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Application of Krylov exponential propagation to fluid dynamics equations

This paper presents an application of matrix exponentiation via Krylov subspace projection, to the solution of fluid dynamics problems. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a Krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Y.

Application of Krylov exponential propagation to fluid dynamics equations

An application of matrix exponentiation via Krylov subspace projection to the solution of fluid dynamics problems is presented. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Youcef

Tensor-GMRES method for large sparse systems of nonlinear equations

This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

Feng, Dan

Considerations on solving problems with multiple scales

An overview is given on considerations involved in the computation of solution to problems involving several scales. Examples of problems with multiple scales are studied, showing that the presence of multiple scales in a physical system may be manifested in different ways which depend on the degree of interaction between the various scales. Numerical methods commonly used to solve problems with multiple scales discussed, and it is found that the effective methods are based on subspace projection.

Chin, R. C. Y.

Discrimination of poorly exposed lithologies in AVIRIS data

One of the advantages afforded by imaging spectrometers such as AVIRIS is the capability to detect target materials at a sub-pixel scale. This paper presents several examples of the identification of poorly exposed geologic materials - materials which are either subpixel in scale or which, while having some surface expression over several pixels, are partially covered by vegetation or other materials. Sabol et al. (1992) noted that a primary factor in the ability to distinguish sub-pixel targets is the spectral contrast between the target and its surroundings. In most cases, this contrast is best expressed as an absorption feature or features present in the target but absent in the surroundings. Under such circumstances, techniques such as band depth mapping (Clark et al., 1992) are feasible. However, the only difference between a target material and its surroundings is often expressed solely in the continuum. We define the 'continuum' as the reflectance or radiance spanning spectral space between spectral features. Differences in continuum slope and shape can only be determined by reduction techniques which considers the entire spectral range; i.e., techniques such as spectral mixture analysis (Adams et al., 1989) and recently developed techniques which utilize an orthogonal subspace projection operator (Harsanyi, 1993). Two of the three examples considered herein deal with cases where the target material differs from its surroundings only by such a subtle continuum change.

Farrand, William H.

Implicity restarted Arnoldi/Lanczos methods for large scale eigenvalue calculations

Eigenvalues and eigenfunctions of linear operators are important to many areas of applied mathematics. The ability to approximate these quantities numerically is becoming increasingly important in a wide variety of applications. This increasing demand has fueled interest in the development of new methods and software for the numerical solution of large-scale algebraic eigenvalue problems. In turn, the existence of these new methods and software, along with the dramatically increased computational capabilities now available, has enabled the solution of problems that would not even have been posed five or ten years ago. Until very recently, software for large-scale nonsymmetric problems was virtually non-existent. Fortunately, the situation is improving rapidly. The purpose of this article is to provide an overview of the numerical solution of large-scale algebraic eigenvalue problems. The focus will be on a class of methods called Krylov subspace projection methods. The well-known Lanczos method is the premier member of this class. The Arnoldi method generalizes the Lanczos method to the nonsymmetric case. A recently developed variant of the Arnoldi/Lanczos scheme called the Implicitly Restarted Arnoldi Method is presented here in some depth. This method is highlighted because of its suitability as a basis for software development.

Sorensen, Danny C.

Signal Prediction With Input Identification

A novel coding technique is presented for signal prediction with applications including speech coding, system identification, and estimation of input excitation. The approach is based on the blind equalization method for speech signal processing in conjunction with the geometric subspace projection theory to formulate the basic prediction equation. The speech-coding problem is often divided into two parts, a linear prediction model and excitation input. The parameter coefficients of the linear predictor and the input excitation are solved simultaneously and recursively by a conventional recursive least-squares algorithm. The excitation input is computed by coding all possible outcomes into a binary codebook. The coefficients of the linear predictor and excitation, and the index of the codebook can then be used to represent the signal. In addition, a variable-frame concept is proposed to block the same excitation signal in sequence in order to reduce the storage size and increase the transmission rate. The results of this work can be easily extended to the problem of disturbance identification. The basic principles are outlined in this report and differences from other existing methods are discussed. Simulations are included to demonstrate the proposed method.

Juang, Jer-Nan

Projection-Based Reduced Order Modeling for Spacecraft Thermal Analysis

This paper presents a mathematically rigorous, subspace projection-based reduced order modeling (ROM) methodology and an integrated framework to automatically generate reduced order models for spacecraft thermal analysis. Two key steps in the reduced order modeling procedure are described: (1) the acquisition of a full-scale spacecraft model in the ordinary differential equation (ODE) and differential algebraic equation (DAE) form to resolve its dynamic thermal behavior; and (2) the ROM to markedly reduce the dimension of the full-scale model. Specifically, proper orthogonal decomposition (POD) in conjunction with discrete empirical interpolation method (DEIM) and trajectory piece-wise linear (TPWL) methods are developed to address the strong nonlinear thermal effects due to coupled conductive and radiative heat transfer in the spacecraft environment. Case studies using NASA-relevant satellite models are undertaken to verify the capability and to assess the computational performance of the ROM technique in terms of speed-up and error relative to the full-scale model. ROM exhibits excellent agreement in spatiotemporal thermal profiles (<0.5% relative error in pertinent time scales) along with salient computational acceleration (up to two orders of magnitude speed-up) over the full-scale analysis. These findings establish the feasibility of ROM to perform rational and computationally affordable thermal analysis, develop reliable thermal control strategies for spacecraft, and greatly reduce the development cycle times and costs.

