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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Feedback Controllability Components Analysis (FCCA) v1.0

FCCA is a linear dimensionality reduction method that find subspaces of high-dimensional time-series data that are most feedback controllable. The key innovation is to formulate an objective function that quantifies the joint cost of state reconstruction and state regulation that can be evaluated from purely observational data. To do this, it leverages the duality between controllability and observability. We provide analytic results demonstrating the validity of the cost function. We evaluated this method in both synthetic and real neural data (from multiple organisms and brain areas).

Kumar, Ankit↗
DOE OSTI2024

What is the gradient of a scalar function defined on a subspace of square matrices?

We illustrate a technique to calculate the gradient of scalar functions that are defined on any arbitrary matrix subspace. It generalizes our earlier work titled “What is the gradient of a scalar function of a symmetric matrix ?”(Indian Journal of Pure and Applied Mathematics (2022), doi:10.1007/s13226-022-00313-x), in which we considered the special case of the subspace of symmetric matrices. Extant methods to calculate the gradient in such cases have an inherent flaw which leads to spurious results that populate several publications, as well as respected textbooks and handbooks on matrix calculus. We examine these sources and results in a rigorous and concrete mathematical setting of a finite-dimensional inner-product space and discover the inherent flaw and also a remedy. We demonstrate two ways to calculate the derivative/gradient and second derivative for scalar functions of matrices defined over an arbitrary matrix subspace; the first method is by considering any (differentiable) extension to the space of square matrices and projection of its gradient onto the given subspace. The second method utilizes an ordered basis and computes each component of the gradient through evaluation of the directional derivative. All the ideas presented are illustrated by non-trivial examples, namely, considering the subspace of 3 × 3 circulant and Toeplitz matrices and presenting the results of gradient-descent with both the spurious and correct gradients. Moreover, our bibliography makes it clear that a rigorous approach to matrix calculus is not common in practice, and our presentation of matrix calculus in the language of inner-product spaces will be significant and meaningful for applied mathematicians, engineers and researchers working in inter-disciplinary fields to avoid the conceptual pitfalls that exist.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

What is the gradient of a scalar function defined on a subspace of square matrices?

We illustrate a technique to calculate the gradient of scalar functions that are defined on any arbitrary matrix subspace. It generalizes our earlier work titled “What is the gradient of a scalar function of a symmetric matrix ?”(Indian Journal of Pure and Applied Mathematics (2022), https://doi.org/10.1007/s13226-022-00313-x), in which we considered the special case of the subspace of symmetric matrices. Extant methods to calculate the gradient in such cases have an inherent flaw which leads to spurious results that populate several publications, as well as respected textbooks and handbooks on matrix calculus. Here, we examine these sources and results in a rigorous and concrete mathematical setting of a finite-dimensional inner-product space and discover the inherent flaw and also a remedy. We demonstrate two ways to calculate the derivative/gradient and second derivative for scalar functions of matrices defined over an arbitrary matrix subspace; the first method is by considering any (differentiable) extension to the space of square matrices and projection of its gradient onto the given subspace. The second method utilizes an ordered basis and computes each component of the gradient through evaluation of the directional derivative. All the ideas presented are illustrated by non-trivial examples, namely, considering the subspace of 3 x 3 circulant and Toeplitz matrices and presenting the results of gradient-descent with both the spurious and correct gradients. Moreover, our bibliography makes it clear that a rigorous approach to matrix calculus is not common in practice, and our presentation of matrix calculus in the language of inner-product spaces will be significant and meaningful for applied mathematicians, engineers and researchers working in inter-disciplinary fields to avoid the conceptual pitfalls that exist.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1983

Classification of journal surfaces using surface topography parameters and software methods to compensate for stylus geometry

Measurements made with a stylus surface tracer which provides a digitized representation of a surface profile are discussed. Parameters are defined to characterize the height (e.g., RMS roughness, skewness, and kurtosis) and length (e.g., autocorrelation) of the surface topography. These are applied to the characterization of crank shaft journals which were manufactured by different grinding and lopping procedures known to give significant differences in crank shaft bearing life. It was found that three parameters (RMS roughness, skewness, and kurtosis) are necessary to adequately distinguish the character of these surfaces. Every surface specimen has a set of values for these three parameters. They can be regarded as a set coordinate in a space constituted by three characteristics axes. The various journal surfaces can be classified along with the determination of a proper wavelength cutoff (0.25 mm) by using a method of separated subspace. The finite radius of the stylus used for profile tracing gives an inherent measurement error as it passes over the fine structure of the surface. A mathematical model is derived to compensate for this error.

