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Applications of the conjugate gradient FFT method in scattering and radiation including simulations with impedance boundary conditions

The theoretical and computational aspects related to the application of the Conjugate Gradient FFT (CGFFT) method in computational electromagnetics are examined. The advantages of applying the CGFFT method to a class of large scale scattering and radiation problems are outlined. The main advantages of the method stem from its iterative nature which eliminates a need to form the system matrix (thus reducing the computer memory allocation requirements) and guarantees convergence to the true solution in a finite number of steps. Results are presented for various radiators and scatterers including thin cylindrical dipole antennas, thin conductive and resistive strips and plates, as well as dielectric cylinders. Solutions of integral equations derived on the basis of generalized impedance boundary conditions (GIBC) are also examined. The boundary conditions can be used to replace the profile of a material coating by an impedance sheet or insert, thus, eliminating the need to introduce unknown polarization currents within the volume of the layer. A general full wave analysis of 2-D and 3-D rectangular grooves and cavities is presented which will also serve as a reference for future work.

Barkeshli, Kasra↗

Benchmarks and results of the two-band Hubbard model from the Gutzwiller conjugate gradient minimization theory

Ground-state properties, such as energies and double occupancies, of a one-dimensional two-band Hubbard model are calculated using a first-principles Gutzwiller conjugate gradient minimization theory. The favorable agreement with the results from the density matrix renormalization group theory demonstrates the accuracy of our method. A rotationally invariant approach is further incorporated into the method to greatly reduce the computational complexity with a speedup of approximately 50 times. Moreover, we investigate the Mott transition between a metal and a Mott insulator by evaluating the charge gap. In conclusion, with greatly reduced computational effort, our method reproduces the phase diagram in reasonable agreement with the density matrix renormalization group theory.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Comparison of Conjugate Gradient Density Matrix Search and Chebyshev Expansion Methods for Avoiding Diagonalization in Large-Scale Electronic Structure Calculations

We report a comparison of two linear-scaling methods which avoid the diagonalization bottleneck of traditional electronic structure algorithms. The Chebyshev expansion method (CEM) is implemented for carbon tight-binding calculations of large systems and its memory and timing requirements compared to those of our previously implemented conjugate gradient density matrix search (CG-DMS). Benchmark calculations are carried out on icosahedral fullerenes from C60 to C8640 and the linear scaling memory and CPU requirements of the CEM demonstrated. We show that the CPU requisites of the CEM and CG-DMS are similar for calculations with comparable accuracy.

Bates, Kevin R.↗

Conjugate gradient determination of optimal plane changes for a class of three-impulse transfers between noncoplanar circular orbits

A particular type of three-impulse transfer between two circular orbits is analyzed. The possibility of three plane changes is recognized, and the problem is to optimally distribute these plane changes to minimize the sum of the individual impulses. Numerical difficulties and their solution are discussed. Numerical results obtained from a conjugate gradient technique are presented for both the case where the individual plane changes are unconstrained and for the case where they are constrained. Possibly not unexpectedly, multiple minima are found. The techniques presented could be extended to the finite burn case, but primarily the contents are addressed to preliminary mission design and vehicle sizing.

Burrows, R. R.↗

Performance Analysis and Optimal Node-aware Communication for Enlarged Conjugate Gradient Methods

Krylov methods are a key way of solving large sparse linear systems of equations but suffer from poor strong scalability on distributed memory machines. Furthermore, this is due to high synchronization costs from large numbers of collective communication calls alongside a low computational workload. Enlarged Krylov methods address this issue by decreasing the total iterations to convergence, an artifact of splitting the initial residual and resulting in operations on block vectors. In this article, we present a performance study of an enlarged Krylov method, Enlarged Conjugate Gradients (ECG), noting the impact of block vectors on parallel performance at scale. Most notably, we observe the increased overhead of point-to-point communication as a result of denser messages in the sparse matrix-block vector multiplication kernel. Additionally, we present models to analyze expected performance of ECG, as well as motivate design decisions. Most importantly, we introduce a new point-to-point communication approach based on node-aware communication techniques that increases efficiency of the method at scale.

97 MATHEMATICS AND COMPUTING↗

A fast, preconditioned conjugate gradient Toeplitz solver

A simple factorization is given of an arbitrary hermitian, positive definite matrix in which the factors are well-conditioned, hermitian, and positive definite. In fact, given knowledge of the extreme eigenvalues of the original matrix A, an optimal improvement can be achieved, making the condition numbers of each of the two factors equal to the square root of the condition number of A. This technique is to applied to the solution of hermitian, positive definite Toeplitz systems. Large linear systems with hermitian, positive definite Toeplitz matrices arise in some signal processing applications. A stable fast algorithm is given for solving these systems that is based on the preconditioned conjugate gradient method. The algorithm exploits Toeplitz structure to reduce the cost of an iteration to O(n log n) by applying the fast Fourier Transform to compute matrix-vector products. Matrix factorization is used as a preconditioner.

