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All sourcesNASA NTRSDOE OSTI
NASA NTRS1983

M-step preconditioned conjugate gradient methods

Preconditioned conjugate gradient methods for solving sparse symmetric and positive finite systems of linear equations are described. Necessary and sufficient conditions are given for when these preconditioners can be used and an analysis of their effectiveness is given. Efficient computer implementations of these methods are discussed and results on the CYBER 203 and the Finite Element Machine under construction at NASA Langley Research Center are included.

Adams, L.↗
NASA NTRS1983

An M-step preconditioned conjugate gradient method for parallel computation

This paper describes a preconditioned conjugate gradient method that can be effectively implemented on both vector machines and parallel arrays to solve sparse symmetric and positive definite systems of linear equations. The implementation on the CYBER 203/205 and on the Finite Element Machine is discussed and results obtained using the method on these machines are given.

Adams, L.↗
NASA NTRS1983

Convergence and stability properties of minimal polynomial and reduced rank extrapolation algorithms

The minimal polynomial and reduced rank extrapolation algorithms are two acceleration of convergence methods for sequences of vectors. In a recent survey these methods were tested and compared with the scalar, vector, topological epsilon algorithms, and were observed to be more efficient than the latter. It was also observed that the two methods have similar convergence properties. The convergence and stability properties of these methods are analyzed and the performance of the acceleration methods when applied to a class of vector sequences that includes those sequences obtained from systems of linear equations by using matrix iterative methods is discussed.

Sidi, A.↗
NASA NTRS1983

Calculations of transonic potential flows by a parameter free procedure

A parameter-free computational procedure for transonic potential flows around an airfoil is presented. The method is based on an inexact, Newton-like iterative scheme, and a preconditioned minimal residual algorithm is used to solve the linear system of equations arising at each iterate. This iterative procedure is formulated so that the difficulties associated with the approximate factorization technique, namely the requirement of iteration parameters and the boundary conditions for the intermediate variable are eliminated. Numerical experiments are given for potential flows around NACA 0012 airfoil with different Mach numbers and different angles of attack. These results are then compared with those obtained by the approximate factorization techniques.

Wong, Y. S.↗
NASA NTRS1983

Acceleration of convergence of vector sequences

A general approach to the construction of convergence acceleration methods for vector sequence is proposed. Using this approach, one can generate some known methods, such as the minimal polynomial extrapolation, the reduced rank extrapolation, and the topological epsilon algorithm, and also some new ones. Some of the new methods are easier to implement than the known methods and are observed to have similar numerical properties. The convergence analysis of these new methods is carried out, and it is shown that they are especially suitable for accelerating the convergence of vector sequences that are obtained when one solves linear systems of equations iteratively. A stability analysis is also given, and numerical examples are provided. The convergence and stability properties of the topological epsilon algorithm are likewise given.

Sidi, A.↗
NASA NTRS1983

Properties of multilayered cloud systems from satellite imagery

The spatial coherence method for obtaining fractional cloud cover from satellite imagery is extended to the case of multilayered cloud systems. Examples are presented in which simultaneous observations at 3.7 microns and 11 microns are used to solve a system of linear equations for the nonoverlapped fractional cover contributed by each of two layers. The retrieval relies on the assumption that the clouds reside in distinct, well-defined layers and are optically thick at the wavelengths of observation. Simultaneous observations at 3.7 microns and 11 microns of the separate layers indicate that the assumptions are generally valid. Owing to the reflection of solar radiation at 3.7 microns by low-level water clouds, the method is limited to nighttime observations.

Coakley, J. A., Jr.↗
NASA NTRS1985

First derivatives of flow quantities behind two-dimensional, nonuniform supersonic flow over a convex corner

A method of determining spatial derivatives of flow quantities behind an expansion fan as a function of the curvature of the streamline behind the fan is developed. Taylor series expansions of flow quantities within the fan are used and boundary conditions satisfied to the first and second order so that the curvature of the characteristics in the fan may be determined. A system of linear equations for the spatial derivatives is then developed. An application of the method to shock coalescence including asymmetric effects is described.

Darden, C. M.↗
NASA NTRS1985

GMRES acceleration of computational fluid dynamics codes

The generalized minimal residual algorithm (GMRES) is a conjugate-gradient like method that applies directly to nonsymmetric linear systems of equations. In this paper, GMRES is modified to handle nonlinear equations characteristic of computational fluid dynamics. Attention is devoted to the concept of preconditioning and the role it plays in assuring rapid convergence. A formulation is developed that allows GMRES to be preconditioned by the solution procedures already built into existing computer codes. Examples are provided that demonstrate the ability of GMRES to greatly improve the robustness and rate of convergence of current state-of-the-art fluid dynamics codes. Theoretical aspects of GMRES are presented that explain why it works. Finally, the advantage GMRES enjoys over related methods such as conjugate gradients are discussed.

