Three-Level Parallel J-Jacobi Algorithms for Hermitian Matrices

The paper describes several efficient parallel implementations of the one-sided hyperbolic Jacobi-type algorithm for computing eigenvalues and eigenvectors of Hermitian matrices. By appropriate blocking of the algorithms an almost ideal load balancing between all available processors/cores is obtained. A similar blocking technique can be used to exploit local cache memory of each processor to further speed up the process. Due to diversity of modern computer architectures, each of the algorithms described here may be the method of choice for a particular hardware and a given matrix size. All proposed block algorithms compute the eigenvalues with relative accuracy similar to the original non-blocked Jacobi algorithm.Comment: Submitted for publicatio

Analysis and waveform relaxation for a differential-algebraic electrical circuit model

Die Hauptthemen dieser Arbeit sind einerseits eine tiefgehende Analyse von nichtlinearen differential-algebraischen Gleichungen (DAEs) vom Index 2, die aus der modifizierten Knotenanalyse (MNA) von elektrischen Schaltkreisen hervorgehen, und andererseits die Entwicklung von Konvergenzkriterien für Waveform Relaxationsmethoden zum Lösen gekoppelter Probleme. Ein Schwerpunkt in beiden genannten Themen ist die Beziehung zwischen der Topologie eines Schaltkreises und mathematischen Eigenschaften der zugehörigen DAE. Der Analyse-Teil umfasst eine detaillierte Beschreibung einer Normalform für Schaltkreis DAEs vom Index 2 und Abschätzungen, die für die Sensitivität des Schaltkreises bezüglich seiner Input-Quellen folgen. Es wird gezeigt, wie diese Abschätzungen wesentlich von der topologischen Position der Input-Quellen im Schaltkreis abhängen. Die zunehmend komplexen Schaltkreise in technologischen Geräten erfordern oftmals eine Modellierung als gekoppeltes System. Waveform relaxation (WR) empfiehlt sich zur Lösung solch gekoppelter Probleme, da sie auf die Subprobleme angepasste Lösungsmethoden und Schrittweiten ermöglicht. Es ist bekannt, dass WR zwar bei Anwendung auf gewöhnliche Differentialgleichungen konvergiert, falls diese eine Lipschitz-Bedingung erfüllen, selbiges jedoch bei DAEs nicht ohne Hinzunahme eines Kontraktivitätskriteriums sichergestellt werden kann. Wir beschreiben allgemeine Konvergenzkriterien für WR auf DAEs vom Index 2. Für den Fall von Schaltkreisen, die entweder mit anderen Schaltkreisen oder mit elektromagnetischen Feldern verkoppelt sind, leiten wir außerdem hinreichende topologische Konvergenzkriterien her, die anhand von Beispielen veranschaulicht werden. Weiterhin werden die Konvergenzraten des Jacobi WR Verfahrens und des Gauss-Seidel WR Verfahrens verglichen. Simulationen von einfachen Beispielsystemen zeigen drastische Unterschiede des WR-Konvergenzverhaltens, abhängig davon, ob die Konvergenzbedingungen erfüllt sind oder nicht.The main topics of this thesis are firstly a thorough analysis of nonlinear differential-algebraic equations (DAEs) of index 2 which arise from the modified nodal analysis (MNA) for electrical circuits and secondly the derivation of convergence criteria for waveform relaxation (WR) methods on coupled problems. In both topics, a particular focus is put on the relations between a circuit's topology and the mathematical properties of the corresponding DAE. The analysis encompasses a detailed description of a normal form for circuit DAEs of index 2 and consequences for the sensitivity of the circuit with respect to its input source terms. More precisely, we provide bounds which describe how strongly changes in the input sources of the circuit affect its behaviour. Crucial constants in these bounds are determined in terms of the topological position of the input sources in the circuit. The increasingly complex electrical circuits in technological devices often call for coupled systems modelling. Allowing for each subsystem to be solved by dedicated numerical solvers and time scales, WR is an adequate method in this setting. It is well-known that while WR converges on ordinary differential equations if a Lipschitz condition is satisfied, an additional convergence criterion is required to guarantee convergence on DAEs. We present general convergence criteria for WR on higher index DAEs. Furthermore, based on our results of the analysis part, we derive topological convergence criteria for coupled circuit/circuit problems and field/circuit problems. Examples illustrate how to practically check if the criteria are satisfied. If a sufficient convergence criterion holds, we specify at which rate of convergence the Jacobi and Gauss-Seidel WR methods converge. Simulations of simple benchmark systems illustrate the drastically different convergence behaviour of WR depending on whether or not the circuit topological convergence conditions are satisfied

Approximate matrix and tensor diagonalization by unitary transformations: convergence of Jacobi-type algorithms

We propose a gradient-based Jacobi algorithm for a class of maximization problems on the unitary group, with a focus on approximate diagonalization of complex matrices and tensors by unitary transformations. We provide weak convergence results, and prove local linear convergence of this algorithm.The convergence results also apply to the case of real-valued tensors

Hierarchical Parallelism in Finite Difference Analysis of Heat Conduction

Based on the concept of hierarchical parallelism, this research effort resulted in highly efficient parallel solution strategies for very large scale heat conduction problems. Overall, the method of hierarchical parallelism involves the partitioning of thermal models into several substructured levels wherein an optimal balance into various associated bandwidths is achieved. The details are described in this report. Overall, the report is organized into two parts. Part 1 describes the parallel modelling methodology and associated multilevel direct, iterative and mixed solution schemes. Part 2 establishes both the formal and computational properties of the scheme

Fast GPU-Based Two-Way Continuous Collision Handling

Step-and-project is a popular way to simulate non-penetrated deformable bodies in physically-based animation. First integrating the system in time regardless of contacts and post resolving potential intersections practically strike a good balance between plausibility and efficiency. However, existing methods could be defective and unsafe when the time step is large, taking risks of failures or demands of repetitive collision testing and resolving that severely degrade performance. In this paper, we propose a novel two-way method for fast and reliable continuous collision handling. Our method launches the optimization at both ends of the intermediate time-integrated state and the previous intersection-free state, progressively generating a piecewise-linear path and finally reaching a feasible solution for the next time step. Technically, our method interleaves between a forward step and a backward step at a low cost, until the result is conditionally converged. Due to a set of unified volume-based contact constraints, our method can flexibly and reliably handle a variety of codimensional deformable bodies, including volumetric bodies, cloth, hair and sand. The experiments show that our method is safe, robust, physically faithful and numerically efficient, especially suitable for large deformations or large time steps

Fast parallel algorithms for a broad class of nonlinear variational diffusion approaches

Variational segmentation and nonlinear diffusion approaches have been very active research areas in the fields of image processing and computer vision during the last years. In the present paper, we review recent advances in the development of efficient numerical algorithms for these approaches. The performance of parallel implement at ions of these algorithms on general-purpose hardware is assessed. A mathematically clear connection between variational models and nonlinear diffusion filters is presented that allows to interpret one approach as an approximation of the other, and vice versa. Numerical results confirm that, depending on the parametrization, this approximation can be made quite accurate. Our results provide a perspective for uniform implement at ions of both nonlinear variational models and diffusion filters on parallel architectures