并行求解多维递归方程组的三种Krylov子空间迭代方法

多维递归方程组在并行求解时存在串并行不一致问题,提供三种Krylov子空间迭代求解方法———PCG/ATCG和GMRES来解决这一问题,并采用典型算例对这三种Krylov子空间迭代方法进行正确性验证和加速比测试.试验表明这三种Krylov子空间迭代法在并行规模较大的情况下,均能够正确求解多维递归方程组,并且加速特性良好.     

一种孔隙介质中地下水流并行计算方法

针对孔隙介质中地下水流动问题提出了一种并行数值计算方法,并基于此设计了一套专用于求解大规模三维地下水流动方程的并行计算模块。计算模块基于区域分解的方法实现对模型区域的并行求解,采用了分布式内存和压缩矩阵技术解决大规模稀疏矩阵的存储及其计算,整合多种并行Krylov子空间方法和预条件子技术迭代求解大规模线性方程组。在Linux集群系统上进行了数值模拟实验,性能测试结果表明,程序具有良好的加速比和可扩展性。     

基于Krylov子空间的测向算法

提出一种基于Krylov子空间的信号波达方向估计算法,搜索信号可能入射角度,通过测试所构造的Krylov子空间与信号子空间的等价性来判断信号的DOA,算法用多级维纳滤波实现子空间分解。仿真实验表明,算法在低信噪比条件下对相邻信号有良好的谱分辨率和估计性能。     

求解大型非对称稀疏线性方程组的FIMinpert算法

在Krylov子空间方法日益流行的今天,提出了又一求解大型稀疏线性方程组的Krylov子空间方法：灵活的IMinpert算法（即FIMinpert算法）。FIMinpert算法是在Minpert算法的截断版本即IMinpert算法的基础上结合右预处理技术,对原方程组作某些预处理来降低系数矩阵的条件数,从而大大加快迭代方法的收敛速度。给出了新算法的详细的理论推理过程和具体执行,并且通过数值实验表明,FIMinpert算法的收敛速度确实比IMinpert算法和GMRES算法快得多。     

基于Krylov-Schur重启技术的Arnoldi模型降阶方法

Krylov子空间模型降阶方法是模型降阶中的典型方法之一,Arnoldi模型降阶方法是这类方法中的一类基本方法。运用重正交化的Arnoldi算法得到[r]步Arnoldi分解;执行Krylov-Schur重启过程,导出基于Krylov-Schur重启技术的Arnoldi模型降阶方法。运用此方法对大规模线性时不变系统进行降阶,得到具有较高近似精度的稳定的降阶系统,从而改善了Krylov子空间降阶方法不能保持降阶系统稳定性的不足。数值算例验证了此方法是行之有效的。     

求解大型Stein方程的块Krylov子空间方法

本文研究利用块Krylov子空间方法对大型Stein方程降阶求解,分别基于块Arnoldi方法与非对称块Lanczos方法,提出了块Arnoldi Stein方法与非对称块Lanczos Stein方法.数值实验表明提出的方法有效.     

一种基于PETSc的热传导方程大规模并行求解策略

提出了一种大规模热传导方程并行求解的策略,采用了分布式内存和压缩矩阵技术解决超大规模稀疏矩阵的存储及其计算,整合了多种Krylov子空间方法和预条件子技术来并行求解大规模线性方程组,基于面向对象设计实现了具体应用与算法的低耦合.在Linux机群系统上进行了性能测试,程序具有良好的加速比和计算性能.     

多元时间序列的子空间回声状态网络预测模型

针对采用回声状态网络预测多元混沌时间序列时储备池学习算法可能存在的病态解问题,该文提出了一种基于快速子空间分解方法的回声状态网络预测模型.所提模型利用Krylov子空间分解方法提取储备池状态矩阵的子空间,子空间代替原状态矩阵进行输出权值求解,可以消除储备池状态矩阵的冗余信息,有效地解决伪逆算法存在的病态解问题,并且降低计算复杂度,提高泛化性能和预测精度.基于两组多元混沌时间序列的仿真结果验证了该文所提模型的有效性和实用性.     

