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At least 19 records

A high-precision finite element method for shock-tube calculations

A two-pass explicit scheme is developed in order to exploit some of the capabilities of finite difference modeling (FDM) for finite element modeling (FEM), which offers the opportunity to account for any type of geometry in fluid flow modeling. Features of the first-order upwind and the Lax-Wendroff high precision explicit finite difference algorithms are reviewed. A flux limiter is developed for FEM to serve as an analog for the single limiter function which has been defined for the various FDMs. It is shown that an antidiffusive limiter must be introduced into the weighting function which normally multiplies the time-derivative term in the variational equation. The two-pass scheme which results is demonstrated to be the equivalent of FDMs with five-point support. However, the present scheme is valid only for one-dimensional calculations and linear shape functions for shock tube flow phenomena. Further work is required for its use with nonlinear hyperbolic systems.

Hughes, T. J. R.↗

A GPU Accelerated Mixed‐Precision Finite Difference Informed Random Walker (FDiRW) Solver for Strongly Inhomogeneous Diffusion Problems

In nature, many complex multi‐physics coupling problems exhibit significant diffusivity inhomogeneity, where one process occurs several orders of magnitude faster than others temporally. Simulating rapid diffusion alongside slower processes demands intensive computational resources due to the necessity for small time steps. To address these computational challenges, we have developed an efficient numerical solver named Finite Difference informed Random Walker (FDiRW). In this study, we propose a GPU‐accelerated, mixed‐precision configuration for the FDiRW solver to maximize efficiency through GPU multi‐threaded parallel computation and lower precision computation. Numerical evaluation results reveal that the proposed GPU‐accelerated mixed‐precision FDiRW solver can achieve a 117× speedup over the CPU baseline, while an additional 1.75× speedup is achieved by employing lower precision GPU computation. Notably, for large model sizes, the GPU‐accelerated mixed‐precision FDiRW solver demonstrates strong scaling with the number of nodes used in simulation. When simulating radionuclide absorption processes by porous wasteform particles with a medium‐sized model of 192 × 192 × 192, this approach reduces the total computational time to 10 min, enabling the simulation of larger systems with strongly inhomogeneous diffusivity.

97 MATHEMATICS AND COMPUTING↗

Optimal q-Markov COVER for finite precision implementation

The existing q-Markov COVER realization theory does not take into account the problems of arithmetic errors due to both the quantization of states and coefficients of the reduced order model. All q-Markov COVERs allow some freedom in the choice of parameters. Here, researchers exploit this freedom in the existing theory to optimize the models with respect to these finite wordlength effects.

Williamson, Darrell↗

The consistent comparison problem in N-version software

The authors have identified a difficulty in the implementation of N-version programming. The problem, called the consistent comparison problem, arises for applications in which decisions are based on the results of comparing finite-precision numbers. It is shown that when versions make comparisons involving the results of finite-precision calculations, it is impossible to guarantee the consistency of their results. It is therefore possible that correct versions may arrive at completely different outputs for an application that does not apparently have multiple correct solutions. If this problem is not dealt with explicitly, an N-version system may be unable to reach consensus even when none of its component versions falls.

Brilliant, Susan S.↗

Mixed precision s –step Lanczos and conjugate gradient algorithms

Compared to the classical Lanczos algorithm, the s-step Lanczos variant has the potential to improve performance by asymptotically decreasing the synchronization cost per iteration. However, this comes at a price; despite being mathematically equivalent, the s-step variant may behave quite differently in finite precision, potentially exhibiting greater loss of accuracy and slower convergence relative to the classical algorithm. It has previously been shown that the errors in the s-step version follow the same structure as the errors in the classical algorithm, but are amplified by a factor depending on the square of the condition number of the O(s)-dimensional Krylov bases computed in each outer loop. As the condition number of these s-step bases grows (in some cases very quickly) with s, this limits the s values that can be chosen and thus can limit the attainable performance. In this work, we show that if a select few computations in s-step Lanczos are performed in double the working precision, the error terms then depend only linearly on the conditioning of the s-step bases. This has the potential for drastically improving the numerical behavior of the algorithm with little impact on per-iteration performance. Our numerical experiments demonstrate the improved numerical behavior possible with the mixed precision approach, and also show that this improved behavior extends to mixed precision s-step CG. Here, we present preliminary performance results on NVIDIA V100 GPUs that show that the overhead of extra precision is minimal if one uses precisions implemented in hardware.

