Block Gram-Schmidt algorithms and their stability properties
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Carson, Erin (ORCID:0000000194697467)↗
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Results for “subspace method”
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Sequential Learning of Active Subspaces
This study shows that in recent years, active subspace methods (ASMs) have become a popular means of performing subspace sensitivity analysis on black-box functions. Naively applied, however, ASMs require gradient evaluations of the target function. In the event of noisy, expensive, or stochastic simulators, evaluating gradients via finite differencing may be infeasible. In such cases, often a surrogate model is employed, on which finite differencing is performed. When the surrogate model is a Gaussian process (GP), we show that the ASM estimator is available in closed form, rendering the finite-difference approximation unnecessary. We use our closed-form solution to develop acquisition functions focused on sequential learning tailored to sensitivity analysis on top of ASMs. We also show that the traditional ASM estimator may be viewed as a method of moments estimator for a certain class of GPs. We demonstrate how uncertainty on GP hyperparameters may be propagated to uncertainty on the sensitivity analysis, allowing model-based confidence intervals on the active subspace. Our methodological developments are illustrated on several examples.
97 MATHEMATICS AND COMPUTING↗
Simultaneous Optimization of Nuclear–Electronic Orbitals
Accurate modeling of important nuclear quantum effects, such as nuclear delocalization, zero-point energy, and tunneling, as well as non-Born-Oppenheimer effects, requires treatment of both nuclei and electrons quantum mechanically. The nuclear–electronic orbital (NEO) method provides an elegant framework to treat specified nuclei, typically protons, on the same level as the electrons. In conventional electronic structure theory, finding a converged ground state can be a computationally demanding task; converging NEO wavefunctions, due to their coupled electronic and nuclear nature, is even more demanding. Herein, we present an efficient simultaneous optimization method that uses the direct inversion in the iterative subspace method to simultaneously converge wavefunctions for both the electrons and quantum nuclei. In conclusion, benchmark studies show that the simultaneous optimization method can significantly reduce the computational cost compared to the conventional stepwise method for optimizing NEO wavefunctions for multicomponent systems.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Parallel iterative methods for sparse linear and nonlinear equations
As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.
Saad, Youcef↗
Application of the TRANAIR rectangular grid approach to the aerodynamic analysis of complex configurations
A numerical method is described which uses a rectangular grid to solve the nonlinear full potential equation about complex configurations. The grid is locally refined to resolve high velocity gradients arising from leading edge expansions or shock waves. The grid penetrates the boundary (described by networks of quadrilateral panels) and is generated automatically. Discrete operators are constructed using the finite element method. The system of nonlinear discrete equations is solved iteratively using a Krylov subspace method preconditioned by an exterior Poisson solver and a direct sparse solver. The primary emphasis is to provide design engineers with an aerodynamic analysis tool (the TRANAIR code) which is accurate, reliable, economical, and flexible to use. Computational results for many interesting configurations are presented.
Johnson, Forrester T.↗
Cheaper and more noise-resilient quantum state preparation using eigenvector continuation
Subspace methods are powerful, noise-resilient methods that can effectively prepare ground states on quantum computers. The challenge is to get a subspace with a small condition number that spans the states of interest using minimal quantum resources. In this work, we will use eigenvector continuation to build a subspace from the low-lying states of a set of Hamiltonians. The basis vectors are prepared using truncated versions of standard state preparation methods such as imaginary-time evolution (ITE), adiabatic state preparation (ASP), and variational quantum eigensolver. By using these truncated methods combined with eigenvector continuation, we can directly improve upon them, obtaining more accurate ground-state energies at a reduced cost. We use several spin systems to demonstrate convergence even when methods like ITE and ASP fail, such as ASP in the presence of level crossings and ITE with vanishing energy gaps. We also showcase the noise resilience of this approach beyond the gains already made by having shallower quantum circuits. Furthermore, our findings suggest that eigenvector continuation can be used to improve existing state preparation methods in the near term.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
A two-level GPU-accelerated incomplete LU preconditioner for general sparse linear systems
This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures, specifically, those that are equipped with graphic processing units (GPUs). In addition to block-Jacobi, we present general purpose two-level ILU Schur complement-based approaches, where different strategies are presented to solve the coarse-level reduced system. These strategies are combined with modified ILU methods in the construction of the coarse-level operator, in order to effectively remove smooth errors by targeting an algebraically smooth vector. We leverage available GPU-based sparse matrix kernels to accelerate the setup and the solve phases of the proposed ILU preconditioner. We evaluate the efficiency of the proposed methods as a smoother for algebraic multigrid (AMG) and as a preconditioner for Krylov subspace methods on challenging anisotropic diffusion problems and a collection of general sparse matrices.
