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NASA NTRS1991

Comparing direct and iterative equation solvers in a large structural analysis software system

Two direct Choleski equation solvers and two iterative preconditioned conjugate gradient (PCG) equation solvers used in a large structural analysis software system are described. The two direct solvers are implementations of the Choleski method for variable-band matrix storage and sparse matrix storage. The two iterative PCG solvers include the Jacobi conjugate gradient method and an incomplete Choleski conjugate gradient method. The performance of the direct and iterative solvers is compared by solving several representative structural analysis problems. Some key factors affecting the performance of the iterative solvers relative to the direct solvers are identified.

Poole, E. L.↗

NASA NTRS1976

Gradient optimization and nonlinear control

The book represents an introduction to computation in control by an iterative, gradient, numerical method, where linearity is not assumed. The general language and approach used are those of elementary functional analysis. The particular gradient method that is emphasized and used is conjugate gradient descent, a well known method exhibiting quadratic convergence while requiring very little more computation than simple steepest descent. Constraints are not dealt with directly, but rather the approach is to introduce them as penalty terms in the criterion. General conjugate gradient descent methods are developed and applied to problems in control.

Hasdorff, L.↗

NASA NTRS1984

Development and applications of algorithms for calculating the transonic flow about harmonically oscillating wings

A finite difference method to solve the unsteady transonic flow about harmonically oscillating wings was investigated. The procedure is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The differential equation for the unsteady velocity potential is linear with spatially varying coefficients and with the time variable eliminated by assuming harmonic motion. An alternating direction implicit procedure was investigated, and a pilot program was developed for both two and three dimensional wings. This program provides a relatively efficient relaxation solution without previously encountered solution instability problems. Pressure distributions for two rectangular wings are calculated. Conjugate gradient techniques were developed for the asymmetric, indefinite problem. The conjugate gradient procedure is evaluated for applications to the unsteady transonic problem. Different equations for the alternating direction procedure are derived using a coordinate transformation for swept and tapered wing planforms. Pressure distributions for swept, untaped wings of vanishing thickness are correlated with linear results for sweep angles up to 45 degrees.

Ehlers, F. E.↗

NASA NTRS1973

Function space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs

Two existing function space algorithms, Davidon and projected gradient, are modified so that they may handle directly control variable inequality constraints. A third quasi-Newton type algorithm developed by C. G. Broyden is extended to optimal control problems. The Broyden algorithm is further modified so that it also may handle directly control variable inequality constraints. These methods along with a pure gradient and two conjugate gradient algorithms are simulated on three relatively simple yet representative bounded control problems, two of which have singular subarcs. Overall the Broyden algorithm was found to be superior. The most notable result of the study was the clear superiority of the Broyden and Davidon algorithms in producing a sharp interior control subarc.

Edge, E. R.↗

NASA NTRS1987

Solving Finite-Element Problems on a Concurrent Processor

By use of "conjugate gradients" technique, concurrent efficiency greater than 90 percent. Algorithm applies method of conjugate gradients to iterative solution of finite-element problems on concurrent processor. With algorithm, iteration rates nearly proportional to number of processors. For sufficiently large problems, fraction of proportional speedup achieved, called concurrent efficiency, exceeds 90 percent. Results indicate future application of this and related algorithms to large finite-element problems depend primarily upon applicability of iteratiave techniques, not upon issues of concurrency or efficiency.

Lyzenga, G. A.↗

NASA NTRS1984

Augmented weak forms and element-by-element preconditioners: Efficient iterative strategies for structural finite elements. A preliminary study

A weak formulation in structural analysis that provides well conditioned matrices suitable for iterative solutions is presented. A mixed formulation ensures the proper representation of the problem and the constitutive relations are added in a penalized form. The problem is solved by a double conjugate gradient algorithm combined with an element by element approximate factorization procedure. The double conjugate gradient strategy resembles Uzawa's variable-length type algorithms the main difference is the presence of quadratic terms in the mixed variables. In the case of shear deformable beams these terms ensure that the proper finite thickness solution is obtained.

Muller, A.↗

NASA NTRS1999

Method of Conjugate Radii for Solving Linear and Nonlinear Systems

This paper describes a method to solve a system of N linear equations in N steps. A quadratic form is developed involving the sum of the squares of the residuals of the equations. Equating the quadratic form to a constant yields a surface which is an ellipsoid. For different constants, a family of similar ellipsoids can be generated. Starting at an arbitrary point an orthogonal basis is constructed and the center of the family of similar ellipsoids is found in this basis by a sequence of projections. The coordinates of the center in this basis are the solution of linear system of equations. A quadratic form in N variables requires N projections. That is, the current method is an exact method. It is shown that the sequence of projections is equivalent to a special case of the Gram-Schmidt orthogonalization process. The current method enjoys an advantage not shared by the classic Method of Conjugate Gradients. The current method can be extended to nonlinear systems without modification. For nonlinear equations the Method of Conjugate Gradients has to be augmented with a line-search procedure. Results for linear and nonlinear problems are presented.

