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An implementation of the QMR method based on coupled two-term recurrences

The authors have proposed a new Krylov subspace iteration, the quasi-minimal residual algorithm (QMR), for solving non-Hermitian linear systems. In the original implementation of the QMR method, the Lanczos process with look-ahead is used to generate basis vectors for the underlying Krylov subspaces. In the Lanczos algorithm, these basis vectors are computed by means of three-term recurrences. It has been observed that, in finite precision arithmetic, vector iterations based on three-term recursions are usually less robust than mathematically equivalent coupled two-term vector recurrences. This paper presents a look-ahead algorithm that constructs the Lanczos basis vectors by means of coupled two-term recursions. Implementation details are given, and the look-ahead strategy is described. A new implementation of the QMR method, based on this coupled two-term algorithm, is described. A simplified version of the QMR algorithm without look-ahead is also presented, and the special case of QMR for complex symmetric linear systems is considered. Results of numerical experiments comparing the original and the new implementations of the QMR method are reported.

Freund, Roland W.↗

Hybrid position/force control of multi-arm cooperating robots

This paper extends the theory of hybrid position/force control to the case of multi-arm cooperating robots. Cooperation between n robot arms is achieved by controlling each arm such that the burden of actuation is shared between the arms in a nonconflicting way as they control the position of and force on a designated point on an object. The object, which may or may not be in contact with a rigid environment, is assumed to be held rigidly by n robot end-effectors. Natural and artificial position and force constraints are defined for a point on the object and two selection matrices are obtained to control the arms. The position control loops are designed based on each manipulator's Cartesian space dynamic equations. In the position control subspace, a feature is provided which allows the robot arms to exert additional forces/torques to achieve compression, tension, or torsion in the object without affecting the execution of the motion trajectories. In the force control subspace, a method is introduced to minimize the total force/torque magnitude square while realizing the net desired force/torque on the environment.

Hayati, Samad↗

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland W.↗

An Active Subspace Method for Accelerating Convergence in Delaunay-Based Optimization via Dimension Reduction

Delaunay-based derivative-free optimization, ∆DOGS, is an efficient and provably-convergent global optimization method for the problems which has computationally expensive objection function and the analytical expression for the objective function is not available. ∆-DOGS is a novel optimization scheme in the family of response surface methods (RSMs); however, it suffers from the curse of dimensionality since the computational cost increases dramatically as the number of design parameters increases. As a result, the number of design parameters in ∆-DOGS algorithm is relatively low (n.10). To avoid such problems, this paper proposes a combination of derivative-free optimization, seeking the global minimizer of an expensive and nonconvex objective function f(x) and active subspace method, detecting the directions of the most variability using evaluations of the gradient. The contribution of other directions to the objective function is bounded by a sufficiently small constant. This new algorithm iteratively applied Delaunay-based derivative-free optimization to seek the minimizer on the d-dimensional active subspace that has most function variation. Inverse mapping is needed to project data from active subspace to full-model for evaluating function values. This task is overcome by solving an inequality constrained problem that curves the response surface of the objective function. The test results show that this strategy is effective on a handful of optimization problems.

Bewley, Thomas R.↗

Implementation of non-hierarchic decomposition for multidisciplinary system optimization

Modular prototype software has been designed to implement the method of non-hierarchic decomposition for optimization of coupled, multidisciplinary systems. The modules are intended to be run concurrently on separate processors and to automate all aspects of the method except for the objective function and subspace analysis subroutines, which are inherently problem-dependent. Minimal analysis of problem structure is required, since the software is designed to handle arbitrary system coupling with full generality. The basic feasibility of the approach has been confirmed using six example problems, with varying degrees of lateral coupling among the subspace constraints and dependent variables. Results are given for two of the test problems.

