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NASA NTRS1991

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Nachtigal, Noel M.↗
NASA NTRS1992

Quasi-kernel polynomials and convergence results for quasi-minimal residual iterations

Recently, Freund and Nachtigal have proposed a novel polynominal-based iteration, the quasi-minimal residual algorithm (QMR), for solving general nonsingular non-Hermitian linear systems. Motivated by the QMR method, we have introduced the general concept of quasi-kernel polynomials, and we have shown that the QMR algorithm is based on a particular instance of quasi-kernel polynomials. In this paper, we continue our study of quasi-kernel polynomials. In particular, we derive bounds for the norms of quasi-kernel polynomials. These results are then applied to obtain convergence theorems both for the QMR method and for a transpose-free variant of QMR, the TFQMR algorithm.

Freund, Roland W.↗
NASA NTRS2003

Failure of Anisotropic Unstructured Mesh Adaption Based on Multidimensional Residual Minimization

An automated anisotropic unstructured mesh adaptation strategy is proposed, implemented, and assessed for the discretization of viscous flows. The adaption criteria is based upon the minimization of the residual fluctuations of a multidimensional upwind viscous flow solver. For scalar advection, this adaption strategy has been shown to use fewer grid points than gradient based adaption, naturally aligning mesh edges with discontinuities and characteristic lines. The adaption utilizes a compact stencil and is local in scope, with four fundamental operations: point insertion, point deletion, edge swapping, and nodal displacement. Evaluation of the solution-adaptive strategy is performed for a two-dimensional blunt body laminar wind tunnel case at Mach 10. The results demonstrate that the strategy suffers from a lack of robustness, particularly with regard to alignment of the bow shock in the vicinity of the stagnation streamline. In general, constraining the adaption to such a degree as to maintain robustness results in negligible improvement to the solution. Because the present method fails to consistently or significantly improve the flow solution, it is rejected in favor of simple uniform mesh refinement.

Wood, William A.↗
NASA NTRS1987

The minimal residual QR-factorization algorithm for reliably solving subset regression problems

A new algorithm to solve test subset regression problems is described, called the minimal residual QR factorization algorithm (MRQR). This scheme performs a QR factorization with a new column pivoting strategy. Basically, this strategy is based on the change in the residual of the least squares problem. Furthermore, it is demonstrated that this basic scheme might be extended in a numerically efficient way to combine the advantages of existing numerical procedures, such as the singular value decomposition, with those of more classical statistical procedures, such as stepwise regression. This extension is presented as an advisory expert system that guides the user in solving the subset regression problem. The advantages of the new procedure are highlighted by a numerical example.

Verhaegen, M. H.↗
NASA NTRS1992

Complex generalized minimal residual algorithm for iterative solution of quantum-mechanical reactive scattering equations

Complex dense matrices corresponding to the D + H2 and O + HD reactions were solved using a complex generalized minimal residual (GMRes) algorithm described by Saad and Schultz (1986) and Saad (1990). To provide a test case with a different structure, the H + H2 system was also considered. It is shown that the computational effort for solutions with the GMRes algorithm depends on the dimension of the linear system, the total energy of the scattering problem, and the accuracy criterion. In several cases with dimensions in the range 1110-5632, the GMRes algorithm outperformed the LAPACK direct solver, with speedups for the linear equation solution as large as a factor of 23.

Chatfield, David C.↗
NASA NTRS1991

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗
NASA NTRS1984

Newton like: Minimal residual methods applied to transonic flow calculations

A computational technique for the solution of the full potential equation is presented. The method consists of outer and inner iterations. The outer iterate is based on a Newton like algorithm, and a preconditioned Minimal Residual method is used to seek an approximate solution of the system of linear equations arising at each inner iterate. The present iterative scheme is formulated so that the uncertainties and difficulties associated with many iterative techniques, namely the requirements of acceleration parameters and the treatment of additional boundary conditions for the intermediate variables, are eliminated. Numerical experiments based on the new method for transonic potential flows around the NACA 0012 airfoil at different Mach numbers and different angles of attack are presented, and these results are compared with those obtained by the Approximate Factorization technique. Extention to three dimensional flow calculations and application in finite element methods for fluid dynamics problems by the present method are also discussed. The Inexact Newton like method produces a smoother reduction in the residual norm, and the number of supersonic points and circulations are rapidly established as the number of iterations is increased.

