• Journal of applied mathematics & informatics
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• v.11 no.1_2
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• pp.59-80
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• 2003

An incomplete factorization method for preconditioning symmetric positive definite matrices is introduced to solve normal equations. The normal equations are form to solve linear least squares problems. The procedure is based on a block incomplete Cholesky factorization and a multilevel recursive strategy with an approximate Schur complement matrix formed implicitly. A diagonal perturbation strategy is implemented to enhance factorization robustness. The factors obtained are used as a preconditioner for the conjugate gradient method. Numerical experiments are used to show the robustness and efficiency of this preconditioning technique, and to compare it with two other preconditioners.

• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.467-474
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• 2006

We present and study the stability and convergence of a deflation-preconditioned conjugate gradient(PCG) scheme for the interior generalized eigenvalue problem $Ax = {\lambda}Bx$, where A and B are large sparse symmetric positive definite matrices. Numerical experiments are also presented to support our theoretical results.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.9 no.1
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• pp.55-61
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• 2005

A Conjugate Gradient algorithm for unconstrained minimization is proposed which is invariant to a nonlinear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic functions. It is derived for inexact line searches and for general functions. It compares favourably in numerical tests (over eight test functions and dimensionality up to 1000) with the Dixon (1975) algorithm on which this new algorithm is based.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.5 no.2
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• pp.17-23
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• 2001

The evaluation of a few of the smallest eigenpairs of large symmetric eigenvalue problem is of great interest in many physical and engineering applications. A deflation-preconditioned conjugate gradient(PCG) scheme for a such problem has been shown to be very efficient. In the present paper we provide the numerical stability of a deflation-PCG with partial shifts.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.23 no.5
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• pp.475-482
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• 2010

In this paper, an efficient two-level parallel domain decomposition algorithm is suggested to solve large-DOF structural problems. Each subdomain is composed of the coarse problem and local problem. In the coarse problem, displacements at coarse nodes are computed by the iterative method that does not need to assemble a stiffness matrix for the whole coarse problem. Then displacements at local nodes are computed by Multi-Frontal Sparse Solver. A parallel version of PCG(Preconditioned Conjugate Gradient Method) is developed to solve the coarse problem iteratively, which minimizes the data communication amount between processors to increase the possible problem DOF size while maintaining the computational efficiency. The test results show that the suggested algorithm provides scalability on computing performance and an efficient approach to solve large-DOF structural problems.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.38 no.1
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• pp.71-79
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• 2014

A parallelization of the bi-conjugate gradient solver for the pressure equation of the CUPID (component unstructured program for interfacial dynamics) code, which was developed for analyzing the components of a pressurized water-cooled reactor, was studied in a symmetric multi-processing system. The parallel performance was investigated for three typical parallel programming models (MPI, OpenMP, Hybrid) by solving incompressible backward-facing step flow at various grid resolutions. It was confirmed that parallel performance was low when problem size was small or the memory requirement for each thread was considerably higher than the cache memory. Furthermore, it was shown that MPI was better than OpenMP regardless of the problem size, and Hybrid was the best when the number of threads was relatively small.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.24 no.4
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• pp.405-412
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• 2011

This paper introduces the generalized finite element method with global-local enrichment functions using the preconditioned conjugate gradient method. The proposed methodology is able to generate enrichment functions for problems where limited a-priori knowledge on the solution is available and to utilize a preconditioner and initial guess of good quality with only small addition of computational cost. Thus, it is very effective to analyze problems where a complex behavior is locally exhibited. Several numerical experiments are performed to confirm its effectiveness and show that it is computationally more efficient than the analysis utilizing direct solvers such as Gauss elimination method.

• Journal of the Korea Society of Computer and Information
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• v.26 no.1
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• pp.1-9
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• 2021

OpenGL compute shader is a shader stage that operate differently from other shader stage and it can be used for the calculating purpose of any data in parallel. This paper proposes a GPU-based parallel algorithm for computing sparse linear systems through conjugate gradient using an iterative method, which perform calculation on OpenGL compute shader. Basically, this sparse linear solver is used to solve large linear systems such as symmetric positive definite matrix. Four well-known matrix formats (Dense, COO, ELL and CSR) have been used for matrix storage. The performance comparison from our experimental tests using eight sparse matrices shows that GPU-based linear solving system much faster than CPU-based linear solving system with the best average computing time 0.64ms in GPU-based and 15.37ms in CPU-based.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.40 no.9
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• pp.597-604
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• 2016

A parallel algorithm of bi-conjugate gradient method was developed based on CUDA for parallel computation of the incompressible Navier-Stokes equations. The governing equations were discretized using splitting P2P1 finite element method. Asymmetric stenotic flow problem was solved to validate the proposed algorithm, and then the parallel performance of the GPU was examined by measuring the elapsed times. Further, the GPU performance for sparse matrix-vector multiplication was also investigated with a matrix of fluid-structure interaction problem. A kernel was generated to simultaneously compute the inner product of each row of sparse matrix and a vector. In addition, the kernel was optimized to improve the performance by using both parallel reduction and memory coalescing. In the kernel construction, the effect of warp on the parallel performance of the present CUDA was also examined. The present GPU computation was more than 7 times faster than the single CPU by double precision.

• Computational Structural Engineering
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• v.9 no.3
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• pp.47-53
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• 1996

공학 전반에 걸쳐 다양한 형식으로 개발되어 사용되고 있는 병렬계산법의 기본개념과 병렬계산기의 분류에 대하여 소개하였으며, 구조해석시 가장 많은 시간을 요하는 방정식해법을 preconditioned conjugate gradient를 이용하여 병렬화하는 과정과 병렬알고리즘을 소개하였다. 그리고 소개된 병렬방정식해법을 대형구조물의 해석 및 설계에 적용하여 병렬계산의 효율성을 speedup을 이용하여 도표화하였다.