Wigton, L. B.↗
NASA NTRS1986

Multi-color incomplete Cholesky conjugate gradient methods for vector computers

In this research, we are concerned with the solution on vector computers of linear systems of equations, Ax = b, where A is a larger, sparse symmetric positive definite matrix. We solve the system using an iterative method, the incomplete Cholesky conjugate gradient method (ICCG). We apply a multi-color strategy to obtain p-color matrices for which a block-oriented ICCG method is implemented on the CYBER 205. (A p-colored matrix is a matrix which can be partitioned into a pXp block matrix where the diagonal blocks are diagonal matrices). This algorithm, which is based on a no-fill strategy, achieves O(N/p) length vector operations in both the decomposition of A and in the forward and back solves necessary at each iteration of the method. We discuss the natural ordering of the unknowns as an ordering that minimizes the number of diagonals in the matrix and define multi-color orderings in terms of disjoint sets of the unknowns. We give necessary and sufficient conditions to determine which multi-color orderings of the unknowns correpond to p-color matrices. A performance model is given which is used both to predict execution time for ICCG methods and also to compare an ICCG method to conjugate gradient without preconditioning or another ICCG method. Results are given from runs on the CYBER 205 at NASA's Langley Research Center for four model problems.

Poole, E. L.↗
NASA NTRS1986

Analytic computation of energy derivatives - Relationships among partial derivatives of a variationally determined function

Formulas are presented relating Taylor series expansion coefficients of three functions of several variables, the energy of the trial wave function (W), the energy computed using the optimized variational wave function (E), and the response function (lambda), under certain conditions. Partial derivatives of lambda are obtained through solution of a recursive system of linear equations, and solution through order n yields derivatives of E through order 2n + 1, extending Puley's application of Wigner's 2n + 1 rule to partial derivatives in couple perturbation theory. An examination of numerical accuracy shows that the usual two-term second derivative formula is less stable than an alternative four-term formula, and that previous claims that energy derivatives are stationary properties of the wave function are fallacious. The results have application to quantum theoretical methods for the computation of derivative properties such as infrared frequencies and intensities.

King, H. F.↗
NASA NTRS1986

Acceleration of convergence of vector sequences

A general approach to the construction of convergence acceleration methods for vector sequence is proposed. Using this approach, one can generate some known methods, such as the minimal polynomial extrapolation, the reduced rank extrapolation, and the topological epsilon algorithm, and also some new ones. Some of the new methods are easier to implement than the known methods and are observed to have similar numerical properties. The convergence analysis of these new methods is carried out, and it is shown that they are especially suitable for accelerating the convergence of vector sequences that are obtained when one solves linear systems of equations iterative. A stability analysis is also given, and numerical examples are provided. The convergence and stability properties of the topological epsilon algorithm are likewise given.

Sidi, A.↗
NASA NTRS1986

Fourier analysis of the SOR iteration

The SOR iteration for solving linear systems of equations depends upon an overrelaxation factor omega. It is shown that for the standard model problem of Poisson's equation on a rectangle, the optimal omega and corresponding convergence rate can be rigorously obtained by Fourier analysis. The trick is to tilt the space-time grid so that the SOR stencil becomes symmetrical. The tilted grid also gives insight into the relation between convergence rates of several variants.

Leveque, R. J.↗
NASA NTRS1986

Analysis of the SOR iteration for the 9-point Laplacian

The SOR iteration for solving linear systems of equations depends upon an overrelaxation factor omega. A theory for determining omega was given by Young (1950) for consistently ordered matrices. Here the optimal omega is determined for the 9-point stencil for the model problem of Laplace's equation on a square. Several orderings of the equations are considered, including the natural rowwise and multicolor orderings, all of which lead to non-consistently ordered matrices, and two equivalence classes of orderings are found with different convergence behavior and optimal omega's. The results for the natural rowwise ordering are compared to those of Garabedian (1956) and it is explained why both results are, in a sense, correct, even though they differ. Also analyzed is a pseudo SOR method for the model problem and it is shown that it is not as effective as the SOR methods. Finally, the point SOR methods are compared to known results for line SOR methods for this problem.