Wong, Y. S.↗
NASA NTRS1982

A minimal residual method for transonic potential flows

For transonic flow calculations, a combination of the successive line over-relaxation (SLOR) and the preconditioned conjugate gradient (CG) method has been suggested by Wong and Hafez (1981). This paper studies the method of minimal residual (MR) which avoids a combined iteration. This method is closely related to the CG method, may be regarded as a first-order gradient method, and is applicable to symmetric and nonsymmetric matrices. The problem is formulated as a nonlinear mixed elliptic-hyperbolic partial differential equation which includes an artificial viscosity and a switching function which is zero in subsonic regions and nonzero in supersonic regions. Alternatives to the SLOR method which provide faster convergence rates are introduced. The preconditioned MR algorithm is developed, and transonic potential flows around NACA 0012 airfoil are calculated for different Mach numbers and angles of attack. Preliminary results are presented, demonstrating that the MR algorithm requires no parameter estimation and rapidly converges for subsonic flows.

Wong, Y. S.↗
NASA NTRS1985

Newton-like minimal residual methods applied to transonic flow calculations

A computational technique for the solution of the full potential equation is presented. The method consists of outer and inner iterations. The outer iterate is based on a Newton like algorithm, and a preconditioned Minimal Residual method is used to seek an approximate solution of the system of linear equations arising at each inner iterate. The present iterative scheme is formulated so that the uncertainties and difficulties associated with many iterative techniques, namely the requirements of acceleration parameters and the treatment of additional boundary conditions for the intermediate variables, are eliminated. Numerical experiments based on the new method for transonic potential flows around the NACA 0012 airfoil at different Mach numbers and different angles of attack are presented, and these results are compared with those obtained by the Approximate Factorization technique. Extention to three dimensional flow calculations and application in finite element methods for fluid dynamics problems by the present method are also discussed. The Inexact Newton like method produces a smoother reduction in the residual norm, and the number of supersonic points and circulations are rapidly established as the number of iterations is increased.

Wong, Y. S.↗
NASA NTRS1990

QMR: A Quasi-Minimal Residual method for non-Hermitian linear systems

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. A novel BCG like approach is presented called the quasi-minimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a look-ahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.

Freund, Roland W.↗
NASA NTRS1983

Preconditioned Minimal Residual Methods for Chebyshev Spectral Caluclations

The problem of preconditioning the pseudospectral Chebyshev approximation of an elliptic operator is considered. The numerical sensitiveness to variations of the coefficients of the operator are investigated for two classes of preconditioning matrices: one arising from finite differences, the other from finite elements. The preconditioned system is solved by a conjugate gradient type method, and by a DuFort-Frankel method with dynamical parameters. The methods are compared on some test problems with the Richardson method and with the minimal residual Richardson method.

Canuto, C.↗
NASA NTRS1985

Preconditioned minimal residual methods for Chebyshev spectral calculations

The problem of preconditioning the pseudospectral Chebyshev approximation of an elliptic operator is considered. The numerical sensitiveness to variations of the coefficients of the operator are investigated for two classes of preconditioning matrices: one arising from finite differences, the other from finite elements. The preconditioned system is solved by a conjugate gradient type method, and by a Dufort-Frankel method with dynamical parameters. The methods are compared on some test problems with the Richardson method and with the minimal residual Richardson method.

Canuto, C.↗
NASA NTRS1976

DHARMA - Discriminant hyperplane abstracting residuals minimization algorithm for separating clusters with fuzzy boundaries

Learning of discriminant hyperplanes in imperfectly supervised or unsupervised training sample sets with unreliably labeled samples along the fuzzy joint boundaries between sample clusters is discussed, with the discriminant hyperplane designed to be a least-squares fit to the unreliably labeled data points. (Samples along the fuzzy boundary jump back and forth from one cluster to the other in recursive cluster stabilization and are considered unreliably labeled.) Minimization of the distances of these unreliably labeled samples from the hyperplanes does not sacrifice the ability to discriminate between classes represented by reliably labeled subsets of samples. An equivalent unconstrained linear inequality problem is formulated and algorithms for its solution are indicated. Landsat earth sensing data were used in confirming the validity and computational feasibility of the approach, which should be useful in deriving discriminant hyperplanes separating clusters with fuzzy boundaries, given supervised training sample sets with unreliably labeled boundary samples.