Li, C. J.↗
NASA NTRS1986

Solution of the symmetric eigenproblem AX=lambda BX by delayed division

Delayed division is an iterative method for solving the linear eigenvalue problem AX = lambda BX for a limited number of small eigenvalues and their corresponding eigenvectors. The distinctive feature of the method is the reduction of the problem to an approximate triangular form by systematically dropping quadratic terms in the eigenvalue lambda. The report describes the pivoting strategy in the reduction and the method for preserving symmetry in submatrices at each reduction step. Along with the approximate triangular reduction, the report extends some techniques used in the method of inverse subspace iteration. Examples are included for problems of varying complexity.

Thurston, G. A.↗
DOE OSTI2024

Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses

Here, this work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and theoretical extension of a random subspace derivative-free optimization (RSDFO) framework, and an algorithm for stochastic optimization with random models (STORM). Moreover, like RSDFO, STARS achieves scalability by minimizing interpolation models that approximate the objective in low-dimensional affine subspaces, thus significantly reducing per-iteration costs in terms of function evaluations and yielding strong performance on largescale stochastic DFO problems. The user-determined dimension of these subspaces, when the latter are defined, for example, by the columns of so-called Johnson-Lindenstrauss transforms, turns out to be independent of the dimension of the problem. For convergence purposes, inspired by the analyses of RSDFO and STORM, both a particular quality of the subspace and the accuracies of random function estimates and models are required to hold with sufficiently high, but fixed, probabilities. Using martingale theory under the latter assumptions, an almost sure global convergence of STARS to a first-order stationary point is shown, and the expected number of iterations required to reach a desired first-order accuracy is proved to be similar to that of STORM and other stochastic DFO algorithms, up to constants.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

Large-scale sparse singular value computations

Four numerical methods for computing the singular value decomposition (SVD) of large sparse matrices on a multiprocessor architecture are presented. Lanczos and subspace iteration-based methods for determining several of the largest singular triplets (singular values and corresponding left and right-singular vectors) for sparse matrices arising from two practical applications: information retrieval and seismic reflection tomography are emphasized. The target architectures for implementations are the CRAY-2S/4-128 and Alliant FX/80. The sparse SVD problem is well motivated by recent information-retrieval techniques in which dominant singular values and their corresponding singular vectors of large sparse term-document matrices are desired, and by nonlinear inverse problems from seismic tomography applications which require approximate pseudo-inverses of large sparse Jacobian matrices.

Berry, Michael W.↗
NASA NTRS1994

Tensor-GMRES method for large sparse systems of nonlinear equations

This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

Feng, Dan↗
NASA NTRS1989

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↗
DOE OSTI2024

Colloquium: Eigenvector continuation and projection-based emulators

Eigenvector continuation is a computational method for parametric eigenvalue problems that uses subspace projection with a basis derived from eigenvector snapshots from different parameter sets. It is part of a broader class of subspace-projection techniques called reduced-basis methods. In this Colloquium, the development, theory, and applications of eigenvector continuation and projection-based emulators are presented. In conclusion, the basic concepts are introduced, the underlying theory and convergence properties are discussed, and recent applications for quantum systems and future prospects are presented.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Filtered Rayleigh-Ritz is all you need

Recent work has shown that the (block) Lanczos algorithm can be used to extract approximate energy spectra and matrix elements from (matrices of) correlation functions in quantum field theory, and identified exact coincidences between Lanczos analysis methods and others. In this work, we note another coincidence: the Lanczos algorithm is equivalent to the well-known Rayleigh-Ritz method applied to Krylov subspaces. Rayleigh-Ritz provides optimal eigenvalue approximations within subspaces; we find that spurious-state filtering allows these optimality guarantees to be retained in the presence of statistical noise. We explore the relation between Lanczos and Prony's method, their block generalizations, generalized pencil of functions (GPOF), and methods based on the generalized eigenvalue problem (GEVP), and find they all fall into a larger "Prony-Ritz equivalence class", identified as all methods which solve a finite-dimensional spectrum exactly given sufficient correlation function (matrix) data. This equivalence allows simpler and more numerically stable implementations of (block) Lanczos analyses.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A circuit-generated quantum subspace algorithm for the variational quantum eigensolver

Recent research has shown that wavefunction evolution in real and imaginary time can generate quantum subspaces with significant utility for obtaining accurate ground state energies. Inspired by these methods, we propose combining quantum subspace techniques with the variational quantum eigensolver (VQE). In our approach, the parameterized quantum circuit is divided into a series of smaller subcircuits. The sequential application of these subcircuits to an initial state generates a set of wavefunctions that we use as a quantum subspace to obtain high-accuracy groundstate energies. We call this technique the circuit subspace variational quantum eigensolver (CSVQE) algorithm. By benchmarking CSVQE on a range of quantum chemistry problems, we show that it can achieve significant error reduction in the best case compared to conventional VQE, particularly for poorly optimized circuits, greatly improving convergence rates. Furthermore, we demonstrate that when applied to circuits trapped at local minima, CSVQE can produce energies close to the global minimum of the energy landscape, making it a potentially powerful tool for diagnosing local minima.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2020