Nachtsheim, Philip R.↗

NASA NTRS1980

A feasibility study of a 3-D finite element solution scheme for aeroengine duct acoustics

The advantage from development of a 3-D model of aeroengine duct acoustics is the ability to analyze axial and circumferential liner segmentation simultaneously. The feasibility of a 3-D duct acoustics model was investigated using Galerkin or least squares element formulations combined with Gaussian elimination, successive over-relaxation, or conjugate gradient solution algorithms on conventional scalar computers and on a vector machine. A least squares element formulation combined with a conjugate gradient solver on a CDC Star vector computer initially appeared to have great promise, but severe difficulties were encountered with matrix ill-conditioning. These difficulties in conditioning rendered this technique impractical for realistic problems.

Abrahamson, A. L.↗

NASA NTRS1990

Parallel processors and nonlinear structural dynamics algorithms and software

Techniques are discussed for the implementation and improvement of vectorization and concurrency in nonlinear explicit structural finite element codes. In explicit integration methods, the computation of the element internal force vector consumes the bulk of the computer time. The program can be efficiently vectorized by subdividing the elements into blocks and executing all computations in vector mode. The structuring of elements into blocks also provides a convenient way to implement concurrency by creating tasks which can be assigned to available processors for evaluation. The techniques were implemented in a 3-D nonlinear program with one-point quadrature shell elements. Concurrency and vectorization were first implemented in a single time step version of the program. Techniques were developed to minimize processor idle time and to select the optimal vector length. A comparison of run times between the program executed in scalar, serial mode and the fully vectorized code executed concurrently using eight processors shows speed-ups of over 25. Conjugate gradient methods for solving nonlinear algebraic equations are also readily adapted to a parallel environment. A new technique for improving convergence properties of conjugate gradients in nonlinear problems is developed in conjunction with other techniques such as diagonal scaling. A significant reduction in the number of iterations required for convergence is shown for a statically loaded rigid bar suspended by three equally spaced springs.

Belytschko, Ted↗

NASA NTRS1987

Experience in grid optimization

Two optimization methods for solving a variational problem in grid generation are described and evaluated. The smoothness, cell volumes, and orthogonality of the variational integrals are examined. The Jacobi-Newton iterative method is compared to the Fletcher-Reeves conjugate gradient method. It is observed that a combination of the Jacobi-Newton iteration and the direct solution of the variational problem produces an algorithm which is easy to program and requires less storage and computer time/iteration than the conjugate gradient method.

Mastin, C. W.↗

NASA NTRS1990

A combined finite element-boundary element formulation for solution of two-dimensional problems via CGFFT

A method for the computation of electromagnetic scattering from arbitrary two-dimensional bodies is presented. The method combines the finite element and boundary element methods leading to a system for solution via the conjugate gradient Fast Fourier Transform (FFT) algorithm. Two forms of boundaries aimed at reducing the storage requirement of the boundary integral are investigated. It is shown that the boundary integral becomes convolutional when a circular enclosure is chosen, resulting in reduced storage requirement when the system is solved via the conjugate gradient FFT method. The same holds for the ogival enclosure, except that some of the boundary integrals are not convolutional and must be carefully treated to maintain O(N) memory requirement. Results for several circular and ogival structures are presented and shown to be in excellent agreement with those obtained by traditional methods.

Collins, Jeffery D.↗

NASA NTRS1990

Constraint treatment techniques and parallel algorithms for multibody dynamic analysis

Computational procedures for kinematic and dynamic analysis of three-dimensional multibody dynamic (MBD) systems are developed from the differential-algebraic equations (DAE's) viewpoint. Constraint violations during the time integration process are minimized and penalty constraint stabilization techniques and partitioning schemes are developed. The governing equations of motion, a two-stage staggered explicit-implicit numerical algorithm, are treated which takes advantage of a partitioned solution procedure. A robust and parallelizable integration algorithm is developed. This algorithm uses a two-stage staggered central difference algorithm to integrate the translational coordinates and the angular velocities. The angular orientations of bodies in MBD systems are then obtained by using an implicit algorithm via the kinematic relationship between Euler parameters and angular velocities. It is shown that the combination of the present solution procedures yields a computationally more accurate solution. To speed up the computational procedures, parallel implementation of the present constraint treatment techniques, the two-stage staggered explicit-implicit numerical algorithm was efficiently carried out. The DAE's and the constraint treatment techniques were transformed into arrowhead matrices to which Schur complement form was derived. By fully exploiting the sparse matrix structural analysis techniques, a parallel preconditioned conjugate gradient numerical algorithm is used to solve the systems equations written in Schur complement form. A software testbed was designed and implemented in both sequential and parallel computers. This testbed was used to demonstrate the robustness and efficiency of the constraint treatment techniques, the accuracy of the two-stage staggered explicit-implicit numerical algorithm, and the speed up of the Schur-complement-based parallel preconditioned conjugate gradient algorithm on a parallel computer.