Dasarathy, B. V.↗
NASA NTRS1992

Application of a generalized minimal residual method to 2D unsteady flows

A generalized minimum residual scheme (GMRES), previously developed for solving nonlinear and linear systems of equations, has been applied to the numerical solution of 2D unsteady compressible flows. It is found that the use of GMRES significantly increases the time step that may be used, compared to noniterative implicit schemes. The feasibility of reducing the memory requirements of the GMRES scheme using a multigrid strategy has also been explored. Several sample steady and unsteady viscous flow applications are presented.

Hixon, Ray↗
NASA NTRS1993

Reliability enhancement of Navier-Stokes codes through convergence enhancement

Reduction of total computing time required by an iterative algorithm for solving Navier-Stokes equations is an important aspect of making the existing and future analysis codes more cost effective. Several attempts have been made to accelerate the convergence of an explicit Runge-Kutta time-stepping algorithm. These acceleration methods are based on local time stepping, implicit residual smoothing, enthalpy damping, and multigrid techniques. Also, an extrapolation procedure based on the power method and the Minimal Residual Method (MRM) were applied to the Jameson's multigrid algorithm. The MRM uses same values of optimal weights for the corrections to every equation in a system and has not been shown to accelerate the scheme without multigriding. Our Distributed Minimal Residual (DMR) method based on our General Nonlinear Minimal Residual (GNLMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. The DMR method was found capable of reducing the computation time by 10-75 percent depending on the test case and grid used. Recently, we have developed and tested a new method termed Sensitivity Based DMR or SBMR method that is easier to implement in different codes and is even more robust and computationally efficient than our DMR method.

Choi, K.-Y.↗
NASA NTRS1994

Convergence rate enhancement of navier-stokes codes on clustered grids

Our Sensitivity-Based Minimal Residual (SBMR) method which is based on our earlier Distributed Minimal Residual (DMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. Our global SBMR method was found to consistently outperform the DMR method while requiring considerably less computer memory. Recently, we have developed and tested a new Line SBMR or LSBMR method and a Time-Step-Scaling (TSS) method that are even more robust and computationally efficient than our global SBMR method, especially on highly clustered computational grids in laminar and turbulent flow computations.

Choi, Kwang-Yoon↗
NASA NTRS2012

Advances in the RXTE Proportional Counter Array Calibration: Nearing the Statistical Limit

During its 16 years of service Rossi X-ray Timing Explorer (RXTE) mission has provided an extensive archive of data, which will serve as a primary source of high cadence observation of variable X-ray sources for fast timing studies. It is, therefore, very important to have the most reliable calibration of RXTE instruments. The Proportional Counter Array (PCA) is the primary instrument on-board RXTE which provides data in 2-50 keY with higher than millisecond time resolution in up to 256 energy channels. In 2009 RXTE team revised the response residual minimization method used to derive the parameters of the PCA physical model. The procedure is now based on the residual minimization between the model spectrum for Crab nebula emission and a calibration data set consisting of a number of spectra from the Crab and the on-board Am241 calibration source, uniformly covering a whole RXTE span. The new method led to a much more effective model convergence and allowed for better understanding of the behavior of the PCA energy-to-channel relationship. It greatly improved the response matrix performance. We describe the new version of the RXTE/PCA response generator PCARMF vll.7 along with the corresponding energy-to-channel conversion table (version e05v04) and their difference from the previous releases of PCA calibration. The new PCA response adequately represents the spectrum of the calibration sources and successfully predicts the energy of the narrow iron emission line in Cas-A throughout the RXTE mission.

Shaposhnikov, Nikolai↗