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All sourcesNASA NTRSDOE OSTI
NASA NTRS1993

Review and analysis of dense linear system solver package for distributed memory machines

A dense linear system solver package recently developed at the University of Texas at Austin for distributed memory machine (e.g. Intel Paragon) has been reviewed and analyzed. The package contains about 45 software routines, some written in FORTRAN, and some in C-language, and forms the basis for parallel/distributed solutions of systems of linear equations encountered in many problems of scientific and engineering nature. The package, being studied by the Computer Applications Branch of the Analysis and Computation Division, may provide a significant computational resource for NASA scientists and engineers in parallel/distributed computing. Since the package is new and not well tested or documented, many of its underlying concepts and implementations were unclear; our task was to review, analyze, and critique the package as a step in the process that will enable scientists and engineers to apply it to the solution of their problems. All routines in the package were reviewed and analyzed. Underlying theory or concepts which exist in the form of published papers or technical reports, or memos, were either obtained from the author, or from the scientific literature; and general algorithms, explanations, examples, and critiques have been provided to explain the workings of these programs. Wherever the things were still unclear, communications were made with the developer (author), either by telephone or by electronic mail, to understand the workings of the routines. Whenever possible, tests were made to verify the concepts and logic employed in their implementations. A detailed report is being separately documented to explain the workings of these routines.

Narang, H. N.↗
NASA NTRS1994

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speedup is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

DISTRIBUTED MEMORY MULTIPROCES↗
NASA NTRS1993

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

Zhang, Hong↗
NASA NTRS2002

Higher Order, Hybrid BEM/FEM Methods Applied to Antenna Modeling

In this presentation, the authors address topics relevant to higher order modeling using hybrid BEM/FEM formulations. The first of these is the limitation on convergence rates imposed by geometric modeling errors in the analysis of scattering by a dielectric sphere. The second topic is the application of an Incomplete LU Threshold (ILUT) preconditioner to solve the linear system resulting from the BEM/FEM formulation. The final tOpic is the application of the higher order BEM/FEM formulation to antenna modeling problems. The authors have previously presented work on the benefits of higher order modeling. To achieve these benefits, special attention is required in the integration of singular and near-singular terms arising in the surface integral equation. Several methods for handling these terms have been presented. It is also well known that achieving ~he high rates of convergence afforded by higher order bases may als'o require the employment of higher order geometry models. A number of publications have described the use of quadratic elements to model curved surfaces. The authors have shown in an EFIE formulation, applied to scattering by a PEC .sphere, that quadratic order elements may be insufficient to prevent the domination of modeling errors. In fact, on a PEC sphere with radius r = 0.58 Lambda(sub 0), a quartic order geometry representation was required to obtain a convergence benefi.t from quadratic bases when compared to the convergence rate achieved with linear bases. Initial trials indicate that, for a dielectric sphere of the same radius, - requirements on the geometry model are not as severe as for the PEC sphere. The authors will present convergence results for higher order bases as a function of the geometry model order in the hybrid BEM/FEM formulation applied to dielectric spheres. It is well known that the system matrix resulting from the hybrid BEM/FEM formulation is ill -conditioned. For many real applications, a good preconditioner is required to obtain usable convergence from an iterative solver. The authors have examined the use of an Incomplete LU Threshold (ILUT) preconditioner . to solver linear systems stemming from higher order BEM/FEM formulations in 2D scattering problems. Although the resulting preconditioner provided aD excellent approximation to the system inverse, its size in terms of non-zero entries represented only a modest improvement when compared with the fill-in associated with a sparse direct solver. Furthermore, the fill-in of the preconditioner could not be substantially reduced without the occurrence of instabilities. In addition to the results for these 2D problems, the authors will present iterative solution data from the application of the ILUT preconditioner to 3D problems.

