Direct numerical simulation of turbulence on a Connection Machine CM-5

In this paper we report on our first experiences with direct numerical simulation of turbulent flow on a 16-node Connection Machine CM-5. The CM-5 has been programmed at a global level using data parallel Fortran. A two-dimensional direct simulation, where the pressure is solved using a Conjugate Gradient method without preconditioning, runs at 23% of the peak. Due to higher communication costs, 3D simulations run at 13% of the peak. A diagonalwise re-ordered Incomplete Choleski Conjugate Gradient method cannot compete with a standard CG-method on the CM-5.

Partitioning strategy for efficient nonlinear finite element dynamic analysis on multiprocessor computers

A computational procedure is presented for the nonlinear dynamic analysis of unsymmetric structures on vector multiprocessor systems. The procedure is based on a novel hierarchical partitioning strategy in which the response of the unsymmetric and antisymmetric response vectors (modes), each obtained by using only a fraction of the degrees of freedom of the original finite element model. The three key elements of the procedure which result in high degree of concurrency throughout the solution process are: (1) mixed (or primitive variable) formulation with independent shape functions for the different fields; (2) operator splitting or restructuring of the discrete equations at each time step to delineate the symmetric and antisymmetric vectors constituting the response; and (3) two level iterative process for generating the response of the structure. An assessment is made of the effectiveness of the procedure on the CRAY X-MP/4 computers

Scalable iterative methods for sampling from massive Gaussian random vectors

Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundamental problem in computational statistics. In this paper, we show how we can exploit arbitrarily accu- rate approximations to a GMRF to speed up Krylov subspace sampling methods. We also show that these methods can be used when computing the normalising constant of a large multivariate Gaussian distribution, which is needed for both any likelihood-based inference method. The method we derive is also applicable to other structured Gaussian random vectors and, in particu- lar, we show that when the precision matrix is a perturbation of a (block) circulant matrix, it is still possible to derive O(n log n) sampling schemes.Comment: 17 Pages, 4 Figure

Composing Scalable Nonlinear Algebraic Solvers

Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic systems, where nonlinear composition of different nonlinear solvers may significantly improve the time to solution. We describe the basic concepts of nonlinear composition and preconditioning and present a number of solvers applicable to nonlinear partial differential equations. We have developed a software framework in order to easily explore the possible combinations of solvers. We show that the performance gains from using composed solvers can be substantial compared with gains from standard Newton-Krylov methods.Comment: 29 pages, 14 figures, 13 table

An asymptotically superlinearly convergent semismooth Newton augmented Lagrangian method for Linear Programming

Powerful interior-point methods (IPM) based commercial solvers, such as Gurobi and Mosek, have been hugely successful in solving large-scale linear programming (LP) problems. The high efficiency of these solvers depends critically on the sparsity of the problem data and advanced matrix factorization techniques. For a large scale LP problem with data matrix $A$ that is dense (possibly structured) or whose corresponding normal matrix $AA^T$ has a dense Cholesky factor (even with re-ordering), these solvers may require excessive computational cost and/or extremely heavy memory usage in each interior-point iteration. Unfortunately, the natural remedy, i.e., the use of iterative methods based IPM solvers, although can avoid the explicit computation of the coefficient matrix and its factorization, is not practically viable due to the inherent extreme ill-conditioning of the large scale normal equation arising in each interior-point iteration. To provide a better alternative choice for solving large scale LPs with dense data or requiring expensive factorization of its normal equation, we propose a semismooth Newton based inexact proximal augmented Lagrangian ({\sc Snipal}) method. Different from classical IPMs, in each iteration of {\sc Snipal}, iterative methods can efficiently be used to solve simpler yet better conditioned semismooth Newton linear systems. Moreover, {\sc Snipal} not only enjoys a fast asymptotic superlinear convergence but is also proven to enjoy a finite termination property. Numerical comparisons with Gurobi have demonstrated encouraging potential of {\sc Snipal} for handling large-scale LP problems where the constraint matrix $A$ has a dense representation or $AA^T$ has a dense factorization even with an appropriate re-ordering.Comment: Due to the limitation "The abstract field cannot be longer than 1,920 characters", the abstract appearing here is slightly shorter than that in the PDF fil