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Results for “polynomial preconditioning”

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NASA NTRS1992

On adaptive weighted polynomial preconditioning for Hermitian positive definite matrices

The conjugate gradient algorithm for solving Hermitian positive definite linear systems is usually combined with preconditioning in order to speed up convergence. In recent years, there has been a revival of polynomial preconditioning, motivated by the attractive features of the method on modern architectures. Standard techniques for choosing the preconditioning polynomial are based only on bounds for the extreme eigenvalues. Here a different approach is proposed, which aims at adapting the preconditioner to the eigenvalue distribution of the coefficient matrix. The technique is based on the observation that good estimates for the eigenvalue distribution can be derived after only a few steps of the Lanczos process. This information is then used to construct a weight function for a suitable Chebyshev approximation problem. The solution of this problem yields the polynomial preconditioner. In particular, we investigate the use of Bernstein-Szego weights.

Fischer, Bernd↗

NASA NTRS1987

Approximate polynomial preconditioning applied to biharmonic equations on vector supercomputers

Applying a finite difference approximation to a biharmonic equation results in a very ill-conditioned system of equations. This paper examines the conjugate gradient method used in conjunction with the generalized and approximate polynomial preconditionings for solving such linear systems. An approximate polynomial preconditioning is introduced, and is shown to be more efficient than the generalized polynomial preconditionings. This new technique provides a simple but effective preconditioning polynomial, which is based on another coefficient matrix rather than the original matrix operator as commonly used.

Wong, Yau Shu↗

NASA NTRS1989

On polynomial preconditioning for indefinite Hermitian matrices

The minimal residual method is studied combined with polynomial preconditioning for solving large linear systems (Ax = b) with indefinite Hermitian coefficient matrices (A). The standard approach for choosing the polynomial preconditioners leads to preconditioned systems which are positive definite. Here, a different strategy is studied which leaves the preconditioned coefficient matrix indefinite. More precisely, the polynomial preconditioner is designed to cluster the positive, resp. negative eigenvalues of A around 1, resp. around some negative constant. In particular, it is shown that such indefinite polynomial preconditioners can be obtained as the optimal solutions of a certain two parameter family of Chebyshev approximation problems. Some basic results are established for these approximation problems and a Remez type algorithm is sketched for their numerical solution. The problem of selecting the parameters such that the resulting indefinite polynomial preconditioners speeds up the convergence of minimal residual method optimally is also addressed. An approach is proposed based on the concept of asymptotic convergence factors. Finally, some numerical examples of indefinite polynomial preconditioners are given.

Freund, Roland W.↗

NASA NTRS1988

On conjugate gradient type methods and polynomial preconditioners for a class of complex non-Hermitian matrices

Conjugate gradient type methods are considered for the solution of large linear systems Ax = b with complex coefficient matrices of the type A = T + i(sigma)I where T is Hermitian and sigma, a real scalar. Three different conjugate gradient type approaches with iterates defined by a minimal residual property, a Galerkin type condition, and an Euclidian error minimization, respectively, are investigated. In particular, numerically stable implementations based on the ideas behind Paige and Saunder's SYMMLQ and MINRES for real symmetric matrices are proposed. Error bounds for all three methods are derived. It is shown how the special shift structure of A can be preserved by using polynomial preconditioning. Results on the optimal choice of the polynomial preconditioner are given. Also, some numerical experiments for matrices arising from finite difference approximations to the complex Helmholtz equation are reported.

Freund, Roland↗

NASA NTRS1988

Krylov subspace methods on supercomputers

A short survey of recent research on Krylov subspace methods with emphasis on implementation on vector and parallel computers is presented. Conjugate gradient methods have proven very useful on traditional scalar computers, and their popularity is likely to increase as three-dimensional models gain importance. A conservative approach to derive effective iterative techniques for supercomputers has been to find efficient parallel/vector implementations of the standard algorithms. The main source of difficulty in the incomplete factorization preconditionings is in the solution of the triangular systems at each step. A few approaches consisting of implementing efficient forward and backward triangular solutions are described in detail. Polynomial preconditioning as an alternative to standard incomplete factorization techniques is also discussed. Another efficient approach is to reorder the equations so as to improve the structure of the matrix to achieve better parallelism or vectorization. An overview of these and other ideas and their effectiveness or potential for different types of architectures is given.

Saad, Youcef↗

NASA NTRS1983

Spectral multigrid methods for elliptic equations 2

A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.