一种GMRES与GMERR的混和算法

近年来Krylov子空间类算法得到了很大的发展，其中GMRES算法已成为求解大型稀疏非对称线性系统的一种成熟并且很有效的解法，但该算法有时会出现停滞，并且它是以残量来判断收敛，并不能很好地衡量近似解的精确程度，而GMERR算法是最近几年出现的另一种Krylov子空间类算法，它和GMRES算法相比是各有千秋，文章结合两种算法的优点，提出了一种组合算法，它对求解大型稀疏非对称线性系统相当有效。     

互连线高效时域梯形差分模型降阶算法

为了进一步提高现有互连电路模型降阶方法的精度和效率,提出一种基于时域梯形法差分的互连线模型降阶方法.首先将互连电路的时域方程用梯形法差分离散后获得一种关于状态变量的递推关系,形成了一个非齐次Krylov子空间;然后利用非齐次Arnoldi算法求得非齐次Krylov子空间的正交基,再通过正交基对原始系统进行投影得到降阶系统.该算法可以保证时域差分后降阶系统和原始系统的状态变量在离散时间点的匹配,保证时域降阶精度,同时也保证了降阶过程的数值稳定性及降阶系统的无源性.与现有的时域模型降阶方法相比,文中算法可降低计算复杂度;与频域降阶方法相比,由于避免了时频域转换误差,其在时域具有更高的精度.     

The communication-hiding pipelined BiCGstab method for the parallel solution of large unsymmetric linear systems

A High Performance Computing alternative to traditional Krylov subspace methods, pipelined Krylov subspace solvers offer better scalability in the strong scaling limit compared to standard Krylov subspace methods for large and sparse linear systems. The typical synchronization bottleneck is mitigated by overlapping time-consuming global communication phases with local computations in the algorithm. This paper describes a general framework for deriving the pipelined variant of any Krylov subspace algorithm. The proposed framework was implicitly used to derive the pipelined Conjugate Gradient (p-CG) method in Hiding global synchronization latency in the preconditioned Conjugate Gradient algorithm by P. Ghysels and W. Vanroose, Parallel Computing, 40(7):224–238, 2014. The pipelining framework is subsequently illustrated by formulating a pipelined version of the BiCGStab method for the solution of large unsymmetric linear systems on parallel hardware. A residual replacement strategy is proposed to account for the possible loss of attainable accuracy and robustness by the pipelined BiCGStab method. It is shown that the pipelined algorithm improves scalability on distributed memory machines, leading to significant speedups compared to standard preconditioned BiCGStab.     

Parallel Performance of Block ILU Preconditioners for a Block-tridiagonal Matrix

The parallelizable block ILU (incomplete LU) factorization preconditioners for a block-tridiagonal matrix have been recently proposed by the author. In this paper, we describe a parallelization of Krylov subspace methods with the block ILU factorization preconditioners on distributed-memory computers such as the Cray T3E, and then parallel performance results of a preconditioned Krylov subspace method are provided to evaluate the effectiveness and efficiency of the block ILU preconditioners on the Cray T3E.     

应用预处理AWE技术快速计算导体目标宽带RCS

应用渐近波形估计技术计算目标宽带雷达散射截面（RCS）,可有效提高计算效率。然而当目标为电大尺寸时,阻抗矩阵求逆运算将十分耗时,甚至无法计算。提出使用Krylov子空间迭代法取代矩阵逆来求解大型矩阵方程,应用双门槛不完全LU分解预处理技术降低迭代求解所需的迭代次数。数值计算表明,该方法结果与矩量法逐点求解结果吻合良好,并且计算效率大大提高。     

Sparse iterative algorithm software for large-scale MIMD machines: An initial discussion and implementation

The parallelization of sophisticated applications has dramatically increased in recent years. As machine capabilities rise, greater emphasis on modeling complex phenomena can be expected. Many of these applications require the solution of large sparse matrix equations which approximate systems of partial differential equations (PDEs). Therefore we consider parallel iterative solvers for large sparse non-symmetric systems and issues related to parallel sparse matrix software. We describe a collection of parallel iterative solvers which use a distributed sparse matrix format that facilitates the interface between specific applications and a variety of Krylov subspace techniques and multigrid methods. These methods have been used to solve a number of linear and non-linear PDE problems on a 1024-processor NCUBE 2 hypercube. Over 1 Gflop sustained computation rates are achieved with many of these solvers, demonstrating that high performance can be attained even when using sparse matrix data structures.     

