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At least 955 records · Page 53

Parallel algorithms for boundary value problems

A general approach to solve boundary value problems numerically in a parallel environment is discussed. The basic algorithm consists of two steps: the local step where all the P available processors work in parallel, and the global step where one processor solves a tridiagonal linear system of the order P. The main advantages of this approach are twofold. First, this suggested approach is very flexible, especially in the local step and thus the algorithm can be used with any number of processors and with any of the SIMD or MIMD machines. Secondly, the communication complexity is very small and thus can be used as easily with shared memory machines. Several examples for using this strategy are discussed.

Lin, Avi↗

Optimal spectral windows for microwave diversity imaging

Tomographic microwave diversity imaging is analyzed using linear system theory concepts, and optimal spectral windows for data acquisition are obtained either by considering window position in the spectral domain or by using simulated annealing to find an optimal phase weighting of the object frequency response samples collected over the specified spectral window. This study provides a means of microwave image formation that is applicable under general assumptions. Results of numerical simulations and representative images reconstructed from realistic experimental microwave scattering data are given, demonstrating that the proposed approach is superior to previous image reconstruction methods.

Farhat, Nabil H.↗

Efficient multitasking of Choleski matrix factorization on CRAY supercomputers

A Choleski method is described and used to solve linear systems of equations that arise in large scale structural analysis. The method uses a novel variable-band storage scheme and is structured to exploit fast local memory caches while minimizing data access delays between main memory and vector registers. Several parallel implementations of this method are described for the CRAY-2 and CRAY Y-MP computers demonstrating the use of microtasking and autotasking directives. A portable parallel language, FORCE, is used for comparison with the microtasked and autotasked implementations. Results are presented comparing the matrix factorization times for three representative structural analysis problems from runs made in both dedicated and multi-user modes on both computers. CPU and wall clock timings are given for the parallel implementations and are compared to single processor timings of the same algorithm.

Overman, Andrea L.↗

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.↗

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.↗

Overview of Krylov subspace methods with applications to control problems

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Saad, Youcef↗

Some fast elliptic solvers on parallel architectures and their complexities

The discretization of separable elliptic partial differential equations leads to linear systems with special block triangular matrices. Several methods are known to solve these systems, the most general of which is the Block Cyclic Reduction (BCR) algorithm which handles equations with nonconsistant coefficients. A method was recently proposed to parallelize and vectorize BCR. Here, the mapping of BCR on distributed memory architectures is discussed, and its complexity is compared with that of other approaches, including the Alternating-Direction method. A fast parallel solver is also described, based on an explicit formula for the solution, which has parallel computational complexity lower than that of parallel BCR.

Gallopoulos, E.↗

Numerical methods in Markov chain modeling

Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.

Philippe, Bernard↗

Projection methods for the numerical solution of Markov chain models

Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

Saad, Youcef↗

Mapping unstructured grid computations to massively parallel computers

Investigated here is this mapping problem: assign the tasks of a parallel program to the processors of a parallel computer such that the execution time is minimized. First, a taxonomy of objective functions and heuristics used to solve the mapping problem is presented. Next, we develop a highly parallel heuristic mapping algorithm, called Cyclic Pairwise Exchange (CPE), and discuss its place in the taxonomy. CPE uses local pairwise exchanges of processor assignments to iteratively improve an initial mapping. A variety of initial mapping schemes are tested and recursive spectral bipartitioning (RSB) followed by CPE is shown to result in the best mappings. For the test cases studied here, problems arising in computational fluid dynamics and structural mechanics on unstructured triangular and tetrahedral meshes, RSB and CPE outperform methods based on simulated annealing. Much less time is required to do the mapping and the results obtained are better. Compared with random and naive mappings, RSB and CPE reduce the communication time two fold for the test problems used. Finally, we use CPE in two applications on a CM-2. The first application is a data parallel mesh-vertex upwind finite volume scheme for solving the Euler equations on 2-D triangular unstructured meshes. CPE is used to map grid points to processors. The performance of this code is compared with a similar code on a Cray-YMP and an Intel iPSC/860. The second application is parallel sparse matrix-vector multiplication used in the iterative solution of large sparse linear systems of equations. We map rows of the matrix to processors and use an inner-product based matrix-vector multiplication. We demonstrate that this method is an order of magnitude faster than methods based on scan operations for our test cases.

Hammond, Steven Warren↗

Characterization of frequency standard instability by estimation of their covariance matrix

The popular 3-cornered hat method used for evaluating the noise contributions of individual frequency standards is revisited. This method is used in several cases, but sometimes the results are not consistent because one or more estimated clock variances turn out to be negative. Different causes of this unacceptable result have been conjectured: among them one regards the hypothesis of uncorrelated clocks, essential in this method. Since recently realistic cases of correlation between clocks, mainly due to the environmental conditions, have been observed, this paper proposes an entirely revisited version of the 3-cornered hat method which permits to evaluate the individual variances and also the possible covariances between clocks, by relaxing the hypothesis of uncorrelation. The uncertainty and the lack of contemporaneity of the measurement series are assumed to be negligible. The lack of the uncorrelation hypothesis calls for a more general mathematical model leading to an underdetermined linear system. The estimates of the (co)variances of the measurement series us well us those of the individual clocks are introduced by means of the scalar product of the related time series and arranged in the respective covariance matrices S and R. Since covariance matrix is positive definite by definition, the problem consists in estimating the unknown R, subject to the constraint of positive definiteness, from the known S. Unfortunately, this constraint is not sufficient to estimate R. Therefore a suitable optimization criterion is proposed, which assures the positive definiteness of R and, at the same time, minimizes the global correlation among clocks. Examples of frequency instability measurements processed by the "classical" 3-cornered hat method and the here-revisited method are presented showing that the solutions are identical only when the uncorrelation hypothesis doesn't violate the positive definiteness of R.

