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NASA NTRS2000

User's Manual for PCSMS (Parallel Complex Sparse Matrix Solver)

PCSMS (Parallel Complex Sparse Matrix Solver) is a computer code written to make use of the existing real sparse direct solvers to solve complex, sparse matrix linear equations. PCSMS converts complex matrices into real matrices and use real, sparse direct matrix solvers to factor and solve the real matrices. The solution vector is reconverted to complex numbers. Though, this utility is written for Silicon Graphics (SGI) real sparse matrix solution routines, it is general in nature and can be easily modified to work with any real sparse matrix solver. The User's Manual is written to make the user acquainted with the installation and operation of the code. Driver routines are given to aid the users to integrate PCSMS routines in their own codes.

Reddy, C. J.↗
NASA NTRS2002

Bench top interferometric test bed for LISA

Adaptive optics systems with Shack-Hartmann wavefront sensors require reconstruction of the atmospheric phase error from slope measurements, with every sensor in the array being used in the computation of each actuator command. This fully populated reconstruction matrix can result in a significant computational burden for adaptive optics systems with large numbers of actuators. A method for generating sparse wavefront reconstruction matrices for adaptive optics is proposed. The method exploits the relevance of nearby slope measurements for control of an individual actuator, and relies upon the limited extent of the influence function for a zonal deformable mirror. Relying only on nearby sensor information can significantly reduce the calculation time for wavefront reconstruction. In addition, a hierarchic controller is proposed to recover some of the global wavefront information. The performance of these sparse wavefront reconstruction matrices was evaluated in simulation, and tested on the Palomar Adaptive Optics System. This paper will present some initial results from the simulations and experiments.

LISA↗
NASA NTRS1991

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. An implementation is presented of a look-ahead version of the Lanczos algorithm that, except for the very special situation of an incurable breakdown, overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗
NASA NTRS1990

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 1

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. We present an implementation of a look-ahead version of the Lanczos algorithm which overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and is not restricted to steps of length 2, as earlier implementations are. Also, our implementation has the feature that it requires roughly the same number of inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗
NASA NTRS1990

A Shifted Block Lanczos Algorithm 1: The Block Recurrence

In this paper we describe a block Lanczos algorithm that is used as the key building block of a software package for the extraction of eigenvalues and eigenvectors of large sparse symmetric generalized eigenproblems. The software package comprises: a version of the block Lanczos algorithm specialized for spectrally transformed eigenproblems; an adaptive strategy for choosing shifts, and efficient codes for factoring large sparse symmetric indefinite matrices. This paper describes the algorithmic details of our block Lanczos recurrence. This uses a novel combination of block generalizations of several features that have only been investigated independently in the past. In particular new forms of partial reorthogonalization, selective reorthogonalization and local reorthogonalization are used, as is a new algorithm for obtaining the M-orthogonal factorization of a matrix. The heuristic shifting strategy, the integration with sparse linear equation solvers and numerical experience with the code are described in a companion paper.

Grimes, Roger G.↗
NASA NTRS1987

Parallel pivoting combined with parallel reduction

Parallel algorithms for triangularization of large, sparse, and unsymmetric matrices are presented. The method combines the parallel reduction with a new parallel pivoting technique, control over generations of fill-ins and a check for numerical stability, all done in parallel with the work being distributed over the active processes. The parallel technique uses the compatibility relation between pivots to identify parallel pivot candidates and uses the Markowitz number of pivots to minimize fill-in. This technique is not a preordering of the sparse matrix and is applied dynamically as the decomposition proceeds.

Alaghband, Gita↗
NASA NTRS1989

Parallel pivoting combined with parallel reduction and fill-in control

Parallel algorithms for triangularization of large, sparse, and unsymmetric matrices are presented. The method combines the parallel reduction with a new parallel pivoting technique, control over generation of fill-ins and check for numerical stability, all done in parallel with the work being distributed over the active processes. The parallel pivoting technique uses the compatibility relation between pivots to identify parallel pivot candidates and uses the Markowitz number of pivots to minimize fill-in. This technique is not a preordering of the sparse matrix and is applied dynamically as the decomposition proceeds.

