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Multigrid solvers on parallel computers

Massively parallel computers, as considered in this investigation, are not yet available. However, a large-scale parallel computer cannot usefully be designed before the hypothetical algorithms which will employ it are studied. Most of the studies of parallel partial differential equations (PDE) solvers are based on solution techniques much slower (on sequential machines) than multigrid methods. Multigrid methods are highly parallelizable. Each of their processes can simultaneously be performed at all grid points. The present investigation is concerned with a preliminary exploration of the potential of multigrid, or, more generally, Multi-Level Adaptive Techniques (MLAT) on computers with many processors. Basic processes are considered, taking into account coarse-grid approximation, relaxation, coarse-grid corrections, full multigrid algorithms, nonlinear problems and eigenvalue problems, fine-to-coarse correction, and chains of problems. Details of parallel multigrid processing are also examined.

Brandt, A.

Open-Source Software for Modeling of Nanoelectronic Devices

The Nanoelectronic Modeling 3-D (NEMO 3-D) computer program has been upgraded to open-source status through elimination of license-restricted components. The present version functions equivalently to the version reported in "Software for Numerical Modeling of Nanoelectronic Devices" (NPO-30520), NASA Tech Briefs, Vol. 27, No. 11 (November 2003), page 37. To recapitulate: NEMO 3-D performs numerical modeling of the electronic transport and structural properties of a semiconductor device that has overall dimensions of the order of tens of nanometers. The underlying mathematical model represents the quantum-mechanical behavior of the device resolved to the atomistic level of granularity. NEMO 3-D solves the applicable quantum matrix equation on a Beowulf-class cluster computer by use of a parallel-processing matrix vector multiplication algorithm coupled to a Lanczos and/or Rayleigh-Ritz algorithm that solves for eigenvalues. A prior upgrade of NEMO 3-D incorporated a capability for a strain treatment, parameterized for bulk material properties of GaAs and InAs, for two tight-binding submodels. NEMO 3-D has been demonstrated in atomistic analyses of effects of disorder in alloys and, in particular, in bulk In(x)Ga(1-x)As and in In(0.6)Ga(0.4)As quantum dots.

Oyafuso, Fabiano

Numerical Modeling of Nanoelectronic Devices

Nanoelectronic Modeling 3-D (NEMO 3-D) is a computer program for numerical modeling of the electronic structure properties of a semiconductor device that is embodied in a crystal containing as many as 16 million atoms in an arbitrary configuration and that has overall dimensions of the order of tens of nanometers. The underlying mathematical model represents the quantummechanical behavior of the device resolved to the atomistic level of granularity. The system of electrons in the device is represented by a sparse Hamiltonian matrix that contains hundreds of millions of terms. NEMO 3-D solves the matrix equation on a Beowulf-class cluster computer, by use of a parallel-processing matrix vector multiplication algorithm coupled to a Lanczos and/or Rayleigh-Ritz algorithm that solves for eigenvalues. In a recent update of NEMO 3-D, a new strain treatment, parameterized for bulk material properties of GaAs and InAs, was developed for two tight-binding submodels. The utility of the NEMO 3-D was demonstrated in an atomistic analysis of the effects of disorder in alloys and, in particular, in bulk In(x)Ga(l-x)As and in In0.6Ga0.4As quantum dots.

Klimeck, Gerhard

TPSAS-NF1676L-33433-DND

Reducing aircraft noise is a major objective in the field of computational aeroacoustics. When designing next generation quiet aircraft, it is important to be able to accurately and efficiently predict the acoustic scattering by an aircraft body from a given noise source. Acoustic liners are an effective tool for aircraft noise reduction, and are characterized by a complex valued frequency-dependent impedance. Converted into the time-domain using Fourier transforms, an impedance boundary condition can be used to simulate the acoustic scattering of geometric bodies treated with acoustic liners. This work considers using either an impedance boundary condition or admittance boundary condition to allow acoustic scattering problems to be modeled with geometries consisting of both un-lined and lined surfaces; admittance is defined to be the inverse of impedance. Three different acoustic liner models will be discussed: the Extended Helmholtz Resonator Model, the Three-Parameter Impedance Model, and a Broadband Model. In the Extended Helmholtz Resonator Model and Three-Parameter Impedance Model, the liner impedance is specified at a single frequency; the Broadband Model allows for the investigation of multiple frequencies simultaneously. The impedance and admittance boundary conditions for each model will be derived and coupled with a time-domain boundary integral equation. The scattering solution will be obtained iteratively using spatial and temporal basis functions. Stability will be demonstrated through eigenvalue analysis. Moreover, fast algorithms and high performance computing are considered to both assess and reduce the computational cost of the simulation.

