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NASA NTRS1992

Block LU factorization

Many of the currently popular 'block algorithms' are scalar algorithms in which the operations have been grouped and reordered into matrix operations. One genuine block algorithm in practical use is block LU factorization, and this has recently been shown by Demmel and Higham to be unstable in general. It is shown here that block LU factorization is stable if A is block diagonally dominant by columns. Moreover, for a general matrix the level of instability in block LU factorization can be founded in terms of the condition number kappa(A) and the growth factor for Gaussian elimination without pivoting. A consequence is that block LU factorization is stable for a matrix A that is symmetric positive definite or point diagonally dominant by rows or columns as long as A is well-conditioned.

Demmel, James W.↗
NASA NTRS1986

A new approximate LU factorization scheme for the Reynolds-averaged Navier-Stokes equations

A new approximate LU factorization scheme is developed to solve the steady state Reynolds-averaged Navier-Stokes (NS) equations. Central differencing is used for both implicit and explicit operator and special care is taken to obtain well-conditioned factors on the implicit side. The scheme is then analyzed and optimized according to a simple linear analysis. It is unconditionally stable for the model hyperbolic equation in both two- and three-dimensions. However, the requirement for well-conditioned factors has essentially limited the effective time step the scheme can achieve. Supersonic and transonic three-dimensinal flows past a hemisphere cylinder are computed to demonstrate the convergence characteristics of the scheme. A good convergence rate is achieved for the inviscid case. Finally, an explicit eigenvector annihilation procedure is adopted successfully to remove the stiffness caused by the fine grid spacing for viscous flows.

Pan, D.↗
NASA NTRS1992

Upwind differencing and LU factorization for chemical non-equilibrium Navier-Stokes equations

By means of either the Roe or the Van Leer flux-splittings for inviscid terms, in conjunction with central differencing for viscous terms in the explicit operator and the Steger-Warming splitting and lower-upper approximate factorization for the implicit operator, the present, robust upwind method for solving the chemical nonequilibrium Navier-Stokes equations yields formulas for finite-volume discretization in general coordinates. Numerical tests in the illustrative cases of a hypersonic blunt body, a ramped duct, divergent nozzle flows, and shock wave/boundary layer interactions, establish the method's efficiency.

Shuen, Jian-Shun↗
NASA NTRS1988

Navier-Stokes simulation of wind-tunnel flow using LU-ADI factorization algorithm

The three dimensional Navier-Stokes solution code using the LU-ADI factorization algorithm was employed to simulate the workshop test cases of transonic flow past a wing model in a wind tunnel and in free air. The effect of the tunnel walls is well demonstrated by the present simulations. An Amdahl 1200 supercomputer having 128 Mbytes main memory was used for these computations.

Obayashi, Shigeru↗
NASA NTRS1988

Navier-Stokes simulation of wind-tunnel flow using LU-ADI factorization algorithm

The three dimensional Navier-Stokes solution code using the LU-ADI factorization algorithm was employed to simulate the workshop test cases of transonic flow past a wing model in a wind tunnel and in free air. The effect of the tunnel walls is well demonstrated by the present simulations. An Amdahl 1200 supercomputer having 128 Mbytes main memory was used for these computations.

Obayashi, Shigeru↗
NASA NTRS2008

Direct Solve of Electrically Large Integral Equations for Problem Sizes to 1M Unknowns

Matrix methods for solving integral equations via direct solve LU factorization are presently limited to weeks to months of very expensive supercomputer time for problems sizes of several hundred thousand unknowns. This report presents matrix LU factor solutions for electromagnetic scattering problems for problem sizes to one million unknowns with thousands of right hand sides that run in mere days on PC level hardware. This EM solution is accomplished by utilizing the numerical low rank nature of spatially blocked unknowns using the Adaptive Cross Approximation for compressing the rank deficient blocks of the system Z matrix, the L and U factors, the right hand side forcing function and the final current solution. This compressed matrix solution is applied to a frequency domain EM solution of Maxwell's equations using standard Method of Moments approach. Compressed matrix storage and operations count leads to orders of magnitude reduction in memory and run time.

