas. The trajectory stratification techniques involve simulating in parallel short trajectory fragments of a Markov process confined to a specific region of space‐time and then patching together the statistics gathered to assemble estimates of very general dynamical properties. We have also developed this approach for rare event simulation and extended the techniques to applications requiring a more general framework (such as electronic structure calculations). The preconditioned MCMC techniques involve simulating multiple Markov chains in parallel and then using information from the ensemble to speed the mixing of each individual chain. The fast randomized linear algebra methods are motivated by the diffusion Monte Carlo technique, but are applicable to finding the dominant eigenvalue of (almost) general matrices. For most non‐negative matrices, the schemes result in an error (compared to the power method) that is constant in the dimension of the problem. For more general matrices, we see a very clear sublinear cost trend in computational tests.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Randomized Algorithms for Low-Rank Matrix and Tensor Decompositions

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality reduction, such as the singular value decomposition (SVD) or interpolative (ID) and CUR decompositions. Recent advances in randomized dimensionality reduction are discussed, including new methods of fast matrix sketching and sampling techniques, which are incorporated into classical matrix algorithms for fast low-rank matrix approximations. The extension of randomized matrix algorithms to tensors is then explored for several low-rank tensor decompositions in the CP and Tucker formats, including the higher-order SVD, ID, and CUR decomposition.

Pearce, Katherine J. [The University of Texas at A↗
DOE OSTI2024

A Contextually-Aware Sensitivity Analysis to Guide the Design of Randomized Least Squares Solvers in Applications

Our work on the DOE-sponsored project “A Contextually-Aware Sensitivity Analysis to Guide the Design of Randomized Least Squares Solvers in Applications,” was an effort to address critical challenges in nu merical computing and its applications to optimization. The increasing demand for robust and scalable solutions to large-scale linear algebra problems has highlighted the limitations of traditional approaches, particularly in heterogeneous and extreme-scale computing environments. Randomized Numerical Linear Algebra (RandNLA) offers a promising framework to address these challenges, and this proposal builds on this foundation by introducing innovations in sensitivity analysis and computational adaptability.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Computing rank‐revealing factorizations of matrices stored out‐of‐core

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in main memory (RAM), and must instead be stored on slow external memory devices such as disks (out-of-core or out-of-memory). Traditional algorithms for computing rank-revealing factorizations (such as the column pivoted QR factorization and the singular value decomposition) are very communication intensive as they require many vector-vector and matrix-vector operations, which become prohibitively expensive when data is not in RAM. Randomization allows to reformulate new methods so that large contiguous blocks of the matrix are processed in bulk. The paper describes two distinct methods. The first is a blocked version of column pivoted Householder QR, organized as a “left-looking” method to minimize the number of the expensive write operations. The second method results employs a UTV factorization. It is organized as an algorithm-by-blocks to overlap computations and I/O operations. As it incorporates power iterations, it is much better at revealing the numerical rank. Numerical experiments on several computers demonstrate that the new algorithms are almost as fast when processing data stored on slow memory devices as traditional algorithms are for data stored in RAM.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

A Hartree-Fock Application Using UPC++ and the New DArray Library

The Hartree-Fock (HF) method is the fundamental first step for incorporating quantum mechanics into many-electron simulations of atoms and molecules, and it is an important component of computational chemistry toolkits like NWChem. The GTFock code is an HF implementation that, while it does not have all the features in NWChem, represents crucial algorithmic advances that reduce communication and improve load balance by doing an up-front static partitioning of tasks, followed by work stealing whenever necessary. To enable innovations in algorithms and exploit next generation exascale systems, it is crucial to support quantum chemistry codes using expressive and convenient programming models and runtime systems that are also efficient and scalable. Here, this paper presents an HF implementation similar to GTFock using UPC++, a partitioned global address space model that includes flexible communication, asynchronous remote computation, and a powerful multidimensional array library. UPC++ offers runtime features that are useful for HF such as active messages, a rich calculus for array operations, hardware-supported fetch-and-add, and functions for ensuring asynchronous runtime progress. We present a new distributed array abstraction, DArray, that is convenient for the kinds of random-access array updates and linear algebra operations on block-distributed arrays with irregular data ownership. Finally, we analyze the performance of atomic fetch-and-add operations (relevant for load balancing) and runtime attentiveness, then compare various techniques and optimizations for each. Our optimized implementation of HF using UPC++ and the DArrays library shows up to 20% improvement over GTFock with Global Arrays at scales up to 24,000 cores.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

On unifying randomized methods for inverse problems

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems with Gaussian priors by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a sample average approximation (SAA). More importantly, we are able to prove a single theoretical result that guarantees the asymptotic convergence for a variety of randomized methods. Additionally, viewing randomized methods as an SAA enables us to prove, for the first time, a single non-asymptotic error result that holds for randomized methods under consideration. Another important consequence of our unified framework is that it allows us to discover new randomization methods. Here, we present various numerical results for linear, nonlinear, algebraic, and PDE-constrained inverse problems that verify the theoretical convergence results and provide a discussion on the apparently different convergence rates and the behavior for various randomized methods.

42 ENGINEERING↗
NASA NTRS1989

The weight distribution and randomness of linear codes

Finding the weight distributions of block codes is a problem of theoretical and practical interest. Yet the weight distributions of most block codes are still unknown except for a few classes of block codes. Here, by using the inclusion and exclusion principle, an explicit formula is derived which enumerates the complete weight distribution of an (n,k,d) linear code using a partially known weight distribution. This expression is analogous to the Pless power-moment identities - a system of equations relating the weight distribution of a linear code to the weight distribution of its dual code. Also, an approximate formula for the weight distribution of most linear (n,k,d) codes is derived. It is shown that for a given linear (n,k,d) code over GF(q), the ratio of the number of codewords of weight u to the number of words of weight u approaches the constant Q = q(-)(n-k) as u becomes large. A relationship between the randomness of a linear block code and the minimum distance of its dual code is given, and it is shown that most linear block codes with rigid algebraic and combinatorial structure also display certain random properties which make them similar to random codes with no structure at all.