Alaghband, Gita↗
NASA NTRS1991

Iterative solution techniques in boundary element analysis

Iterative techniques for the solution of the algebraic equations associated with the direct boundary element analysis (BEA) method are discussed. Continuum structural response analysis problems are considered, employing single- and multizone boundary element models with and without zone condensation. The impact on convergence rate and computer resource requirements associated with the sparse and blocked matrices, resulting in multizone BEA, is studied. Both conjugate gradient and generalized minimum residual preconditioned iterative solvers are applied for these problems and the performance of these algorithms is reported. Included is a quantification of the impact of the preconditioning utilized to render the boundary element matrices solvable by the respective iterative methods in a time competitive with direct methods.

Kane, J. H.↗
NASA NTRS1989

Communication requirements of sparse Cholesky factorization with nested dissection ordering

Load distribution schemes for minimizing the communication requirements of the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems are presented. The total data traffic in factoring an n x n sparse symmetric positive definite matrix representing an n-vertex regular two-dimensional grid graph using n exp alpha, alpha not greater than 1, processors are shown to be O(n exp 1 + alpha/2). It is O(n), when n exp alpha, alpha not smaller than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal.

Naik, Vijay K.↗
NASA NTRS1988

Data traffic reduction schemes for sparse Cholesky factorizations

Load distribution schemes are presented which minimize the total data traffic in the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems with local and shared memory. The total data traffic in factoring an n x n sparse, symmetric, positive definite matrix representing an n-vertex regular 2-D grid graph using n (sup alpha), alpha is equal to or less than 1, processors are shown to be O(n(sup 1 + alpha/2)). It is O(n(sup 3/2)), when n (sup alpha), alpha is equal to or greater than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal. The schemes allow efficient use of up to O(n) processors before the total data traffic reaches the maximum value of O(n(sup 3/2)). The partitioning employed within the scheme, allows a better utilization of the data accessed from shared memory than those of previously published methods.

Naik, Vijay K.↗
NASA NTRS2000

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗
NASA NTRS1993

Implementing abstract multigrid or multilevel methods

Multigrid methods can be formulated as an algorithm for an abstract problem that is independent of the partial differential equation, domain, and discretization method. In such an abstract setting, problems not arising from partial differential equations can be treated. A general theory exists for linear problems. The general theory was motivated by a series of abstract solvers (Madpack). The latest version was motivated by the theory. Madpack now allows for a wide variety of iterative and direct solvers, preconditioners, and interpolation and projection schemes, including user callback ones. It allows for sparse, dense, and stencil matrices. Mildly nonlinear problems can be handled. Also, there is a fast, multigrid Poisson solver (two and three dimensions). The type of solvers and design decisions (including language, data structures, external library support, and callbacks) are discussed. Based on the author's experiences with two versions of Madpack, a better approach is proposed. This is based on a mixed language formulation (C and FORTRAN + preprocessor). Reasons for not using FORTRAN, C, or C++ (individually) are given. Implementing the proposed strategy is not difficult.

Douglas, Craig C.↗
NASA NTRS1999

An Object-Oriented Collection of Minimum Degree Algorithms: Design, Implementation, and Experiences

The multiple minimum degree (MMD) algorithm and its variants have enjoyed 20+ years of research and progress in generating fill-reducing orderings for sparse, symmetric positive definite matrices. Although conceptually simple, efficient implementations of these algorithms are deceptively complex and highly specialized. In this case study, we present an object-oriented library that implements several recent minimum degree-like algorithms. We discuss how object-oriented design forces us to decompose these algorithms in a different manner than earlier codes and demonstrate how this impacts the flexibility and efficiency of our C++ implementation. We compare the performance of our code against other implementations in C or Fortran.

