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An extension of the QZ algorithm for solving the generalized matrix eigenvalue problem

This algorithm is an extension of Moler and Stewart's QZ algorithm with some added features for saving time and operations. Also, some additional properties of the QR algorithm which were not practical to implement in the QZ algorithm can be generalized with the combination shift QZ algorithm. Numerous test cases are presented to give practical application tests for algorithm. Based on results, this algorithm should be preferred over existing algorithms which attempt to solve the class of generalized eigenproblems where both matrices are singular or nearly singular.

Ward, R. C.

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

Two existing function-space quasi-Newton algorithms, the Davidon algorithm and the projected gradient algorithm, are modified so that they may handle directly control-variable inequality constraints. A third quasi-Newton-type algorithm, developed by Broyden, is extended to optimal control problems. The Broyden algorithm is further modified so that it may handle directly control-variable inequality constraints. From a computational viewpoint, dyadic operator implementation of quasi-Newton methods is shown to be superior to the integral kernel representation. The quasi-Newton methods, along with the steepest descent method and two conjugate gradient algorithms, are simulated on three relatively simple (yet representative) bounded control problems, two of which possess singular subarcs. Overall, the Broyden algorithm was found to be superior. The most notable result of the simulations was the clear superiority of the Broyden and Davidon algorithms in producing a sharp singular control subarc.

Edge, E. R.

A Simple Algorithm for the Metric Traveling Salesman Problem

An algorithm was designed for a wire list net sort problem. A branch and bound algorithm for the metric traveling salesman problem is presented for this. The algorithm is a best bound first recursive descent where the bound is based on the triangle inequality. The bounded subsets are defined by the relative order of the first K of the N cities (i.e., a K city subtour). When K equals N, the bound is the length of the tour. The algorithm is implemented as a one page subroutine written in the C programming language for the VAX 11/750. Average execution times for randomly selected planar points using the Euclidean metric are 0.01, 0.05, 0.42, and 3.13 seconds for ten, fifteen, twenty, and twenty-five cities, respectively. Maximum execution times for a hundred cases are less than eleven times the averages. The speed of the algorithms is due to an initial ordering algorithm that is a N squared operation. The algorithm also solves the related problem where the tour does not return to the starting city and the starting and/or ending cities may be specified. It is possible to extend the algorithm to solve a nonsymmetric problem satisfying the triangle inequality.

Grimm, M. J.

Efficient mapping algorithms for scheduling robot inverse dynamics computation on a multiprocessor system

Two efficient mapping algorithms for scheduling the robot inverse dynamics computation consisting of m computational modules with precedence relationship to be executed on a multiprocessor system consisting of p identical homogeneous processors with processor and communication costs to achieve minimum computation time are presented. An objective function is defined in terms of the sum of the processor finishing time and the interprocessor communication time. The minimax optimization is performed on the objective function to obtain the best mapping. This mapping problem can be formulated as a combination of the graph partitioning and the scheduling problems; both have been known to be NP-complete. Thus, to speed up the searching for a solution, two heuristic algorithms were proposed to obtain fast but suboptimal mapping solutions. The first algorithm utilizes the level and the communication intensity of the task modules to construct an ordered priority list of ready modules and the module assignment is performed by a weighted bipartite matching algorithm. For a near-optimal mapping solution, the problem can be solved by the heuristic algorithm with simulated annealing. These proposed optimization algorithms can solve various large-scale problems within a reasonable time. Computer simulations were performed to evaluate and verify the performance and the validity of the proposed mapping algorithms. Finally, experiments for computing the inverse dynamics of a six-jointed PUMA-like manipulator based on the Newton-Euler dynamic equations were implemented on an NCUBE/ten hypercube computer to verify the proposed mapping algorithms. Computer simulation and experimental results are compared and discussed.

Lee, C. S. G.

Trees, bialgebras and intrinsic numerical algorithms

Preliminary work about intrinsic numerical integrators evolving on groups is described. Fix a finite dimensional Lie group G; let g denote its Lie algebra, and let Y(sub 1),...,Y(sub N) denote a basis of g. A class of numerical algorithms is presented that approximate solutions to differential equations evolving on G of the form: dot-x(t) = F(x(t)), x(0) = p is an element of G. The algorithms depend upon constants c(sub i) and c(sub ij), for i = 1,...,k and j is less than i. The algorithms have the property that if the algorithm starts on the group, then it remains on the group. In addition, they also have the property that if G is the abelian group R(N), then the algorithm becomes the classical Runge-Kutta algorithm. The Cayley algebra generated by labeled, ordered trees is used to generate the equations that the coefficients c(sub i) and c(sub ij) must satisfy in order for the algorithm to yield an rth order numerical integrator and to analyze the resulting algorithms.