Shaeffer, John↗
NASA NTRS1989

Algorithm For Solution Of Navier-Stokes Equations

Advantages of two previous algorithms combined. Steady-state Navier-Stokes equations put in implicit finite-difference form solved by approximate Newton iteration. LU-SSOR scheme is new relaxation method combining advantages of LU factorization with Gauss-Seidel relaxation. Vectorizable LU-SSOR scheme, based on central differences, requires scalar diagonal inversions. Application of scheme to approximate Newton iteration of Navier-Stokes equations yields set of equations requiring no implicit smoothing on left side. Only adaptive, total-variation-diminishing, flux-limited dissipation terms added to right side. Algorithm used to predict laminar, turbulent, and hypersonic flows.

Yoon, Seokkwan↗
NASA NTRS1989

Bunch-Kaufman factorization for real symmetric indefinite banded matrices

The Bunch-Kaufman algorithm for factoring symmetric indefinite matrices was rejected for banded matrices because it destroys the banded structure of the matrix. Herein, it is shown that for a subclass of real symmetric matrices which arise in solving the generalized eigenvalue problem using Lanczos's method, the Bunch-Kaufman algorithm does not result in major destruction of the bandwidth. Space time complexities of the algorithm are given and used to show that the Bunch-Kaufman algorithm is a significant improvement over LU factorization.

Jones, Mark T.↗
NASA NTRS1984

Algorithms for solving large sparse systems of simultaneous linear equations on vector processors

Very efficient algorithms for solving large sparse systems of simultaneous linear equations have been developed for serial processing computers. These involve a reordering of matrix rows and columns in order to obtain a near triangular pattern of nonzero elements. Then an LU factorization is developed to represent the matrix inverse in terms of a sequence of elementary Gaussian eliminations, or pivots. In this paper it is shown how these algorithms are adapted for efficient implementation on vector processors. Results obtained on the CYBER 200 Model 205 are presented for a series of large test problems which show the comparative advantages of the triangularization and vector processing algorithms.

David, R. E.↗
NASA NTRS1987

Solving finite element equations on concurrent computers

This paper discusses the development of a concurrent algorithm for the solution of systems of equations arising in finite element applications. The approach is based on a hybrid of direct elimination method and preconditioned conjugate iteration. Two different preconditioners are used; diagonal scaling and a concurrent implementation of incomplete LU factorization. First, an automatic procedure is used to partition the finite element mesh into sub-structures. The particular mesh partition is chosen to minimize an estimate of the cost for evaluating the solution using this algorithm on a concurrent computer. These procedures are implemented in a finite element program on the JPL/CalTech MARK III hypercube computer. An overview of the structure of this program is presented. The performance of the solution method is demonstrated with the aid of a number of numerical test runs, and its advantages for concurrent implementations are discussed. Efficiency and speed-up factors over sequential machines for the numerical examples are highlighted.

Nour-Omid, B.↗
NASA NTRS1989

A nearly-linear computational-cost scheme for the forward dynamics of an N-body pendulum

The dynamic equations of motion of an n-body pendulum with spherical joints are derived to be a mixed system of differential and algebraic equations (DAE's). The DAE's are kept in implicit form to save arithmetic and preserve the sparsity of the system and are solved by the robust implicit integration method. At each solution point, the predicted solution is corrected to its exact solution within given tolerance using Newton's iterative method. For each iteration, a linear system of the form J delta X = E has to be solved. The computational cost for solving this linear system directly by LU factorization is O(n exp 3), and it can be reduced significantly by exploring the structure of J. It is shown that by recognizing the recursive patterns and exploiting the sparsity of the system the multiplicative and additive computational costs for solving J delta X = E are O(n) and O(n exp 2), respectively. The formulation and solution method for an n-body pendulum is presented. The computational cost is shown to be nearly linearly proportional to the number of bodies.