97 MATHEMATICS AND COMPUTING↗

Verification of Numerical Algorithms

The following strategy is suggested for specification and proof: (1) Defer the construction of a formal program specification with respect to I/O assertions unit the correctness of the program with respect to an abstract mathematical model of program intent is demonstrated. (2) Prove that an abstract machine (using infinite precision arithmetic) would compute that object exactly. (3) Prove that the computational sequences of arithmetic operations that occur in the abstract machine must be precisely the same at every step as those occurring on an actual machine (with finite precision arithmetic), executing the same program. (4) Use a Verification Conditions VC-generator that knows about the semantics of arithmetic operations to annotate the program with assertions that bound (or in some circumstances estimate) the difference between the actual machine state variables and the corresponding ones of the abstract machine. Construct the formal program specification by combining the verification conditions into theorems about computational error that can be proved with mechanical assistance.

Source record↗

Issues in the digital implementation of control compensators

Techniques developed for the finite-precision implementation of digital filters were used, adapted, and extended for digital feedback compensators, with particular emphasis on steady state, linear-quadratic-Gaussian compensators. Topics covered include: (1) the linear-quadratic-Gaussian problem; (2) compensator structures; (3) architectural issues: serialism, parallelism, and pipelining; (4) finite wordlength effects: quantization noise, quantizing the coefficients, and limit cycles; and (5) the optimization of structures.

Moroney, P.↗

ZFP: A compressed array representation for numerical computations

HPC trends favor algorithms and implementations that reduce data motion relative to FLOPS. We investigate the use of lossy compressed data arrays in place of traditional IEEE floating point arrays to store the primary data of calculations. Simulation is fundamentally an exercise in controlled approximation, and error introduced by finite-precision arithmetic (or lossy compression) is just one of several sources of error that need to be managed to ensure sufficient accuracy in a computed result. We describe ZFP, a compressed numerical format designed for in-memory storage of multidimensional arrays, and summarize theoretical results that demonstrate that the error of repeated lossy compression can be bounded and controlled. Furthermore, we establish a relationship between grid resolution and compression-induced errors and show that, contrary to conventional floating point, ZFP reduces finite-difference errors with finer grids. We present example calculations that demonstrate data reduction by 4x or more with negligible impact on solution accuracy. Our results further demonstrate several orders-of-magnitude increase in accuracy using ZFP over IEEE floating point and Posits for the same storage budget.

Lindstrom, Peter↗

Optimized FPGA Implementation of Multi-Rate FIR Filters Through Thread Decomposition

Multirate (decimation/interpolation) filters are among the essential signal processing components in spaceborne instruments where Finite Impulse Response (FIR) filters are often used to minimize nonlinear group delay and finite-precision effects. Cascaded (multi-stage) designs of Multi-Rate FIR (MRFIR) filters are further used for large rate change ratio, in order to lower the required throughput while simultaneously achieving comparable or better performance than single-stage designs. Traditional representation and implementation of MRFIR employ polyphase decomposition of the original filter structure, whose main purpose is to compute only the needed output at the lowest possible sampling rate. In this paper, an alternative representation and implementation technique, called TD-MRFIR (Thread Decomposition MRFIR), is presented. The basic idea is to decompose MRFIR into output computational threads, in contrast to a structural decomposition of the original filter as done in the polyphase decomposition. Each thread represents an instance of the finite convolution required to produce a single output of the MRFIR. The filter is thus viewed as a finite collection of concurrent threads. The technical details of TD-MRFIR will be explained, first showing its applicability to the implementation of downsampling, upsampling, and resampling FIR filters, and then describing a general strategy to optimally allocate the number of filter taps. A particular FPGA design of multi-stage TD-MRFIR for the L-band radar of NASA's SMAP (Soil Moisture Active Passive) instrument is demonstrated; and its implementation results in several targeted FPGA devices are summarized in terms of the functional (bit width, fixed-point error) and performance (time closure, resource usage, and power estimation) parameters.