Kumfert, Gary↗
NASA NTRS1997

Controls/CFD Interdisciplinary Research Software Generates Low-Order Linear Models for Control Design From Steady-State CFD Results

The NASA Lewis Research Center is developing analytical methods and software tools to create a bridge between the controls and computational fluid dynamics (CFD) disciplines. Traditionally, control design engineers have used coarse nonlinear simulations to generate information for the design of new propulsion system controls. However, such traditional methods are not adequate for modeling the propulsion systems of complex, high-speed vehicles like the High Speed Civil Transport. To properly model the relevant flow physics of high-speed propulsion systems, one must use simulations based on CFD methods. Such CFD simulations have become useful tools for engineers that are designing propulsion system components. The analysis techniques and software being developed as part of this effort are an attempt to evolve CFD into a useful tool for control design as well. One major aspect of this research is the generation of linear models from steady-state CFD results. CFD simulations, often used during the design of high-speed inlets, yield high resolution operating point data. Under a NASA grant, the University of Akron has developed analytical techniques and software tools that use these data to generate linear models for control design. The resulting linear models have the same number of states as the original CFD simulation, so they are still very large and computationally cumbersome. Model reduction techniques have been successfully applied to reduce these large linear models by several orders of magnitude without significantly changing the dynamic response. The result is an accurate, easy to use, low-order linear model that takes less time to generate than those generated by traditional means. The development of methods for generating low-order linear models from steady-state CFD is most complete at the one-dimensional level, where software is available to generate models with different kinds of input and output variables. One-dimensional methods have been extended somewhat so that linear models can also be generated from two- and three-dimensional steady-state results. Standard techniques are adequate for reducing the order of one-dimensional CFD-based linear models. However, reduction of linear models based on two- and three-dimensional CFD results is complicated by very sparse, ill-conditioned matrices. Some novel approaches are being investigated to solve this problem.

Melcher, Kevin J.↗
NASA NTRS1990

Discrete integration of continuous Kalman filtering equations for time invariant second-order structural systems

A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.

Park, K. C.↗
NASA NTRS1989

Conjugate gradient type methods for linear systems with complex symmetric coefficient matrices

We consider conjugate gradient type methods for the solution of large sparse linear system Ax equals b with complex symmetric coefficient matrices A equals A(T). Such linear systems arise in important applications, such as the numerical solution of the complex Helmholtz equation. Furthermore, most complex non-Hermitian linear systems which occur in practice are actually complex symmetric. We investigate conjugate gradient type iterations which are based on a variant of the nonsymmetric Lanczos algorithm for complex symmetric matrices. We propose a new approach with iterates defined by a quasi-minimal residual property. The resulting algorithm presents several advantages over the standard biconjugate gradient method. We also include some remarks on the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland↗
NASA NTRS1989

Application of a lower-upper implicit scheme and an interactive grid generation for turbomachinery flow field simulations

A finite-volume lower-upper (LU) implicit scheme is used to simulate an inviscid flow in a tubine cascade. This approximate factorization scheme requires only the inversion of sparse lower and upper triangular matrices, which can be done efficiently without extensive storage. As an implicit scheme it allows a large time step to reach the steady state. An interactive grid generation program (TURBO), which is being developed, is used to generate grids. This program uses the control point form of algebraic grid generation which uses a sparse collection of control points from which the shape and position of coordinate curves can be adjusted. A distinct advantage of TURBO compared with other grid generation programs is that it allows the easy change of local mesh structure without affecting the grid outside the domain of independence. Sample grids are generated by TURBO for a compressor rotor blade and a turbine cascade. The turbine cascade flow is simulated by using the LU implicit scheme on the grid generated by TURBO.

Choo, Yung K.↗
NASA NTRS1989

Application of a lower-upper implicit scheme and an interactive grid generation for turbomachinery flow field simulations

A finite-volume lower-upper (LU) implicit scheme is used to simulate an inviscid flow in a turbine cascade. This approximate factorization scheme requires only the inversion of sparse lower and upper triangular matrices, which can be done efficiently without extensive storage. As an implicit scheme it allows a large time step to reach the steady state. An interactive grid generation program (TURBO), which is being developed, is used to generate grids. This program uses the control point form of algebraic grid generation which uses a sparse collection of control points from which the shape and position of coordinate curves can be adjusted. A distinct advantage of TURBO compared with other grid generation programs is that it allows the easy change of local mesh structure without affecting the grid outside the domain of dependence. Sample grids are generated by TURBO for a compressor rotor blade and a turbine cascade. The turbine cascade flow is simulated by using the LU implicit scheme on the grid generated by TURBO.

Choo, Yung K.↗