Michelle E Rodio

Investigating the Feasibility and Stability for Modeling Broadband Acoustic Wave Scattering using a Time-Domain Boundary Integral Equation

Reducing aircraft noise is a major objective in the field of computational aeroacoustics. Acoustic liners are an effective tool for reducing aircraft noise and are characterized by a frequency-dependent impedance value. Converted into the time-domain using Fourier transforms, an impedance boundary condition can be used to simulate the acoustic wave scattering by geometric bodies treated with acoustic liners. A Broadband Impedance Model is discussed in which the liner impedance is specified along a wide range of frequencies. An impedance boundary condition is derived and coupled with a time-domain boundary integral equation to model acoustic scattering by a flat plate. It is assumed the flat plate has surfaces treated with acoustic liners. The stability of the numerical algorithm is assessed using eigenvalue analysis.

mathmatics

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Nachtigal, Noel M.

Eigenvector determination by iterative optical methods

Three power algorithms are considered by which an iterative optical processor can be used to compute the eigenvalues and eigenvectors of a matrix. The algorithms are appropriate for three applications: (1) calculating the largest eigenvalue; (2) calculating the eigenvalues in order of decreasingly dominant eigenvalues; and (3) calculating the eigenvector whose eigenvalue is closest to a given value.

Vijaya Kumar, B. V. K.

Computational Aerothermodynamic Simulation Issues on Unstructured Grids

The synthesis of physical models for gas chemistry and turbulence from the structured grid codes LAURA and VULCAN into the unstructured grid code FUN3D is described. A directionally Symmetric, Total Variation Diminishing (STVD) algorithm and an entropy fix (eigenvalue limiter) keyed to local cell Reynolds number are introduced to improve solution quality for hypersonic aeroheating applications. A simple grid-adaptation procedure is incorporated within the flow solver. Simulations of flow over an ellipsoid (perfect gas, inviscid), Shuttle Orbiter (viscous, chemical nonequilibrium) and comparisons to the structured grid solvers LAURA (cylinder, Shuttle Orbiter) and VULCAN (flat plate) are presented to show current capabilities. The quality of heating in 3D stagnation regions is very sensitive to algorithm options in general, high aspect ratio tetrahedral elements complicate the simulation of high Reynolds number, viscous flow as compared to locally structured meshes aligned with the flow.

Gnoffo, Peter A.

Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.

Tischler, V. A.

A study of sound transmission in curved duct bends by the Galerkin method

A computational procedure based on the Galerkin method is developed to study the sound transmission and reflection characteristics of circularly curved bends of rectangular ducts. This procedure is adaptable to routine computer calculation. An important component of the computer program consists of a QR iterative algorithm which solves the matrix eigenvalue problem generated by the Galerkin method. The present procedure produced very satisfactory convergent results when applied even to cases where the incident wave has high frequency and high wave mode numbers. Some properties of the Galerkin solution are investigated. Its relationship to the classical solution by the method of separation of variables is discussed.

Tam, C. K. W.

The ERODYN and QRPIG computer programs

The role of the ERODYN computer program in providing error analyses involving orbital, geodetic, and geophysical parameters is discussed. It was designed to operate as a companion program to the GEODYN orbit determination and parameter estimating program. The Q R Partitioned Eigenvalue/Eigenvector analysis program (QRPIG) is designed to process symmetric matrices with an out-of-core partitioning algorithm for the eigenvectors and eigenvalues of the matrices.

Felsentreger, T. L.

