Asynchronous iterative solution for dominant eigenvectors with applications in performance modelling and PageRank

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Explicit schemes for time propagating many-body wavefunctions

Accurate theoretical data on many time-dependent processes in atomic and molecular physics and in chemistry require the direct numerical solution of the time-dependent Schr\"odinger equation, thereby motivating the development of very efficient time propagators. These usually involve the solution of very large systems of first order differential equations that are characterized by a high degree of stiffness. We analyze and compare the performance of the explicit one-step algorithms of Fatunla and Arnoldi. Both algorithms have exactly the same stability function, therefore sharing the same stability properties that turn out to be optimum. Their respective accuracy however differs significantly and depends on the physical situation involved. In order to test this accuracy, we use a predictor-corrector scheme in which the predictor is either Fatunla's or Arnoldi's algorithm and the corrector, a fully implicit four-stage Radau IIA method of order 7. We consider two physical processes. The first one is the ionization of an atomic system by a short and intense electromagnetic pulse; the atomic systems include a one-dimensional Gaussian model potential as well as atomic hydrogen and helium, both in full dimensionality. The second process is the decoherence of two-electron quantum states when a time independent perturbation is applied to a planar two-electron quantum dot where both electrons are confined in an anharmonic potential. Even though the Hamiltonian of this system is time independent the corresponding differential equation shows a striking stiffness. For the one-dimensional Gaussian potential we discuss in detail the possibility of monitoring the time step for both explicit algorithms. In the other physical situations that are much more demanding in term of computations, we show that the accuracy of both algorithms depends strongly on the degree of stiffness of the problem.Comment: 24 pages, 14 Figure

Strapdown calibration and alignment study. Volume 2 - Procedural and parametric trade-off analyses document Final report

Parametric and procedural tradeoffs for alignment and calibration of inertial sensing uni

A conjugate gradient algorithm for the astrometric core solution of Gaia

The ESA space astrometry mission Gaia, planned to be launched in 2013, has been designed to make angular measurements on a global scale with micro-arcsecond accuracy. A key component of the data processing for Gaia is the astrometric core solution, which must implement an efficient and accurate numerical algorithm to solve the resulting, extremely large least-squares problem. The Astrometric Global Iterative Solution (AGIS) is a framework that allows to implement a range of different iterative solution schemes suitable for a scanning astrometric satellite. In order to find a computationally efficient and numerically accurate iteration scheme for the astrometric solution, compatible with the AGIS framework, we study an adaptation of the classical conjugate gradient (CG) algorithm, and compare it to the so-called simple iteration (SI) scheme that was previously known to converge for this problem, although very slowly. The different schemes are implemented within a software test bed for AGIS known as AGISLab, which allows to define, simulate and study scaled astrometric core solutions. After successful testing in AGISLab, the CG scheme has been implemented also in AGIS. The two algorithms CG and SI eventually converge to identical solutions, to within the numerical noise (of the order of 0.00001 micro-arcsec). These solutions are independent of the starting values (initial star catalogue), and we conclude that they are equivalent to a rigorous least-squares estimation of the astrometric parameters. The CG scheme converges up to a factor four faster than SI in the tested cases, and in particular spatially correlated truncation errors are much more efficiently damped out with the CG scheme.Comment: 24 pages, 16 figures. Accepted for publication in Astronomy & Astrophysic

A robustized vector recursive stabilizer algorithm for image restoration

The ill-posed problem of object reconstruction (or band-limited extrapolation) is reformulated in the framework of the general linear model in new recursive parametric forms. The resultant algorithms are shown to be natural stabilizers of the inherent instabilities of both the iterative and noniterative reconstruction/band-limited extrapolation methods. Both robustized and unrobustized versions of the algorithms are given. The recursive algorithms provide immunity to measurement noise outliers in burst noise of high variance. Unlike procedures suggested previously, these methods eliminate the need for stopping rule constraints and ensure convergence of the algorithms. The recursive formulation of the noniterative method of band-limited extrapolation is also found to be adaptable to multidimensional image restoration. Computer simulations verify the theory and demonstrate the computational efficiency of the method

Digital Filtering Algorithms for Decorrelation within Large Least Squares Problems