PatriziaTravella↗

Parallel variable-band Choleski solvers for computational structural analysis applications on vector multiprocessor supercomputers

A Choleski method used to solve linear systems of equations that arise in large scale structural analyses is described. The method uses a novel variable-band storage scheme and is structured to exploit fast local memory caches while minimizing data access delays between main memory and vector registers. Several parallel implementations of this method are described for the CRAY-2 and CRAY Y-MP computers demonstrating the use of microtasking and autotasking directives. A portable parallel language, FORCE, is also used for two different parallel implementations, demonstrating the use of CRAY macrotasking. Results are presented comparing the matrix factorization times for three representative structural analysis problems from runs made in both dedicated and multi-user modes on both the CRAY-2 and CRAY Y-MP computers. CPU and wall clock timings are given for the various parallel methods and are compared to single processor timings of the same algorithm. Computation rates over 1 GIGAFLOP (1 billion floating point operations per second) on a four processor CRAY-2 and over 2 GIGAFLOPS on an eight processor CRAY Y-MP are demonstrated as measured by wall clock time in a dedicated environment. Reduced wall clock times for the parallel methods relative to the single processor implementation of the same Choleski algorithm are also demonstrated for runs made in multi-user mode.

Poole, E. L.↗

Application of a generalized minimal residual method to 2D unsteady flows

A generalized minimum residual scheme (GMRES), previously developed for solving nonlinear and linear systems of equations, has been applied to the numerical solution of 2D unsteady compressible flows. It is found that the use of GMRES significantly increases the time step that may be used, compared to noniterative implicit schemes. The feasibility of reducing the memory requirements of the GMRES scheme using a multigrid strategy has also been explored. Several sample steady and unsteady viscous flow applications are presented.

Hixon, Ray↗

Preconditioned conjugate-gradient methods for low-speed flow calculations

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations is integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the Lower-Upper Successive Symmetric Over-Relaxation iterative scheme is more efficient than a preconditioner based on Incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional Line Gauss-Seidel Relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

Ajmani, Kumud↗

Path planning for assembly of strut-based structures

A path planning method with collision avoidance for a general single chain nonredundant or redundant robot is proposed. Joint range boundary overruns are also avoided. The result is a sequence of joint vectors which are passed to a trajectory planner. A potential field algorithm in joint space computes incremental joint vectors delta-q = delta-q(sub a) + delta-q(sub c) + delta-q(sub r). Adding delta-q to the robot's current joint vector leads to the next step in the path. Delta-q(sub a) is obtained by computing the minimum norm solution of the underdetermined linear system J delta-q(sub a) = x(sub a) where x(sub a) is a translational and rotational force vector that attracts the robot to its goal position and orientation. J is the manipulator Jacobian. Delta-q(sub c) is a collision avoidance term encompassing collisions between the robot (links and payload) and obstacles in the environment as well as collisions among links and payload of the robot themselves. It is obtained in joint space directly. Delta-q(sub r) is a function of the current joint vector and avoids joint range overruns. A higher level discrete search over candidate safe positions is used to provide alternatives in case the potential field algorithm encounters a local minimum and thus fails to reach the goal. The best first search algorithm A* is used for graph search. Symmetry properties of the payload and equivalent rotations are exploited to further enlarge the number of alternatives passed to the potential field algorithm.

Muenger, Rolf↗

Galilean covariant harmonic oscillator

A Galilean covariant approach to classical mechanics of a single particle is described. Within the proposed formalism, all non-covariant force laws defining acting forces which become to be defined covariantly by some differential equations are rejected. Such an approach leads out of the standard classical mechanics and gives an example of non-Newtonian mechanics. It is shown that the exactly solvable linear system of differential equations defining forces contains the Galilean covariant description of harmonic oscillator as its particular case. Additionally, it is demonstrated that in Galilean covariant classical mechanics the validity of the second Newton law of dynamics implies the Hooke law and vice versa. It is shown that the kinetic and total energies transform differently with respect to the Galilean transformations.

Horzela, Andrzej↗

Preconditioned Conjugate Gradient methods for low speed flow calculations

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations are integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and the convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the lower-upper (L-U)-successive symmetric over-relaxation iterative scheme is more efficient than a preconditioner based on incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional line Gauss-Seidel relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

Ajmani, Kumud↗

Initial value and two point boundary value solutions to the Clohessy-Wiltshire equations

The nonhomogeneous Clohessy-Wiltshire (C-W) equations are formulated and solved as an initial value problem in the form structure of linear systems theory. The state transition matrix (STM) and its inverse are obtained explicitly in both Newtonian and Hamiltonian form. It is shown that the STM for the C-2 equations possesses a special property making its inverse easily obtainable. Since solutions to the C-W equations are needed in two-point boundary value form to construct a good mission design tool for orbit transfer, the Lambert problem is solved in the context of the C-W equations.

Mullins, Larry D.↗