Loyce M. Adams↗
NASA NTRS1987

Solving very large, sparse linear systems on mesh-connected parallel computers

The implementation of Pan and Reif's Parallel Nested Dissection (PND) algorithm on mesh connected parallel computers is described. This is the first known algorithm that allows very large, sparse linear systems of equations to be solved efficiently in polylog time using a small number of processors. How the processor bound of PND can be matched to the number of processors available on a given parallel computer by slowing down the algorithm by constant factors is described. Also, for the important class of problems where G(A) is a grid graph, a unique memory mapping that reduces the inter-processor communication requirements of PND to those that can be executed on mesh connected parallel machines is detailed. A description of an implementation on the Goodyear Massively Parallel Processor (MPP), located at Goddard is given. Also, a detailed discussion of data mappings and performance issues is given.

Opsahl, Torstein↗
NASA NTRS1987

Optimal pre-scheduling of problem remappings

A large class of scientific computational problems can be characterized as a sequence of steps where a significant amount of computation occurs each step, but the work performed at each step is not necessarily identical. Two good examples of this type of computation are: (1) regridding methods which change the problem discretization during the course of the computation, and (2) methods for solving sparse triangular systems of linear equations. Recent work has investigated a means of mapping such computations onto parallel processors; the method defines a family of static mappings with differing degrees of importance placed on the conflicting goals of good load balance and low communication/synchronization overhead. The performance tradeoffs are controllable by adjusting the parameters of the mapping method. To achieve good performance it may be necessary to dynamically change these parameters at run-time, but such changes can impose additional costs. If the computation's behavior can be determined prior to its execution, it can be possible to construct an optimal parameter schedule using a low-order-polynomial-time dynamic programming algorithm. Since the latter can be expensive, the performance is studied of the effect of a linear-time scheduling heuristic on one of the model problems, and it is shown to be effective and nearly optimal.

Nicol, David M.↗
NASA NTRS1988

Newton solution of inviscid and viscous problems

The application of Newton iteration to inviscid and viscous airfoil calculations is examined. Spatial discretization is performed using upwind differences with split fluxes. The system of linear equations which arises as a result of linearization in time is solved directly using either a banded matrix solver or a sparse matrix solver. In the latter case, the solver is used in conjunction with the nested dissection strategy, whose implementation for airfoil calculations is discussed. The boundary conditions are also implemented in a fully implicit manner, thus yielding quadratic convergence. Complexities such as the ordering of cell nodes and the use of a far field vortex to correct freestream for a lifting airfoil are addressed. Various methods to accelerate convergence and improve computational efficiency while using Newton iteration are discussed. Results are presented for inviscid, transonic nonlifting and lifting airfoils and also for laminar viscous cases.

Venkatakrishnan, V.↗
NASA NTRS1988

On the constrained Chebyshev approximation problem on ellipses

Constrained Chebyshev approximation problems of the type with minimum (p is an element of Pi(sub n):p(c)=1) and maximum (z is an element of E) with /p(z)/ are considered. Here Pi(sub n) denotes the set of all complex polynomials of degree at most n, E is any ellipse in the complex plane, and c is an element of C/E. Such approximation problems arise in the context of optimizing semi-iterative methods for the solution of large, sparse systems of linear equations Ax=b with complex non-Hermitian coefficient matrices A. The problem of obtaining optimal polynomial preconditioners for conjugate gradient type methods for Ax=b also leads to problems of this type. A new family of polynomials -- q(sub n)(z;c), n is an element of N, and c is an element of C/E -- are introduced as the polynomials which are optimal for a modified version of the Chebyshev approximation problem with Pi(sub n) replaced by a certain subfamily. Some simple properties of q(sub n) are also listed. A necessary and sufficient condition for q(sub n) to be the extremal polynomial for the approximation problem is then derived. Finally, it is shown that q(sub n) is indeed optimal for the problem for all fixed n whenever the distance between c and E is sufficiently large. Results of some numerical tests are presented.

Freund, Roland↗
NASA NTRS1989

Thin-plate spline quadrature of geodetic integrals

Thin-plate spline functions (known for their flexibility and fidelity in representing experimental data) are especially well-suited for the numerical integration of geodetic integrals in the area where the integration is most sensitive to the data, i.e., in the immediate vicinity of the evaluation point. Spline quadrature rules are derived for the contribution of a circular innermost zone to Stoke's formula, to the formulae of Vening Meinesz, and to the recursively evaluated operator L(n) in the analytical continuation solution of Molodensky's problem. These rules are exact for interpolating thin-plate splines. In cases where the integration data are distributed irregularly, a system of linear equations needs to be solved for the quadrature coefficients. Formulae are given for the terms appearing in these equations. In case the data are regularly distributed, the coefficients may be determined once-and-for-all. Examples are given of some fixed-point rules. With such rules successive evaluation, within a circular disk, of the terms in Molodensky's series becomes relatively easy. The spline quadrature technique presented complements other techniques such as ring integration for intermediate integration zones.

Vangysen, Herman↗