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Robust eigenstructure assignment by a projection method - Applications using multiple optimization criteria

A methodology for robust eigenstructure assignment for multivariable feedback systems is presented. The algorithm is based upon a pole placement technique using projections onto subspaces of admissible eigenvectors. New ideas are introduced to generate target (desired) sets of unitary eigenvectors and determine optimal feasible eigenvectors in a least-square sense. Useful connections are established between the pole-placement by independent modal space control and the method introduced in this paper. A multicriterion optimization algorithm is also presented, which takes efficient advantage of the present eigenstructure assignment method. These developments show significant improvement over an earlier version of this algorithm in both computational cost and accuracy. This optimization process appears to be numerically robust and suitable for high-dimensional multicriterion optimizations; it is especially attractive for computer-aided design of control systems.

Rew, D. W.

On orthogonal expansions of the space of vector functions which are square-summable over a given domain and the vector analysis operators

The Hilbert space L2(omega) of vector functions is studied. A breakdown of L2(omega) into orthogonal subspaces is discussed and the properties of the operators for projection onto these subspaces are investigated from the standpoint of preserving the differential properties of the vectors being projected. Finally, the properties of the operators are examined.

Bykhovskiy, E. B.

Krylov subspace methods - Theory, algorithms, and applications

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Sad, Youcef

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

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.

Overview of Krylov subspace methods with applications to control problems

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Saad, Youcef

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.

Analysis of spectral projectors in one-dimensional domains

A class of projection operators with values in a subspace of polynomials is analyzed. These projection operators are related to the Hilbert spaces involved in the numerical analysis of spectral methods. They are, in the first part of the paper, the standard Sobolev spaces and, in the second part, some weighted Sobolev spaces, the weight of which is related to the orthoronality relation satisfied by the Chebyshev polynomials. These results are used to study the approximation of a model fourth-order problem.

Maday, Y.

Fast Query-Optimized Kernel-Machine Classification

A recently developed algorithm performs kernel-machine classification via incremental approximate nearest support vectors. The algorithm implements support-vector machines (SVMs) at speeds 10 to 100 times those attainable by use of conventional SVM algorithms. The algorithm offers potential benefits for classification of images, recognition of speech, recognition of handwriting, and diverse other applications in which there are requirements to discern patterns in large sets of data. SVMs constitute a subset of kernel machines (KMs), which have become popular as models for machine learning and, more specifically, for automated classification of input data on the basis of labeled training data. While similar in many ways to k-nearest-neighbors (k-NN) models and artificial neural networks (ANNs), SVMs tend to be more accurate. Using representations that scale only linearly in the numbers of training examples, while exploring nonlinear (kernelized) feature spaces that are exponentially larger than the original input dimensionality, KMs elegantly and practically overcome the classic curse of dimensionality. However, the price that one must pay for the power of KMs is that query-time complexity scales linearly with the number of training examples, making KMs often orders of magnitude more computationally expensive than are ANNs, decision trees, and other popular machine learning alternatives. The present algorithm treats an SVM classifier as a special form of a k-NN. The algorithm is based partly on an empirical observation that one can often achieve the same classification as that of an exact KM by using only small fraction of the nearest support vectors (SVs) of a query. The exact KM output is a weighted sum over the kernel values between the query and the SVs. In this algorithm, the KM output is approximated with a k-NN classifier, the output of which is a weighted sum only over the kernel values involving k selected SVs. Before query time, there are gathered statistics about how misleading the output of the k-NN model can be, relative to the outputs of the exact KM for a representative set of examples, for each possible k from 1 to the total number of SVs. From these statistics, there are derived upper and lower thresholds for each step k. These thresholds identify output levels for which the particular variant of the k-NN model already leans so strongly positively or negatively that a reversal in sign is unlikely, given the weaker SV neighbors still remaining. At query time, the partial output of each query is incrementally updated, stopping as soon as it exceeds the predetermined statistical thresholds of the current step. For an easy query, stopping can occur as early as step k = 1. For more difficult queries, stopping might not occur until nearly all SVs are touched. A key empirical observation is that this approach can tolerate very approximate nearest-neighbor orderings. In experiments, SVs and queries were projected to a subspace comprising the top few principal- component dimensions and neighbor orderings were computed in that subspace. This approach ensured that the overhead of the nearest-neighbor computations was insignificant, relative to that of the exact KM computation.

Mazzoni, Dominic

High dimensional feature reduction via projection pursuit

The recent development of more sophisticated remote sensing systems enables the measurement of radiation in many more spectral intervals than previously possible. An example of that technology is the AVIRIS system, which collects image data in 220 bands. As a result of this, new algorithms must be developed in order to analyze the more complex data effectively. Data in a high dimensional space presents a substantial challenge, since intuitive concepts valid in a 2-3 dimensional space to not necessarily apply in higher dimensional spaces. For example, high dimensional space is mostly empty. This results from the concentration of data in the corners of hypercubes. Other examples may be cited. Such observations suggest the need to project data to a subspace of a much lower dimension on a problem specific basis in such a manner that information is not lost. Projection Pursuit is a technique that will accomplish such a goal. Since it processes data in lower dimensions, it should avoid many of the difficulties of high dimensional spaces. In this paper, we begin the investigation of some of the properties of Projection Pursuit for this purpose.

Jimenez, Luis