Krylov子空间方法解线性方程组的并行性能分析及应用

许多并行计算问题,在结合并行机的特有体系结构时,要对算法的并行性能及其可扩展性进行分析。它决定了该算法解决有关问题是否有效,并进一步判断所用的并行计算系统是否符合求解问题的要求。文章通过对Ｋｒｙｌｏｖ子空间中两种有效算法－ＰＣＧ算法和ＧＭＲＥＳ（ｍ）算法在一类并行系统中形成的并行算法的性能进行了分析,给出了其求解问题规模与处理机数与加速比的关系结果表明。ＧＭＲＥＳ（ｍ）算法比ＰＣＧ算法更适合于并行。     

Model-order reductions for MIMO systems using global Krylov subspace methods

This paper presents theoretical foundations of global Krylov subspace methods for model order reductions. This method is an extension of the standard Krylov subspace method for multiple-inputs multiple-outputs (MIMO) systems. By employing the congruence transformation with global Krylov subspaces, both one-sided Arnoldi and two-sided Lanczos oblique projection methods are explored for both single expansion point and multiple expansion points. In order to further reduce the computational complexity for multiple expansion points, adaptive-order multiple points moment matching algorithms, or the so-called rational Krylov space method, are also studied. Two algorithms, including the adaptive-order rational global Arnoldi (AORGA) algorithm and the adaptive-order global Lanczos (AOGL) algorithm, are developed in detail. Simulations of practical dynamical systems will be conducted to illustrate the feasibility and the efficiency of proposed methods.     

Approximation of matrix operators applied to multiple vectors

In this paper we propose a numerical method for approximating the product of a matrix function with multiple vectors by Krylov subspace methods combined with a QR$QR$ decomposition of these vectors. This problem arises in the implementation of exponential integrators for semilinear parabolic problems. We will derive reliable stopping criteria and we suggest variants using up- and downdating techniques. Moreover, we show how Ritz vectors can be included in order to speed up the computation even further. By a number of numerical examples, we will illustrate that the proposed method will reduce the total number of Krylov steps significantly compared to a standard implementation if the vectors correspond to the evaluation of a smooth function at certain quadrature points.     

The effect of orderings on sparse approximate inverse preconditioners for non-symmetric problems

We experimentally study how reordering techniques affect the rate of convergence of preconditioned Krylov subspace methods for non-symmetric sparse linear systems, where the preconditioner is a sparse approximate inverse. In addition, we show how the reordering reduces the number of entries in the approximate inverse and thus, the amount of storage and computation required for a given accuracy. These properties are illustrated with several numerical experiments taken from the discretization of PDEs by a finite element method and from a standard matrix collection.     

一种改进的适合并行计算的共轭剩余算法

通过改变CR算法的计算次序。提出了一种改进的共轭剩余（ICR）算法．对比CR算法。ICR算法的数值稳定性和CR算法相同,几乎没有增加计算量。但考虑了在MIMD并行机上实现时并行算法的性能,其同步开销减少为CR算法的一半,并且所有内积计算以及矩阵向量乘是独立的,没有数据相关性。可以进行计算与通信的重叠．从理论和实验两个角度来讨论ICR算法的性能,当处理机台数较多时ICR算法的计算速度快于CR算法．在64台处理机机群上进行的数值实验表明,并行ICR算法的计算速度大约比CR算法快30％．     

A nested Krylov subspace method to compute the sign function of large complex matrices

We present an acceleration of the well-established Krylov–Ritz methods to compute the sign function of large complex matrices, as needed in lattice QCD simulations involving the overlap Dirac operator at both zero and nonzero baryon density. Krylov–Ritz methods approximate the sign function using a projection on a Krylov subspace. To achieve a high accuracy this subspace must be taken quite large, which makes the method too costly. The new idea is to make a further projection on an even smaller, nested Krylov subspace. If additionally an intermediate preconditioning step is applied, this projection can be performed without affecting the accuracy of the approximation, and a substantial gain in efficiency is achieved for both Hermitian and non-Hermitian matrices. The numerical efficiency of the method is demonstrated on lattice configurations of sizes ranging from 4⁴ to 10⁴, and the new results are compared with those obtained with rational approximation methods.