Extended Lagrangian Born–Oppenheimer molecular dynamics using a Krylov subspace approximation

It is shown how the electronic equations of motion in extended Lagrangian Born–Oppenheimer molecular dynamics simulations can be integrated using low-rank approximations of the inverse Jacobian kernel. This kernel determines the metric tensor in the harmonic oscillator extension of the Lagrangian that drives the evolution of the electronic degrees of freedom. The proposed kernel approximation is derived from a pseudoinverse of a low-rank estimate of the Jacobian, which is expressed in terms of a generalized set of directional derivatives with directions that are given from a Krylov subspace approximation. The approach allows a tunable and adaptive approximation that can take advantage of efficient preconditioning techniques. The proposed kernel approximation for the integration of the electronic equations of motion makes it possible to apply extended Lagrangian first-principles molecular dynamics simulations to a broader range of problems, including reactive chemical systems with numerically sensitive and unsteady charge solutions. This can be achieved without requiring exact full calculations of the inverse Jacobian kernel in each time step or relying on iterative non-linear self-consistent field optimization of the electronic ground state prior to the force evaluations as in regular direct Born–Oppenheimer molecular dynamics. We note the low-rank approximation of the Jacobian is directly related to Broyden’s class of quasi-Newton algorithms and Jacobian-free Newton–Krylov methods and provides a complementary formulation for the solution of nonlinear systems of equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1973

A geometric theory for the QR, LU and power iterations.

Consideration of the task of computing the invariant subspaces of a given matrix. For this purpose the LU, QR, treppen and bi-iterations have been presented, used, and studied more or less independently of the old-fashioned power method. Each of these methods generates implicitly a sequence of subspaces which determines the convergence properties of the method. The iterations differ in the way in which a basis is constructed to represent each subspace. This aspect largely determines the usefulness of the method. It is shown that the first four iterations produce exactly the same sequence of subspaces as do direct and inverse iteration started from appropriate subspaces. Their convergence properties are therefore the same, and a complete geometric convergence theory is presented in terms of the power method. It is shown that Hessenberg matrices are associated with ideal starting spaces.

Parlett, B. N.↗
DOE OSTI2020

Robust Group Subspace Recovery: A New Approach for Multi-Modality Data Fusion

Robust Subspace Recovery (RoSuRe) algorithm was recently introduced as a principled and numerically efficient algorithm that unfolds underlying Unions of Subspaces (UoS) structure, present in the data. The union of Subspaces (UoS) is capable of identifying more complex trends in data sets than simple linear models. In this work, we build on and extend RoSuRe to prospect the structure of different data modalities individually. We propose a novel multi-modal data fusion approach based on group sparsity which we refer to as Robust Group Subspace Recovery (RoGSuRe). Relying on a bi-sparsity pursuit paradigm and non-smooth optimization techniques, the introduced framework learns a new joint representation of the time series from different data modalities, respecting an underlying UoS model. We subsequently integrate the obtained structures to form a unified subspace structure. The proposed approach exploits the structural dependencies between the different modalities data to cluster the associated target objects. The resulting fusion of the unlabeled sensors’ data from experiments on audio and magnetic data has shown that our method is competitive with other state of the art subspace clustering methods. The resulting UoS structure is employed to classify newly observed data points, highlighting the abstraction capacity of the proposed method.

47 OTHER INSTRUMENTATION↗
DOE OSTI2024

Large-scale harmonic balance simulations with Krylov subspace and preconditioner recycling

The multi-harmonic balance method combined with numerical continuation provides an efficient framework to compute a family of time-periodic solutions, or response curves, for large-scale, nonlinear mechanical systems. The predictor and corrector steps repeatedly solve a sequence of linear systems that scale by the model size and number of harmonics in the assumed Fourier series approximation. In this paper, a novel Newton–Krylov iterative method is embedded within the multi-harmonic balance and continuation algorithm to efficiently compute the approximate solutions from the sequence of linear systems that arise during the prediction and correction steps. Further, the method recycles, or reuses, both the preconditioner and the Krylov subspace generated by previous linear systems in the solution sequence. A delayed frequency preconditioner refactorizes the preconditioner only when the performance of the iterative solver deteriorates. The GCRO-DR iterative solver recycles a subset of harmonic Ritz vectors to initialize the solution subspace for the next linear system in the sequence. The performance of the iterative solver is demonstrated on two exemplars with contact-type nonlinearities and benchmarked against a direct solver with traditional Newton–Raphson iterations.

97 MATHEMATICS AND COMPUTING↗