Fink, P. W.↗
NASA NTRS1987

Principles for problem aggregation and assignment in medium scale multiprocessors

One of the most important issues in parallel processing is the mapping of workload to processors. This paper considers a large class of problems having a high degree of potential fine grained parallelism, and execution requirements that are either not predictable, or are too costly to predict. The main issues in mapping such a problem onto medium scale multiprocessors are those of aggregation and assignment. We study a method of parameterized aggregation that makes few assumptions about the workload. The mapping of aggregate units of work onto processors is uniform, and exploits locality of workload intensity to balance the unknown workload. In general, a finer aggregate granularity leads to a better balance at the price of increased communication/synchronization costs; the aggregation parameters can be adjusted to find a reasonable granularity. The effectiveness of this scheme is demonstrated on three model problems: an adaptive one-dimensional fluid dynamics problem with message passing, a sparse triangular linear system solver on both a shared memory and a message-passing machine, and a two-dimensional time-driven battlefield simulation employing message passing. Using the model problems, the tradeoffs are studied between balanced workload and the communication/synchronization costs. Finally, an analytical model is used to explain why the method balances workload and minimizes the variance in system behavior.

Nicol, David M.↗
NASA NTRS1989

Krylov methods preconditioned with incompletely factored matrices on the CM-2

The performance is measured of the components of the key interative kernel of a preconditioned Krylov space interative linear system solver. In some sense, these numbers can be regarded as best case timings for these kernels. Sweeps were timed over meshes, sparse triangular solves, and inner products on a large 3-D model problem over a cube shaped domain discretized with a seven point template. The performance of the CM-2 is highly dependent on the use of very specialized programs. These programs mapped a regular problem domain onto the processor topology in a careful manner and used the optimized local NEWS communications network. The rather dramatic deterioration in performance was documented when these ideal conditions no longer apply. A synthetic workload generator was developed to produce and solve a parameterized family of increasingly irregular problems.

Berryman, Harry↗
NASA NTRS1995

Three-dimensional aerodynamic shape optimization using discrete sensitivity analysis

An aerodynamic shape optimization procedure based on discrete sensitivity analysis is extended to treat three-dimensional geometries. The function of sensitivity analysis is to directly couple computational fluid dynamics (CFD) with numerical optimization techniques, which facilitates the construction of efficient direct-design methods. The development of a practical three-dimensional design procedures entails many challenges, such as: (1) the demand for significant efficiency improvements over current design methods; (2) a general and flexible three-dimensional surface representation; and (3) the efficient solution of very large systems of linear algebraic equations. It is demonstrated that each of these challenges is overcome by: (1) employing fully implicit (Newton) methods for the CFD analyses; (2) adopting a Bezier-Bernstein polynomial parameterization of two- and three-dimensional surfaces; and (3) using preconditioned conjugate gradient-like linear system solvers. Whereas each of these extensions independently yields an improvement in computational efficiency, the combined effect of implementing all the extensions simultaneously results in a significant factor of 50 decrease in computational time and a factor of eight reduction in memory over the most efficient design strategies in current use. The new aerodynamic shape optimization procedure is demonstrated in the design of both two- and three-dimensional inviscid aerodynamic problems including a two-dimensional supersonic internal/external nozzle, two-dimensional transonic airfoils (resulting in supercritical shapes), three-dimensional transport wings, and three-dimensional supersonic delta wings. Each design application results in realistic and useful optimized shapes.

Burgreen, Gregory W.↗
NASA NTRS1977

A block iterative LU solver for weakly coupled linear systems

A hybrid technique, called the block iterative LU solver, is proposed for solving the linear equations resulting from a finite element numerical analysis of certain fluid dynamics problems where the equations are weakly coupled between distinct sets of variables. Either the block Jacobi iterative method or the block Gauss-Seidel iterative solver is combined with LU decomposition.

Cooke, C. H.↗
NASA NTRS2002

ASTROP2-LE: A Mistuned Aeroelastic Analysis System Based on a Two Dimensional Linearized Euler Solver

An aeroelastic analysis system for flutter and forced response analysis of turbomachines based on a two-dimensional linearized unsteady Euler solver has been developed. The ASTROP2 code, an aeroelastic stability analysis program for turbomachinery, was used as a basis for this development. The ASTROP2 code uses strip theory to couple a two dimensional aerodynamic model with a three dimensional structural model. The code was modified to include forced response capability. The formulation was also modified to include aeroelastic analysis with mistuning. A linearized unsteady Euler solver, LINFLX2D is added to model the unsteady aerodynamics in ASTROP2. By calculating the unsteady aerodynamic loads using LINFLX2D, it is possible to include the effects of transonic flow on flutter and forced response in the analysis. The stability is inferred from an eigenvalue analysis. The revised code, ASTROP2-LE for ASTROP2 code using Linearized Euler aerodynamics, is validated by comparing the predictions with those obtained using linear unsteady aerodynamic solutions.

