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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↗

Iterative solution of linear systems

Recent advances in the field of iterative methods for solving large linear systems are reviewed. The main focus is on developments in the area of conjugate gradient-type algorithms and Krylov subspace methods for nonHermitian matrices.

Freund, Roland W.↗

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↗

Sparse Linear Algebra Toolkit for Computational Aerodynamics

Finding solutions to sparse linear systems of equations is an essential step in Computational Engineering applications of interest to NASA. Linear systems of equations are composed and solved in almost every computational engineering application. The characteristics of linear systems vary greatly from one application to another. Accordingly, there are a wide variety of methods for the solution of linear systems of equations. The operations and methods prepared by the authors are focused on linear systems of interest to NASA, primarily those associated with Computational Fluid Dynamics (CFD), Aeroelasticity, and Aeroacoustics. The Sparse Linear Algebra Toolkit (SLAT) is a coordinated collection of software featuring operations, methods, and data structures that are useful when solving sparse linear systems of equations on modern computer architectures. The implemented operations and methods are designed and tuned for parallelism in shared memory, in distributed memory, and across the hybrid combination of distributed-shared memory. The toolkit includes novel methods and implementations for modern architectures and facilitates development of new approaches for meeting NASA’s evolving computational engineering challenges using evolving computer architectures that are not available in vendor libraries. In this paper, significant features and interfaces within SLAT are presented and verified for simulations performed with NASA’s CFD solver, FUN3D. The runtime and scaling performance of the Generalized Minimum Residual (GMRES) method implemented in SLAT is analyzed for the linear subproblems within the solution of turbulent Navier-Stokes equations employed in the simulation of high-lift configurations. Prior to this work, the SPARSKIT GMRES implementation was the only Krylov subspace method available within FUN3D. A strong scaling study shows the SLAT GMRES implementation facilitates accurate Reynolds-averaged Navier-Stokes CFD solutions between 15% and 56% faster than the SPARSKIT GMRES implementation.

Stephen L Wood↗

Krylov Subspace and Multigrid Methods Applied to the Incompressible Navier-Stokes Equations

We consider numerical solution methods for the incompressible Navier-Stokes equations discretized by a finite volume method on staggered grids in general coordinates. We use Krylov subspace and multigrid methods as well as their combinations. Numerical experiments are carried out on a scalar and a vector computer. Robustness and efficiency of these methods are studied. It appears that good methods result from suitable combinations of GCR and multigrid methods.

Vuik, C.↗

Binary tree eigen solver in finite element analysis

This paper presents a transputer-based binary tree eigensolver for the solution of the generalized eigenproblem in linear elastic finite element analysis. The algorithm is based on the method of recursive doubling, which parallel implementation of a number of associative operations on an arbitrary set having N elements is of the order of o(log2N), compared to (N-1) steps if implemented sequentially. The hardware used in the implementation of the binary tree consists of 32 transputers. The algorithm is written in OCCAM which is a high-level language developed with the transputers to address parallel programming constructs and to provide the communications between processors. The algorithm can be replicated to match the size of the binary tree transputer network. Parallel and sequential finite element analysis programs have been developed to solve for the set of the least-order eigenpairs using the modified subspace method. The speed-up obtained for a typical analysis problem indicates close agreement with the theoretical prediction given by the method of recursive doubling.

Akl, F. A.↗

Parallel eigenanalysis of finite element models in a completely connected architecture

A parallel algorithm is presented for the solution of the generalized eigenproblem in linear elastic finite element analysis, (K)(phi) = (M)(phi)(omega), where (K) and (M) are of order N, and (omega) is order of q. The concurrent solution of the eigenproblem is based on the multifrontal/modified subspace method and is achieved in a completely connected parallel architecture in which each processor is allowed to communicate with all other processors. The algorithm was successfully implemented on a tightly coupled multiple-instruction multiple-data parallel processing machine, Cray X-MP. A finite element model is divided into m domains each of which is assumed to process n elements. Each domain is then assigned to a processor or to a logical processor (task) if the number of domains exceeds the number of physical processors. The macrotasking library routines are used in mapping each domain to a user task. Computational speed-up and efficiency are used to determine the effectiveness of the algorithm. The effect of the number of domains, the number of degrees-of-freedom located along the global fronts and the dimension of the subspace on the performance of the algorithm are investigated. A parallel finite element dynamic analysis program, p-feda, is documented and the performance of its subroutines in parallel environment is analyzed.

