A Gauss--Newton iteration for Total Least Squares problems

The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton iteration can be tailored to compute that solution. At each iteration, the proposed method requires the solution of an ordinary least squares problem where the matrix $A$ is perturbed by a rank-one term.Comment: 14 pages, no figure

The GNAT method for nonlinear model reduction: effective implementation and application to computational fluid dynamics and turbulent flows

The Gauss--Newton with approximated tensors (GNAT) method is a nonlinear model reduction method that operates on fully discretized computational models. It achieves dimension reduction by a Petrov--Galerkin projection associated with residual minimization; it delivers computational efficency by a hyper-reduction procedure based on the `gappy POD' technique. Originally presented in Ref. [1], where it was applied to implicit nonlinear structural-dynamics models, this method is further developed here and applied to the solution of a benchmark turbulent viscous flow problem. To begin, this paper develops global state-space error bounds that justify the method's design and highlight its advantages in terms of minimizing components of these error bounds. Next, the paper introduces a `sample mesh' concept that enables a distributed, computationally efficient implementation of the GNAT method in finite-volume-based computational-fluid-dynamics (CFD) codes. The suitability of GNAT for parameterized problems is highlighted with the solution of an academic problem featuring moving discontinuities. Finally, the capability of this method to reduce by orders of magnitude the core-hours required for large-scale CFD computations, while preserving accuracy, is demonstrated with the simulation of turbulent flow over the Ahmed body. For an instance of this benchmark problem with over 17 million degrees of freedom, GNAT outperforms several other nonlinear model-reduction methods, reduces the required computational resources by more than two orders of magnitude, and delivers a solution that differs by less than 1% from its high-dimensional counterpart

A Note on Separable Nonlinear Least Squares Problem

Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas, especially in Operations Research and Computer Sciences. They are difficult to solve with the infinite-norm metric. In this paper, we give a short note on the separable nonlinear least squares problem, unseparated scheme for NLS, and propose an algorithm for solving mixed linear-nonlinear minimization problem, method of which results in solving a series of least squares separable problems.Comment: 3 pages; IEEE, 2011 International Conference on Future Computer Sciences and Application (ICFCSA 2011), Jun. 18- 19, 2011, Hong Kon