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At least 631 records · Page 35
All sourcesNASA NTRSDOE OSTI
NASA NTRS1976

On the computation and updating of the modified Cholesky decomposition of a covariance matrix

Methods for obtaining and updating the modified Cholesky decomposition (MCD) for the particular case of a covariance matrix when one is given only the original data are described. These methods are the standard method of forming the covariance matrix K then solving for the MCD, L and D (where K=LDLT); a method based on Householder reflections; and lastly, a method employing the composite-t algorithm. For many cases in the analysis of remotely sensed data, the composite-t method is the superior method despite the fact that it is the slowest one, since (1) the relative amount of time computing MCD's is often quite small, (2) the stability properties of it are the best of the three, and (3) it affords an efficient and numerically stable procedure for updating the MCD. The properties of these methods are discussed and FORTRAN programs implementing these algorithms are listed.

Vanrooy, D. L.↗
DOE OSTI2024

Progressive Hedging Decomposition for Solutions of Large-Scale Process Family Design Problems

In previous work, we have introduced a mathematical model for solving a discretized version of the process family design problem. This involves two sets of decision variables. One set selects which unit module designs are included in the process platform out of a candidate set of options; the other set determines which of these unit module designs are assigned to each variant. In this work, we exploit a parallelized Progressive Hedging (PH) algorithm to solve even larger scale design problems. PH is a well-known algorithm traditionally used to solve stochastic programming problems. While our problem is not a two-stage stochastic programming problem, the structure is similar, and it can be directly mapped to the PH approach, which we employ here to solve this deterministic optimization problem. We decompose our problem by process variant. We treat the platform unit module design variables as first-stage and the assignment of unit module designs to variants as second-stage, solving the problem using mpi-sppy. We demonstrate this approach on case studies of CC, water desalination, and refrigeration.

Stinchfield, Georgia↗
NASA NTRS1980

Research on the application of a decoupling algorithm for structure analysis

The mathematical theory for decoupling mth-order matrix differential equations is presented. It is shown that the decoupling precedure can be developed from the algebraic theory of matrix polynomials. The role of eigenprojectors and latent projectors in the decoupling process is discussed and the mathematical relationships between eigenvalues, eigenvectors, latent roots, and latent vectors are developed. It is shown that the eigenvectors of the companion form of a matrix contains the latent vectors as a subset. The spectral decomposition of a matrix and the application to differential equations is given.

Denman, E. D.↗
NASA NTRS1987

The minimal residual QR-factorization algorithm for reliably solving subset regression problems

A new algorithm to solve test subset regression problems is described, called the minimal residual QR factorization algorithm (MRQR). This scheme performs a QR factorization with a new column pivoting strategy. Basically, this strategy is based on the change in the residual of the least squares problem. Furthermore, it is demonstrated that this basic scheme might be extended in a numerically efficient way to combine the advantages of existing numerical procedures, such as the singular value decomposition, with those of more classical statistical procedures, such as stepwise regression. This extension is presented as an advisory expert system that guides the user in solving the subset regression problem. The advantages of the new procedure are highlighted by a numerical example.

Verhaegen, M. H.↗
DOE OSTI2025

Bounds on spectral gaps of Hyperbolic spin surfaces

We describe a method for constraining Laplacian and Dirac spectra of two dimensional compact orientable hyperbolic spin manifolds and orbifolds. The key ingredient is an infinite family of identities satisfied by the spectra. These spectral identities follow from the consistency between 1) the spectral decomposition of functions on the spin bundle into irreducible representations of SL(2,R) and 2) associativity of pointwise multiplication of functions. Applying semidefinite programming methods to our identities produces rigorous upper bounds on the Laplacian spectral gap as well as on the Dirac spectral gap conditioned on the former. In several examples, our bounds are nearly sharp; a numerical algorithm based on the Selberg trace formula shows that the [0;3,3,5] orbifold, a particular surface with signature [1;3], and the Bolza surface nearly saturate the bounds at genus 0, 1 and 2 respectively. Under additional assumptions on the number of harmonic spinors carried by the spin-surface, we obtain more restrictive bounds on the Laplacian spectral gap. In particular, these bounds apply to hyperelliptic surfaces. We also determine the set of Laplacian spectral gaps attained by all compact orientable two-dimensional hyperbolic spin orbifolds. We show that this set is upper bounded by 12.13798; this bound is nearly saturated by the [0;3,3,5] orbifold, whose first non-zero Laplacian eigenvalue is λ^(0)_1 ≈ 12.13623.