Eason, Ernest D.↗

Extending substructure based iterative solvers to multiple load and repeated analyses

Direct solvers currently dominate commercial finite element structural software, but do not scale well in the fine granularity regime targeted by emerging parallel processors. Substructure based iterative solvers--often called also domain decomposition algorithms--lend themselves better to parallel processing, but must overcome several obstacles before earning their place in general purpose structural analysis programs. One such obstacle is the solution of systems with many or repeated right hand sides. Such systems arise, for example, in multiple load static analyses and in implicit linear dynamics computations. Direct solvers are well-suited for these problems because after the system matrix has been factored, the multiple or repeated solutions can be obtained through relatively inexpensive forward and backward substitutions. On the other hand, iterative solvers in general are ill-suited for these problems because they often must restart from scratch for every different right hand side. In this paper, we present a methodology for extending the range of applications of domain decomposition methods to problems with multiple or repeated right hand sides. Basically, we formulate the overall problem as a series of minimization problems over K-orthogonal and supplementary subspaces, and tailor the preconditioned conjugate gradient algorithm to solve them efficiently. The resulting solution method is scalable, whereas direct factorization schemes and forward and backward substitution algorithms are not. We illustrate the proposed methodology with the solution of static and dynamic structural problems, and highlight its potential to outperform forward and backward substitutions on parallel computers. As an example, we show that for a linear structural dynamics problem with 11640 degrees of freedom, every time-step beyond time-step 15 is solved in a single iteration and consumes 1.0 second on a 32 processor iPSC-860 system; for the same problem and the same parallel processor, a pair of forward/backward substitutions at each step consumes 15.0 seconds.

Farhat, Charbel↗

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗

Towards a generalized computational fluid dynamics technique for all Mach numbers

Currently there exists no single unified approach for efficiently and accurately solving computational fluid dynamics (CFD) problems across the Mach number regime, from truly low speed incompressible flows to hypersonic speeds. There are several CFD codes that have evolved into sophisticated prediction tools with a wide variety of features including multiblock capabilities, generalized chemistry and thermodynamics models among other features. However, as these codes evolve, the demand placed on the end user also increases simply because of the myriad of features that are incorporated into these codes. In order for a user to be able to solve a wide range of problems, several codes may be needed requiring the user to be familiar with the intricacies of each code and their rather complicated input files. Moreover, the cost of training users and maintaining several codes becomes prohibitive. The objective of the current work is to extend the compressible, characteristic-based, thermochemical nonequilibrium Navier-Stokes code GASP to very low speed flows and simultaneously improve convergence at all speeds. Before this work began, the practical speed range of GASP was Mach numbers on the order of 0.1 and higher. In addition, a number of new techniques have been developed for more accurate physical and numerical modeling. The primary focus has been on the development of optimal preconditioning techniques for the Euler and the Navier-Stokes equations with general finite-rate chemistry models and both equilibrium and nonequilibrium thermodynamics models. We began with the work of Van Leer, Lee, and Roe for inviscid, one-dimensional perfect gases and extended their approach to include three-dimensional reacting flows. The basic steps required to accomplish this task were a transformation to stream-aligned coordinates, the formulation of the preconditioning matrix, incorporation into both explicit and implicit temporal integration schemes, and modification of the numerical flux formulae. In addition, we improved the convergence rate of the implicit time integration schemes in GASP through the use of inner iteration strategies and the use of the GMRES (General Minimized Resisual) which belongs to the class of algorithms referred to as Krylov subspace iteration. Finally, we significantly improved the practical utility of GASP through the addition of mesh sequencing, a technique in which computations begin on a coarse grid and get interpolated onto successively finer grids. The fluid dynamic problems of interest to the propulsion community involve complex flow physics spanning different velocity regimes and possibly involving chemical reactions. This class of problems results in widely disparate time scales causing numerical stiffness. Even in the absence of chemical reactions, eigenvalue stiffness manifests itself at transonic and very low speed flows which can be quantified by the large condition number of the system and evidenced by slow convergence rates. This results in the need for thorough numerical analysis and subsequent implementation of sophisticated numerical techniques for these difficult yet practical problems. As a result of this work, we have been able to extend the range of applicability of compressible codes to very low speed inviscid flows (M = .001) and reacting flows.

