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Full-Text Articles in Mathematics

Lecture 08: Partial Eigen Decomposition Of Large Symmetric Matrices Via Thick-Restart Lanczos With Explicit External Deflation And Its Communication-Avoiding Variant, Zhaojun Bai Apr 2021

Lecture 08: Partial Eigen Decomposition Of Large Symmetric Matrices Via Thick-Restart Lanczos With Explicit External Deflation And Its Communication-Avoiding Variant, Zhaojun Bai

Mathematical Sciences Spring Lecture Series

There are continual and compelling needs for computing many eigenpairs of very large Hermitian matrix in physical simulations and data analysis. Though the Lanczos method is effective for computing a few eigenvalues, it can be expensive for computing a large number of eigenvalues. To improve the performance of the Lanczos method, in this talk, we will present a combination of explicit external deflation (EED) with an s-step variant of thick-restart Lanczos (s-step TRLan). The s-step Lanczos method can achieve an order of s reduction in data movement while the EED enables to compute eigenpairs in batches along with a number …


Lecture 01: Scalable Solvers: Universals And Innovations, David Keyes Apr 2021

Lecture 01: Scalable Solvers: Universals And Innovations, David Keyes

Mathematical Sciences Spring Lecture Series

As simulation and analytics enter the exascale era, numerical algorithms, particularly implicit solvers that couple vast numbers of degrees of freedom, must span a widening gap between ambitious applications and austere architectures to support them. We present fifteen universals for researchers in scalable solvers: imperatives from computer architecture that scalable solvers must respect, strategies towards achieving them that are currently well established, and additional strategies currently being developed for an effective and efficient exascale software ecosystem. We consider recent generalizations of what it means to “solve” a computational problem, which suggest that we have often been “oversolving” them at the …


Lecture 10: Preconditioned Iterative Methods For Linear Systems, Edmond Chow Apr 2021

Lecture 10: Preconditioned Iterative Methods For Linear Systems, Edmond Chow

Mathematical Sciences Spring Lecture Series

Iterative methods for the solution of linear systems of equations – such as stationary, semi-iterative, and Krylov subspace methods – are classical methods taught in numerical analysis courses, but adapting these methods to run efficiently at large-scale on high-performance computers is challenging and a constantly evolving topic. Preconditioners – necessary to aid the convergence of iterative methods – come in many forms, from algebraic to physics-based, are regularly being developed for linear systems from different classes of problems, and similarly are evolving with high-performance computers. This lecture will cover the background and some recent developments on iterative methods and preconditioning …