Spectral theory↗
NASA NTRS1990

Characteristic-based algorithms for flows in thermo-chemical nonequilibrium

A generalized finite-rate chemistry algorithm with Steger-Warming, Van Leer, and Roe characteristic-based flux splittings is presented in three-dimensional generalized coordinates for the Navier-Stokes equations. Attention is placed on convergence to steady-state solutions with fully coupled chemistry. Time integration schemes including explicit m-stage Runge-Kutta, implicit approximate-factorization, relaxation and LU decomposition are investigated and compared in terms of residual reduction per unit of CPU time. Practical issues such as code vectorization and memory usage on modern supercomputers are discussed.

Walters, Robert W.↗
NASA NTRS1993

Space Reclamation for Uncoordinated Checkpointing in Message-Passing Systems

Checkpointing and rollback recovery are techniques that can provide efficient recovery from transient process failures. In a message-passing system, the rollback of a message sender may cause the rollback of the corresponding receiver, and the system needs to roll back to a consistent set of checkpoints called recovery line. If the processes are allowed to take uncoordinated checkpoints, the above rollback propagation may result in the domino effect which prevents recovery line progression. Traditionally, only obsolete checkpoints before the global recovery line can be discarded, and the necessary and sufficient condition for identifying all garbage checkpoints has remained an open problem. A necessary and sufficient condition for achieving optimal garbage collection is derived and it is proved that the number of useful checkpoints is bounded by N(N+1)/2, where N is the number of processes. The approach is based on the maximum-sized antichain model of consistent global checkpoints and the technique of recovery line transformation and decomposition. It is also shown that, for systems requiring message logging to record in-transit messages, the same approach can be used to achieve optimal message log reclamation. As a final topic, a unifying framework is described by considering checkpoint coordination and exploiting piecewise determinism as mechanisms for bounding rollback propagation, and the applicability of the optimal garbage collection algorithm to domino-free recovery protocols is demonstrated.

Wang, Yi-Min↗
NASA NTRS2010

Satellite Sampling and Retrieval Errors in Regional Monthly Rain Estimates from TMI AMSR-E, SSM/I, AMSU-B and the TRMM PR

Passive and active microwave rain sensors onboard earth-orbiting satellites estimate monthly rainfall from the instantaneous rain statistics collected during satellite overpasses. It is well known that climate-scale rain estimates from meteorological satellites incur sampling errors resulting from the process of discrete temporal sampling and statistical averaging. Sampling and retrieval errors ultimately become entangled in the estimation of the mean monthly rain rate. The sampling component of the error budget effectively introduces statistical noise into climate-scale rain estimates that obscure the error component associated with the instantaneous rain retrieval. Estimating the accuracy of the retrievals on monthly scales therefore necessitates a decomposition of the total error budget into sampling and retrieval error quantities. This paper presents results from a statistical evaluation of the sampling and retrieval errors for five different space-borne rain sensors on board nine orbiting satellites. Using an error decomposition methodology developed by one of the authors, sampling and retrieval errors were estimated at 0.25 resolution within 150 km of ground-based weather radars located at Kwajalein, Marshall Islands and Melbourne, Florida. Error and bias statistics were calculated according to the land, ocean and coast classifications of the surface terrain mask developed for the Goddard Profiling (GPROF) rain algorithm. Variations in the comparative error statistics are attributed to various factors related to differences in the swath geometry of each rain sensor, the orbital and instrument characteristics of the satellite and the regional climatology. The most significant result from this study found that each of the satellites incurred negative longterm oceanic retrieval biases of 10 to 30%.

