A fast semi-direct least squares algorithm for hierarchically block separable matrices

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived from asymptotically smooth radial kernels that are not too oscillatory. The algorithm is based on a recursive skeletonization procedure that exposes this sparsity and solves the dense least squares problem as a larger, equality-constrained, sparse one. It relies on a sparse QR factorization coupled with iterative weighted least squares methods. In essence, our scheme consists of a direct component, comprised of matrix compression and factorization, followed by an iterative component to enforce certain equality constraints. At most two iterations are typically required for problems that are not too ill-conditioned. For an $M \times N$ HBS matrix with $M \geq N$ having bounded off-diagonal block rank, the algorithm has optimal $\mathcal{O} (M + N)$ complexity. If the rank increases with the spatial dimension as is common for operators that are singular at the origin, then this becomes $\mathcal{O} (M + N)$ in 1D, $\mathcal{O} (M + N^{3/2})$ in 2D, and $\mathcal{O} (M + N^{2})$ in 3D. We illustrate the performance of the method on both over- and underdetermined systems in a variety of settings, with an emphasis on radial basis function approximation and efficient updating and downdating.Comment: 24 pages, 8 figures, 6 tables; to appear in SIAM J. Matrix Anal. App

A scalable parallel finite element framework for growing geometries. Application to metal additive manufacturing

This work introduces an innovative parallel, fully-distributed finite element framework for growing geometries and its application to metal additive manufacturing. It is well-known that virtual part design and qualification in additive manufacturing requires highly-accurate multiscale and multiphysics analyses. Only high performance computing tools are able to handle such complexity in time frames compatible with time-to-market. However, efficiency, without loss of accuracy, has rarely held the centre stage in the numerical community. Here, in contrast, the framework is designed to adequately exploit the resources of high-end distributed-memory machines. It is grounded on three building blocks: (1) Hierarchical adaptive mesh refinement with octree-based meshes; (2) a parallel strategy to model the growth of the geometry; (3) state-of-the-art parallel iterative linear solvers. Computational experiments consider the heat transfer analysis at the part scale of the printing process by powder-bed technologies. After verification against a 3D benchmark, a strong-scaling analysis assesses performance and identifies major sources of parallel overhead. A third numerical example examines the efficiency and robustness of (2) in a curved 3D shape. Unprecedented parallelism and scalability were achieved in this work. Hence, this framework contributes to take on higher complexity and/or accuracy, not only of part-scale simulations of metal or polymer additive manufacturing, but also in welding, sedimentation, atherosclerosis, or any other physical problem where the physical domain of interest grows in time

Asynchronous and Multiprecision Linear Solvers - Scalable and Fault-Tolerant Numerics for Energy Efficient High Performance Computing

Asynchronous methods minimize idle times by removing synchronization barriers, and therefore allow the efficient usage of computer systems. The implied high tolerance with respect to communication latencies improves the fault tolerance. As asynchronous methods also enable the usage of the power and energy saving mechanisms provided by the hardware, they are suitable candidates for the highly parallel and heterogeneous hardware platforms that are expected for the near future

Structural Analysis and Matrix Interpetive System /SAMIS/ program Technical report, Feb. - Aug. 1966

Development of characteristic equations and error analysis for computer programs contained in structural analysis and matrix interpretive syste

MADNESS: A Multiresolution, Adaptive Numerical Environment for Scientific Simulation

MADNESS (multiresolution adaptive numerical environment for scientific simulation) is a high-level software environment for solving integral and differential equations in many dimensions that uses adaptive and fast harmonic analysis methods with guaranteed precision based on multiresolution analysis and separated representations. Underpinning the numerical capabilities is a powerful petascale parallel programming environment that aims to increase both programmer productivity and code scalability. This paper describes the features and capabilities of MADNESS and briefly discusses some current applications in chemistry and several areas of physics