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Eigensolver for a Sparse, Large Hermitian Matrix

A parallel-processing computer program finds a few eigenvalues in a sparse Hermitian matrix that contains as many as 100 million diagonal elements. This program finds the eigenvalues faster, using less memory, than do other, comparable eigensolver programs. This program implements a Lanczos algorithm in the American National Standards Institute/ International Organization for Standardization (ANSI/ISO) C computing language, using the Message Passing Interface (MPI) standard to complement an eigensolver in PARPACK. [PARPACK (Parallel Arnoldi Package) is an extension, to parallel-processing computer architectures, of ARPACK (Arnoldi Package), which is a collection of Fortran 77 subroutines that solve large-scale eigenvalue problems.] The eigensolver runs on Beowulf clusters of computers at the Jet Propulsion Laboratory (JPL).

Tisdale, E. Robert↗

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.↗

Linear static structural and vibration analysis on high-performance computers

Parallel computers offer the oppurtunity to significantly reduce the computation time necessary to analyze large-scale aerospace structures. This paper presents algorithms developed for and implemented on massively-parallel computers hereafter referred to as Scalable High-Performance Computers (SHPC), for the most computationally intensive tasks involved in structural analysis, namely, generation and assembly of system matrices, solution of systems of equations and calculation of the eigenvalues and eigenvectors. Results on SHPC are presented for large-scale structural problems (i.e. models for High-Speed Civil Transport). The goal of this research is to develop a new, efficient technique which extends structural analysis to SHPC and makes large-scale structural analyses tractable.

Baddourah, M. A.↗

Linear Static Structural and Vibration Analysis on High-Performance Computers

Parallel computers offer the opportunity to significantly reduce the computation time necessary to analyze large-scale aerospace structures. This paper presents algorithms developed for and implemented on a massively-parallel computers hereafter referred to as Scalable High Performance Computers (SHPC) for the most computationally intensive tasks involved in structural analysis, namely, generation and assembly of system matrices, solution of systems of equations and calculation of the eigenvalues and eigenvectors. Results on SHPC are presented for large-scale structural problems (i.e. Models of high speed civil transport). The goal of this research is to develop new efficient technique which extend structural analysis to SHPC and make large-scale structural analyses tractable.

Baddourah, Majdi↗

Extraction of the large eddy structure of a turbulent boundary layer

Much attention is currently being focused on turbulence modeling by separation of large-scale and small-scale turbulence. One major difficulty with this method is the problem of separating and defining the large-scale structure. In this paper, a method is presented which does this separation by analyzing time-averaged, two-point double velocity correlation measurements. The basis of the method is a maximization of the inner product of a candidate velocity field with the measured turbulent velocity field. An eigenvalue problem results, whose solution provides a set of orthogonal eigenfunctions associated with specific modes of turbulent motion. The large-scale eddy, containing most of the turbulent energy, is associated with the first (largest) mode. The turbulent velocity field is then represented as a sum of the eigenfunctions. A short description of the equations is given, the methods of solution are discussed, and some results for a two-dimensional fully developed turbulent boundary layer are presented.

Lemmerman, L. A.↗

Sensitivity analysis for large-scale problems

The development of efficient techniques for calculating sensitivity derivatives is studied. The objective is to present a computational procedure for calculating sensitivity derivatives as part of performing structural reanalysis for large-scale problems. The scope is limited to framed type structures. Both linear static analysis and free-vibration eigenvalue problems are considered.

Noor, Ahmed K.↗

Approximate analysis for repeated eigenvalue problems with applications to controls-structure integrated design

A method for eigenvalue and eigenvector approximate analysis for the case of repeated eigenvalues with distinct first derivatives is presented. The approximate analysis method developed involves a reparameterization of the multivariable structural eigenvalue problem in terms of a single positive-valued parameter. The resulting equations yield first-order approximations to changes in the eigenvalues and the eigenvectors associated with the repeated eigenvalue problem. This work also presents a numerical technique that facilitates the definition of an eigenvector derivative for the case of repeated eigenvalues with repeated eigenvalue derivatives (of all orders). Examples are given which demonstrate the application of such equations for sensitivity and approximate analysis. Emphasis is placed on the application of sensitivity analysis to large-scale structural and controls-structures optimization problems.

