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This paper describes a preconditioned conjugate gradient method that can be effectively implemented on both vector machines and parallel arrays to solve sparse symmetric and positive definite systems of linear equations. The implementation on the CYBER 203/205 and on the Finite Element Machine is discussed and results obtained using the method on these machines are given.
The mechanisms responsible for the transition of the circumpolar flow from its normal midwinter state to the preconditioned state that should evolve before a wavenumber-2 major warming are investigated, through a combination of observational, numerical and theoretical studies. Observations of Eliassen-Palm flux cross sections indicate that while wave zonal mean flow interaction theory could account for the qualitative evolution of the circumpolar flow during the warming, substantial nonlinear wave interactions were active during the cooling period, and these interactions significantly influenced the evolution of the circumpolar flow. Numerical experiments employing a truncated, semispectral model indicate that this cooling phenomenon is realistically reproducible in an idealized integration in which wave-wave interactions are present. Two different mechanisms are proposed to account for these nonlinearities.
The performance is measured of the components of the key interative kernel of a preconditioned Krylov space interative linear system solver. In some sense, these numbers can be regarded as best case timings for these kernels. Sweeps were timed over meshes, sparse triangular solves, and inner products on a large 3-D model problem over a cube shaped domain discretized with a seven point template. The performance of the CM-2 is highly dependent on the use of very specialized programs. These programs mapped a regular problem domain onto the processor topology in a careful manner and used the optimized local NEWS communications network. The rather dramatic deterioration in performance was documented when these ideal conditions no longer apply. A synthetic workload generator was developed to produce and solve a parameterized family of increasingly irregular problems.
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.
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.
A time-derivative preconditioning algorithm that is effective over a wide range of flow conditions from inviscid to very diffusive flows and from low speed to supersonic flows was developed. This algorithm uses a viscous set of primary dependent variables to introduce well-conditioned eigenvalues and to avoid having a nonphysical time reversal for viscous flow. The resulting algorithm also provides a mechanism for controlling the inviscid and viscous time step parameters to be of order one for very diffusive flows, thereby ensuring rapid convergence at very viscous flows as well as for inviscid flows. Convergence capabilities are demonstrated through computation of a wide variety of problems.
The performance of five different interface preconditionings for domain-decomposed convection-diffusion problems, including a novel one known as the spectral probe is tested in a three-dimensional parameter space consisting of mesh parameters, Reynolds number, and domain aspect ratio. The preconditioners are representative of the range of practically computable possibilities that have appeared in the literature for the treatment of nonoverlapping subdomains. Numerical examples show that no single preconditioner can be considered uniformly superior or uniformly inferior to the rest, but that knowledge of the particulars of the shape and strength of the convection is important in selecting among them in a given problem.
A time-derivative preconditioning algorithm that is effective over a wide range of flow conditions from inviscid to very diffusive flows and from low speed to supersonic flows was developed. This algorithm uses a viscous set of primary dependent variables to introduce well-conditioned eigenvalues and to avoid having a nonphysical time reversal for viscous flow. The resulting algorithm also provides a mechanism for controlling the inviscid and viscous time step parameters to be of order one for very diffusive flows, thereby ensuring rapid convergence at very viscous flows as well as for inviscid flows. Convergence capabilities are demonstrated through computation of a wide variety of problems.
The performance was tested of five different interface preconditionings for domain decomposed convection diffusion problems, including a novel one known as the spectral probe, while varying mesh parameters, Reynolds number, ratio of subdomain diffusion coefficients, and domain aspect ratio. The preconditioners are representative of the range of practically computable possibilities that have appeared in the domain decomposition literature for the treatment of nonoverlapping subdomains. It is shown that through a large number of numerical examples that no single preconditioner can be considered uniformly superior or uniformly inferior to the rest, but that knowledge of particulars, including the shape and strength of the convection, is important in selecting among them in a given problem.
The effect of orderings on the rate of convergence of the conjugate gradient method with SSOR or incomplete Cholesky preconditioning is examined. Some results also are presented that help to explain why red/black ordering gives an inferior rate of convergence.
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.