Walters, R. W.↗

Unsupervised learning in neurodynamics using example-interaction approach

A new concept for unsupervised learning based upon examples introduced to the neural network is proposed. Each example is considered as an interpolation node of the velocity field in the phase space. The velocities at these nodes are selected such that all the streamlines diverge to an attracting set imbedded in the subspace occupied by the cluster of examples. The synaptic interconnections are found from the minimization of the strength energy, while the node velocities play the role of constraints.

Zak, Michail↗

Unsupervised learning in neurodynamics using example-interaction approach

A new concept for unsupervised learning based upon examples introduced to the neural network is proposed. Each example is considered as an interpolation node of the velocity field in the phase space. The velocities at these nodes are selected such that all the streamlines diverge to an attracting set imbedded in the subspace occupied by the cluster of examples. The synaptic interconnections are found from the minimization of the strength energy, while the node velocities play the role of constraints.

Zak, Michail↗

Collective Transport of Unconstrained Objects via Implicit Coordination and Adaptive Compliance

We present a decentralized control algorithm for robots to aid in carrying an unknown load. Coordination occurs solely through sensing of the forces on or movement of the shared load. Robots prevent undesired motion of the load while permitting movement in the task-relevant subspace, and stabilize against unexpected events by a transient decrease in compliance. The algorithm requires no direct communication between agents, and minimal knowledge of the system or task. We demonstrate the approach in simulation using a commercially available compliant robotic platform.

Nicole E. Carey↗

Implementation details of the coupled QMR algorithm

The original quasi-minimal residual method (QMR) relies on the three-term look-ahead Lanczos process, to generate basis vectors for the underlying Krylov subspaces. However, empirical observations indicate that, in finite precision arithmetic, three-term vector recurrences are less robust than mathematically equivalent coupled two-term recurrences. Therefore, we recently proposed a new implementation of the QMR method based on a coupled two-term look-ahead Lanczos procedure. In this paper, we describe implementation details of this coupled QMR algorithm, and we present results of numerical experiments.

Freund, Roland W.↗

North Atlantic weather regimes: A synoptic study of phase space

In the phase space of weather, low frequency variability (LFV) of the atmosphere can be captured in a large scale subspace, where a trajectory connects consecutive large scale weather maps, thus revealing flow changes and recurrences. Using this approach, Vautard applied the trajectory speed minimization method (Vautard and Legras) to atmospheric data. From 37 winters of 700 mb geopotential height anomalies over the North Atlantic and the adjacent land masses, four persistent and recurrent weather patterns, interpreted as weather regimes, were discernable: a blocking regime, a zonal regime, a Greenland anticyclone regime, and an Atlantic regime. These regimes are studied further in terms of maintenance and transitions. A regime survey unveils preferences regarding event durations and precursors for the onset or break of an event. The transition frequencies between regimes vary, and together with the transition times, suggest the existence of easier transition routes. These matters are more systematically studied using complete synoptic map sequences from a number of events.

Orrhede, Anna Karin↗

Real-time optimal guidance for orbital maneuvering.

A new formulation for soft-constraint trajectory optimization is presented as a real-time optimal feedback guidance method for multiburn orbital maneuvers. Control is always chosen to minimize burn time plus a quadratic penalty for end condition errors, weighted so that early in the mission (when controllability is greatest) terminal errors are held negligible. Eventually, as controllability diminishes, the method partially relaxes but effectively still compensates perturbations in whatever subspace remains controllable. Although the soft-constraint concept is well-known in optimal control, the present formulation is novel in addressing the loss of controllability inherent in multiple burn orbital maneuvers. Moreover the necessary conditions usually obtained from a Bolza formulation are modified in this case so that the fully hard constraint formulation is a numerically well behaved subcase. As a result convergence properties have been greatly improved.

Cohen, A. O.↗

An iterative approach to the feature selection problem

The B-average divergence for m-distinct classes, resulting from the linear transformation y = Bx, is proposed as a feature selection criterion, where B is a k by n matrix of rank k not greater than n. It is shown that if the B-average divergence resulting from B is large enough, then the probability of misclassification, considered as a function f the class of all k by n matrices, is essentially minimized by B. A computer program, utilizing a gradient procedure, is developed to numerically maximize the B-average divergence and results are presented for the Cl flight line. For this example, corresponding to 9-distinct classes, most of the discriminatory information is found to lie in a 3-dimensional subspace, defined by an appropriately chosen 3 by 12 matrix B.

