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Results for “Block conjugate gradient method”

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A posteriori superlinear convergence bounds for block conjugate gradient

In this paper, we extend to the block case the a posteriori bound showing superlinear convergence of the conjugate gradient method developed by van der Vorst and Vuik in [J. Comput. Applied Math., 48 (1993), pp. 327–341]. That is, we obtain similar bounds but now for the block conjugate gradient method. We also present a series of computational experiments, illustrating the validity of the bound developed here as well as the bound by Simoncini and Szyld from [SIAM Review, 47 (2005), pp. 247–272] using angles between subspaces. Using these bounds, we make some observations on the onset of superlinearity and how this onset depends on the eigenvalue distribution and the block size.

97 MATHEMATICS AND COMPUTING↗

Accelerating eigenvalue computation for nuclear structure calculations via perturbative corrections

Subspace projection methods utilizing perturbative corrections have been proposed for computing the lowest few eigenvalues and corresponding eigenvectors of large Hamiltonian matrices. In this paper, we build upon these methods and introduce the term Subspace Projection with Perturbative Corrections (SPPC) method to refer to this approach. We tailor the SPPC for nuclear many-body Hamiltonians represented in a truncated configuration interaction subspace, i.e., the no-core shell model (NCSM). We use the hierarchical structure of the NCSM Hamiltonian to partition the Hamiltonian as the sum of two matrices. The first matrix corresponds to the Hamiltonian represented in a small configuration space, whereas the second is viewed as the perturbation to the first matrix. Eigenvalues and eigenvectors of the first matrix can be computed efficiently. Because of the split, perturbative corrections to the eigenvectors of the first matrix can be obtained efficiently from the solutions of a sequence of linear systems of equations defined in the small configuration space. These correction vectors can be combined with the approximate eigenvectors of the first matrix to construct a subspace from which more accurate approximations of the desired eigenpairs can be obtained. We show by numerical examples that the SPPC method can be more efficient than conventional iterative methods for solving large-scale eigenvalue problems such as the Lanczos, block Lanczos and the locally optimal block preconditioned conjugate gradient (LOBPCG) method. The method can also be combined with other methods to avoid convergence stagnation.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Performance Analysis and Optimal Node-aware Communication for Enlarged Conjugate Gradient Methods

Krylov methods are a key way of solving large sparse linear systems of equations but suffer from poor strong scalability on distributed memory machines. Furthermore, this is due to high synchronization costs from large numbers of collective communication calls alongside a low computational workload. Enlarged Krylov methods address this issue by decreasing the total iterations to convergence, an artifact of splitting the initial residual and resulting in operations on block vectors. In this article, we present a performance study of an enlarged Krylov method, Enlarged Conjugate Gradients (ECG), noting the impact of block vectors on parallel performance at scale. Most notably, we observe the increased overhead of point-to-point communication as a result of denser messages in the sparse matrix-block vector multiplication kernel. Additionally, we present models to analyze expected performance of ECG, as well as motivate design decisions. Most importantly, we introduce a new point-to-point communication approach based on node-aware communication techniques that increases efficiency of the method at scale.

97 MATHEMATICS AND COMPUTING↗

Hybrid eigensolvers for nuclear configuration interaction calculations

We examine and compare several iterative methods for solving large-scale eigenvalue problems arising from nuclear structure calculations. In particular, we discuss the possibility of using block Lanczos method, a Chebyshev filtering based subspace iterations and the residual minimization method accelerated by direct inversion of iterative subspace (RMM-DIIS) and describe how these algorithms compare with the standard Lanczos algorithm and the locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm. Although the RMM-DIIS method does not exhibit rapid convergence when the initial approximations to the desired eigenvectors are not sufficiently accurate, it can be effectively combined with either the block Lanczos or the LOBPCG method to yield a hybrid eigensolver that has several desirable properties. We will describe a few practical issues that need to be addressed to make the hybrid solver efficient and robust.

97 MATHEMATICS AND COMPUTING↗

Mathematical and computational studies of equilibrium capillary free surfaces

The results of several independent studies are presented. The general question is considered of whether a wetting liquid always rises higher in a small capillary tube than in a larger one, when both are dipped vertically into an infinite reservoir. An analytical investigation is initiated to determine the qualitative behavior of the family of solutions of the equilibrium capillary free-surface equation that correspond to rotationally symmetric pendent liquid drops and the relationship of these solutions to the singular solution, which corresponds to an infinite spike of liquid extending downward to infinity. The block successive overrelaxation-Newton method and the generalized conjugate gradient method are investigated for solving the capillary equation on a uniform square mesh in a square domain, including the case for which the solution is unbounded at the corners. Capillary surfaces are calculated on the ellipse, on a circle with reentrant notches, and on other irregularly shaped domains using JASON, a general purpose program for solving nonlinear elliptic equations on a nonuniform quadrilaterial mesh. Analytical estimates for the nonexistence of solutions of the equilibrium capillary free-surface equation on the ellipse in zero gravity are evaluated.

