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All sourcesNASA NTRSDOE OSTI
NASA NTRS1972

Eigenvalues of singular differential operators by finite difference methods. II.

Note is made of an earlier paper which defined finite difference operators for the Hilbert space L2(m), and gave the eigenvalues for these operators. The present work examines eigenvalues for higher order singular differential operators by using finite difference methods. The two self-adjoint operators investigated are defined by a particular value in the same Hilbert space, L2(m), and are strictly positive with compact inverses. A class of finite difference operators is considered, with the idea of application to the theory of Toeplitz matrices. The approximating operators consist of a good approximation plus a perturbing operator.

Baxley, J. V.↗
NASA NTRS1992

Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems

Systems of linear equations with Toeplitz coefficient matrices arise in many important applications. The classical Levinson algorithm computes solutions of Toeplitz systems with only O(n(sub 2)) arithmetic operations, as compared to O(n(sub 3)) operations that are needed for solving general linear systems. However, the Levinson algorithm in its original form requires that all leading principal submatrices are nonsingular. An extension of the Levinson algorithm to general Toeplitz systems is presented. The algorithm uses look-ahead to skip over exactly singular, as well as ill-conditioned leading submatrices, and, at the same time, it still fully exploits the Toeplitz structure. In our derivation of this algorithm, we make use of the intimate connection of Toeplitz matrices with formally biorthogonal polynomials.

Freund, Roland W.↗
NASA NTRS1996

A Fast parallel tridiagonal algorithm for a class of CFD applications

The parallel diagonal dominant (PDD) algorithm is an efficient tridiagonal solver. This paper presents for study a variation of the PDD algorithm, the reduced PDD algorithm. The new algorithm maintains the minimum communication provided by the PDD algorithm, but has a reduced operation count. The PDD algorithm also has a smaller operation count than the conventional sequential algorithm for many applications. Accuracy analysis is provided for the reduced PDD algorithm for symmetric Toeplitz tridiagonal (STT) systems. Implementation results on Langley's Intel Paragon and IBM SP2 show that both the PDD and reduced PDD algorithms are efficient and scalable.

Moitra, Stuti↗
NASA NTRS1995

A Parallel Prefix Algorithm for Almost Toeplitz Tridiagonal Systems

A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study has been conducted to provide a simple truncation formula. Experimental results have been measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for symmetric, almost symmetric Toeplitz tridiagonal systems and for the compact scheme on high-performance computers.

Sun, Xian-He↗
NASA NTRS1993

A simple parallel prefix algorithm for compact finite-difference schemes

A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for the compact scheme on high-performance computers.

Sun, Xian-He↗