Zang, T. A.↗

NASA NTRS1984

Spectral multigrid methods for elliptic equations II

Zang, T. A.↗

NASA NTRS1988

Numerical solution of large nonsymmetric eigenvalue problems

Several methods are discribed for combinations of Krylov subspace techniques, deflation procedures and preconditionings, for computing a small number of eigenvalues and eigenvectors or Schur vectors of large sparse matrices. The most effective techniques for solving realistic problems from applications are those methods based on some form of preconditioning and one of several Krylov subspace techniques, such as Arnoldi's method or Lanczos procedure. Two forms of preconditioning are considered: shift-and-invert and polynomial acceleration. The latter presents some advantages for parallel/vector processing but may be ineffective if eigenvalues inside the spectrum are sought. Some algorithmic details are provided that improve the reliability and effectiveness of these techniques.

Saad, Youcef↗

NASA NTRS1995

Three-dimensional aerodynamic shape optimization using discrete sensitivity analysis

An aerodynamic shape optimization procedure based on discrete sensitivity analysis is extended to treat three-dimensional geometries. The function of sensitivity analysis is to directly couple computational fluid dynamics (CFD) with numerical optimization techniques, which facilitates the construction of efficient direct-design methods. The development of a practical three-dimensional design procedures entails many challenges, such as: (1) the demand for significant efficiency improvements over current design methods; (2) a general and flexible three-dimensional surface representation; and (3) the efficient solution of very large systems of linear algebraic equations. It is demonstrated that each of these challenges is overcome by: (1) employing fully implicit (Newton) methods for the CFD analyses; (2) adopting a Bezier-Bernstein polynomial parameterization of two- and three-dimensional surfaces; and (3) using preconditioned conjugate gradient-like linear system solvers. Whereas each of these extensions independently yields an improvement in computational efficiency, the combined effect of implementing all the extensions simultaneously results in a significant factor of 50 decrease in computational time and a factor of eight reduction in memory over the most efficient design strategies in current use. The new aerodynamic shape optimization procedure is demonstrated in the design of both two- and three-dimensional inviscid aerodynamic problems including a two-dimensional supersonic internal/external nozzle, two-dimensional transonic airfoils (resulting in supercritical shapes), three-dimensional transport wings, and three-dimensional supersonic delta wings. Each design application results in realistic and useful optimized shapes.

Burgreen, Gregory W.↗

NASA NTRS1987

Simultaneous stochastic inversion for geomagnetic main field and secular variation. I - A large-scale inverse problem

The method of stochastic inversion is extended to the simultaneous inversion of both main field and secular variation. In the present method, the time dependency is represented by an expansion in Legendre polynomials, resulting in a simple diagonal form for the a priori covariance matrix. The efficient preconditioned Broyden-Fletcher-Goldfarb-Shanno algorithm is used to solve the large system of equations resulting from expansion of the field spatially to spherical harmonic degree 14 and temporally to degree 8. Application of the method to observatory data spanning the 1900-1980 period results in a data fit of better than 30 nT, while providing temporally and spatially smoothly varying models of the magnetic field at the core-mantle boundary.

Bloxham, Jeremy↗

NASA NTRSDate not supplied

Efficient Preconditioning of a High-Order Solver for Multiple Physics

This work addresses preconditioning approaches for an implicit high-order solver frame-work applied to multiple physics. The solver is based on a space-time spectral element method and matrix-free Newton-Krylov solver developed at NASA over the recent years. Within this context, most preconditioning methods are impractical, as the computational time and memory requirements scale poorly with increasing polynomial orders. To improve computational efficiency, we first describe a novel entity-based Block Jacobi preconditioner for the continuous-Galerkin solution of the linear-elasticity and linear-shell equations. Second, we introduce a multigrid algorithm to further reduce time-to-solution on stiff cases arising from continuous-and discontinuous-Galerkin discretizations. Results obtained on relevant single-physics reference solutions, demonstrate the feasibility of the methods, paving the way for high-order solutions of fully coupled multi-physics problems.