Kenny, Sean P.↗

An efficient design sensitivity analysis of eigenvectors

Subspace iteration has been a major advance in solving large eigen problems when only a subset of eigen-pairs is required. The essence of this method is a transformation from displacement coordinates of an n-th order eigensystem to generalized coordinates of a smaller q-th order. The eigenvalue problem is then solved in the reduced space. The method was first developed by Clint and Jennings for real symmetric systems and was then called 'simultaneous iteration'. The success of the method prompted further research along this line and there have been many improved algorithms developed. This approach has been widely used by structural engineers for extracting the most useful natural frequencies and mode shapes of large-scale dynamic systems. This paper exploits into a new direction which is in the form of iterative process for simultaneously calculating eigenvector derivatives of many eigenvectors with respect to multi-variables. The method fully uses all the available information from preceding eigenvalue solution and, thus, effectively economizes computational efforts. It iterates through two equations derived from the first variation of the two fundamental equations used in subspace iteration method. There is no expensive large matrix decomposition required and the process converges to acceptable solution in a finite number of iterations. Therefore, the procedure increases its efficiency superiority over the others as the system size or the number of interested eigenvectors become larger and larger.

Ting, T.↗

Broken Ergodicity in MHD Turbulence

Ideal magnetohydrodynamic (MHD) turbulence may be represented by finite Fourier series, where the inherent periodic box serves as a surrogate for a bounded astrophysical plasma. Independent Fourier coefficients form a canonical ensemble described by a Gaussian probability density function containing a Hermitian covariance matrix with positive eigenvalues. The eigenvalues at lowest wave number can be very small, resulting in a large-scale coherent structure: a turbulent dynamo. This is seen in computations and a theoretical explanation in terms of 'broken ergodicity' contains Taylor s theory of force-free states. An important problem for future work is the case of real, i.e., dissipative flows. In real flows, broken ergodicity and coherent structure are still expected to occur in MHD turbulence at the largest scale, as suggested by low resolution simulations. One challenge is to incorporate coherent structure at the largest scale into the theory of turbulent fluctuations at smaller scales.

Shebalin, John V.↗

A Linearized Prognostic Cloud Scheme in NASAs Goddard Earth Observing System Data Assimilation Tools

A linearized prognostic cloud scheme has been developed to accompany the linearized convection scheme recently implemented in NASA's Goddard Earth Observing System data assimilation tools. The linearization, developed from the nonlinear cloud scheme, treats cloud variables prognostically so they are subject to linearized advection, diffusion, generation, and evaporation. Four linearized cloud variables are modeled, the ice and water phases of clouds generated by large-scale condensation and, separately, by detraining convection. For each species the scheme models their sources, sublimation, evaporation, and autoconversion. Large-scale, anvil and convective species of precipitation are modeled and evaporated. The cloud scheme exhibits linearity and realistic perturbation growth, except around the generation of clouds through large-scale condensation. Discontinuities and steep gradients are widely used here and severe problems occur in the calculation of cloud fraction. For data assimilation applications this poor behavior is controlled by replacing this part of the scheme with a perturbation model. For observation impacts, where efficiency is less of a concern, a filtering is developed that examines the Jacobian. The replacement scheme is only invoked if Jacobian elements or eigenvalues violate a series of tuned constants. The linearized prognostic cloud scheme is tested by comparing the linear and nonlinear perturbation trajectories for 6-, 12-, and 24-h forecast times. The tangent linear model performs well and perturbations of clouds are well captured for the lead times of interest.