Crouch, Peter

On recursive least-squares filtering algorithms and implementations

In many real-time signal processing applications, fast and numerically stable algorithms for solving least-squares problems are necessary and important. In particular, under non-stationary conditions, these algorithms must be able to adapt themselves to reflect the changes in the system and take appropriate adjustments to achieve optimum performances. Among existing algorithms, the QR-decomposition (QRD)-based recursive least-squares (RLS) methods have been shown to be useful and effective for adaptive signal processing. In order to increase the speed of processing and achieve high throughput rate, many algorithms are being vectorized and/or pipelined to facilitate high degrees of parallelism. A time-recursive formulation of RLS filtering employing block QRD will be considered first. Several methods, including a new non-continuous windowing scheme based on selectively rejecting contaminated data, were investigated for adaptive processing. Based on systolic triarrays, many other forms of systolic arrays are shown to be capable of implementing different algorithms. Various updating and downdating systolic algorithms and architectures for RLS filtering are examined and compared in details, which include Householder reflector, Gram-Schmidt procedure, and Givens rotation. A unified approach encompassing existing square-root-free algorithms is also proposed. For the sinusoidal spectrum estimation problem, a judicious method of separating the noise from the signal is of great interest. Various truncated QR methods are proposed for this purpose and compared to the truncated SVD method. Computer simulations provided for detailed comparisons show the effectiveness of these methods. This thesis deals with fundamental issues of numerical stability, computational efficiency, adaptivity, and VLSI implementation for the RLS filtering problems. In all, various new and modified algorithms and architectures are proposed and analyzed; the significance of any of the new method depends crucially on specific application.

Hsieh, Shih-Fu

A conjugate gradients/trust regions algorithms for training multilayer perceptrons for nonlinear mapping

This paper addresses the issue of applying a globally convergent optimization algorithm to the training of multilayer perceptrons, a class of Artificial Neural Networks. The multilayer perceptrons are trained towards the solution of two highly nonlinear problems: (1) signal detection in a multi-user communication network, and (2) solving the inverse kinematics for a robotic manipulator. The research is motivated by the fact that a multilayer perceptron is theoretically capable of approximating any nonlinear function to within a specified accuracy. The algorithm that has been employed in this study combines the merits of two well known optimization algorithms, the Conjugate Gradients and the Trust Regions Algorithms. The performance is compared to a widely used algorithm, the Backpropagation Algorithm, that is basically a gradient-based algorithm, and hence, slow in converging. The performances of the two algorithms are compared with the convergence rate. Furthermore, in the case of the signal detection problem, performances are also benchmarked by the decision boundaries drawn as well as the probability of error obtained in either case.

Madyastha, Raghavendra K.

Mapping robust parallel multigrid algorithms to scalable memory architectures

The convergence rate of standard multigrid algorithms degenerates on problems with stretched grids or anisotropic operators. The usual cure for this is the use of line or plane relaxation. However, multigrid algorithms based on line and plane relaxation have limited and awkward parallelism and are quite difficult to map effectively to highly parallel architectures. Newer multigrid algorithms that overcome anisotropy through the use of multiple coarse grids rather than line relaxation are better suited to massively parallel architectures because they require only simple point-relaxation smoothers. The parallel implementation of a V-cycle multiple semi-coarsened grid (MSG) algorithm or distributed-memory architectures such as the Intel iPSC/860 and Paragon computers is addressed. The MSG algorithms provide two levels of parallelism: parallelism within the relaxation or interpolation on each grid and across the grids on each multigrid level. Both levels of parallelism must be exploited to map these algorithms effectively to parallel architectures. A mapping of an MSG algorithm to distributed-memory architectures that demonstrate how both levels of parallelism can be exploited is described. The results is a robust and effective multigrid algorithm for distributed-memory machines.

Overman, Andrea

Global synchronization algorithms for the Intel iPSC/860

In a distributed memory multicomputer that has no global clock, global processor synchronization can only be achieved through software. Global synchronization algorithms are used in tridiagonal systems solvers, CFD codes, sequence comparison algorithms, and sorting algorithms. They are also useful for event simulation, debugging, and for solving mutual exclusion problems. For the Intel iPSC/860 in particular, global synchronization can be used to ensure the most effective use of the communication network for operations such as the shift, where each processor in a one-dimensional array or ring concurrently sends a message to its right (or left) neighbor. Three global synchronization algorithms are considered for the iPSC/860: the gysnc() primitive provided by Intel, the PICL primitive sync0(), and a new recursive doubling synchronization (RDS) algorithm. The performance of these algorithms is compared to the performance predicted by communication models of both the long and forced message protocols. Measurements of the cost of shift operations preceded by global synchronization show that the RDS algorithm always synchronizes the nodes more precisely and costs only slightly more than the other two algorithms.

Seidel, Steven R.

On a concurrent element-by-element preconditioned conjugate gradient algorithm for multiple load cases

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.

Watson, Brian

Mapping robust parallel multigrid algorithms to scalable memory architectures

The convergence rate of standard multigrid algorithms degenerates on problems with stretched grids or anisotropic operators. The usual cure for this is the use of line or plane relaxation. However, multigrid algorithms based on line and plane relaxation have limited and awkward parallelism and are quite difficult to map effectively to highly parallel architectures. Newer multigrid algorithms that overcome anisotropy through the use of multiple coarse grids rather than relaxation are better suited to massively parallel architectures because they require only simple point-relaxation smoothers. In this paper, we look at the parallel implementation of a V-cycle multiple semicoarsened grid (MSG) algorithm on distributed-memory architectures such as the Intel iPSC/860 and Paragon computers. The MSG algorithms provide two levels of parallelism: parallelism within the relaxation or interpolation on each grid and across the grids on each multigrid level. Both levels of parallelism must be exploited to map these algorithms effectively to parallel architectures. This paper describes a mapping of an MSG algorithm to distributed-memory architectures that demonstrates how both levels of parallelism can be exploited. The result is a robust and effective multigrid algorithm for distributed-memory machines.

Overman, Andrea

Investigation of registration algorithms for the automatic tile processing system

The Robotic Tile Inspection System (RTPS), under development in NASA-KSC, is expected to automate the processes of post-flight re-water-proofing and the process of inspection of the Shuttle heat absorbing tiles. An important task of the robot vision sub-system is to register the 'real-world' coordinates with the coordinates of the robot model of the Shuttle tiles. The model coordinates relate to a tile data-base and pre-flight tile-images. In the registration process, current (post-flight) images are aligned with pre-flight images to detect the rotation and translation displacement required for the coordinate systems rectification. The research activities performed this summer included study and evaluation of the registration algorithm that is currently implemented by the RTPS, as well as, investigation of the utility of other registration algorithms. It has been found that the current algorithm is not robust enough. This algorithm has a success rate of less than 80% and is, therefore, not suitable for complying with the requirements of the RTPS. Modifications to the current algorithm has been developed and tested. These modifications can improve the performance of the registration algorithm in a significant way. However, this improvement is not sufficient to satisfy system requirements. A new algorithm for registration has been developed and tested. This algorithm presented very high degree of robustness with success rate of 96%.

Tamir, Dan E.

REQUEST: A Recursive QUEST Algorithm for Sequential Attitude Determination

In order to find the attitude of a spacecraft with respect to a reference coordinate system, vector measurements are taken. The vectors are pairs of measurements of the same generalized vector, taken in the spacecraft body coordinates, as well as in the reference coordinate system. We are interested in finding the best estimate of the transformation between these coordinate system.s The algorithm called QUEST yields that estimate where attitude is expressed by a quarternion. Quest is an efficient algorithm which provides a least squares fit of the quaternion of rotation to the vector measurements. Quest however, is a single time point (single frame) batch algorithm, thus measurements that were taken at previous time points are discarded. The algorithm presented in this work provides a recursive routine which considers all past measurements. The algorithm is based on on the fact that the, so called, K matrix, one of whose eigenvectors is the sought quaternion, is linerly related to the measured pairs, and on the ability to propagate K. The extraction of the appropriate eigenvector is done according to the classical QUEST algorithm. This stage, however, can be eliminated, and the computation simplified, if a standard eigenvalue-eigenvector solver algorithm is used. The development of the recursive algorithm is presented and illustrated via a numerical example.

Bar-Itzhack, Itzhack Y.

Parallel Directionally Split Solver Based on Reformulation of Pipelined Thomas Algorithm

In this research an efficient parallel algorithm for 3-D directionally split problems is developed. The proposed algorithm is based on a reformulated version of the pipelined Thomas algorithm that starts the backward step computations immediately after the completion of the forward step computations for the first portion of lines This algorithm has data available for other computational tasks while processors are idle from the Thomas algorithm. The proposed 3-D directionally split solver is based on the static scheduling of processors where local and non-local, data-dependent and data-independent computations are scheduled while processors are idle. A theoretical model of parallelization efficiency is used to define optimal parameters of the algorithm, to show an asymptotic parallelization penalty and to obtain an optimal cover of a global domain with subdomains. It is shown by computational experiments and by the theoretical model that the proposed algorithm reduces the parallelization penalty about two times over the basic algorithm for the range of the number of processors (subdomains) considered and the number of grid nodes per subdomain.

Povitsky, A.

Parallelization of the Pipelined Thomas Algorithm

In this study the following questions are addressed. Is it possible to improve the parallelization efficiency of the Thomas algorithm? How should the Thomas algorithm be formulated in order to get solved lines that are used as data for other computational tasks while processors are idle? To answer these questions, two-step pipelined algorithms (PAs) are introduced formally. It is shown that the idle processor time is invariant with respect to the order of backward and forward steps in PAs starting from one outermost processor. The advantage of PAs starting from two outermost processors is small. Versions of the pipelined Thomas algorithms considered here fall into the category of PAs. These results show that the parallelization efficiency of the Thomas algorithm cannot be improved directly. However, the processor idle time can be used if some data has been computed by the time processors become idle. To achieve this goal the Immediate Backward pipelined Thomas Algorithm (IB-PTA) is developed in this article. The backward step is computed immediately after the forward step has been completed for the first portion of lines. This enables the completion of the Thomas algorithm for some of these lines before processors become idle. An algorithm for generating a static processor schedule recursively is developed. This schedule is used to switch between forward and backward computations and to control communications between processors. The advantage of the IB-PTA over the basic PTA is the presence of solved lines, which are available for other computations, by the time processors become idle.

Povitsky, A.

A Revision of the NASA Team Sea Ice Algorithm

In a recent paper, two operational algorithms to derive ice concentration from satellite multichannel passive microwave sensors have been compared. Although the results of these, known as the NASA Team algorithm and the Bootstrap algorithm, have been validated and are generally in good agreement, there are areas where the ice concentrations differ, by up to 30%. These differences can be explained by shortcomings in one or the other algorithm. Here, we present an algorithm which, in addition to the 19 and 37 GHz channels used by both the Bootstrap and NASA Team algorithms, makes use of the 85 GHz channels as well. Atmospheric effects particularly at 85 GHz are reduced by using a forward atmospheric radiative transfer model. Comparisons with the NASA Team and Bootstrap algorithm show that the individual shortcomings of these algorithms are not apparent in this new approach. The results further show better quantitative agreement with ice concentrations derived from NOAA AVHRR infrared data.

Markus, T.

Map Algorithms for Decoding Linear Block codes Based on Sectionalized Trellis Diagrams

The MAP algorithm is a trellis-based maximum a posteriori probability decoding algorithm. It is the heart of the turbo (or iterative) decoding which achieves an error performance near the Shannon limit. Unfortunately, the implementation of this algorithm requires large computation and storage. Furthermore, its forward and backward recursions result in long decoding delay. For practical applications, this decoding algorithm must be simplified and its decoding complexity and delay must be reduced. In this paper, the MAP algorithm and its variations, such as Log-MAP and Max-Log-MAP algorithms, are first applied to sectionalized trellises for linear block codes and carried out as two-stage decodings. Using the structural properties of properly sectionalized trellises, the decoding complexity and delay of the MAP algorithms can be reduced. Computation-wise optimum sectionalizations of a trellis for MAP algorithms are investigated. Also presented in this paper are bi-directional and parallel MAP decodings.

Lin, Shu

Improved Passive Microwave Algorithms for North America and Eurasia

Microwave algorithms simplify complex physical processes in order to estimate geophysical parameters such as snow cover and snow depth. The microwave radiances received at the satellite sensor and expressed as brightness temperatures are a composite of contributions from the Earth's surface, the Earth's atmosphere and from space. Owing to the coarse resolution inherent to passive microwave sensors, each pixel value represents a mixture of contributions from different surface types including deep snow, shallow snow, forests and open areas. Algorithms are generated in order to resolve these mixtures. The accuracy of the retrieved information is affected by uncertainties in the assumptions used in the radiative transfer equation (Steffen et al., 1992). One such uncertainty in the Chang et al., (1987) snow algorithm is that the snow grain radius is 0.3 mm for all layers of the snowpack and for all physiographic regions. However, this is not usually the case. The influence of larger grain sizes appears to be of more importance for deeper snowpacks in the interior of Eurasia. Based on this consideration and the effects of forests, a revised SMMR snow algorithm produces more realistic snow mass values. The purpose of this study is to present results of the revised algorithm (referred to for the remainder of this paper as the GSFC 94 snow algorithm) which incorporates differences in both fractional forest cover and snow grain size. Results from the GSFC 94 algorithm will be compared to the original Chang et al. (1987) algorithm and to climatological snow depth data as well.

Foster, James