• Title/Summary/Keyword: Lanczos algorithm

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Efficient Scientific Computation on WP Parallel Computer (MP 병렬컴퓨터에서 효과적인 과학계산의 수행)

  • 김선경
    • Journal of Korea Society of Industrial Information Systems
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    • v.8 no.4
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    • pp.26-30
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    • 2003
  • The Lanczos algorithm is the most commonly used in approximating a small number of extreme eigenvalues for symmetric large sparse matrices. Global communications in MP(Message Passing) parallel computer decrease the computation speed. In this paper, we introduce the s-step Lanczos method, and s-step method generates reduction matrices which are similar to reduction matrices generated by the standard Lanczos method. One iteration of the s-step Lanczos algorithm corresponds to s iterations of the standard Lanczos algorithm. The s-step method has the minimized global communication and has the superior parallel properties to the standard method. These algorithms are implemented on Cray T3E and performance results are presented.

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A PROJECTION ALGORITHM FOR SYMMETRIC EIGENVALUE PROBLEMS

  • PARK, PIL SEONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.5-16
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    • 1999
  • We introduce a new projector for accelerating convergence of a symmetric eigenvalue problem Ax = x, and devise a power/Lanczos hybrid algorithm. Acceleration can be achieved by removing the hard-to-annihilate nonsolution eigencomponents corresponding to the widespread eigenvalues with modulus close to 1, by estimating them accurately using the Lanczos method. However, the additional Lanczos results can be obtained without expensive matrix-vector multiplications but a very small amount of extra work, by utilizing simple power-Lanczos interconversion algorithms suggested. Numerical experiments are given at the end.

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THE INDEFINITE LANCZOS J-BIOTHOGONALIZATION ALGORITHM FOR SOLVING LARGE NON-J-SYMMETRIC LINEAR SYSTEMS

  • KAMALVAND, MOJTABA GHASEMI;ASIL, KOBRA NIAZI
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.24 no.4
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    • pp.375-385
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    • 2020
  • In this paper, a special indefinite inner product, named hyperbolic scalar product, is used and all acquired results have been raised and proved with the proviso that the space is equipped with this indefinite scalar product. The main objective is to be introduced and applied an indefinite oblique projection method, called Indefinite Lanczos J-biorthogonalizatiom process, which in addition to building a pair of J-biorthogonal bases for two used Krylov subspaces, leads to the introduction of a process for solving large non-J-symmetric linear systems, i.e., Indefinite two-sided Lanczos Algorithm for Linear systems.

Eigensolution Method for Structures Using Accelerated Lanczos Algorithm (가속화된 Lanczos 알고리즘을 이용한 구조물의 고유치 해법)

  • Kim, Byoung-Wan;Oh, Ju-Won;Lee, In-Won
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.09a
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    • pp.364-370
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    • 2002
  • 본 논문에서는 양자물리학 분야에서 Lanczos 방법의 수렴을 가속화하기 위해 개발된 바 있는 행렬의 거듭제곱 기법을 동역학 분야의 Lanczos 순환식에 도입함으로써 구조물의 고유치 해석의 효율성을 향상시켰다 행렬의 거듭제곱 기법을 도입한 Lanczos 방법이 기존의 방법보다 수렴성이 더욱 우수하다. 수치예제를 통해 행렬의 거듭제곱 기법을 도입한 Lanczos 방법의 효율성을 검증하였으며 제안방법을 통한 고유치 해석에 있어서 가장 적합한 거듭제곱값을 제시하였다.

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AN AFFINE SCALING INTERIOR ALGORITHM VIA CONJUGATE GRADIENT AND LANCZOS METHODS FOR BOUND-CONSTRAINED NONLINEAR OPTIMIZATION

  • Jia, Chunxia;Zhu, Detong
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.173-190
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    • 2011
  • In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

Efficient Vector Superposition Method for Dynamic Analysis of Structures (구조물의 동적해석을 위한 효율적인 벡터중첩법)

  • 김병완;정형조;김운학;이인원
    • Journal of the Earthquake Engineering Society of Korea
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    • v.7 no.3
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    • pp.39-45
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    • 2003
  • Modified Lanczos vector superposition method is proposed for efficient dynamic analysis of structures, The proposed method is based on the modified Lanczos algorithm that generates stiffness-orthonormal Lanczos vectors. The proposed Lanczos vector superposition method has the same accuracy and efficiency as the conventional Lonczos vector superposition method in the analysis of structures under single input loads. On the other hand, the proposed method is more efficient than the conventional method in the analysis of structures under multi-input loads. The effectiveness of the proposed method is verified by analyzing two numerical examples.