Akl, F. A.↗

TRANAIR - A computer code for transonic analyses of arbitrary configurations

Attention is given to a new approach to solving full potential equations about arbitrary configurations. Numerical algorithms from such fields as finite elements, preconditioned Krylov subspace methods, discrete Fourier analysis, and integral equations are combined to take advantage of the size and speed of current and emerging supercomputers. On the basis of this appraoch, a robust, efficient and easy to use computer code referred to as TRANAIR has been developed for transonic analysis of complex geometries.

Samant, S. S.↗

A new approach to the solution of boundary value problems involving complex configurations

A new approach for solving certain types of boundary value problems about complex configurations is presented. Numerical algorithms from such diverse fields as finite elements, preconditioned Krylov subspace methods, discrete Fourier analysis, and integral equations are combined to take advantage of the memory, speed and architecture of current and emerging supercomputers. Although the approach has application to many branches of computational physics, the present effort is concentrated in areas of Computational Fluid Dynamics (CFD) such as steady nonlinear aerodynamics, time harmonic unsteady aerodynamics, and aeroacoustics. The most significant attribute of the approach is that it can handle truly arbitrary boundary geometries and eliminates the difficult task of generating surface fitted grids.

Rubbert, P. E.↗

MGLab: An Interactive Multigrid Environment

MGLab is a set of Matlab functions that defines an interactive environment for experimenting with multigrid algorithms. The package solves two-dimensional elliptic partial differential equations discretized using either finite differences or finite volumes, depending on the problem. Built-in problems include the Poisson equation, the Helmholtz equation, a convection-diffusion problem, and a discontinuous coefficient problem. A number of parameters controlling the multigrid V-cycle can be set using a point-and-click mechanism. The menu-based user interface also allows a choice of several Krylov subspace methods, including CG, GMRES(k), and Bi-CGSTAB, which can be used either as stand-alone solvers or as multigrid acceleration schemes. The package exploits Matlab's visualization and sparse matrix features and has been structured to be easily extensible.

Bordner, James↗

A Reduced Order Model of the Linearized Incompressible Navier-Strokes Equations for the Sensor/Actuator Placement Problem

A reduced order modeling approach of the Navier-Stokes equations is presented for the design of a distributed optimal feedback kernel. This approach is based oil a Krylov subspace method where significant modes of the flow are captured in the model This model is then used in all optimal feedback control design where sensing and actuation is performed oil tile entire flow field. This control design approach yields all optimal feedback kernel which provides insight into the placement of sensors and actuators in the flow field. As all evaluation of this approach, a two-dimensional shear layer and driven cavity flow are investigated.

Allan, Brian G.↗

A nonconforming multigrid method using conforming subspaces

For second-order elliptic boundary value problems, we develop a nonconforming multigrid method using the coarser-grid correction on the conforming finite element subspaces. The convergence proof with an arbitrary number of smoothing steps for nu-cycle is presented.

Lee, Chang Ock↗

Implicity restarted Arnoldi/Lanczos methods for large scale eigenvalue calculations

Eigenvalues and eigenfunctions of linear operators are important to many areas of applied mathematics. The ability to approximate these quantities numerically is becoming increasingly important in a wide variety of applications. This increasing demand has fueled interest in the development of new methods and software for the numerical solution of large-scale algebraic eigenvalue problems. In turn, the existence of these new methods and software, along with the dramatically increased computational capabilities now available, has enabled the solution of problems that would not even have been posed five or ten years ago. Until very recently, software for large-scale nonsymmetric problems was virtually non-existent. Fortunately, the situation is improving rapidly. The purpose of this article is to provide an overview of the numerical solution of large-scale algebraic eigenvalue problems. The focus will be on a class of methods called Krylov subspace projection methods. The well-known Lanczos method is the premier member of this class. The Arnoldi method generalizes the Lanczos method to the nonsymmetric case. A recently developed variant of the Arnoldi/Lanczos scheme called the Implicitly Restarted Arnoldi Method is presented here in some depth. This method is highlighted because of its suitability as a basis for software development.

