Krylov-Subspace Recycling via the POD-Augmented Conjugate Gradient Method.
Abstract not provided.
Carlberg, Kevin Thomas↗
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Block Krylov Subspace Methods for Functions of Matrices II: Modified Block FOM
We analyze an expansion of the generalized block Krylov subspace framework of [Electron. Trans. Numer. Anal., 47 (2017), pp. 100--126]. This expansion allows the use of low-rank modifications of the matrix projected onto the block Krylov subspace and contains, as special cases, the block GMRES method and the new block Radau--Arnoldi method. Within this general setting, we present results that extend the interpolation property from the nonblock case to a matrix polynomial interpolation property for the block case, and we relate the eigenvalues of the projected matrix to the latent roots of these matrix polynomials. Some error bounds for these modified block FOM methods for solving linear systems are presented. We then show how cospatial residuals can be preserved in the case of families of shifted linear block systems. This result is used to derive computationally practical restarted algorithms for block Krylov approximations that compute the action of a matrix function on a set of several vectors simultaneously. Finally, we prove some error bounds and present numerical results showing that two modifications of FOM, the block harmonic and the block Radau--Arnoldi methods for matrix functions, can significantly improve the convergence behavior.
97 MATHEMATICS AND COMPUTING↗
Loschmidt-echo approach to error estimation in Krylov-subspace approximation
The Krylov subspace method is a traditional approach to approximate quantum evolution, allowing us to treat systems with large Hilbert spaces. Despite its popularity, current bounds typically overestimate the error, which translates into more expensive simulation routines. Here, in this paper, we tackle this problem by realizing that the error can be understood as a Loschmidt echo in a one-dimensional (1D) noninteracting tight-binding Hamiltonian. We show that the different time regimes of the approximation can be understood using simple physical ideas. More importantly, we obtain computationally cheap error bounds that describe with high precision the actual error in the approximation.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Krylov subspace recycling for evolving structures
Krylov subspace recycling is a powerful tool when solving a long series of large, sparse linear systems that change only slowly over time. In PDE constrained shape optimization, these series appear naturally, as typically hundreds or thousands of optimization steps are needed with only small changes in the geometry. In this setting, however, applying Krylov subspace recycling can be a difficult task. As the geometry evolves, in general, so does the finite element mesh defined on or representing this geometry, including the numbers of nodes and elements and element connectivity. This is especially the case if re-meshing techniques are used. As a result, the number of algebraic degrees of freedom in the system changes, and in general the linear system matrices resulting from the finite element discretization change size from one optimization step to the next. Changes in the mesh connectivity also lead to structural changes in the matrices. In the case of re-meshing, even if the geometry changes only a little, the corresponding mesh might differ substantially from the previous one. Obviously, this prevents any straightforward mapping of the approximate invariant subspace of the linear system matrix (the focus of recycling in this work) from one optimization step to the next; similar problems arise for other selected subspaces. In this paper, we present an algorithm to map an approximate invariant subspace of the linear system matrix for the previous optimization step to an approximate invariant subspace of the linear system matrix for the current optimization step, for general meshes. This is achieved by exploiting the map from coefficient vectors to finite element functions on the mesh, combined with interpolation or approximation of functions on the finite element mesh. We demonstrate the effectiveness of our approach numerically with several proof of concept studies for a specific meshing technique.
42 ENGINEERING↗
Quantum Krylov subspace algorithms for ground- and excited-state energy estimation
Quantum Krylov subspace diagonalization (QKSD) algorithms provide a low-cost alternative to the conventional quantum phase estimation algorithm for estimating the ground- and excited-state energies of a quantum many-body system. While QKSD algorithms typically rely on using the Hadamard test for estimating Krylov subspace matrix elements of the form $\langle \phi_i|e^{-\widehat{H}τ}|\phi_j\rangle$, the associated quantum circuits require an ancilla qubit with controlled multiqubit gates that can be quite costly for near-term quantum hardware. In this paper, we show that a wide class of Hamiltonians relevant to condensed-matter physics and quantum chemistry contain symmetries that can be exploited to avoid the use of the Hadamard test. We propose a multifidelity estimation protocol that can be used to compute such quantities, showing that our approach, when combined with efficient single-fidelity estimation protocols, provides a substantial reduction in circuit depth. In addition, here we develop a unified theory of quantum Krylov subspace algorithms and present three quantum-classical algorithms for the ground- and excited-state energy estimation problems, where each algorithm provides various advantages and disadvantages in terms of total number of calls to the quantum computer, gate depth, classical complexity, and stability of the generalized eigenvalue problem within the Krylov subspace.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Strong and almost strong modes of Floquet spin chains in Krylov subspaces
Integrable Floquet spin chains are known to host strong zero and π modes which are boundary operators that respectively commute and anticommute with the Floquet unitary generating stroboscopic time evolution, in addition to anticommuting with a discrete symmetry of the Floquet unitary. Thus the existence of strong modes implies a characteristic pairing structure of the full spectrum. Weak interactions modify the strong modes to almost strong modes that almost commute or anticommute with the Floquet unitary. Manifestations of strong and almost strong modes are presented in two different Krylov subspaces. One is a Krylov subspace obtained from a Lanczos iteration that maps the time evolution generated by the Floquet Hamiltonian onto dynamics of a single particle on a fictitious chain with nearest-neighbor hopping. The second is a Krylov subspace obtained from the Arnoldi iteration that maps the time evolution generated directly by the Floquet unitary onto dynamics of a single particle on a fictitious chain with longer-range hopping. While the former Krylov subspace is sensitive to the branch of the logarithm of the Floquet unitary, the latter obtained from the Arnoldi scheme is not. In this work, the effective single-particle models in the Krylov subspace are discussed, and the topological properties of the Krylov chain that ensure stable zero and π modes at the boundaries are highlighted. The role of interactions is discussed. Expressions for the lifetime of the almost strong modes are derived in terms of the parameters of the Krylov subspace, and are compared with exact diagonalization.
