Fast linear algebra is stable

In an earlier paper, we showed that a large class of fast recursive matrix multiplication algorithms is stable in a normwise sense, and that in fact if multiplication of $n$-by-$n$ matrices can be done by any algorithm in $O(n^{\omega + \eta})$ operations for any $\eta > 0$, then it can be done stably in $O(n^{\omega + \eta})$ operations for any $\eta > 0$. Here we extend this result to show that essentially all standard linear algebra operations, including LU decomposition, QR decomposition, linear equation solving, matrix inversion, solving least squares problems, (generalized) eigenvalue problems and the singular value decomposition can also be done stably (in a normwise sense) in $O(n^{\omega + \eta})$ operations.Comment: 26 pages; final version; to appear in Numerische Mathemati

Efficient numerical solution of the time fractional diffusion equation by mapping from its Brownian counterpart

The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that allows for accelerated computation of the solution of the fractional order problem. In the context of an $N$-point finite difference time discretisation, the mapping allows for an improvement in time computational complexity from $O\left(N^2\right)$ to $O\left(N^\alpha\right)$, given a precomputation of $O\left(N^{1+\alpha}\ln N\right)$. The mapping is applied successfully to the least-squares fitting of a fractional advection diffusion model for the current in a time-of-flight experiment, resulting in a computational speed up in the range of one to three orders of magnitude for realistic problem sizes.Comment: 9 pages, 5 figures; added references for section

Pooling or sampling: Collective dynamics for electrical flow estimation

The computation of electrical flows is a crucial primitive for many recently proposed optimization algorithms on weighted networks. While typically implemented as a centralized subroutine, the ability to perform this task in a fully decentralized way is implicit in a number of biological systems. Thus, a natural question is whether this task can provably be accomplished in an efficient way by a network of agents executing a simple protocol. We provide a positive answer, proposing two distributed approaches to electrical flow computation on a weighted network: a deterministic process mimicking Jacobi's iterative method for solving linear systems, and a randomized token diffusion process, based on revisiting a classical random walk process on a graph with an absorbing node. We show that both processes converge to a solution of Kirchhoff's node potential equations, derive bounds on their convergence rates in terms of the weights of the network, and analyze their time and message complexity

A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

ParaExp using Leapfrog as Integrator for High-Frequency Electromagnetic Simulations

Recently, ParaExp was proposed for the time integration of linear hyperbolic problems. It splits the time interval of interest into sub-intervals and computes the solution on each sub-interval in parallel. The overall solution is decomposed into a particular solution defined on each sub-interval with zero initial conditions and a homogeneous solution propagated by the matrix exponential applied to the initial conditions. The efficiency of the method depends on fast approximations of this matrix exponential based on recent results from numerical linear algebra. This paper deals with the application of ParaExp in combination with Leapfrog to electromagnetic wave problems in time-domain. Numerical tests are carried out for a simple toy problem and a realistic spiral inductor model discretized by the Finite Integration Technique.Comment: Corrected typos. arXiv admin note: text overlap with arXiv:1607.0036

Model evaluation, recommendation and prioritizing of future work for the manipulator emulator testbed

The Manipulator Emulator Testbed (MET) is to provide a facility capable of hosting the simulation of various manipulator configurations to support concept studies, evaluation, and other engineering development activities. Specifically, the testbed is intended to support development of the Space Station Remote Manipulator System (SSRMS) and related systems. The objective of this study is to evaluate the math models developed for the MET simulation of a manipulator's rigid body dynamics and the servo systems for each of the driven manipulator joints. Specifically, the math models are examined with regard to their amenability to pipeline and parallel processing. Based on this evaluation and the project objectives, a set of prioritized recommendations are offered for future work

On the Verification of a WiMax Design Using Symbolic Simulation

In top-down multi-level design methodologies, design descriptions at higher levels of abstraction are incrementally refined to the final realizations. Simulation based techniques have traditionally been used to verify that such model refinements do not change the design functionality. Unfortunately, with computer simulations it is not possible to completely check that a design transformation is correct in a reasonable amount of time, as the number of test patterns required to do so increase exponentially with the number of system state variables. In this paper, we propose a methodology for the verification of conformance of models generated at higher levels of abstraction in the design process to the design specifications. We model the system behavior using sequence of recurrence equations. We then use symbolic simulation together with equivalence checking and property checking techniques for design verification. Using our proposed method, we have verified the equivalence of three WiMax system models at different levels of design abstraction, and the correctness of various system properties on those models. Our symbolic modeling and verification experiments show that the proposed verification methodology provides performance advantage over its numerical counterpart.Comment: In Proceedings SCSS 2012, arXiv:1307.802

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed