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At least 145 records · Page 8
All sourcesNASA NTRSDOE OSTI
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↗
NASA NTRS1977

Flutter of articulated pipes at finite amplitude

The plane motion of an articulated pipe made of two segments is examined and the flow velocity at which flutter manifests itself is sought. The pressure in the reservoir feeding the pipe is kept constant. In contrast to previous works, the flow velocity is not taken as a prescribed parameter of the system but is left to follow the laws of motion. This approach requires a nonlinear formulation of the problem and the equations of motion are solved using Krylov-Bogoliubov's method. A graph of the amplitude of the limit cycles, as a function of the fluid-system mass ratio, is presented and conclusions are drawn as to the necessity of considering nonlinearities in the analysis.

Rousselet, J.↗
NASA NTRS1981

Dynamic behavior of continuous cantilevered pipes conveying fluid near critical velocities

The plane motion of a cantilevered pipe conveying fluid is examined when the flow velocity is in the neighborhood of that generating flutter. In contrast to previous studies, the flow velocity is not prescribed as a constant, but is determined from the laws of motion. A system of two nonlinear partial differential equations which are coupled through the nonlinear terms is thereby obtained. The solution is found by the use of the Krylov-Bogoliubov averaging method and the results are discussed indicating the effect of nonlinearities.

Rousselet, J.↗
NASA NTRS1986

The algebraic criteria for the stability of control systems

This paper critically examines the standard algebraic criteria for the stability of linear control systems and their proofs, reveals important previously unnoticed connections, and presents new representations. Algebraic stability criteria have also acquired significance for stability studies of non-linear differential equation systems by the Krylov-Bogoljubov-Magnus Method, and allow realization conditions to be determined for classes of broken rational functions as frequency characteristics of electrical network.

Cremer, H.↗
NASA NTRS1991

Special class of nonlinear damping models in flexible space structures

A special class of nonlinear damping models is investigated in which the damping force is proportional to the product of positive integer or the fractional power of the absolute values of displacement and velocity. For a one-degree-of-freedom system, the classical Krylov-Bogoliubov 'averaging' method is used, whereas for a distributed system, both an ad hoc perturbation technique and the finite difference method are employed to study the effects of nonlinear damping. The results are compared with linear viscous damping models. The amplitude decrement of free vibration for a single mode system with nonlinear models depends not only on the damping ratio but also on the initial amplitude, the time to measure the response, the frequency of the system, and the powers of displacement and velocity. For the distributed system, the action of nonlinear damping is found to reduce the energy of the system and to pass energy to lower modes.

Hu, Anren↗
NASA NTRS1996

Wavelet Sparse Approximate Inverse Preconditioners

There is an increasing interest in using sparse approximate inverses as preconditioners for Krylov subspace iterative methods. Recent studies of Grote and Huckle and Chow and Saad also show that sparse approximate inverse preconditioner can be effective for a variety of matrices, e.g. Harwell-Boeing collections. Nonetheless a drawback is that it requires rapid decay of the inverse entries so that sparse approximate inverse is possible. However, for the class of matrices that, come from elliptic PDE problems, this assumption may not necessarily hold. Our main idea is to look for a basis, other than the standard one, such that a sparse representation of the inverse is feasible. A crucial observation is that the kind of matrices we are interested in typically have a piecewise smooth inverse. We exploit this fact, by applying wavelet techniques to construct a better sparse approximate inverse in the wavelet basis. We shall justify theoretically and numerically that our approach is effective for matrices with smooth inverse. We emphasize that in this paper we have only presented the idea of wavelet approximate inverses and demonstrated its potential but have not yet developed a highly refined and efficient algorithm.

Chan, Tony F.↗
DOE OSTI2022

Low-synch Gram–Schmidt with delayed reorthogonalization for Krylov solvers

The parallel strong-scaling of iterative methods is often determined by the number of global reductions at each iteration. Low-synch Gram-Schmidt algorithms are applied here to the Arnoldi algorithm to reduce the number of global reductions and therefore to improve the parallel strong-scaling of iterative solvers for nonsymmetric matrices such as the GMRES and the Krylov-Schur iterative methods. In the Arnoldi context, the factorization is "left-looking" and processes one column at a time. Among the methods for generating an orthogonal basis for the Arnoldi algorithm, the classical Gram-Schmidt algorithm, with reorthogonalization (CGS2) requires three global reductions per iteration. A new variant of CGS2 that requires only one reduction per iteration is presented and applied to the Arnoldi algorithm. Delayed CGS2 (DCGS2) employs the minimum number of global reductions per iteration (one) for a one-column at-a-time algorithm. The main idea behind the new algorithm is to group global reductions by rearranging the order of operations. DCGS2 must be carefully integrated into an Arnoldi expansion or a GMRES solver. Numerical stability experiments assess robustness for Krylov-Schur eigenvalue computations. Performance experiments on the ORNL Summit supercomputer then establish the superiority of DCGS2 over CGS2.