97 MATHEMATICS AND COMPUTING↗
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↗
A low-rank solver for the stochastic unsteady Navier–Stokes problem
Here we study a low-rank iterative solver for the unsteady Navier–Stokes equations for incompressible flows with a stochastic viscosity. The equations are discretized using the stochastic Galerkin method, and we consider an all-at-once formulation where the algebraic systems at all the time steps are collected and solved simultaneously. The problem is linearized with Picard’s method. To efficiently solve the linear systems at each step, we use low-rank tensor representations within the Krylov subspace method, which leads to significant reductions in storage requirements and computational costs. Combined with effective mean-based preconditioners and the idea of inexact solve, we show that only a small number of linear iterations are needed at each Picard step. The proposed algorithm is tested with a model of flow in a two-dimensional symmetric step domain with different settings to demonstrate the computational efficiency.
97 MATHEMATICS AND COMPUTING↗
DIAS: A Data-Informed Active Subspace Regularization Framework for Inverse Problems
This paper presents a regularization framework that aims to improve the fidelity of Tikhonov inverse solutions. At the heart of the framework is the data-informed regularization idea that only data-uninformed parameters need to be regularized, while the data-informed parameters, on which data and forward model are integrated, should remain untouched. We propose to employ the active subspace method to determine the data-informativeness of a parameter. The resulting framework is thus called a data-informed (DI) active subspace (DIAS) regularization. Four proposed DIAS variants are rigorously analyzed, shown to be robust with the regularization parameter and capable of avoiding polluting solution features informed by the data. They are thus well suited for problems with small or reasonably small noise corruptions in the data. Furthermore, the DIAS approaches can effectively reuse any Tikhonov regularization codes/libraries. Though they are readily applicable for nonlinear inverse problems, we focus on linear problems in this paper in order to gain insights into the framework. Various numerical results for linear inverse problems are presented to verify theoretical findings and to demonstrate advantages of the DIAS framework over the Tikhonov, truncated SVD, and the TSVD-based DI approaches.
Nguyen, Hai↗
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↗
$O(N)$ ab initio calculation scheme for large-scale moiré structures
Here we present a two-step method specifically tailored for band structure calculation of the small-angle moiré-pattern materials which contain tens of thousands of atoms in a unit cell. In the first step, the self-consistent field calculation for the ground state is performed with the O(N) Krylov subspace method implemented in openmx. Second, the crystal momentum-dependent Bloch Hamiltonian and overlap matrix are constructed from the results obtained in the first step and only a small number of eigenvalues near the Fermi energy are solved with shift-invert and Lanczos techniques. By systematically tuning two key parameters, the cutoff radius for electron hopping interaction and the dimension of the Krylov subspace, we obtained the band structures for both rigid and corrugated twisted bilayer graphene structures down to the first magic angle (θ = 1.08°) with high enough accuracy at affordable costs. The band structures are in good agreement with those from tight-binding models, continuum models, plane-wave pseudopotential based ab initio calculations, and experimental observations. This method is also shown to be efficient in twisted double-bilayer graphene and bilayer WSe 2 . We think this two-step method can play a crucial role in other twisted two-dimensional materials, especially those with much more complex band structure and where the effective model is hard to construct.
36 MATERIALS SCIENCE↗
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.↗
The tensor t‐function: A definition for functions of third‐order tensors
Summary A definition for functions of multidimensional arrays is presented. The definition is valid for third‐order tensors in the tensor t‐product formalism, which regards third‐order tensors as block circulant matrices. The tensor function definition is shown to have similar properties as standard matrix function definitions in fundamental scenarios. To demonstrate the definition's potential in applications, the notion of network communicability is generalized to third‐order tensors and computed for a small‐scale example via block Krylov subspace methods for matrix functions. A complexity analysis for these methods in the context of tensors is also provided.
Lund, Kathryn↗