Element-by-element preconditioned conjugate gradient (EBE-PCG) algorithms have been advocated for use in parallel/vector processing environments as being superior to the conventional LDL(exp T) decomposition algorithm for single load cases. Although there may be some advantages in using such algorithms for a single load case, when it comes to situations involving multiple load cases, the LDL(exp T) decomposition algorithm would appear to be decidedly more cost-effective. The authors have outlined an EBE-PCG algorithm suitable for multiple load cases and compared its effectiveness to the highly efficient LDL(exp T) decomposition scheme. The proposed algorithm offers almost no advantages over the LDL(exp T) algorithm for the linear problems investigated on the Alliant FX/8. However, there may be some merit in the algorithm in solving nonlinear problems with load incrementation, but that remains to be investigated.
The GMRES method is parallelized, and combined with local preconditioning to construct an implicit parallel solver to obtain steady-state solutions for the Navier-Stokes equations of fluid flow on distributed-memory machines. The new implicit parallel solver is designed to preserve the convergence rate of the equivalent 'serial' solver. A static domain-decomposition is used to partition the computational domain amongst the available processing nodes of the parallel machine. The SPMD (Single-Program Multiple-Data) programming model is combined with message-passing tools to develop the parallel code on a 32-node Intel Hypercube and a 512-node Intel Delta machine. The implicit parallel solver is validated for internal and external flow problems, and is found to compare identically with flow solutions obtained on a Cray Y-MP/8. A peak computational speed of 2300 MFlops/sec has been achieved on 512 nodes of the Intel Delta machine,k for a problem size of 1024 K equations (256 K grid points).
We describe the basis of a matrix ordering heuristic for improving the incomplete factorization used in preconditioned conjugate gradient techniques applied to anisotropic PDE's. Several new matrix ordering techniques, derived from well-known algorithms in combinatorial graph theory, which attempt to implement this heuristic, are described. These ordering techniques are tested against a number of matrices arising from linear anisotropic PDE's, and compared with other matrix ordering techniques. A variation of RCM is shown to generally improve the quality of incomplete factorization preconditioners.
A discrete sensitivity analysis algorithm had previously been developed and applied to two-dimensional aerodynamic optimization problems, where the computational domains were discretized by using single grids. The sparse, unsymmetric systems of linear equations resulting from this algorithm were solved by a direct matrix inversion matrix. However, for large two-dimensional problems and, practically, all three-dimensional problems, direct inversion methods become inapplicable, primarily due to the prohibitive computer storage needed. In an attempt to alleviate such hindrances, the sensitivity analysis with domain decomposition (SADD) scheme was developed. This scheme divides the computational domain into smaller and nonoverlapping subdomains (multiblock grids) that are solved separately. Then, the final solution is constructed from the subdomain solutions. As the number of grid points in the interface boundaries of the subdomains becomes large, the computer memory required to store the effective coefficient matrix of these interface points starts to increase. Presented in this Technical Note is a preconditioned iterative procedure to overcome this particular problem.
Preconditioned iterative methods for the indefinite systems obtained by discretizing the linear elasticity and Stokes problems with mixed spectral elements in three dimensions are introduced and analyzed. The resulting stiffness matrices have the structure of saddle point problems with a penalty term, which is associated with the Poisson ratio for elasticity problems or with stabilization techniques for Stokes problems. The main results of this paper show that the convergence rate of the resulting algorithms is independent of the penalty parameter, the number of spectral elements Nu and mildly dependent on the spectral degree eta via the inf-sup constant. The preconditioners proposed for the whole indefinite system are block-diagonal and block-triangular. Numerical experiments presented in the final section show that these algorithms are a practical and efficient strategy for the iterative solution of the indefinite problems arising from mixed spectral element discretizations of elliptic systems.
We present an optimal preconditioning algorithm that is equally applicable to the dual (FETI) and primal (Balancing) Schur complement domain decomposition methods, and which successfully addresses the problems of subdomain heterogeneities including the effects of large jumps of coefficients. The proposed preconditioner is derived from energy principles and embeds a new coarsening operator that propagates the error globally and accelerates convergence. The resulting iterative solver is illustrated with the solution of highly heterogeneous elasticity problems.
We extend graph embedding techniques for bounding the spectral condition number of preconditioned systems involving symmetric, irreducibly diagonally dominant M-matrices to systems where the preconditioner is not diagonally dominant. In particular, this allows us to bound the spectral condition number when the preconditioner is based on an incomplete factorization. We provide a review of previous techniques, describe our extension, and give examples both of a bound for a model problem, and of ways in which our techniques give intuitive way of looking at incomplete factor preconditioners.