Pan, Victor↗

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.↗

WARP3D-Release 10.8: Dynamic Nonlinear Analysis of Solids using a Preconditioned Conjugate Gradient Software Architecture

This report describes theoretical background material and commands necessary to use the WARP3D finite element code. WARP3D is under continuing development as a research code for the solution of very large-scale, 3-D solid models subjected to static and dynamic loads. Specific features in the code oriented toward the investigation of ductile fracture in metals include a robust finite strain formulation, a general J-integral computation facility (with inertia, face loading), an element extinction facility to model crack growth, nonlinear material models including viscoplastic effects, and the Gurson-Tver-gaard dilatant plasticity model for void growth. The nonlinear, dynamic equilibrium equations are solved using an incremental-iterative, implicit formulation with full Newton iterations to eliminate residual nodal forces. The history integration of the nonlinear equations of motion is accomplished with Newmarks Beta method. A central feature of WARP3D involves the use of a linear-preconditioned conjugate gradient (LPCG) solver implemented in an element-by-element format to replace a conventional direct linear equation solver. This software architecture dramatically reduces both the memory requirements and CPU time for very large, nonlinear solid models since formation of the assembled (dynamic) stiffness matrix is avoided. Analyses thus exhibit the numerical stability for large time (load) steps provided by the implicit formulation coupled with the low memory requirements characteristic of an explicit code. In addition to the much lower memory requirements of the LPCG solver, the CPU time required for solution of the linear equations during each Newton iteration is generally one-half or less of the CPU time required for a traditional direct solver. All other computational aspects of the code (element stiffnesses, element strains, stress updating, element internal forces) are implemented in the element-by- element, blocked architecture. This greatly improves vectorization of the code on uni-processor hardware and enables straightforward parallel-vector processing of element blocks on multi-processor hardware.

Koppenhoefer, Kyle C.↗

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↗

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↗

Preconditioned conjugate gradient methods for the compressible Navier-Stokes equations

The compressible Navier-Stokes equations are solved for a variety of two-dimensional inviscid and viscous problems by preconditioned conjugate gradient-like algorithms. Roe's flux difference splitting technique is used to discretize the inviscid fluxes. The viscous terms are discretized by using central differences. An algebraic turbulence model is also incorporated. The system of linear equations which arises out of the linearization of a fully implicit scheme is solved iteratively by the well known methods of GMRES (Generalized Minimum Residual technique) and Chebyschev iteration. Incomplete LU factorization and block diagonal factorization are used as preconditioners. The resulting algorithm is competitive with the best current schemes, but has wide applications in parallel computing and unstructured mesh computations.

Venkatakrishnan, V.↗

Aerodynamic shape optimization using preconditioned conjugate gradient methods

In an effort to further improve upon the latest advancements made in aerodynamic shape optimization procedures, a systematic study is performed to examine several current solution methodologies as applied to various aspects of the optimization procedure. It is demonstrated that preconditioned conjugate gradient-like methodologies dramatically decrease the computational efforts required for such procedures. The design problem investigated is the shape optimization of the upper and lower surfaces of an initially symmetric (NACA-012) airfoil in inviscid transonic flow and at zero degree angle-of-attack. The complete surface shape is represented using a Bezier-Bernstein polynomial. The present optimization method then automatically obtains supercritical airfoil shapes over a variety of freestream Mach numbers. Furthermore, the best optimization strategy examined resulted in a factor of 8 decrease in computational time as well as a factor of 4 decrease in memory over the most efficient strategies in current use.

Burgreen, Greg W.↗

A finite element conjugate gradient FFT method for scattering

Validated results are presented for the new 3D body of revolution finite element boundary integral code. A Fourier series expansion of the vector electric and mangnetic fields is employed to reduce the dimensionality of the system, and the exact boundary condition is employed to terminate the finite element mesh. The mesh termination boundary is chosen such that is leads to convolutional boundary operatores of low O(n) memory demand. Improvements of this code are discussed along with the proposed formulation for a full 3D implementation of the finite element boundary integral method in conjunction with a conjugate gradiant fast Fourier transformation (CGFFT) solution.

Collins, Jeffery D.↗

Mixed precision s –step Lanczos and conjugate gradient algorithms

Compared to the classical Lanczos algorithm, the s-step Lanczos variant has the potential to improve performance by asymptotically decreasing the synchronization cost per iteration. However, this comes at a price; despite being mathematically equivalent, the s-step variant may behave quite differently in finite precision, potentially exhibiting greater loss of accuracy and slower convergence relative to the classical algorithm. It has previously been shown that the errors in the s-step version follow the same structure as the errors in the classical algorithm, but are amplified by a factor depending on the square of the condition number of the O(s)-dimensional Krylov bases computed in each outer loop. As the condition number of these s-step bases grows (in some cases very quickly) with s, this limits the s values that can be chosen and thus can limit the attainable performance. In this work, we show that if a select few computations in s-step Lanczos are performed in double the working precision, the error terms then depend only linearly on the conditioning of the s-step bases. This has the potential for drastically improving the numerical behavior of the algorithm with little impact on per-iteration performance. Our numerical experiments demonstrate the improved numerical behavior possible with the mixed precision approach, and also show that this improved behavior extends to mixed precision s-step CG. Here, we present preliminary performance results on NVIDIA V100 GPUs that show that the overhead of extra precision is minimal if one uses precisions implemented in hardware.

97 MATHEMATICS AND COMPUTING↗