DSP↗

Optimized FPGA Implementation of Multi-Rate FIR Filters Through Thread Decomposition

Multi-rate finite impulse response (MRFIR) filters are among the essential signal-processing components in spaceborne instruments where finite impulse response filters are often used to minimize nonlinear group delay and finite precision effects. Cascaded (multistage) designs of MRFIR filters are further used for large rate change ratio in order to lower the required throughput, while simultaneously achieving comparable or better performance than single-stage designs. Traditional representation and implementation of MRFIR employ polyphase decomposition of the original filter structure, whose main purpose is to compute only the needed output at the lowest possible sampling rate. In this innovation, an alternative representation and implementation technique called TD-MRFIR (Thread Decomposition MRFIR) is presented. The basic idea is to decompose MRFIR into output computational threads, in contrast to a structural decomposition of the original filter as done in the polyphase decomposition. A naive implementation of a decimation filter consisting of a full FIR followed by a downsampling stage is very inefficient, as most of the computations performed by the FIR state are discarded through downsampling. In fact, only 1/M of the total computations are useful (M being the decimation factor). Polyphase decomposition provides an alternative view of decimation filters, where the downsampling occurs before the FIR stage, and the outputs are viewed as the sum of M sub-filters with length of N/M taps. Although this approach leads to more efficient filter designs, in general the implementation is not straightforward if the numbers of multipliers need to be minimized. In TD-MRFIR, each thread represents an instance of the finite convolution required to produce a single output of the MRFIR. The filter is thus viewed as a finite collection of concurrent threads. Each of the threads completes when a convolution result (filter output value) is computed, and activated when the first input of the convolution becomes available. Thus, the new threads get spawned at exactly the rate of N/M, where N is the total number of taps, and M is the decimation factor. Existing threads retire at the same rate of N/M. The implementation of an MRFIR is thus transformed into a problem to statically schedule the minimum number of multipliers such that all threads can be completed on time. Solving the static scheduling problem is rather straightforward if one examines the Thread Decomposition Diagram, which is a table-like diagram that has rows representing computation threads and columns representing time. The control logic of the MRFIR can be implemented using simple counters. Instead of decomposing MRFIRs into subfilters as suggested by polyphase decomposition, the thread decomposition diagrams transform the problem into a familiar one of static scheduling, which can be easily solved as the input rate is constant.

Kobayashi, Kayla N.↗

Noise effects on Padé approximants and conformal maps

Here, we analyze the properties of Padé and conformal map approximants for functions with branch points, in the situation where the expansion coefficients are only known with finite precision or are subject to noise. We prove that there is a universal scaling relation between the strength of the noise and the expansion order at which Padé or the conformal map breaks down. We illustrate this behavior with some physically relevant model test functions and with two non-trivial physical examples where the relevant Riemann surface has complicated structure.

97 MATHEMATICS AND COMPUTING↗

The digital implementation of control compensators: The coefficient wordlength issue

There exists a number of mathematical procedures for designing discrete-time compensators. However, the digital implementation of these designs, with a microprocessor for example, has not received nearly as thorough an investigation. The finite-precision nature of the digital hardware makes it necessary to choose an algorithm (computational structure) that will perform 'well-enough' with regard to the initial objectives of the design. This paper describes a procedure for estimating the required fixed-point coefficient wordlength for any given computational structure for the implementation of a single-input single-output LOG design. The results are compared to the actual number of bits necessary to achieve a specified performance index.

Moroney, P.↗

The digital implementation of control compensators - The coefficient wordlength issue

There exist a number of mathematical procedures for designing discrete-time compensators. However, the digital implementation of these designs, with a microprocessor, for example, has not received nearly as thorough an investigation. The finite-precision nature of the digital hardware makes it necessary to choose a computational structure that will perform adequately with regard to the initial objectives of the design. This paper describes a procedure for estimating the required fixed-point coefficient wordlength for any given computational structure for the implementation of a single-input single-output LQG design. The results are compared to the actual number of bits necessary to achieve a specified performance index.