75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
A comparison of preconditioned Krylov subspace methods for large‐scale nonsymmetric linear systems
Summary Preconditioned Krylov subspace (KSP) methods are widely used for solving large‐scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the nature of the PDEs, boundary or jump conditions, or discretization methods. While implementations of preconditioned KSP methods are usually readily available, it is unclear to users which methods are the best for different classes of problems. In this work, we present a comparison of some KSP methods, including GMRES, TFQMR, BiCGSTAB, and QMRCGSTAB, coupled with three classes of preconditioners, namely, Gauss–Seidel, incomplete LU factorization (including ILUT, ILUTP, and multilevel ILU), and algebraic multigrid (including BoomerAMG and ML). Theoretically, we compare the mathematical formulations and operation counts of these methods. Empirically, we compare the convergence and serial performance for a range of benchmark problems from numerical PDEs in two and three dimensions with up to millions of unknowns and also assess the asymptotic complexity of the methods as the number of unknowns increases. Our results show that GMRES tends to deliver better performance when coupled with an effective multigrid preconditioner, but it is less competitive with an ineffective preconditioner due to restarts. BoomerAMG with a proper choice of coarsening and interpolation techniques typically converges faster than ML, but both may fail for ill‐conditioned or saddle‐point problems, whereas multilevel ILU tends to succeed. We also show that right preconditioning is more desirable. This study helps establish some practical guidelines for choosing preconditioned KSP methods and motivates the development of more effective preconditioners.
Ghai, Aditi↗
Krylov Subspace Methods for Quantum Dynamics with Time-Dependent Generators
Krylov subspace methods in quantum dynamics identify the minimal subspace in which a process unfolds. To date, their use is restricted to time evolutions governed by time-independent generators. Here, we introduce a generalization valid for driven quantum systems governed by a time-dependent Hamiltonian that maps the evolution to a diffusion problem in a one-dimensional lattice with nearest-neighbor hopping probabilities that are inhomogeneous and time dependent. This representation is used to establish a novel class of fundamental limits to the quantum speed of evolution and operator growth. We also discuss generalizations of the algorithm, adapted to discretized time evolutions and periodic Hamiltonians, with applications to many-body systems.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
s-Step Krylov Subspace Methods as Bottom Solvers for Geometric Multigrid
Geometric multigrid solvers within adaptive mesh refinement (AMR) applications often reach a point where further coarsening of the grid becomes impractical as individual sub domain sizes approach unity. At this point the most common solution is to use a bottom solver, such as BiCGStab, to reduce the residual by a fixed factor at the coarsest level. Each iteration of BiCGStab requires multiple global reductions (MPI collectives). As the number of BiCGStab iterations required for convergence grows with problem size, and the time for each collective operation increases with machine scale, bottom solves in large-scale applications can constitute a significant fraction of the overall multigrid solve time. In this paper, we implement, evaluate, and optimize a communication-avoiding s-step formulation of BiCGStab (CABiCGStab for short) as a high-performance, distributed-memory bottom solver for geometric multigrid solvers. This is the first time s-step Krylov subspace methods have been leveraged to improve multigrid bottom solver performance. We use a synthetic benchmark for detailed analysis and integrate the best implementation into BoxLib in order to evaluate the benefit of a s-step Krylov subspace method on the multigrid solves found in the applications LMC and Nyx on up to 32,768 cores on the Cray XE6 at NERSC. Overall, we see bottom solver improvements of up to 4.2x on synthetic problems and up to 2.7x in real applications. This results in as much as a 1.5x improvement in solver performance in real applications.