Fisher, Brad↗
DOE OSTI2020

Characterizing magnetized plasmas with dynamic mode decomposition

Accurate and efficient plasma models are essential to understand and control experimental devices. Existing magnetohydrodynamic or kinetic models are nonlinear and computationally intensive and can be difficult to interpret, while often only approximating the true dynamics. In this work, data-driven techniques recently developed in the field of fluid dynamics are leveraged to develop interpretable reduced-order models of plasmas that strike a balance between accuracy and efficiency. In particular, dynamic mode decomposition (DMD) is used to extract spatio-temporal magnetic coherent structures from the experimental and simulation datasets of the helicity injected torus with steady inductive (HIT-SI) experiment. Three-dimensional magnetic surface probes from the HIT-SI experiment are analyzed, along with companion simulations with synthetic internal magnetic probes. A number of leading variants of the DMD algorithm are compared, including the sparsity-promoting and optimized DMD. Optimized DMD results in the highest overall prediction accuracy, while sparsity-promoting DMD yields physically interpretable models that avoid overfitting. These DMD algorithms uncover several coherent magnetic modes that provide new physical insights into the inner plasma structure. These modes were subsequently used to discover a previously unobserved three-dimensional structure in the simulation, rotating at the second injector harmonic. Finally, using data from probes at experimentally accessible locations, DMD identifies a resistive kink mode, a ubiquitous instability seen in magnetized plasmas.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
NASA NTRS1975

Some estimation formulae for continuous time-invariant linear systems

In this brief paper we examine a Riccati equation decomposition due to Reid and Lainiotis and apply the result to the continuous time-invariant linear filtering problem. Exploitation of the time-invariant structure leads to integration-free covariance recursions which are of use in covariance analyses and in filter implementations. A super-linearly convergent iterative solution to the algebraic Riccati equation (ARE) is developed. The resulting algorithm, arranged in a square-root form, is thought to be numerically stable and competitive with other ARE solution methods. Certain covariance relations that are relevant to the fixed-point and fixed-lag smoothing problems are also discussed.

Bierman, G. J.↗
NASA NTRS2011

Receiver Gain Modulation Circuit

A receiver gain modulation circuit (RGMC) was developed that modulates the power gain of the output of a radiometer receiver with a test signal. As the radiometer receiver switches between calibration noise references, the test signal is mixed with the calibrated noise and thus produces an ensemble set of measurements from which ensemble statistical analysis can be used to extract statistical information about the test signal. The RGMC is an enabling technology of the ensemble detector. As a key component for achieving ensemble detection and analysis, the RGMC has broad aeronautical and space applications. The RGMC can be used to test and develop new calibration algorithms, for example, to detect gain anomalies, and/or correct for slow drifts that affect climate-quality measurements over an accelerated time scale. A generalized approach to analyzing radiometer system designs yields a mathematical treatment of noise reference measurements in calibration algorithms. By treating the measurements from the different noise references as ensemble samples of the receiver state, i.e. receiver gain, a quantitative description of the non-stationary properties of the underlying receiver fluctuations can be derived. Excellent agreement has been obtained between model calculations and radiometric measurements. The mathematical formulation is equivalent to modulating the gain of a stable receiver with an externally generated signal and is the basis for ensemble detection and analysis (EDA). The concept of generating ensemble data sets using an ensemble detector is similar to the ensemble data sets generated as part of ensemble empirical mode decomposition (EEMD) with exception of a key distinguishing factor. EEMD adds noise to the signal under study whereas EDA mixes the signal with calibrated noise. It is mixing with calibrated noise that permits the measurement of temporal-functional variability of uncertainty in the underlying process. The RGMC permits the evaluation of EDA by modulating the receiver gain using an external signal. Without the RGMC, samples of calibrated references from radiometers form an ensemble data set of the natural occurring fluctuations within a receiver. By driving the gain of an otherwise stable receiver with an external signal, the conceptual framework and generalization of the mathematics of EDA can be tested. A series of measurements was conducted to evaluate and characterize the performance of the RGMC. Test signals stepped the RGMC across its dynamic range of performance using a radiometer that sampled four noise references; analysis indicates that the RGMC successfully modulated the receiver gain with an external signal. Calibration algorithms applied to four noise references demonstrate the RGMC produced ensemble data sets of the external signal.

Jones, Hollis↗
NASA NTRS1997

Estimation of Modal Parameters Using a Wavelet-Based Approach

Modal stability parameters are extracted directly from aeroservoelastic flight test data by decomposition of accelerometer response signals into time-frequency atoms. Logarithmic sweeps and sinusoidal pulses are used to generate DAST closed loop excitation data. Novel wavelets constructed to extract modal damping and frequency explicitly from the data are introduced. The so-called Haley and Laplace wavelets are used to track time-varying modal damping and frequency in a matching pursuit algorithm. Estimation of the trend to aeroservoelastic instability is demonstrated successfully from analysis of the DAST data.

Lind, Rick↗
NASA NTRS1989

On the parallel solution of parabolic equations

Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.