STMD↗

NASA NTRS1996

Quasi-Optimal Schwarz Methods for the Conforming Spectral Element Discretization

Fast methods are proposed for solving the system K(sub N)x = b resulting from the discretization of self-adjoint elliptic equations in three dimensional domains by the spectral element method. The domain is decomposed into hexahedral elements, and in each of these elements the discretization space is formed by polynomials of degree N in each variable. Gauss-Lobatto-Legendre (GLL) quadrature rules replace the integrals in the Galerkin formulation. This system is solved by the preconditioned conjugate gradients method. The conforming finite element space on the GLL mesh consisting of piecewise Q(sub 1) elements produces a stiffness matrix K(sub h) that is spectrally equivalent to the spectral element stiffness matrix K(sub N). The action of the inverse of K(sub h) is expensive for large problems, and is therefore replaced by a Schwarz preconditioner B(sub h) of this finite element stiffness matrix. The preconditioned operator then becomes B(sub h)(exp -l)K(sub N). The technical difficulties stem from the nonregularity of the mesh. Tools to estimate the convergence of a large class of new iterative substructuring and overlapping Schwarz preconditioners are developed. This technique also provides a new analysis for an iterative substructuring method proposed by Pavarino and Widlund for the spectral element discretization.

Casarin, Mario↗

NASA NTRS1993

Aerodynamic shape optimization using preconditioned conjugate gradient methods

In an effort to further improve upon the latest advancements made in aerodynamic shape optimization procedures, a systematic study is performed to examine several current solution methodologies as applied to various aspects of the optimization procedure. It is demonstrated that preconditioned conjugate gradient-like methodologies dramatically decrease the computational efforts required for such procedures. The design problem investigated is the shape optimization of the upper and lower surfaces of an initially symmetric (NACA-012) airfoil in inviscid transonic flow and at zero degree angle-of-attack. The complete surface shape is represented using a Bezier-Bernstein polynomial. The present optimization method then automatically obtains supercritical airfoil shapes over a variety of freestream Mach numbers. Furthermore, the best optimization strategy examined resulted in a factor of 8 decrease in computational time as well as a factor of 4 decrease in memory over the most efficient strategies in current use.

Burgreen, Greg W.↗

NASA NTRS2000

3D Higher Order Modeling in the BEM/FEM Hybrid Formulation

Higher order divergence- and curl-conforming bases have been shown to provide significant benefits, in both convergence rate and accuracy, in the 2D hybrid finite element/boundary element formulation (P. Fink and D. Wilton, National Radio Science Meeting, Boulder, CO, Jan. 2000). A critical issue in achieving the potential for accuracy of the approach is the accurate evaluation of all matrix elements. These involve products of high order polynomials and, in some instances, singular Green's functions. In the 2D formulation, the use of a generalized Gaussian quadrature method was found to greatly facilitate the computation and to improve the accuracy of the boundary integral equation self-terms. In this paper, a 3D, hybrid electric field formulation employing higher order bases and higher order elements is presented. The improvements in convergence rate and accuracy, compared to those resulting from lower order modeling, are established. Techniques developed to facilitate the computation of the boundary integral self-terms are also shown to improve the accuracy of these terms. Finally, simple preconditioning techniques are used in conjunction with iterative solution procedures to solve the resulting linear system efficiently. In order to handle the boundary integral singularities in the 3D formulation, the parent element- either a triangle or rectangle-is subdivided into a set of sub-triangles with a common vertex at the singularity. The contribution to the integral from each of the sub-triangles is computed using the Duffy transformation to remove the singularity. This method is shown to greatly facilitate t'pe self-term computation when the bases are of higher order. In addition, the sub-triangles can be further divided to achieve near arbitrary accuracy in the self-term computation. An efficient method for subdividing the parent element is presented. The accuracy obtained using higher order bases is compared to that obtained using lower order bases when the number of unknowns is approximately equal. Also, convergence rates obtained using higher order bases are compared to those obtained with lower order bases for selected sample

Fink, P. W.↗

NASA NTRS1997

Improving Discrete-Sensitivity-Based Approach for Practical Design Optimization

In developing the automated methodologies for simulation-based optimal shape designs, their accuracy, efficiency and practicality are the defining factors to their success. To that end, four recent improvements to the building blocks of such a methodology, intended for more practical design optimization, have been reported. First, in addition to a polynomial-based parameterization, a partial differential equation (PDE) based parameterization was shown to be a practical tool for a number of reasons. Second, an alternative has been incorporated to one of the tedious phases of developing such a methodology, namely, the automatic differentiation of the computer code for the flow analysis in order to generate the sensitivities. Third, by extending the methodology for the thin-layer Navier-Stokes (TLNS) based flow simulations, the more accurate flow physics was made available. However, the computer storage requirement for a shape optimization of a practical configuration with the -fidelity simulations (TLNS and dense-grid based simulations), required substantial computational resources. Therefore, the final improvement reported herein responded to this point by including the alternating-direct-implicit (ADI) based system solver as an alternative to the preconditioned biconjugate (PbCG) and other direct solvers.

Baysal, Oktay↗