Reddy, T. S. R.↗
NASA NTRS2016

Applied Time Domain Stability Margin Assessment for Nonlinear Time-Varying Systems

The baseline stability margins for NASA's Space Launch System (SLS) launch vehicle were generated via the classical approach of linearizing the system equations of motion and determining the gain and phase margins from the resulting frequency domain model. To improve the fidelity of the classical methods, the linear frequency domain approach can be extended by replacing static, memoryless nonlinearities with describing functions. This technique, however, does not address the time varying nature of the dynamics of a launch vehicle in flight. An alternative technique for the evaluation of the stability of the nonlinear launch vehicle dynamics along its trajectory is to incrementally adjust the gain and/or time delay in the time domain simulation until the system exhibits unstable behavior. This technique has the added benefit of providing a direct comparison between the time domain and frequency domain tools in support of simulation validation. This technique was implemented by using the Stability Aerospace Vehicle Analysis Tool (SAVANT) computer simulation to evaluate the stability of the SLS system with the Adaptive Augmenting Control (AAC) active and inactive along its ascent trajectory. The gains for which the vehicle maintains apparent time-domain stability defines the gain margins, and the time delay similarly defines the phase margin. This method of extracting the control stability margins from the time-domain simulation is relatively straightforward and the resultant margins can be compared to the linearized system results. The sections herein describe the techniques employed to extract the time-domain margins, compare the results between these nonlinear and the linear methods, and provide explanations for observed discrepancies. The SLS ascent trajectory was simulated with SAVANT and the classical linear stability margins were evaluated at one second intervals. The linear analysis was performed with the AAC algorithm disabled to attain baseline stability margins. At each time point, the system was linearized about the current operating point using Simulink's built-in solver. Each linearized system in time was evaluated for its rigid-body gain margin (high frequency gain margin), rigid-body phase margin, and aero gain margin (low frequency gain margin) for each control axis. Using the stability margins derived from the baseline linearization approach, the time domain derived stability margins were determined by executing time domain simulations in which axis-specific incremental gain and phase adjustments were made to the nominal system about the expected neutral stability point at specific flight times. The baseline stability margin time histories were used to shift the system gain to various values around the zero margin point such that a precise amount of expected gain margin was maintained throughout flight. When assessing the gain margins, the gain was applied starting at the time point under consideration, thereafter following the variation in the margin found in the linear analysis. When assessing the rigid-body phase margin, a constant time delay was applied to the system starting at the time point under consideration. If the baseline stability margins were correctly determined via the linear analysis, the time domain simulation results should contain unstable behavior at certain gain and phase values. Examples will be shown from repeated simulations with variable added gain and phase lag. Faithfulness of margins calculated from the linear analysis to the nonlinear system will be demonstrated.

Kiefer, J. M.↗
NASA NTRS1990

Fast secant methods for the iterative solution of large nonsymmetric linear systems

A family of secant methods based on general rank-1 updates was revisited in view of the construction of iterative solvers for large non-Hermitian linear systems. As it turns out, both Broyden's good and bad update techniques play a special role, but should be associated with two different line search principles. For Broyden's bad update technique, a minimum residual principle is natural, thus making it theoretically comparable with a series of well known algorithms like GMRES. Broyden's good update technique, however, is shown to be naturally linked with a minimum next correction principle, which asymptotically mimics a minimum error principle. The two minimization principles differ significantly for sufficiently large system dimension. Numerical experiments on discretized partial differential equations of convection diffusion type in 2-D with integral layers give a first impression of the possible power of the derived good Broyden variant.

Deuflhard, Peter↗
NASA NTRS2000

Three-Dimensional Nacelle Aeroacoustics Code With Application to Impedance Education

A three-dimensional nacelle acoustics code that accounts for uniform mean flow and variable surface impedance liners is developed. The code is linked to a commercial version of the NASA-developed General Purpose Solver (for solution of linear systems of equations) in order to obtain the capability to study high frequency waves that may require millions of grid points for resolution. Detailed, single-processor statistics for the performance of the solver in rigid and soft-wall ducts are presented. Over the range of frequencies of current interest in nacelle liner research, noise attenuation levels predicted from the code were in excellent agreement with those predicted from mode theory. The equation solver is memory efficient, requiring only a small fraction of the memory available on modern computers. As an application, the code is combined with an optimization algorithm and used to reduce the impedance spectrum of a ceramic liner. The primary problem with using the code to perform optimization studies at frequencies above I1kHz is the excessive CPU time (a major portion of which is matrix assembly). The research recommends that research be directed toward development of a rapid sparse assembler and exploitation of the multiprocessor capability of the solver to further reduce CPU time.