Gallopoulos, E.↗
NASA NTRS1975

Hypermatrix scheme for finite element systems on CDC STAR-100 computer

A study is made of the adaptation of the hypermatrix (block matrix) scheme for solving large systems of finite element equations to the CDC STAR-100 computer. Discussion is focused on the organization of the hypermatrix computation using Cholesky decomposition and the mode of storage of the different submatrices to take advantage of the STAR pipeline (streaming) capability. Consideration is also given to the associated data handling problems and the means of balancing the I/Q and cpu times in the solution process. Numerical examples are presented showing anticipated gain in cpu speed over the CDC 6600 to be obtained by using the proposed algorithms on the STAR computer.

Noor, A. K.↗
NASA NTRS2000

Automated Design of Quantum Circuits

In order to design a quantum circuit that performs a desired quantum computation, it is necessary to find a decomposition of the unitary matrix that represents that computation in terms of a sequence of quantum gate operations. To date, such designs have either been found by hand or by exhaustive enumeration of all possible circuit topologies. In this paper we propose an automated approach to quantum circuit design using search heuristics based on principles abstracted from evolutionary genetics, i.e. using a genetic programming algorithm adapted specially for this problem. We demonstrate the method on the task of discovering quantum circuit designs for quantum teleportation. We show that to find a given known circuit design (one which was hand-crafted by a human), the method considers roughly an order of magnitude fewer designs than naive enumeration. In addition, the method finds novel circuit designs superior to those previously known.

Williams, Colin P.↗
DOE OSTI2021

A Flexible Power Method for Solving Infinite Dimensional Tensor Eigenvalue Problems

We propose a flexible power method for computing the leftmost, i.e., algebraically smallest, eigenvalue of an infinite dimensional tensor eigenvalue problem, $H x = \lambda x$, where the infinite dimensional symmetric matrix $H$ exhibits a translational invariant structure. We assume the smallest eigenvalue of $H$ is simple and apply a power iteration of $e^{-H}$ with the eigenvector represented in a compact way as a translational invariant infinite Tensor Ring (iTR). Hence, the infinite dimensional eigenvector can be represented by a finite number of iTR cores of finite rank. In order to implement this power iteration, we use a small parameter $t$ so that the infinite matrix-vector operation $e^{-Ht}x$ can efficiently be approximated by the Lie product formula, also known as Suzuki--Trotter splitting, and we employ a low rank approximation through a truncated singular value decomposition on the iTR cores in order to keep the cost of subsequent power iterations bounded. We also use an efficient way for computing the iTR Rayleigh quotient and introduce a finite size iTR residual which is used to monitor the convergence of the Rayleigh quotient and to modify the timestep $t$. In this paper, we discuss 2 different implementations of the flexible power algorithm and illustrate the automatic timestep adaption approach for several numerical examples.

Beeumen, Roel Van↗
NASA NTRS1988

Extensions of the CSCM methodology for nonequilibrium reacting gas flows

The paper describes the extension of the CSCM flux difference splitting to produce conservative unconditionally stable implicit upwind methods for the extended equation set. The CSCM-S single data level relaxation algorithm is argued to be particularly advantageous for efficiently solving the set of equations. Attention is given to issues of alternative state variable representations and to complementary thermodynamic relations that parameterize and need to be effectively coupled with the solution procedure for the partial differential equations. Within the framework of iteration, consideration is given to more efficient approximate solution procedures than the full block coupled LU decomposition. Results of early numerical experiments are given to illustrate the developments.

Lombard, C. K.↗
NASA NTRS1989

Parallel implementation and evaluation of motion estimation system algorithms on a distributed memory multiprocessor using knowledge based mappings

Several techniques to perform static and dynamic load balancing techniques for vision systems are presented. These techniques are novel in the sense that they capture the computational requirements of a task by examining the data when it is produced. Furthermore, they can be applied to many vision systems because many algorithms in different systems are either the same, or have similar computational characteristics. These techniques are evaluated by applying them on a parallel implementation of the algorithms in a motion estimation system on a hypercube multiprocessor system. The motion estimation system consists of the following steps: (1) extraction of features; (2) stereo match of images in one time instant; (3) time match of images from different time instants; (4) stereo match to compute final unambiguous points; and (5) computation of motion parameters. It is shown that the performance gains when these data decomposition and load balancing techniques are used are significant and the overhead of using these techniques is minimal.

Choudhary, Alok Nidhi↗