Cheung, K.-M.↗
DOE OSTI2018

Hydrologic Model Analyses for Decision Support at the Los Alamos National Laboratory Site - 18363

Modeling hydrologic flow and transport in the subsurface presents a number of challenges including large datasets that contain limited information about the properties of the subsurface and models with a large number of parameters characterizing the properties of the subsurface and the ambient hydrologic conditions (e.g., groundwater recharge). This, in turn, leads to substantial uncertainty in predictions about quantities of interest (e.g., the concentration of a contaminant at points of compliance). We present a number of methods and tools that have recently been developed to address these problems. The model calibration tools are capable of assimilating large datasets (for example, on the order of 1,000,000 model calibration targets) into numerical models, calibrating models with a large number of model parameters (on the order of 1,000,000), or both. These tools leverage recently developed methods in numerical linear algebra such as matrix-free methods and randomized matrix sketching. The uncertainty quantification tools are highly-parallel and enable us to robustly quantify the uncertainties in model parameters (and therefore uncertainty in quantities of interest). Having these capabilities in model analysis tools enables more informed decision making related to remediation of groundwater contaminants. The model analyses that we present are related to the Los Alamos National Laboratory (LANL) chromium site. The analyses are performed by MADS (Model Analysis and Decision Support; http://mads.lanl.gov). (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
DOE OSTI2021

Random circuit block-encoded matrix and a proposal of quantum LINPACK benchmark

The LINPACK benchmark reports the performance of a computer for solving a system of linear equations with dense random matrices. Although this task was not designed with a real application directly in mind, the LINPACK benchmark has been used to define the list of TOP500 supercomputers since the debut of the list in 1993. We propose that a similar benchmark, called the quantum LINPACK benchmark, could be used to measure the whole machine performance of quantum computers. The success of the quantum LINPACK benchmark should be viewed as the minimal requirement for a quantum computer to perform a useful task of solving linear algebra problems, such as linear systems of equations. We propose an input model called the Random Circuit Block-Encoded Matrix (RACBEM), which is a proper generalization of a dense random matrix in the quantum setting. The RACBEM model is efficient to be implemented on a quantum computer and can be designed to optimally adapt to any given quantum architecture, with relying on a black-box quantum compiler. Besides solving linear systems, the RACBEM model can be used to perform a variety of linear algebra tasks relevant to many physical applications, such as computing spectral measures, time series generated by a Hamiltonian simulation, and thermal averages of the energy. We implement these linear algebra operations on IBM Q quantum devices as well as quantum virtual machines, and demonstrate their performance in solving scientific computing problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Fast truncated SVD of sparse and dense matrices on graphics processors

We investigate the solution of low-rank matrix approximation problems using the truncated singular value decomposition (SVD). For this purpose, we develop and optimize graphics processing unit (GPU) implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work takes advantage of the fact that the two methods are composed of very similar linear algebra building blocks, which can be assembled using numerical kernels from existing high-performance linear algebra libraries. Furthermore, the experiments with several sparse matrices arising in representative real-world applications and synthetic dense test matrices reveal a performance advantage of the block Lanczos algorithm when targeting the same approximation accuracy.

Computer Science↗
DOE OSTI2012

Adaptive Algebraic Multigrid for Finite Element Elliptic Equations with Random Coefficients

This thesis presents a two-grid algorithm based on Smoothed Aggregation Spectral Element Agglomeration Algebraic Multigrid (SA-ρAMGe) combined with adaptation. The aim is to build an efficient solver for the linear systems arising from discretization of second-order elliptic partial differential equations (PDEs) with stochastic coefficients. Examples include PDEs that model subsurface flow with random permeability field. During a Markov Chain Monte Carlo (MCMC) simulation process, that draws PDE coefficient samples from a certain distribution, the PDE coefficients change, hence the resulting linear systems to be solved change. At every such step the system (discretized PDE) needs to be solved and the computed solution used to evaluate some functional(s) of interest that then determine if the coefficient sample is acceptable or not. The MCMC process is hence computationally intensive and requires the solvers used to be efficient and fast. This fact that at every step of MCMC the resulting linear system changes, makes an already existing solver built for the old problem perhaps not as efficient for the problem corresponding to the new sampled coefficient. This motivates the main goal of our study, namely, to adapt an already existing solver to handle the problem (with changed coefficient) with the objective to achieve this goal to be faster and more efficient than building a completely new solver from scratch. Our approach utilizes the local element matrices (for the problem with changed coefficients) to build local problems associated with constructed by the method agglomerated elements (a set of subdomains that cover the given computational domain). We solve a generalized eigenproblem for each set in a subspace spanned by the previous local coarse space (used for the old solver) and a vector, component of the error, that the old solver cannot handle. A portion of the spectrum of these local eigen-problems (corresponding to eigenvalues close to zero) form the coarse basis used to define the new two-level method of our interest. We illustrate the performance of this adaptive two-level procedure with a large set of numerical experiments that demonstrate its efficiency over building the solvers from scratch.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Computation of graph hitting time moments; Chapel code implementation.

The project that developed this is unclassified, with the mandate to produce open source code. This code computes the hitting time moments of a graph using a linear algebra configuration. The goal of this work is to explore the performance capabilities of the Chapel programming language. Toward that end, we generate random adjacency matrices which represent a random graph. The code can also read in an adjacency matrix from a file. The main computation is the Conjugate Gradient method.SAND2020-12651 M. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Barrett, Richard↗