Watson, Willie R.↗
NASA NTRS1983

A new algorithm for constrained nonlinear least-squares problems, part 1

A Gauss-Newton algorithm is presented for solving nonlinear least squares problems. The problem statement may include simple bounds or more general constraints on the unknowns. The algorithm uses a trust region that allows the objective function to increase with logic for retreating to best values. The computations for the linear problem are done using a least squares system solver that allows for simple bounds and linear constraints. The trust region limits are defined by a box around the current point. In its current form the algorithm is effective only for problems with small residuals, linear constraints and dense Jacobian matrices. Results on a set of test problems are encouraging.

Hanson, R. J.↗
NASA NTRSDate not supplied

A Nonlinear Schur Complement Solver for CFD-Based Multidisciplinary Models

CFD-based multidisciplinary models are the fundamental building blocks of multidis- ciplinary design optimization frameworks. Linear and nonlinear solutions of these coupled models are difficult, especially when the Jacobian matrices represent a saddle point problem, where a block-diagonal corresponding to a discipline is non-invertible. These scenarios necessitate the use of a coupled solver algorithm such as the Newton’s method instead of the popular block Gauss– Seidel-based methods because of this non-invertible block. To address this challenge, we introduce a nonlinear Schur complement solver suitable for CFD-based multidisciplinary models. The solver leverages the specialized linear and nonlinear solvers of the CFD code, and therefore, does not require the solution of a large coupled linear system as the coupled Newton’s method. Further- more, because the solver primarily uses the specialized linear and nonlinear solvers of the CFD code, it does not suffer from the same robustness limitations as the coupled Newton’s method. In this work, we will implement this solver in NASA’s OpenMDAO framework and demonstrate its effectiveness using a CFD-based aeropropulsive model. The solver will contribute to the develop- ment of aeropropulsive design optimization and CFD-based design optimization methods with the ultimate goal of accelerating the design and integration of advanced propulsion systems.

Nonlinear Solvers↗
NASA NTRS1993

Preconditioned conjugate-gradient methods for low-speed flow calculations

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations is integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the Lower-Upper Successive Symmetric Over-Relaxation iterative scheme is more efficient than a preconditioner based on Incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional Line Gauss-Seidel Relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

Ajmani, Kumud↗
NASA NTRS1993

Preconditioned Conjugate Gradient methods for low speed flow calculations

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations are integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and the convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the lower-upper (L-U)-successive symmetric over-relaxation iterative scheme is more efficient than a preconditioner based on incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional line Gauss-Seidel relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

Ajmani, Kumud↗
NASA NTRS1993

Three-dimensional unstructured grid Euler computations using a fully-implicit, upwind method

A method has been developed to solve the Euler equations on a three-dimensional unstructured grid composed of tetrahedra. The method uses an upwind flow solver with a linearized, backward-Euler time integration scheme. Each time step results in a sparse linear system of equations which is solved by an iterative, sparse matrix solver. Local-time stepping, switched evolution relaxation (SER), preconditioning and reuse of the Jacobian are employed to accelerate the convergence rate. Implicit boundary conditions were found to be extremely important for fast convergence. Numerical experiments have shown that convergence rates comparable to that of a multigrid, central-difference scheme are achievable on the same mesh. Results are presented for several grids about an ONERA M6 wing.

Whitaker, David L.↗
NASA NTRS1990

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 2

It is shown how the look-ahead Lanczos process (combined with a quasi-minimal residual QMR) approach) can be used to develop a robust black box solver for large sparse non-Hermitian linear systems. Details of an implementation of the resulting QMR algorithm are presented. It is demonstrated that the QMR method is closely related to the biconjugate gradient (BCG) algorithm; however, unlike BCG, the QMR algorithm has smooth convergence curves and good numerical properties. We report numerical experiments with our implementation of the look-ahead Lanczos algorithm, both for eigenvalue problem and linear systems. Also, program listings of FORTRAN implementations of the look-ahead algorithm and the QMR method are included.

Freund, Roland W.↗