Chiou, Jin-Chern↗

NASA NTRS1992

A finite element: Boundary integral method for electromagnetic scattering

A method that combines the finite element and boundary integral techniques for the numerical solution of electromagnetic scattering problems is presented. The finite element method is well known for requiring a low order storage and for its capability to model inhomogeneous structures. Of particular emphasis in this work is the reduction of the storage requirement by terminating the finite element mesh on a boundary in a fashion which renders the boundary integrals in convolutional form. The fast Fourier transform is then used to evaluate these integrals in a conjugate gradient solver, without a need to generate the actual matrix. This method has a marked advantage over traditional integral equation approaches with respect to the storage requirement of highly inhomogeneous structures. Rectangular, circular, and ogival mesh termination boundaries are examined for two-dimensional scattering. In the case of axially symmetric structures, the boundary integral matrix storage is reduced by exploiting matrix symmetries and solving the resulting system via the conjugate gradient method. In each case several results are presented for various scatterers aimed at validating the method and providing an assessment of its capabilities. Important in methods incorporating boundary integral equations is the issue of internal resonance. A method is implemented for their removal, and is shown to be effective in the two-dimensional and three-dimensional applications.

Collins, J. D.↗

NASA NTRS1984

Modeling algorithm execution time on processor arrays

An approach to modelling the execution time of algorithms on parallel arrays is presented. This time is expressed as a function of the number of processors and system parameters. The resulting model has been applied to a parallel implementation of the conjugate-gradient algorithm on NASA's FEM. Results of experiments performed to compare the model predictions against actual behavior show that the floating-point arithmetic, communication, and synchronization components of the parallel algorithm execution time were correctly modelled. The results also show that the overhead caused by the interaction of the system software and the actual parallel hardware must be reflected in the model parameters. The model has been used to predict the performance of the conjugate gradient algorithm on a given problem as the number of processors and machine characteristics varied.

Adams, L. M.↗

NASA NTRS1985

GMRES acceleration of computational fluid dynamics codes

The generalized minimal residual algorithm (GMRES) is a conjugate-gradient like method that applies directly to nonsymmetric linear systems of equations. In this paper, GMRES is modified to handle nonlinear equations characteristic of computational fluid dynamics. Attention is devoted to the concept of preconditioning and the role it plays in assuring rapid convergence. A formulation is developed that allows GMRES to be preconditioned by the solution procedures already built into existing computer codes. Examples are provided that demonstrate the ability of GMRES to greatly improve the robustness and rate of convergence of current state-of-the-art fluid dynamics codes. Theoretical aspects of GMRES are presented that explain why it works. Finally, the advantage GMRES enjoys over related methods such as conjugate gradients are discussed.

Wigton, L. B.↗

NASA NTRS1975

Panel flutter optimization by gradient projection

A gradient projection optimal control algorithm incorporating conjugate gradient directions of search is described and applied to several minimum weight panel design problems subject to a flutter speed constraint. New numerical solutions are obtained for both simply-supported and clamped homogeneous panels of infinite span for various levels of inplane loading and minimum thickness. The minimum thickness inequality constraint is enforced by a simple transformation of variables.

Pierson, B. L.↗

NASA NTRS1973

Aircraft symmetric flight optimization

Review of the development of gradient techniques and their application to aircraft optimal performance computations in the vertical plane of flight. Results obtained using the method of gradients are presented for attitude- and throttle-control programs which extremize the fuel, range, and time performance indices subject to various trajectory and control constraints, including boundedness of engine throttle control. A penalty function treatment of state inequality constraints which generally appear in aircraft performance problems is outlined. Numerical results for maximum-range, minimum-fuel, and minimum-time climb paths for a hypothetical supersonic turbojet interceptor are presented and discussed. In addition, minimum-fuel climb paths subject to various levels of ground overpressure intensity constraint are indicated for a representative supersonic transport. A variant of the Gel'fand-Tsetlin 'method of ravines' is reviewed, and two possibilities for further development of continuous gradient processes are cited - namely, a projection version of conjugate gradients and a curvilinear search.

Falco, M.↗

NASA NTRS1990

QMR: A Quasi-Minimal Residual method for non-Hermitian linear systems

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. A novel BCG like approach is presented called the quasi-minimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a look-ahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.

Freund, Roland W.↗