Decell, H. P., Jr.↗

The weight hierarchies and chain condition of a class of codes from varieties over finite fields

The generalized Hamming weights of linear codes were first introduced by Wei. These are fundamental parameters related to the minimal overlap structures of the subcodes and very useful in several fields. It was found that the chain condition of a linear code is convenient in studying the generalized Hamming weights of the product codes. In this paper we consider a class of codes defined over some varieties in projective spaces over finite fields, whose generalized Hamming weights can be determined by studying the orbits of subspaces of the projective spaces under the actions of classical groups over finite fields, i.e., the symplectic groups, the unitary groups and orthogonal groups. We give the weight hierarchies and generalized weight spectra of the codes from Hermitian varieties and prove that the codes satisfy the chain condition.

Wu, Xinen↗

Ab initio ground states of strongly-correlated materials on quantum computers

The accurate first-principles description of strongly-correlated materials is an important and challenging problem in condensed matter physics. Ab initio downfolding has emerged as a way of deriving accurate many-body Hamiltonians including strong correlations, representing a subspace of interest of a material, using density functional theory calculations as a starting point. However, the solution of these material-specific models can scale exponentially on classical computers, constituting a challenge. Here we propose that utilizing quantum computers for obtaining the properties of downfolded Hamiltonians yields an accurate description of the ground state properties of strongly-correlated systems, while circumventing the exponential scaling problem. We benchmark the solution of Hubbard-like models obtained through downfolding by utilizing a classical tensor network implementation of variational quantum eigensolvers (VQE), and we reveal a strategy for driving the optimization through a hybrid minimization of the energy and maximization of the overlap with an approximate solution obtained through low-cost computational methods. This results in a reduction of the energy error by orders of magnitude compared to conventional VQE approaches, and allows us to reproduce long-range correlations for the first time. We demonstrate our first-principles approach for diverse strongly-correlated materials, correctly predicting the antiferromagnetic state of one-dimensional cuprate Ca 2 CuO 3 , the excitonic ground state of monolayer WTe2, and the charge-ordered state of correlated metal SrVO 3 . Our efficient computational implementation allows us to simulate large systems with up to 54 qubits and encompassing up to four correlated bands, which is indicative of the complexity that our framework can address.

Antonios M Alvertis↗

The Design-To-Cost Manifold

Design-to-cost is a popular technique for controlling costs. Although qualitative techniques exist for implementing design to cost, quantitative methods are sparse. In the launch vehicle and spacecraft engineering process, the question whether to minimize mass is usually an issue. The lack of quantification in this issue leads to arguments on both sides. This paper presents a mathematical technique which both quantifies the design-to-cost process and the mass/complexity issue. Parametric cost analysis generates and applies mathematical formulas called cost estimating relationships. In their most common forms, they are continuous and differentiable. This property permits the application of the mathematics of differentiable manifolds. Although the terminology sounds formidable, the application of the techniques requires only a knowledge of linear algebra and ordinary differential equations, common subjects in undergraduate scientific and engineering curricula. When the cost c is expressed as a differentiable function of n system metrics, setting the cost c to be a constant generates an n-1 dimensional subspace of the space of system metrics such that any set of metric values in that space satisfies the constant design-to-cost criterion. This space is a differentiable manifold upon which all mathematical properties of a differentiable manifold may be applied. One important property is that an easily implemented system of ordinary differential equations exists which permits optimization of any function of the system metrics, mass for example, over the design-to-cost manifold. A dual set of equations defines the directions of maximum and minimum cost change. A simplified approximation of the PRICE H(TM) production-production cost is used to generate this set of differential equations over [mass, complexity] space. The equations are solved in closed form to obtain the one dimensional design-to-cost trade and design-for-cost spaces. Preliminary results indicate that cost is relatively insensitive to changes in mass and that the reduction of complexity, both in the manufacturing process and of the spacecraft, is dominant in reducing cost.

Dean, Edwin B.↗