Block Lanczos Algorithm For Gyroscopic Systems

Report describes details of implementation of procedure for accurate and economical computation of natural frequencies and associated vibrational modes of elastic structure rotating along arbitrary axis. Block version of Lanczos algorithm derived for solution of eigenvalue and eigenvector problems. Fully exploits sparsity of associated matrices and employs only real numbers in all relevant computations. Capable of determining multiple roots and proves to be most efficient when compared to other similar existing techniques.

Gupta, Kajal K.

Sparse Regression as a Sparse Eigenvalue Problem

We extend the l0-norm "subspectral" algorithms for sparse-LDA [5] and sparse-PCA [6] to general quadratic costs such as MSE in linear (kernel) regression. The resulting "Sparse Least Squares" (SLS) problem is also NP-hard, by way of its equivalence to a rank-1 sparse eigenvalue problem (e.g., binary sparse-LDA [7]). Specifically, for a general quadratic cost we use a highly-efficient technique for direct eigenvalue computation using partitioned matrix inverses which leads to dramatic x103 speed-ups over standard eigenvalue decomposition. This increased efficiency mitigates the O(n4) scaling behaviour that up to now has limited the previous algorithms' utility for high-dimensional learning problems. Moreover, the new computation prioritizes the role of the less-myopic backward elimination stage which becomes more efficient than forward selection. Similarly, branch-and-bound search for Exact Sparse Least Squares (ESLS) also benefits from partitioned matrix inverse techniques. Our Greedy Sparse Least Squares (GSLS) generalizes Natarajan's algorithm [9] also known as Order-Recursive Matching Pursuit (ORMP). Specifically, the forward half of GSLS is exactly equivalent to ORMP but more efficient. By including the backward pass, which only doubles the computation, we can achieve lower MSE than ORMP. Experimental comparisons to the state-of-the-art LARS algorithm [3] show forward-GSLS is faster, more accurate and more flexible in terms of choice of regularization

Exact Sparse Least Squares (ESLS)

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.

Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.

Costiner, Sorin

On the eigenvalue and eigenvector derivatives of a general matrix

The existence of differentiable eigenvalues and eigenvectors for a general matrix is addressed. The eigenspace which contains differentiable eigenvectors is determined and computed by using the concept of subspace intersection in conjunction with the singular value decomposition algorithm. The differentiable eigenvectors associated with repeated eigenvalues should be simultaneously the eigenvectors of the general matrix and its corresponding sensitivity matrix. Furthermore, the derivatives for differentiable eigenvectors associated with repeated eigenvalues can be computed using higher order derivatives of the matrix, whereas the corresponding eigenvalue derivatives are the eigenvalues of the sensitivity matrix.

Juang, Jer-Nan

A comparison of internal energy calculation methods for diatomic molecules

Various methods of calculating the internal energy of diatomic molecules are studied. An accurate and efficient method for computing the eigenvalues of the vibrational Schroedinger equation for an arbitrary potential is developed. The method is based on a finite-element discretization using the cubic Lobatto element. A combination of spectrum slicing and the Laguerre algorithm is used to solve for the eigenvalues. A simple method to compute the quasi-bound states is presented. For N2 molecules, all vibrational-rotational states of eleven available electronic potentials are computed, and summed to obtain the exact internal energy function with temperature. The total computation required 314 seconds of CPU-time on NASA's Cray 2 computer. Various approximate models are discussed and compared with the exact numerical simulation. It is shown that the splitting of the macroscopic internal energy into separate electronic, rotational, and vibrational energies is not justified at high temperatures.

Liu, Yen

The Lanczos algorithm with selective orthogonalization

A new stable and efficient implementation of the Lanczos algorithm is presented. The algorithm is a powerful method for finding a few eigenvalues and eigenvectors at one or both ends of the spectrum of a symmetric matrix A. The algorithm is particularly effective if A is large and sparse in that the only way in which A enters the calculation is through a subroutine which computes Av for any vector v. Thus the user is free to take advantage of any sparsity structure in A and A need not even be represented as a matrix et al.

Parlett, B. N.