Precipitation↗

A study of conditional instability of the second kind /CISK/

The theory of interaction between the cumulus clouds and the large-scale field proposed by Arakawa and Schubert (1974) is used to reexamine the CISK mechanism. After a qualitative discussion, a quantitative study is presented, using a three-level approach. The difference between the cases with conditional and unconditional heating formulations are discussed, and growth rate is treated as an eigenvalue problem. To confirm the results obtained and to extend the study to a case where the basic thermodynamic structure varies in the horizontal direction, the CISK mechanism is analyzed by an initial-value-problem approach. One of the findings is that the cumulus heating formulation of Arakawa and Schubert, through its scale dependence, is an improvement over previous CISK studies.

Chao, W. C.↗

Modal Test/Analysis Correlation of Space Station Structures Using Nonlinear Sensitivity

The modal correlation problem is formulated as a constrained optimization problem for validation of finite element models (FEM's). For large-scale structural applications, a pragmatic procedure for substructuring, model verification, and system integration is described to achieve effective modal correlation. The space station substructure FEM's are reduced using Lanczos vectors and integrated into a system FEM using Craig-Bampton component modal synthesis. The optimization code is interfaced with MSC/NASTRAN to solve the problem of modal test/analysis correlation; that is, the problem of validating FEM's for launch and on-orbit coupled loads analysis against experimentally observed frequencies and mode shapes. An iterative perturbation algorithm is derived and implemented to update nonlinear sensitivity (derivatives of eigenvalues and eigenvectors) during optimizer iterations, which reduced the number of finite element analyses.

Gupta, Viney K.↗

Modal test/analysis correlation of Space Station structures using nonlinear sensitivity

The modal correlation problem is formulated as a constrained optimization problem for validation of finite element models (FEM's). For large-scale structural applications, a pragmatic procedure for substructuring, model verification, and system integration is described to achieve effective modal correlations. The space station substructure FEM's are reduced using Lanczos vectors and integrated into a system FEM using Craig-Bampton component modal synthesis. The optimization code is interfaced with MSC/NASTRAN to solve the problem of modal test/analysis correlation; that is, the problem of validating FEM's for launch and on-orbit coupled loads analysis against experimentally observed frequencies and mode shapes. An iterative perturbation algorithm is derived and implemented to update nonlinear sensitivity (derivatives of eigenvalues and eigenvectors) during optimizer iterations, which reduced the number of finite element analyses.

Gupta, Viney K.↗

Multigrid solvers on parallel computers

Massively parallel computers, as considered in this investigation, are not yet available. However, a large-scale parallel computer cannot usefully be designed before the hypothetical algorithms which will employ it are studied. Most of the studies of parallel partial differential equations (PDE) solvers are based on solution techniques much slower (on sequential machines) than multigrid methods. Multigrid methods are highly parallelizable. Each of their processes can simultaneously be performed at all grid points. The present investigation is concerned with a preliminary exploration of the potential of multigrid, or, more generally, Multi-Level Adaptive Techniques (MLAT) on computers with many processors. Basic processes are considered, taking into account coarse-grid approximation, relaxation, coarse-grid corrections, full multigrid algorithms, nonlinear problems and eigenvalue problems, fine-to-coarse correction, and chains of problems. Details of parallel multigrid processing are also examined.

Brandt, A.↗

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗

Low-order design and high-order simulation of active closed-loop control for aerospace structures under construction

Partially constructed/assembled structures in space are complicated enough but their dynamics will also be operating in closed-loop with feedback controllers. The dynamics of such structures are modeled by large-scale finite element models. The model dimension L is extremely large (approximately 10,000) while the numbers of actuators (M) and sensors (P) are small. The model parameters M(sub m) mass matrix, D(sub o) damping matrix, and K(sub o) stiffness matrix, are all symmetric and sparse (banded). Thus simulation of open-loop structure models of very large dimension can be accomplished by special integration techniques for sparse matrices. The problem of simulation of closed-loop control of such structures is complicated by the addition of controllers. Simulation of closed-loop controlled structures is an essential part of the controller design and evaluation process. Current research in the following areas is presented: high-order simulation of actively controlled aerospace structures; low-order controller design and SCI compensation for unmodeled dynamics; prediction of closed-loop stability using asymptotic eigenvalue series; and flexible robot manipulator control experiment.

Balas, Mark J.↗