• Title/Summary/Keyword: conjugate gradient

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NUMERICAL STABILITY OF UPDATE METHOD FOR SYMMETRIC EIGENVALUE PROBLEM

  • Jang Ho-Jong;Lee Sung-Ho
    • 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.

MINIMIZATION OF EXTENDED QUADRATIC FUNCTIONS WITH INEXACT LINE SEARCHES

  • Moghrabi, Issam A.R.
    • 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.

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PERTURBATION ANALYSIS OF DEFLATION TECHNIQUE FOR SYMMETRIC EIGENVALUE PROBLEM

  • JANG, HO-JONG
    • 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.

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A Parallel Algorithm for Large DOF Structural Analysis Problems (대규모 자유도 문제의 구조해석을 위한 병렬 알고리즘)

  • Kim, Min-Seok;Lee, Jee-Ho
    • 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.

Performance Analysis of the Parallel CUPID Code for Various Parallel Programming Models in Symmetric Multi-Processing System (Symmetric Multi-Processing 시스템에서 다양한 병렬 기법 모델을 적용한 병렬 CUPID 코드의 성능분석)

  • Jeon, Byoung Jin;Lee, Jae Ryong;Yoon, Han Young;Choi, Hyoung Gwon
    • 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.

Application of the Preconditioned Conjugate Gradient Method to the Generalized Finite Element Method with Global-Local Enrichment Functions (전처리된 켤레구배법의 전체-국부 확장함수를 지닌 일반유한요소해석에의 응용)

  • Choi, Won-Jeong;Kim, Min-Sook;Kim, Dae-Jin;Lee, Young-Hak;Kim, Hee-Cheul
    • 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.

Parallel Algorithm of Conjugate Gradient Solver using OpenGL Compute Shader

  • Va, Hongly;Lee, Do-keyong;Hong, Min
    • 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.

A Study on GPU Computing of Bi-conjugate Gradient Method for Finite Element Analysis of the Incompressible Navier-Stokes Equations (유한요소 비압축성 유동장 해석을 위한 이중공액구배법의 GPU 기반 연산에 대한 연구)

  • Yoon, Jong Seon;Jeon, Byoung Jin;Jung, Hye Dong;Choi, Hyoung Gwon
    • 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.

대형구조물을 위한 병렬 구조해석 및 설계

  • 박효선
    • 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.

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A Study on Multi-Block Technique by Bi-CGSTAB Solver (Bi-CGSTAB 해법에 의한 복합격자망 해석방법에 관한 연구)

  • Bae, Jin-Hyo;Lee, Jae-Heon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.20 no.8
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    • pp.2611-2625
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    • 1996
  • A numerical method on multi-block technique by Bi-CGSTAB(Bi-Conjugate Gradient STABilized) solver has been proposed. The present multi-block technique can reduce the numerical manipulation greatly because the common regions at the interface of each block are not necessary. In order to test the computational performance of present multi-block technique, the flow characteristics in a T type duct system and a N type duct system have been investigated by three kinds of methods such as the single-block method, the previous multi-block technique and the multi-block technique with Bi-CGSTAB solver. The results indicated that the required CPU time by present multi block technique was shorter than that of other two numerical methods and the convergency history was shown very stable at the present multi-block technique.