97 MATHEMATICS AND COMPUTING↗
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↗
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↗
NASA NTRS1990

A decentralized linear quadratic control design method for flexible structures

A decentralized suboptimal linear quadratic control design procedure which combines substructural synthesis, model reduction, decentralized control design, subcontroller synthesis, and controller reduction is proposed for the design of reduced-order controllers for flexible structures. The procedure starts with a definition of the continuum structure to be controlled. An evaluation model of finite dimension is obtained by the finite element method. Then, the finite element model is decomposed into several substructures by using a natural decomposition called substructuring decomposition. Each substructure, at this point, still has too large a dimension and must be reduced to a size that is Riccati-solvable. Model reduction of each substructure can be performed by using any existing model reduction method, e.g., modal truncation, balanced reduction, Krylov model reduction, or mixed-mode method. Then, based on the reduced substructure model, a subcontroller is designed by an LQ optimal control method for each substructure independently. After all subcontrollers are designed, a controller synthesis method called substructural controller synthesis is employed to synthesize all subcontrollers into a global controller. The assembling scheme used is the same as that employed for the structure matrices. Finally, a controller reduction scheme, called the equivalent impulse response energy controller (EIREC) reduction algorithm, is used to reduce the global controller to a reasonable size for implementation. The EIREC reduced controller preserves the impulse response energy of the full-order controller and has the property of matching low-frequency moments and low-frequency power moments. An advantage of the substructural controller synthesis method is that it relieves the computational burden associated with dimensionality. Besides that, the SCS design scheme is also a highly adaptable controller synthesis method for structures with varying configuration, or varying mass and stiffness properties.

Su, Tzu-Jeng↗
NASA NTRS1989

Model reduction and control of flexible structures using Krylov subspaces

Krylov vectors and the concept of parameter-matching are combined to develop a model reduction algorithm for a damped structural dynamics system. The reduced-order model obtained matches a certain number of low-frequency moments of the full-order system. The major application of the present method is to the control of flexible structures. It is shown that, in the control of flexible structures, there generally exist three types of control energy spillover, namely, the control spillover, the observation spillover, and dynamic spillover. The formulation based on Krylov subspaces can eliminate the control and the observation spillover, while leaving only the dynamic spillover to be considered. Two examples are used to illustrate the efficacy of the Krylov method.

Craig, Roy R., Jr.↗
DOE OSTI2024

Fragment-based initialization for quantum subspace methods

Here, we present a novel quantum-classical algorithm called LAS-QKSD for multireference systems, by combining a classical localized active space (LAS) fragment-based multireference algorithm with the quantum Krylov subspace diagonalization (QKSD) method for quantum computers. The algorithm uses wave function information from a LAS self-consistent field (LASSCF) calculation to prepare an initial state with better overlap with the target ground state than the Hartree-Fock state. This is coupled with the use of QKSD to ultimately converge to the exact energy, providing faster convergence than starting from the Hartree-Fock state. Fragmentation has the two-fold benefit of fewer configurations on the classical side of the algorithm as well as fewer state preparation gates on the quantum side. First, we compare the LAS-QKSD method to the classical LASSCF method and to QKSD with a Hartree-Fock initial state. We then examine ways to load the LASSCF wave function using direct initialization and a QKSD-motivated spectral filtering approach. Finally, using a bimetallic complex, we show that the LAS-QKSD method is an efficient alternative to highly expensive complete active space SCF (CASSCF) calculations on strongly correlated systems.

D'Cunha, Ruhee↗
DOE OSTI2021

Replicated Computational Results (RCR) Report for “Adaptive Precision Block-Jacobi for High Performance Preconditioning in the Ginkgo Linear Algebra Software”

The article by Flegar et al. titled “Adaptive Precision Block-Jacobi for High Performance Preconditioning in the Ginkgo Linear Algebra Software” presents a novel, practical implementation of an adaptive precision block-Jacobi preconditioner. Performance results using state-of-the-art GPU architectures for the block-Jacobi preconditioner generation and application demonstrate the practical usability of the method, compared to a traditional full-precision block-Jacobi preconditioner. A production-ready implementation is provided in the Ginkgo numerical linear algebra library. In this report, the Ginkgo library is reinstalled and performance results are generated to perform a comparison to the original results when using Ginkgo’s Conjugate Gradient solver with either the full or the adaptive precision block-Jacobi preconditioner for a suite of test problems on an NVIDIA GPU accelerator. After completing this process, the published results are deemed reproducible.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

Numerical solution of large nonsymmetric eigenvalue problems

Several methods are discribed for combinations of Krylov subspace techniques, deflation procedures and preconditionings, for computing a small number of eigenvalues and eigenvectors or Schur vectors of large sparse matrices. The most effective techniques for solving realistic problems from applications are those methods based on some form of preconditioning and one of several Krylov subspace techniques, such as Arnoldi's method or Lanczos procedure. Two forms of preconditioning are considered: shift-and-invert and polynomial acceleration. The latter presents some advantages for parallel/vector processing but may be ineffective if eigenvalues inside the spectrum are sought. Some algorithmic details are provided that improve the reliability and effectiveness of these techniques.

Saad, Youcef↗
DOE OSTI2021

Mixed precision s –step Lanczos and conjugate gradient algorithms

Compared to the classical Lanczos algorithm, the s-step Lanczos variant has the potential to improve performance by asymptotically decreasing the synchronization cost per iteration. However, this comes at a price; despite being mathematically equivalent, the s-step variant may behave quite differently in finite precision, potentially exhibiting greater loss of accuracy and slower convergence relative to the classical algorithm. It has previously been shown that the errors in the s-step version follow the same structure as the errors in the classical algorithm, but are amplified by a factor depending on the square of the condition number of the O(s)-dimensional Krylov bases computed in each outer loop. As the condition number of these s-step bases grows (in some cases very quickly) with s, this limits the s values that can be chosen and thus can limit the attainable performance. In this work, we show that if a select few computations in s-step Lanczos are performed in double the working precision, the error terms then depend only linearly on the conditioning of the s-step bases. This has the potential for drastically improving the numerical behavior of the algorithm with little impact on per-iteration performance. Our numerical experiments demonstrate the improved numerical behavior possible with the mixed precision approach, and also show that this improved behavior extends to mixed precision s-step CG. Here, we present preliminary performance results on NVIDIA V100 GPUs that show that the overhead of extra precision is minimal if one uses precisions implemented in hardware.

97 MATHEMATICS AND COMPUTING↗