The GOCE (Gravity Field and steady-state Ocean Circulation Explorer) mission is dedicated to the determination of the Earth's gravity field. During the mission period of at least one year the GOCE satellite will collect approximately 100 million highly correlated observations. The gravity field will be described in terms of approximately 70,000 spherical harmonic coefficients. This leads to a least squares adjustment, in which the design matrix occupies 51 terabytes while the covariance matrix of the observations requires 72,760 terabytes of memory. The very large design matrix is typically computed in parallel using supercomputers like the JUMP (Juelich Multi Processor) supercomputer in Jülich, Germany. However, such a brute force approach does not work for the covariance matrix. Here, we have to exploit certain features of the observations, e.g. that the observations can be interpreted as a stationary time series. This allows for a very sparse representation of the covariance matrix by digital filters. This thesis is concerned with the use of digital filters for decorrelation within large least squares problems. First, it is analyzed, which conditions the observations must meet, such that digital filters can be used to represent their covariance matrix. After that, different filter implementations are introduced and compared with each other, especially with respect to the calculation time of filtering. This is of special concern, as for many applications the very large design matrix has to be filtered at least once. One special problem arising by the use of digital filters is the so-called warm-up effect. For the first time, methods are developed in this thesis for determining the length of the effect and for avoiding this effect. Next, a new algorithm is developed to deal with the problem of short data gaps within the observation time series. Finally, it is investigated which filter methods are best adopted for the application scenario GOCE, and several numerical simulations are performed.Digitale Filteralgorithmen zur Dekorrelation in großen kleinste-Quadrate Problemen Die GOCE (Gravity Field and steady-state Ocean Circulation Explorer) Mission ist der Bestimmung des Erdschwerefeldes gewidmet. Während der Missionsdauer von mindestens einem Jahr wird der GOCE Satellit circa 100 Millionen hoch korrelierte Beobachtungen sammeln. Das Erdschwerefeld wird durch circa 70.000 sphärisch harmonische Koeffizienten beschrieben. Dies führt zu einem kleinste-Quadrate Ausgleich, wobei die Designmatrix 51 Terabytes benötigt während die Kovarianzmatrix der Beobachtungen 72.760 Terabytes erfordert. Die sehr große Designmatrix wird typischerweise parallel berechnet, wobei Supercomputer wie JUMP (Juelich Multi Processor) in Jülich (Deutschland) zum Einsatz kommen. Ein solcher Ansatz, bei dem das Problem durch geballte Rechenleistung gelöst wird, funktioniert bei der Kovarianzmatrix der Beobachtungen nicht mehr. Hier müssen bestimmte Eigenschaften der Beobachtungen ausgenutzt werden, z.B. dass die Beobachtungen als stationäre Zeitreihe aufgefasst werden können. Dies ermöglicht es die Kovarianzmatrix durch digitale Filter zu repräsentieren. Diese Arbeit beschäftigt sich mit der Nutzung von digitalen Filtern zur Dekorrelation in großen kleinste-Quadrate Problemen. Zuerst wird analysiert, welche Bedingungen die Beobachtungen erfüllen müssen, damit digitale Filter zur Repräsentation ihrer Kovarianzmatrix benutzt werden können. Danach werden verschiedene Filterimplementierungen vorgestellt und miteinander verglichen, wobei spezielles Augenmerk auf die Rechenzeit für das Filtern gelegt wird. Dies ist von besonderer Bedeutung, da in vielen Anwendungen die sehr große Designmatrix mindestens einmal gefiltert werden muss. Ein spezielles Problem, welches beim Benutzen der Filter entsteht, ist der sogenannte Warmlaufzeiteffekt. Zum ersten Mal werden in dieser Arbeit Methoden entwickelt, um die Länge des Effekts zu bestimmen und um den Effekt zu vermeiden. Als Nächstes wird ein neuer Algorithmus zur Lösung des Problems von kurzen Datenlücken in der Beobachtungszeitreihe entwickelt. Schließlich wird untersucht, welche Filtermethoden man am besten für das Anwendungsszenario GOCE verwendet und es werden verschiedene numerische Simulationen durchgeführt