Moroney, P.↗

Statistical analysis of effective singular values in matrix rank determination

A major problem in using SVD (singular-value decomposition) as a tool in determining the effective rank of a perturbed matrix is that of distinguishing between significantly small and significantly large singular values to the end, conference regions are derived for the perturbed singular values of matrices with noisy observation data. The analysis is based on the theories of perturbations of singular values and statistical significance test. Threshold bounds for perturbation due to finite-precision and i.i.d. random models are evaluated. In random models, the threshold bounds depend on the dimension of the matrix, the noisy variance, and predefined statistical level of significance. Results applied to the problem of determining the effective order of a linear autoregressive system from the approximate rank of a sample autocorrelation matrix are considered. Various numerical examples illustrating the usefulness of these bounds and comparisons to other previously known approaches are given.

Konstantinides, Konstantinos↗

An O(log sup 2 N) parallel algorithm for computing the eigenvalues of a symmetric tridiagonal matrix

An O(log sup 2 N) parallel algorithm is presented for computing the eigenvalues of a symmetric tridiagonal matrix using a parallel algorithm for computing the zeros of the characteristic polynomial. The method is based on a quadratic recurrence in which the characteristic polynomial is constructed on a binary tree from polynomials whose degree doubles at each level. Intervals that contain exactly one zero are determined by the zeros of polynomials at the previous level which ensures that different processors compute different zeros. The exact behavior of the polynomials at the interval endpoints is used to eliminate the usual problems induced by finite precision arithmetic.

Swarztrauber, Paul N.↗

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.↗

Reliable and Efficient Parallel Processing Algorithms and Architectures for Modern Signal Processing

Least-squares (LS) estimations and spectral decomposition algorithms constitute the heart of modern signal processing and communication problems. Implementations of recursive LS and spectral decomposition algorithms onto parallel processing architectures such as systolic arrays with efficient fault-tolerant schemes are the major concerns of this dissertation. There are four major results in this dissertation. First, we propose the systolic block Householder transformation with application to the recursive least-squares minimization. It is successfully implemented on a systolic array with a two-level pipelined implementation at the vector level as well as at the word level. Second, a real-time algorithm-based concurrent error detection scheme based on the residual method is proposed for the QRD RLS systolic array. The fault diagnosis, order degraded reconfiguration, and performance analysis are also considered. Third, the dynamic range, stability, error detection capability under finite-precision implementation, order degraded performance, and residual estimation under faulty situations for the QRD RLS systolic array are studied in details. Finally, we propose the use of multi-phase systolic algorithms for spectral decomposition based on the QR algorithm. Two systolic architectures, one based on triangular array and another based on rectangular array, are presented for the multiphase operations with fault-tolerant considerations. Eigenvectors and singular vectors can be easily obtained by using the multi-pase operations. Performance issues are also considered.

Liu, Kuojuey Ray↗

A parallel algorithm for computing the eigenvalues of a symmetric tridiagonal matrix

A parallel algorithm, called polysection, is presented for computing the eigenvalues of a symmetric tridiagonal matrix. The method is based on a quadratic recurrence in which the characteristic polynomial is constructed on a binary tree from polynomials whose degree doubles at each level. Intervals that contain exactly one zero are determined by the zeros of polynomials at the previous level which ensures that different processors compute different zeros. The signs of the polynomials at the interval endpoints are determined a priori and used to guarantee that all zeros are found. The use of finite-precision arithmetic may result in multiple zeros; however, in this case, the intervals coalesce and their number determines exactly the multiplicity of the zero. For an N x N matrix the eigenvalues can be determined in O(log-squared N) time with N-squared processors and O(N) time with N processors. The method is compared with a parallel variant of bisection that requires O(N-squared) time on a single processor, O(N) time with N processors, and O(log N) time with N-squared processors.

Swarztrauber, Paul N.↗