Alternative methods for representing the inverse of linear programming basis matrices

Methods for representing the inverse of Linear Programming (LP) basis matrices are closely related to techniques for solving a system of sparse unsymmetric linear equations by direct methods. It is now well accepted that for these problems the static process of reordering the matrix in the lower block triangular (LBT) form constitutes the initial step. We introduce a combined static and dynamic factorisation of a basis matrix and derive its inverse which we call the partial elimination form of the inverse (PEFI). This factorization takes advantage of the LBT structure and produces a sparser representation of the inverse than the elimination form of the inverse (EFI). In this we make use of the original columns (of the constraint matrix) which are in the basis. To represent the factored inverse it is, however, necessary to introduce special data structures which are used in the forward and the backward transformations (the two major algorithmic steps) of the simplex method. These correspond to solving a system of equations and solving a system of equations with the transposed matrix respectively. In this paper we compare the nonzero build up of PEFI with that of EFI. We have also investigated alternative methods for updating the basis inverse in the PEFI representation. The results of our experimental investigation are presented in this pape

Performance Analysis of Hardware/Software Co-Design of Matrix Solvers

Solving a system of linear and nonlinear equations lies at the heart of many scientific and engineering applications such as circuit simulation, applications in electric power networks, and structural analysis. The exponentially increasing complexity of these computing applications and the high cost of supercomputing force us to explore affordable high performance computing platforms. The ultimate goal of this research is to develop hardware friendly parallel processing algorithms and build cost effective high performance parallel systems using hardware in order to enable the solution of large linear systems. In this thesis, FPGA-based general hardware architectures of selected iterative methods and direct methods are discussed. Xilinx Embedded Development Kit (EDK) hardware/software (HW/SW) codesigns of these methods are also presented. For iterative methods, FPGA based hardware architectures of Jacobi, combined Jacobi and Gauss-Seidel, and conjugate gradient (CG) are proposed. The convergence analysis of the LNS-based Jacobi processor demonstrates to what extent the hardware resource constraints and additional conversion error affect the convergence of Jacobi iterative method. Matlab simulations were performed to compare the performance of three iterative methods in three ways, i.e., number of iterations for any given tolerance, number of iterations for different matrix sizes, and computation time for different matrix sizes. The simulation results indicate that the key to a fast implementation of the three methods is a fast implementation of matrix multiplication. The simulation results also show that CG method takes less number of iterations for any given tolerance, but more computation time as matrix size increases compared to other two methods, since matrix-vector multiplication is a more dominant factor in CG method than in the other two methods. By implementing matrix multiplications of the three methods in hardware with Xilinx EDK HW/SW codesign, the performance is significantly improved over pure software Power PC (PPC) based implementation. The EDK implementation results show that CG takes less computation time for any size of matrices compared to other two methods in HW/SW codesign, due to that fact that matrix multiplications dominate the computation time of all three methods while CG requires less number of iterations to converge compared to other two methods. For direct methods, FPGA-based general hardware architecture and Xilinx EDK HW/SW codesign of WZ factorization are presented. Single unit and scalable hardware architectures of WZ factorization are proposed and analyzed under different constraints. The results of Matlab simulations show that WZ runs faster than the LU on parallel processors but slower on a single processor. The simulation results also indicate that the most time consuming part of WZ factorization is matrix update. By implementing the matrix update of WZ factorization in hardware with Xilinx EDK HW/SW codesign, the performance is also apparently improved over PPC based pure software implementation

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed

A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Advanced Electrical Resistivity Modelling and Inversion using Unstructured Discretization

In this dissertation an approach is presented for the three-dimensional electrical resistivity tomography (ERT) using unstructured discretizations. The geoelectrical forward problem is solved by the finite element method using tetrahedral meshes with linear and quadratic shape functions. Unstructured meshes are suitable for modelling domains of arbitrary geometry (e.g., complicated topography). Furthermore, the best trade-off between accuracy and numerical effort can be achieved due to the capability of problem-adapted mesh refinement. Unstructured discretizations also allow the consideration of spatial extended finite electrodes. Due to a corresponding extension of the forward operator using the complete electrode model, known from medical impedance tomography, a study about the influence of such electrodes to geoelectrical measurements is given. Based on the forward operator, the so-called triple-grid-technique is developed to solve the geoelectrical inverse problem. Due to unstructured discretization, the ERT can be applied by using a resolution dependent parametrization on arbitrarily shaped two-dimensional and three-dimensional domains. A~Gauss-Newton method is used with inexact line search to fit the data within error bounds. A global regularization scheme is applied using special smoothness constraints. Furthermore, an advanced regularization scheme for the ERT is presented based on unstructured meshes, which is able to include a-priori information into the inversion and significantly improves the resulting ERT images. Structural information such as material interfaces known from other geophysical techniques are incorporated as allowed sharp resistivity contrasts. Model weighting functions can define individually the allowed deviation of the final resistivity model from given start or reference values. As a consequent further development the region concept is presented where the parameter domain is subdivided into lithological or geological regions with individual inversion and regularization parameters. All used techniques and concepts are part of the open source C++ library GIMLi, which has been developed during this thesis as an advanced tool for the method-independent solution of the inverse problem

Design and analysis of numerical algorithms for the solution of linear systems on parallel and distributed architectures

The increasing availability of parallel computers is having a very significant impact on all aspects of scientific computation, including algorithm research and software development in numerical linear algebra. In particular, the solution of linear systems, which lies at the heart of most calculations in scientific computing is an important computation found in many engineering and scientific applications. In this thesis, well-known parallel algorithms for the solution of linear systems are compared with implicit parallel algorithms or the Quadrant Interlocking (QI) class of algorithms to solve linear systems. These implicit algorithms are (2x2) block algorithms expressed in explicit point form notation. [Continues.

Preconditioners for iterative solutions of large-scale linear systems arising from Biot's consolidation equations

Ph.DDOCTOR OF PHILOSOPH