Sorensen, Danny C.↗

Solving large-scale dynamic systems using band Lanczos method in Rockwell NASTRAN on CRAY X-MP

The improved cost effectiveness using better models, more accurate and faster algorithms and large scale computing offers more representative dynamic analyses. The band Lanczos eigen-solution method was implemented in Rockwell's version of 1984 COSMIC-released NASTRAN finite element structural analysis computer program to effectively solve for structural vibration modes including those of large complex systems exceeding 10,000 degrees of freedom. The Lanczos vectors were re-orthogonalized locally using the Lanczos Method and globally using the modified Gram-Schmidt method for sweeping rigid-body modes and previously generated modes and Lanczos vectors. The truncated band matrix was solved for vibration frequencies and mode shapes using Givens rotations. Numerical examples are included to demonstrate the cost effectiveness and accuracy of the method as implemented in ROCKWELL NASTRAN. The CRAY version is based on RPK's COSMIC/NASTRAN. The band Lanczos method was more reliable and accurate and converged faster than the single vector Lanczos Method. The band Lanczos method was comparable to the subspace iteration method which was a block version of the inverse power method. However, the subspace matrix tended to be fully populated in the case of subspace iteration and not as sparse as a band matrix.

Gupta, V. K.↗

Parallel Eigenvalue extraction

A new numerical algorithm for the solution of large-order eigenproblems typically encountered in linear elastic finite element systems is presented. The architecture of parallel processing is utilized in the algorithm to achieve increased speed and efficiency of calculations. The algorithm is based on the frontal technique for the solution of linear simultaneous equations and the modified subspace eigenanalysis method for the solution of the eigenproblem. Assembly, elimination and back-substitution of degrees of freedom are performed concurrently, using a number of fronts. All fronts converge to and diverge from a predefined global front during elimination and back-substitution, respectively. In the meantime, reduction of the stiffness and mass matrices required by the modified subspace method can be completed during the convergence/divergence cycle and an estimate of the required eigenpairs obtained. Successive cycles of convergence and divergence are repeated until the desired accuracy of calculations is achieved. The advantages of this new algorithm in parallel computer architecture are discussed.

Akl, Fred A.↗

Wavelet Analyses of F/A-18 Aeroelastic and Aeroservoelastic Flight Test Data

Time-frequency signal representations combined with subspace identification methods were used to analyze aeroelastic flight data from the F/A-18 Systems Research Aircraft (SRA) and aeroservoelastic data from the F/A-18 High Alpha Research Vehicle (HARV). The F/A-18 SRA data were produced from a wingtip excitation system that generated linear frequency chirps and logarithmic sweeps. HARV data were acquired from digital Schroeder-phased and sinc pulse excitation signals to actuator commands. Nondilated continuous Morlet wavelets implemented as a filter bank were chosen for the time-frequency analysis to eliminate phase distortion as it occurs with sliding window discrete Fourier transform techniques. Wavelet coefficients were filtered to reduce effects of noise and nonlinear distortions identically in all inputs and outputs. Cleaned reconstructed time domain signals were used to compute improved transfer functions. Time and frequency domain subspace identification methods were applied to enhanced reconstructed time domain data and improved transfer functions, respectively. Time domain subspace performed poorly, even with the enhanced data, compared with frequency domain techniques. A frequency domain subspace method is shown to produce better results with the data processed using the Morlet time-frequency technique.

Martin J Brenner↗

Reachability Subspace Exploration Using Continuation Methods

Reachability manifold computation suffers from the curse of dimensionality and for large state spaces is computationally intractable. This paper examines the use of continuation methods to address this issue by formulating the reachability sub-space manifold calculation into a number of initial valued problems. As a result of computing the reachability manifold for a subspace of interest, an exponential improvement in computational cost occurs. This concept is applied to a position subspace reachability problem of a spacecraft in a Keplerian orbit under maximum thrust constraints. Future work includes a comparison of the proposed method with computing reachability manifolds using viscosity solutions of the Hamilton Jacobi Bellman partial differential equation.

orbital mechanics↗

An accelerated subspace iteration for eigenvector derivatives

An accelerated subspace iteration method for calculating eigenvector derivatives has been developed. Factors affecting the effectiveness and the reliability of the subspace iteration are identified, and effective strategies concerning these factors are presented. The method has been implemented, and the results of a demonstration problem are presented.

Ting, Tienko↗