97 MATHEMATICS AND COMPUTING↗
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↗
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↗
Preliminary Theoretical Analysis of Mixed Precision Krylov Subspace Methods (Q3 Report)
The third quarter of the project was spent performing theoretical finite precision analysis of Krylov subspace method variants that use mixed precision. Our focus here is on the Conjugate Gradient (CG) method and the Lanczos method. We have performed an analysis of maximum attainable accuracy for the classical CG method in which 3 precisions are used: a working precision ε, a precision ε IP for the inner product computations, and a precision ε MV for the matrix-vector products. Our results show that performing inner product computations in lower precision does not affect the attainable accuracy. Further, we have performed a complete error analysis of the s-step Lanczos algorithm. In this case, we show that the numerical behavior of the algorithm can be significantly improved by using extra precision in a small part of the computation. We summarize the main theorems in the remainder of the document. Other activities include attending biweekly xSDK meetings. The subsequent quarter will be spent finalizing these results into technical reports and/or manuscripts for submission to journals, as well as identifying opportunities for future work.
97 MATHEMATICS AND COMPUTING↗
A methodology for generating reduced-order models for large-scale buildings using the Krylov subspace method
Developing a computationally efficient but accurate building energy simulation (BES) model is important for many purposes. Model order reduction (MOR) methods are attractive and much more reliable than identification approaches, since it directly extract a lower-dimensional model from a detailed physics-based model without any pre-simulations. However, because of computational and data storage requirements, there are challenges of applying these methods to a large-scale building. To overcome the problem, this work introduces the Krylov subspace method to the building science field. Technical issues of applying the method to building applications are addressed and a suitable algorithm that overcomes those challenges is presented. Furthermore, to demonstrate the reliability of the algorithm, comparisons between the resulted reduced-order model (ROM) and a high-fidelity model from a commercial BES software for a 60-zone case study building are provided. The ROM was a factor of 100 faster than the high fidelity model but with high accuracy.
32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
Improving the Convergence Rate of Parareal-in-time Power System Simulation using the Krylov Subspace
The performance of parareal-in-time algorithms is determined on the number of sequential, coarse step iterations. A common tradeoff in designing an efficient parareal-in-time algorithm is between accuracy of the coarse solver and the number of iterations. Traditional parareal implementation for the power system simulation can also have difficulties handling complex power systems. In this paper, we propose a Krylov subspace enhanced parareal algorithm to reduce the number of coarse iterations. The proposed approach is demonstrated on a single-machine-infinite-bus system and the IEEE 10-machine 39-bus system. Noticeable decrease of number of iterations is observed in both cases.
Duan, Nan↗
On Coarse Grid Correction Methods in Krylov Subspaces
Two approaches using coarse grid correction in the course of a certain Krylov iterative process are presented. The aim of the correction is to accelerate the iterations. These approaches are based on an approximation of the function sought for by simple basis functions having finite supports. Additional acceleration can be achieved if the iterative process is restarted and the approximate solution is refined. In this case, the resulting process turns out to be a two-level preconditioned method. The influence of different parameters of the iterative process on its convergence is demonstrated by numerical results.
97 MATHEMATICS AND COMPUTING↗
Fast-forwarding quantum simulation with real-time quantum Krylov subspace algorithms
Quantum subspace diagonalization (QSD) algorithms have emerged as a competitive family of algorithms that avoid many of the optimization pitfalls associated with parameterized quantum circuit algorithms. While the vast majority of the QSD algorithms have focused on solving the eigenpair problem for ground, excited-state, and thermal observable estimation, there has been a lot less work in considering QSD algorithms for the problem of quantum dynamical simulation. In this work, we propose several quantum Krylov fast-forwarding (QKFF) algorithms capable of predicting long-time dynamics well beyond the coherence time of current quantum hardware. Our algorithms use real-time evolved Krylov basis states prepared on the quantum computer and a multi-reference subspace method to ensure convergence towards high-fidelity, long-time dynamics. In particular, we show that the proposed multi-reference methodology provides a systematic way of trading off circuit depth with classical post-processing complexity. Further, we also demonstrate the efficacy of our approach through numerical implementations for several quantum chemistry problems including the calculation of the auto-correlation and dipole moment correlation functions.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Two-Level Least Squares Methods in Krylov Subspaces
Two-level least squares acceleration approaches are applied to the Chebyshev acceleration method and the restarted conjugate residual method in solving systems of linear algebraic equations with sparse unsymmetric coefficient matrices arising from finite volume or finite element approximations of boundary-value problems on irregular grids. Application of the proposed idea to other iterative restarted processes also is considered. The efficiency of the algorithms suggested is investigated numerically on a set of model Dirichlet problems for the convection-diffusion equation.
97 MATHEMATICS AND COMPUTING↗
Harmonic Balance Method for Large-Scale Models with Krylov Subspace Recycling.
Abstract not provided.
Kuether, Robert↗