PERFORMANCE ENHANCEMENT OF PARALLEL MULTIFRONTAL SOLVER ON BLOCK LANCZOS METHOD

  • Byun, Wan-Il;Kim, Seung-Jo
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.1
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    • pp.13-20
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    • 2009
  • The IPSAP which is a finite element analysis program has been developed for high parallel performance computing. This program consists of various analysis modules - stress, vibration and thermal analysis module, etc. The M orthogonal block Lanczos algorithm with shiftinvert transformation is used for solving eigenvalue problems in the vibration module. And the multifrontal algorithm which is one of the most efficient direct linear equation solvers is applied to factorization and triangular system solving phases in this block Lanczos iteration routine. In this study, the performance enhancement procedures of the IPSAP are composed of the following stages: 1) communication volume minimization of the factorization phase by modifying parallel matrix subroutines. 2) idling time minimization in triangular system solving phase by partial inverse of the frontal matrix and the LCM (least common multiple) concept.

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Dynamic Analysis of Structures by Component Mode Method using Ritz-Lanczos Algorithm (Ritz-Lanczos알고리즘을 이용한 Component mode Method에 의한 구조물의 동적 해석)

  • 심재수
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 1997.10a
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    • pp.151-158
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    • 1997
  • The main concern of numerical dynamic analysis of large structures is to find an acceptable solution with fewer mode shapes and less computational efforts. component mode method utilizes substructure technique to reduce the degrss of freedom but have a disadvantage to not consider the dynamic characteristics of loads. Ritz Vector method consider the load characteristics but requires many integrations and errors are accumulated. In this study, to prove the effectiveness of component mode method, Lanczos algorithm are introduced. To prove the effectiveness of this method, example structures areanalyzed and the results are compared with SAP90.

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Structural Dynamic Analysis by Ritz Vector Method Modified with Lanczos Algorithm (Lanczos 알고리즘을 도입한 Ritz Vector법에 의한 구조물의 동적해석)

  • 심재수;황의승;박주경
    • Computational Structural Engineering
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    • v.8 no.4
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    • pp.181-187
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    • 1995
  • Recent researches in dynamics are focused on finding effective methods to analyze the dynamic behavior of structures by fewer mode shapes their number of dgrees of freedom. Ritz algorithm and mode acceleration method were developed to improved the mode superposition. Ritz algorithm can include distribution of external loads but be apt to lose the orthogonality condition, which is useful properties in the analysis. Also mode acceleration method should consider a large number of mode shapes to get a satisfactory results. Another method, combining previous two method, was developed but too much computational efforts and times were required. The purpose of this study is to develop and evaluate the Ritz algorithm modified with the lanczos algorithm to improve the efficiency and accuracy. As a result of !this study, dynamic analysis using modified Ritz algorithm was proved to be the rational analysis method.

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Dynamic Analysis of Large Structures by Component Mode Method using Lanczos Algorithm and Ritz Vector (Lanczos알고리즘과 Ritz Vector를 이용한 Component Mode Method에 의한 거대구조물의 동적해석)

  • 심재수;황의승;박태현
    • Computational Structural Engineering
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    • v.9 no.2
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    • pp.115-120
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    • 1996
  • The main concern of numerical dynamic analysis of large structures is to find an acceptable solution with fewer mode shapes and less computational efforts. Component mode method utilizes substructure technique to reduce the degree of freedom but have a disadvantage to not consider the dynamic characteristics of loads. Ritz Vector method consider the load characteristics but requires many integrations and errors are accumulated. In this study, to improve the effectiveness of component mode method, Lanczos algorithm is introduced. To prove the effectiveness of this method, example structure are analyzed and the results are compared with SAP90.

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