Sparse matrix-vector multiplication on GPGPUs

The multiplication of a sparse matrix by a dense vector (SpMV) is a centerpiece of scientific computing applications: it is the essential kernel for the solution of sparse linear systems and sparse eigenvalue problems by iterative methods. The efficient implementation of the sparse matrix-vector multiplication is therefore crucial and has been the subject of an immense amount of research, with interest renewed with every major new trend in high performance computing architectures. The introduction of General Purpose Graphics Processing Units (GPGPUs) is no exception, and many articles have been devoted to this problem. With this paper we provide a review of the techniques for implementing the SpMV kernel on GPGPUs that have appeared in the literature of the last few years. We discuss the issues and trade-offs that have been encountered by the various researchers, and a list of solutions, organized in categories according to common features. We also provide a performance comparison across different GPGPU models and on a set of test matrices coming from various application domains

Multiparameter spectral analysis for aeroelastic instability problems

This paper presents a novel application of multiparameter spectral theory to the study of structural stability, with particular emphasis on aeroelastic flutter. Methods of multiparameter analysis allow the development of new solution algorithms for aeroelastic flutter problems; most significantly, a direct solver for polynomial problems of arbitrary order and size, something which has not before been achieved. Two major variants of this direct solver are presented, and their computational characteristics are compared. Both are effective for smaller problems arising in reduced-order modelling and preliminary design optimization. Extensions and improvements to this new conceptual framework and solution method are then discussed.Comment: 20 pages, 8 figure

Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function

Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared to other approaches. In this paper we develop robust preconditioners for the efficient solution of the Newton steps associated with solving the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach