273 research outputs found
A flexible and adaptive Simpler GMRES with deflated restarting for shifted linear systems
In this paper, two efficient iterative algorithms based on the simpler GMRES
method are proposed for solving shifted linear systems. To make full use of the
shifted structure, the proposed algorithms utilizing the deflated restarting
strategy and flexible preconditioning can significantly reduce the number of
matrix-vector products and the elapsed CPU time. Numerical experiments are
reported to illustrate the performance and effectiveness of the proposed
algorithms.Comment: 17 pages. 9 Tables, 1 figure; Newly update: add some new numerical
results and correct some typos and syntax error
Robust Dropping Criteria for F-norm Minimization Based Sparse Approximate Inverse Preconditioning
Dropping tolerance criteria play a central role in Sparse Approximate Inverse
preconditioning. Such criteria have received, however, little attention and
have been treated heuristically in the following manner: If the size of an
entry is below some empirically small positive quantity, then it is set to
zero. The meaning of "small" is vague and has not been considered rigorously.
It has not been clear how dropping tolerances affect the quality and
effectiveness of a preconditioner . In this paper, we focus on the adaptive
Power Sparse Approximate Inverse algorithm and establish a mathematical theory
on robust selection criteria for dropping tolerances. Using the theory, we
derive an adaptive dropping criterion that is used to drop entries of small
magnitude dynamically during the setup process of . The proposed criterion
enables us to make both as sparse as possible as well as to be of
comparable quality to the potentially denser matrix which is obtained without
dropping. As a byproduct, the theory applies to static F-norm minimization
based preconditioning procedures, and a similar dropping criterion is given
that can be used to sparsify a matrix after it has been computed by a static
sparse approximate inverse procedure. In contrast to the adaptive procedure,
dropping in the static procedure does not reduce the setup time of the matrix
but makes the application of the sparser for Krylov iterations cheaper.
Numerical experiments reported confirm the theory and illustrate the robustness
and effectiveness of the dropping criteria.Comment: 27 pages, 2 figure
Leapfrog variants of iterative methods for linear algebra equations
Two iterative methods are considered, Richardson's method and a general second order method. For both methods, a variant of the method is derived for which only even numbered iterates are computed. The variant is called a leapfrog method. Comparisons between the conventional form of the methods and the leapfrog form are made under the assumption that the number of unknowns is large. In the case of Richardson's method, it is possible to express the final iterate in terms of only the initial approximation, a variant of the iteration called the grand-leap method. In the case of the grand-leap variant, a set of parameters is required. An algorithm is presented to compute these parameters that is related to algorithms to compute the weights and abscissas for Gaussian quadrature. General algorithms to implement the leapfrog and grand-leap methods are presented. Algorithms for the important special case of the Chebyshev method are also given
Using GPU to Accelerate Linear Computations in Power System Applications
With the development of advanced power system controls, the industrial and research community is becoming more interested in simulating larger interconnected power grids. It is always critical to incorporate advanced computing technologies to accelerate these power system computations. Power flow, one of the most fundamental computations in power system analysis, converts the solution of non-linear systems to that of a set of linear systems via the Newton method or one of its variants. An efficient solution to these linear equations is the key to improving the performance of power flow computation, and hence to accelerating other power system applications based on power flow computation, such as optimal power flow, contingency analysis, etc.
This dissertation focuses on the exploration of iterative linear solvers and applicable preconditioners, with graphic processing unit (GPU) implementations to achieve performance improvement on the linear computations in power flow computations. An iterative conjugate gradient solver with Chebyshev preconditioner is studied first, and then the preconditioner is extended to a two-step preconditioner. At last, the conjugate gradient solver and the two-step preconditioner are integrated with MATPOWER to solve the practical fast decoupled load flow (FDPF), and an inexact linear solution method is proposed to further save the runtime of FDPF. Performance improvement is reported by applying these methods and GPU-implementation. The final complete GPU-based FDPF with inexact linear solving can achieve nearly 3x performance improvement over the MATPOWER implementation for a test system with 11,624 buses. A supporting study including a quick estimation of the largest eigenvalue of the linear system which is required by the Chebyshev preconditioner is presented as well. This dissertation demonstrates the potential of using GPU with scalable methods in power flow computation
Linear iterative solvers for implicit ODE methods
The numerical solution of stiff initial value problems, which lead to the problem of solving large systems of mildly nonlinear equations are considered. For many problems derived from engineering and science, a solution is possible only with methods derived from iterative linear equation solvers. A common approach to solving the nonlinear equations is to employ an approximate solution obtained from an explicit method. The error is examined to determine how it is distributed among the stiff and non-stiff components, which bears on the choice of an iterative method. The conclusion is that error is (roughly) uniformly distributed, a fact that suggests the Chebyshev method (and the accompanying Manteuffel adaptive parameter algorithm). This method is described, also commenting on Richardson's method and its advantages for large problems. Richardson's method and the Chebyshev method with the Mantueffel algorithm are applied to the solution of the nonlinear equations by Newton's method
Robust and efficient preconditioners for the discontinuous Galerkin time-stepping method
The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, its practical use has been limited by the large and challenging nonsymmetric systems to be solved at each time-step. This work develops a fully robust and efficient preconditioning strategy for solving these systems. We first construct a left preconditioner, based on inf-sup theory, that transforms the linear system to a symmetric positive definite problem that can be solved by the preconditioned conjugate gradient (PCG) algorithm. We then prove that the transformed system can be further preconditioned by an ideal block diagonal preconditioner, leading to a condition number κ bounded by 4 for any time-step size, any approximation order and any positive self-adjoint spatial operators. Numerical experiments demonstrate the low condition numbers and fast convergence of the algorithm for both ideal and approximate preconditioners, and show the feasibility of the high-order solution of large problems
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