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In this paper, we establish a two-step modulus-based matrix splitting iteration method for solving a class of nonlinear complementarity problems with the system matrix being an H{sub +}-matrix. The convergence analysis of the proposed method is given. Numerical examples show that the proposed method is efficient.
The fixed-point iteration algorithm is turned into a quadratically convergent scheme for a system of nonlinear equations. Most of the usual methods for obtaining the roots of a system of nonlinear equations rely on expanding the equation system about the roots in a Taylor series, and neglecting the higher order terms. Rearrangement of the resulting truncated system then results in the usual Newton-Raphson and Halley type approximations. In this paper the introduction of unit root functions avoids the direct expansion of the nonlinear system about the root, and relies, instead, on approximations which enable the unit root functions to considerably widen the radius of convergence of the iteration method. Methods for obtaining higher order rates of convergence and larger radii of convergence are discussed.
A brief introduction to the basic principles of an eigen method used to obtain the optimum source location of lightning is presented. The location of the optimum source is obtained by using multiple direction finders (DF's) on a spherical surface. An improvement of this method, which takes the distance of source-DF's as a constant, is presented. It is pointed out that using a weight factor of signal strength is not the most ideal method because of the inexact inverse signal strength-distance relation and the inaccurate signal amplitude. An iterative calculation method is presented using the distance from the source to the DF as a weight factor. This improved method has higher accuracy and needs only a little more calculation time. Some computer simulations for a 4DF system are presented to show the improvement of location through use of the iterative method.
Iterative strategies for the solution of indefinite system of equations arising from the mixed finite element method are investigated in this paper with application to linear and nonlinear problems in solid and structural mechanics. The augmented Hu-Washizu form is derived, which is then utilized to construct a family of iterative algorithms using the displacement method as the preconditioner. Two types of iterative algorithms are implemented. Those are: constant metric iterations which does not involve the update of preconditioner; variable metric iterations, in which the inverse of the preconditioning matrix is updated. A series of numerical experiments is conducted to evaluate the numerical performance with application to linear and nonlinear model problems.
First-principles density functional theory (DFT) calculations for the electronic structure problem require a solution of the Kohn–Sham equation, which requires one to solve a nonlinear eigenvalue problem. Solving the eigenvalue problem is usually the most expensive part in DFT calculations. Sparse iterative diagonalization methods that compute explicit eigenvectors can quickly become prohibitive for large scale problems. The Chebyshev-filtered subspace iteration (CheFSI) method avoids most of the explicit computation of eigenvectors and results in a significant speedup over iterative diagonalization methods for the DFT self-consistent field (SCF) calculations. However, the original formulation of the CheFSI method utilizes a sparse iterative diagonalization at the first SCF step to provide initial vectors for subspace filtering at latter SCF steps. This diagonalization is expensive for large scale problems. We develop a new initial filtering step to avoid completely this diagonalization, thus making the CheFSI method free of sparse iterative diagonalizations at all SCF steps. Our new approach saves memory usage and can be two to three times faster than the original CheFSI method.
Emerging high-performance computing platforms, with large component counts and lower power margins, are anticipated to be more susceptible to soft errors in both logic circuits and memory subsystems. We present an online algorithm-based fault tolerance (ABFT) approach to efficiently detect and recover soft errors for general iterative methods. We design a novel checksum-based encoding scheme for matrix-vector multiplication that is resilient to both arithmetic and memory errors. Our design decouples the checksum updating process from the actual computation, and allows adaptive checksum overhead control. Building on this new encoding mechanism, we propose two online ABFT designs that can effectively recover from errors when combined with a checkpoint/rollback scheme.
Network utility maximization (NUM) has been widely used to solve the optimal resource allocation problem in wireless network and power systems. The network planner aims to allocate generation and demand over producers and consumers such that social welfare is maximized while supply and demand are balanced, and network constraints such as branch capacity constraints are satisfied. However, when taking into account dynamics of agents, such as ramp rate constraints on power output for suppliers and impact of cumulative prior consumption on current demand for consumers, a single-period formulation is not sufficient. We propose an iterative method for the multi-period NUM with intertemporal constraints based on dual decomposition. It features a price iteration scheme that achieves optimal social welfare, and the algorithm is guaranteed to converge if proper concavity condition holds. We illustrate the iterative algorithm by power system examples. It is shown that similar to locational marginal price (LMP) in power systems, time-varying congestion prices arise when there exists binding branch constraints. Simulation results also demonstrate that there is increase in social welfare compared to a single-period formulation.
Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra methods are often inefficient. For example, methods for solving ill-conditioned linear systems have relied on conditional branching, which degrades performance on hardware accelerators such as graphical processing units (GPUs). To improve the efficiency of solving ill-conditioned systems, our computational strategy separates computations that are efficient on GPUs from those that need to run on traditional central processing units (CPUs). Our strategy maximizes the reuse of expensive CPU computations. Iterative methods, which thus far have not been broadly used for ill-conditioned linear systems, play an important role in our approach. In particular, we extend ideas from Arioli et al., (2007) to implement iterative refinement using inexact LU factors and flexible generalized minimal residual (FGMRES), with the aim of efficient performance on GPUs. In conclusion, we focus on solutions that are effective within broader application contexts, and discuss how early performance tests could be improved to be more predictive of the performance in a realistic environment.
An iterative algorithm for the solution of the Helmholtz equation is developed. The algorithm is based on a preconditioned conjugate gradient iteration for the normal equations. The preconditioning is based on an SSOR sweep for the discrete Laplacian. Numerical results are presented for a wide variety of problems of physical interest and demonstrate the effectiveness of the algorithm.
ABSTRACT We present a new iterative deblending method to separate the host galaxy (HG) and their Active Galactic Nuclei (AGNs) emission with the use of Integral Field spectroscopic (IFS) data. The method decomposes the resolved HG emission from the unresolved AGN emission by modelling the two-dimensional surface brightness (SB) profile of the point-spread function (PSF) and the two-dimensional SB HG continuum simultaneously per each monochromatic slide. Our method does not require any prior information about the observed SB profile or a detailed fitting of the PSF, making it ideal for the automatic analysis of large galaxy samples. In this work, we test the quality of our method, its advantages, and its disadvantages. We test our method by using a set of IFS mock data cubes to quantify the reliability of our deblending process and further compare our method with the qdblend3d analysis tool. Furthermore, we applied our method to three data cubes selected from the MaNGA survey according to the dominance of either its HG or its AGN. We show that our deblending method is capable of disengaging the bright, non-resolved AGN emission from the HG continuum and its narrow emission lines. However, the decoupling depends on how well the IFS spatially resolves the PSF, and on the relative flux intensity of the HG-AGN. Therefore, the method is ideal for disentangling the bright-flux contribution from AGN-dominated spectra.
A new munerical method for computing non-Local Thermodynamic Equilibrium (non-LTE) model stellar atmospheres is presented. The method, called the hybird complete linearization/accelerated lambda iretation (CL/ALI) method, combines advantages of both its constituents. Its rate of convergence is virtually as high as for the standard CL method, while the computer time per iteration is almost as low as for the standard ALI method. The method is formulated as the standard complete lineariation, the only difference being that the radiation intensity at selected frequency points is not explicity linearized; instead, it is treated by means of the ALI approach. The scheme offers a wide spectrum of options, ranging from the full CL to the full ALI method. We deonstrate that the method works optimally if the majority of frequency points are treated in the ALI mode, while the radiation intensity at a few (typically two to 30) frequency points is explicity linearized. We show how this method can be applied to calculate metal line-blanketed non-LTE model atmospheres, by using the idea of 'superlevels' and 'superlines' introduced originally by Anderson (1989). We calculate several illustrative models taking into accont several tens of thosands of lines of Fe III to Fe IV and show that the hybrid CL/ALI method provides a robust method for calculating non-LTE line-blanketed model atmospheres for a wide range of stellar parameters. The results for individual stellar types will be presented in subsequent papers in this series.
An iterative algorithm for the efficient solution of systems of nonlinear hyperbolic equations is presented. Parallelism is evident at several levels. In the formation of the iteration, the equations are decoupled, thereby providing large grain parallelism. Parallelism may also be exploited within the solves for each equation. Convergence of the interation is established via a bounding function argument. Experimental results in two-dimensions are presented.
In this paper, we extend the two-step matrix splitting iteration approach by introducing a new relaxation parameter. The main idea is based on the inner–outer iteration for solving the PageRank problems proposed by Gleich et al. (J Sci Comput 32(1): 349–371, 2010) and Bai (Numer Algebra Cont Optim 2(4): 855–862, 2012) and the two-step splitting iteration presented by Gu et al. (Appl Math Comput 271: 337–343, 2015). The theoretical analysis results show that the proposed method is efficient. Numerical experiments demonstrate that the convergence performances of the method are better than the existing methods.
Asymptotic rate of convergence of Gauss-Seidel type iterative processes for nonlinear difference equations
Approximation and matrix iteration techniques for solving automatic control equations
Numerical implementation of Picard iteration for estimating solutions to certain differential equations
Downstream marching iterative schemes for the solution of the Parabolized or Thin Layer (PNS or TL) Navier-Stokes equations are described. Modifications of the primitive equation global relaxation sweep procedure result in efficient second-order marching schemes. These schemes take full account of the reduced order of the approximate equations as they behave like the SLOR for a single elliptic equation. The improved smoothing properties permit the introduction of Multi-Grid acceleration. The proposed algorithm is essentially Reynolds number independent and therefore can be applied to the solution of the subsonic Euler equations. The convergence rates are similar to those obtained by the Multi-Grid solution of a single elliptic equation; the storage is also comparable as only the pressure has to be stored on all levels. Extensions to three-dimensional and compressible subsonic flows are discussed. Numerical results are presented.
Downstream marching iterative schemes for the solution of the Parabolized or Thin Layer (PNS or TL) Navier-Stokes equations are described. Modifications of the primitive equation global relaxation sweep procedure result in efficient second-order marching schemes. These schemes take full account of the reduced order of the approximate equations as they behave like the SLOR for a single elliptic equation. The improved smoothing properties permit the introduction of Multi-Grid acceleration. The proposed algorithm is essentially Reynolds number independent and therefore can be applied to the solution of the subsonic Euler equations. The convergence rates are similar to those obtained by the Multi-Grid solution of a single elliptic equation; the storage is also comparable as only the pressure has to be stored on all levels. Extensions to three-dimensional and compressible subsonic flows are discussed. Numerical results are presented.