Chou, Jack C. K.↗
NASA NTRS1990

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.↗
NASA NTRS1991

Implicit solvers for unstructured meshes

Implicit methods were developed and tested for unstructured mesh computations. The approximate system which arises from the Newton linearization of the nonlinear evolution operator is solved by using the preconditioned GMRES (Generalized Minimum Residual) technique. Three different preconditioners were studied, namely, the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over relaxation (SSOR). The preconditioners were optimized to have good vectorization properties. SSOR and ILU were also studied as iterative schemes. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also studied. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗
NASA NTRS1991

Implicit solvers for unstructured meshes

Implicit methods for unstructured mesh computations are developed and tested. The approximate system which arises from the Newton-linearization of the nonlinear evolution operator is solved by using the preconditioned generalized minimum residual technique. These different preconditioners are investigated: the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over-relaxation (SSOR). The preconditioners have been optimized to have good vectorization properties. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also investigated. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗
NASA NTRS1993

Implicit treatment of diffusion terms in lower-upper algorithms

A method is presented which allows diffusion terms to be treated implicitly in the lower-upper (LU) algorithm (which is a commonly used method for solving 'compressible' Euler and Navier-Stokes equations) so that the algorithm's good stability properties will not be impaired. The new method generalizes the concept of LU factorization from that associated with the sign of eigenvalues to that associated with backward- and forward-difference operators without regard to eigenvalues. The method is verified in a turbulent boundary layer study.

Shih, T. I.-P.↗
NASA NTRS1994

Aeroacoustic sensitivity analysis and optimal aeroacoustic design of turbomachinery blades

During the first year of the project, we have developed a theoretical analysis - and wrote a computer code based on this analysis - to compute the sensitivity of unsteady aerodynamic loads acting on airfoils in cascades due to small changes in airfoil geometry. The steady and unsteady flow though a cascade of airfoils is computed using the full potential equation. Once the nominal solutions have been computed, one computes the sensitivity. The analysis takes advantage of the fact that LU decomposition is used to compute the nominal steady and unsteady flow fields. If the LU factors are saved, then the computer time required to compute the sensitivity of both the steady and unsteady flows to changes in airfoil geometry is quite small. The results to date are quite encouraging, and may be summarized as follows: (1) The sensitivity procedure has been validated by comparing the results obtained by 'finite difference' techniques, that is, computing the flow using the nominal flow solver for two slightly different airfoils and differencing the results. The 'analytic' solution computed using the method developed under this grant and the finite difference results are found to be in almost perfect agreement. (2) The present sensitivity analysis is computationally much more efficient than finite difference techniques. We found that using a 129 by 33 node computational grid, the present sensitivity analysis can compute the steady flow sensitivity about ten times more efficiently that the finite difference approach. For the unsteady flow problem, the present sensitivity analysis is about two and one-half times as fast as the finite difference approach. We expect that the relative efficiencies will be even larger for the finer grids which will be used to compute high frequency aeroacoustic solutions. Computational results show that the sensitivity analysis is valid for small to moderate sized design perturbations. (3) We found that the sensitivity analysis provided important insight into how airfoils should be modified to improve their aeroelastic stability. Using this insight, we redesigned an aeroelastically unstable cascade to produce a stable cascade.

Hall, Kenneth C.↗
NASA NTRS1998

A Parallel Non-Overlapping Domain-Decomposition Algorithm for Compressible Fluid Flow Problems on Triangulated Domains

This paper considers an algebraic preconditioning algorithm for hyperbolic-elliptic fluid flow problems. The algorithm is based on a parallel non-overlapping Schur complement domain-decomposition technique for triangulated domains. In the Schur complement technique, the triangulation is first partitioned into a number of non-overlapping subdomains and interfaces. This suggests a reordering of triangulation vertices which separates subdomain and interface solution unknowns. The reordering induces a natural 2 x 2 block partitioning of the discretization matrix. Exact LU factorization of this block system yields a Schur complement matrix which couples subdomains and the interface together. The remaining sections of this paper present a family of approximate techniques for both constructing and applying the Schur complement as a domain-decomposition preconditioner. The approximate Schur complement serves as an algebraic coarse space operator, thus avoiding the known difficulties associated with the direct formation of a coarse space discretization. In developing Schur complement approximations, particular attention has been given to improving sequential and parallel efficiency of implementations without significantly degrading the quality of the preconditioner. A computer code based on these developments has been tested on the IBM SP2 using MPI message passing protocol. A number of 2-D calculations are presented for both scalar advection-diffusion equations as well as the Euler equations governing compressible fluid flow to demonstrate performance of the preconditioning algorithm.

Barth, Timothy J.↗