Albright, N.↗

An implicit numerical scheme for the simulation of internal viscous flows on unstructured grids

The Navier-Stokes equations are solved numerically for two-dimensional steady viscous laminar flows. The grids are generated based on the method of Delaunay triangulation. A finite-volume approach is used to discretize the conservation law form of the compressible flow equations written in terms of primitive variables. A preconditioning matrix is added to the equations so that low Mach number flows can be solved economically. The equations are time marched using either an implicit Gauss-Seidel iterative procedure or a solver based on a conjugate gradient like method. A four color scheme is employed to vectorize the block Gauss-Seidel relaxation procedure. This increases the memory requirements minimally and decreases the computer time spent solving the resulting system of equations substantially. A factor of 7.6 speed up in the matrix solver is typical for the viscous equations. Numerical results are obtained for inviscid flow over a bump in a channel at subsonic and transonic conditions for validation with structured solvers. Viscous results are computed for developing flow in a channel, a symmetric sudden expansion, periodic tandem cylinders in a cross-flow, and a four-port valve. Comparisons are made with available results obtained by other investigators.

Jorgenson, Philip C. E.↗

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.↗

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗

Domain decomposition methods for the parallel computation of reacting flows

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors.

Keyes, David E.↗

Iterative solution techniques in boundary element analysis

Iterative techniques for the solution of the algebraic equations associated with the direct boundary element analysis (BEA) method are discussed. Continuum structural response analysis problems are considered, employing single- and multizone boundary element models with and without zone condensation. The impact on convergence rate and computer resource requirements associated with the sparse and blocked matrices, resulting in multizone BEA, is studied. Both conjugate gradient and generalized minimum residual preconditioned iterative solvers are applied for these problems and the performance of these algorithms is reported. Included is a quantification of the impact of the preconditioning utilized to render the boundary element matrices solvable by the respective iterative methods in a time competitive with direct methods.

Kane, J. H.↗

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↗

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING↗

Parallel processors and nonlinear structural dynamics algorithms and software

Techniques are discussed for the implementation and improvement of vectorization and concurrency in nonlinear explicit structural finite element codes. In explicit integration methods, the computation of the element internal force vector consumes the bulk of the computer time. The program can be efficiently vectorized by subdividing the elements into blocks and executing all computations in vector mode. The structuring of elements into blocks also provides a convenient way to implement concurrency by creating tasks which can be assigned to available processors for evaluation. The techniques were implemented in a 3-D nonlinear program with one-point quadrature shell elements. Concurrency and vectorization were first implemented in a single time step version of the program. Techniques were developed to minimize processor idle time and to select the optimal vector length. A comparison of run times between the program executed in scalar, serial mode and the fully vectorized code executed concurrently using eight processors shows speed-ups of over 25. Conjugate gradient methods for solving nonlinear algebraic equations are also readily adapted to a parallel environment. A new technique for improving convergence properties of conjugate gradients in nonlinear problems is developed in conjunction with other techniques such as diagonal scaling. A significant reduction in the number of iterations required for convergence is shown for a statically loaded rigid bar suspended by three equally spaced springs.

Belytschko, Ted↗

Preconditioned conjugate gradient methods for the compressible Navier-Stokes equations

The compressible Navier-Stokes equations are solved for a variety of two-dimensional inviscid and viscous problems by preconditioned conjugate gradient-like algorithms. Roe's flux difference splitting technique is used to discretize the inviscid fluxes. The viscous terms are discretized by using central differences. An algebraic turbulence model is also incorporated. The system of linear equations which arises out of the linearization of a fully implicit scheme is solved iteratively by the well known methods of GMRES (Generalized Minimum Residual technique) and Chebyschev iteration. Incomplete LU factorization and block diagonal factorization are used as preconditioners. The resulting algorithm is competitive with the best current schemes, but has wide applications in parallel computing and unstructured mesh computations.

Venkatakrishnan, V.↗

A High-Throughput Solver for Marginalized Graph Kernels on GPU

Here, we present the design and optimization of a solver for efficient and high-throughput computation of the marginalized graph kernel on General Purpose GPUs. The graph kernel is computed using the conjugate gradient method to solve a generalized Laplacian of the tensor product between a pair of graphs. To cope with the large gap between the instruction throughput and the memory bandwidth of the GPUs, our solver forms the graph tensor product on-the-fly without storing it in memory. This is achieved by using threads in a warp cooperatively to stream the adjacency and edge label matrices of individual graphs by small square matrix blocks called tiles, which are then staged in registers and the shared memory for later reuse. Warps across a thread block can further share tiles via the shared memory to increase data reuse. We exploit the sparsity of the graphs hierarchically by storing only non-empty tiles using a coordinate format and nonzero elements within each tile using bitmaps. We propose a new partition-based reordering algorithm for aggregating nonzero elements of the graphs into fewer but denser tiles to further exploit sparsity. We carry out extensive theoretical analyses on the graph tensor product primitives for tiles of various density and evaluate their performance on synthetic and real-world datasets. Our solver delivers three to four orders of magnitude speedup over existing CPU-based solvers such as GraKeL and GraphKernels. The capability of the solver enables kernel-based learning tasks at unprecedented scales.

97 MATHEMATICS AND COMPUTING↗

A biconjugate gradient type algorithm on massively parallel architectures

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine.

Freund, Roland W.↗

WARP3D-Release 10.8: Dynamic Nonlinear Analysis of Solids using a Preconditioned Conjugate Gradient Software Architecture

This report describes theoretical background material and commands necessary to use the WARP3D finite element code. WARP3D is under continuing development as a research code for the solution of very large-scale, 3-D solid models subjected to static and dynamic loads. Specific features in the code oriented toward the investigation of ductile fracture in metals include a robust finite strain formulation, a general J-integral computation facility (with inertia, face loading), an element extinction facility to model crack growth, nonlinear material models including viscoplastic effects, and the Gurson-Tver-gaard dilatant plasticity model for void growth. The nonlinear, dynamic equilibrium equations are solved using an incremental-iterative, implicit formulation with full Newton iterations to eliminate residual nodal forces. The history integration of the nonlinear equations of motion is accomplished with Newmarks Beta method. A central feature of WARP3D involves the use of a linear-preconditioned conjugate gradient (LPCG) solver implemented in an element-by-element format to replace a conventional direct linear equation solver. This software architecture dramatically reduces both the memory requirements and CPU time for very large, nonlinear solid models since formation of the assembled (dynamic) stiffness matrix is avoided. Analyses thus exhibit the numerical stability for large time (load) steps provided by the implicit formulation coupled with the low memory requirements characteristic of an explicit code. In addition to the much lower memory requirements of the LPCG solver, the CPU time required for solution of the linear equations during each Newton iteration is generally one-half or less of the CPU time required for a traditional direct solver. All other computational aspects of the code (element stiffnesses, element strains, stress updating, element internal forces) are implemented in the element-by- element, blocked architecture. This greatly improves vectorization of the code on uni-processor hardware and enables straightforward parallel-vector processing of element blocks on multi-processor hardware.

Koppenhoefer, Kyle C.↗

Optimal design of chemoepitaxial guideposts for the directed self-assembly of block copolymer systems using an inexact Newton algorithm

Directed self-assembly (DSA) of block copolymers (BCPs) is one of the most promising developments in the cost-effective production of nanoscale devices. The process makes use of the natural tendency for BCP melts to form nanoscale structures upon phase separation. The phase separation can be directed through the use of chemically patterned substrates to promote the formation of morphologies that are essential to the production of semiconductor devices. Moreover, the design of substrate pattern can be formulated as an optimization problem for which we seek optimal substrate designs that effectively produce given target morphologies. In this paper, we adopt a phase field model given by a nonlocal Cahn–Hilliard partial differential equation (PDE) based on the minimization of the Ohta–Kawasaki free energy, and present an efficient PDE-constrained optimization framework for the optimal design problem. The design variables are the locations of circular- or strip-shaped guiding posts that are used to model the substrate chemical pattern. To solve the ensuing optimization problem, we propose a variant of an inexact Newton conjugate gradient algorithm tailored to this problem. Additionally, we demonstrate the effectiveness of our computational strategy on numerical examples that span a range of target morphologies. Owing to our second-order optimizer and fast state solver, the numerical results demonstrate five orders of magnitude reduction in computational cost over previous work. The efficiency of our framework and the fast convergence of our optimization algorithm enable us to rapidly solve the optimal design problem in not only two, but also three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