Browsing by Author "Ahuja, Kapil"

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    Improved scaling for quantum monte carlo on insulators
    Ahuja, Kapil; Clark, Bryan K.; de Sturler, Eric; Ceperley, David M.; Kim, Jeongnim (Siam Publications, 2011)
    Quantum Monte Carlo (QMC) methods are often used to calculate properties of many body quantum systems. The main cost of many QMC methods, for example, the variational Monte Carlo (VMC) method, is in constructing a sequence of Slater matrices and computing the ratios of determinants for successive Slater matrices. Recent work has improved the scaling of constructing Slater matrices for insulators so that the cost of constructing Slater matrices in these systems is now linear in the number of particles, whereas computing determinant ratios remains cubic in the number of particles. With the long term aim of simulating much larger systems, we improve the scaling of computing the determinant ratios in the VMC method for simulating insulators by using preconditioned iterative solvers. The main contribution of this paper is the development of a method to efficiently compute for the Slater matrices a sequence of preconditioners that make the iterative solver converge rapidly. This involves cheap preconditioner updates, an effective reordering strategy, and a cheap method to monitor instability of incomplete LU decomposition with threshold and pivoting (ILUTP) preconditioners. Using the resulting preconditioned iterative solvers to compute determinant ratios of consecutive Slater matrices reduces the scaling of QMC algorithms from O(n3) per sweep to roughly O(n2), where n is the number of particles, and a sweep is a sequence of n steps, each attempting to move a distinct particle. We demonstrate experimentally that we can achieve the improved scaling without increasing statistical errors. Our results show that preconditioned iterative solvers can dramatically reduce the cost of VMC for large(r) systems.
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    Probability-One Homotopy Maps for Mixed Complementarity Problems
    Ahuja, Kapil (Virginia Tech, 2007-03-19)
    Probability-one homotopy algorithms have strong convergence characteristics under mild assumptions. Such algorithms for mixed complementarity problems (MCPs) have potentially wide impact because MCPs are pervasive in science and engineering. A probability-one homotopy algorithm for MCPs was developed earlier by Billups and Watson based on the default homotopy mapping. This algorithm had guaranteed global convergence under some mild conditions, and was able to solve most of the MCPs from the MCPLIB test library. This thesis extends that work by presenting some other homotopy mappings, enabling the solution of all the remaining problems from MCPLIB. The homotopy maps employed are the Newton homotopy and homotopy parameter embeddings.
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    Recycling Bi-Lanczos Algorithms: BiCG, CGS, and BiCGSTAB
    Ahuja, Kapil (Virginia Tech, 2009-08-13)
    Engineering problems frequently require solving a sequence of dual linear systems. This paper introduces recycling BiCG, that recycles the Krylov subspace from one pair of linear systems to the next pair. Augmented bi-Lanczos algorithm and modified two-term recurrence are developed for using the recycle space. Recycle space is built from the approximate invariant subspace corresponding to eigenvalues close to the origin. Recycling approach is extended to the CGS and the BiCGSTAB algorithms. Experiments on a convection-diffusion problem give promising results.
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    Recycling BICG with an application to model reduction
    Ahuja, Kapil; de Sturler, Eric; Gugercin, Serkan; Chang, Eun R. (Siam Publications, 2012)
    Science and engineering problems frequently require solving a sequence of dual linear systems. Besides having to store only a few Lanczos vectors, using the biconjugate gradient method (BiCG) to solve dual linear systems has advantages for specific applications. For example, using BiCG to solve the dual linear systems arising in interpolatory model reduction provides a backward error formulation in the model reduction framework. Using BiCG to evaluate bilinear forms-for example, in quantum Monte Carlo (QMC) methods for electronic structure calculations-leads to a quadratic error bound. Since our focus is on sequences of dual linear systems, we introduce recycling BiCG, a BiCG method that recycles two Krylov subspaces from one pair of dual linear systems to the next pair. The derivation of recycling BiCG also builds the foundation for developing recycling variants of other bi-Lanczos based methods, such as CGS, BiCGSTAB, QMR, and TFQMR. We develop an augmented bi-Lanczos algorithm and a modified two-term recurrence to include recycling in the iteration. The recycle spaces are approximate left and right invariant subspaces corresponding to the eigenvalues closest to the origin. These recycle spaces are found by solving a small generalized eigenvalue problem alongside the dual linear systems being solved in the sequence. We test our algorithm in two application areas. First, we solve a discretized partial differential equation (PDE) of convection-diffusion type. Such a problem provides well-known test cases that are easy to test and analyze further. Second, we use recycling BiCG in the iterative rational Krylov algorithm (IRKA) for interpolatory model reduction. IRKA requires solving sequences of slowly changing dual linear systems. We analyze the generated recycle spaces and show up to 70% savings in iterations. For our model reduction test problem, we show that solving the problem without recycling leads to (about) a 50% increase in runtime.
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    Recycling Krylov Subspaces and Preconditioners
    Ahuja, Kapil (Virginia Tech, 2011-10-10)
    Science and engineering problems frequently require solving a sequence of single linear systems or a sequence of dual linear systems. We develop algorithms that recycle Krylov subspaces and preconditioners from one system (or pair of systems) in the sequence to the next, leading to efficient solutions. Besides the benefit of only having to store few Lanczos vectors, using BiConjugate Gradients (BiCG) to solve dual linear systems may have application-specific advantages. For example, using BiCG to solve the dual linear systems arising in interpolatory model reduction provides a backward error formulation in the model reduction framework. Using BiCG to evaluate bilinear forms -- for example, in the variational Monte Carlo (VMC) algorithm for electronic structure calculations -- leads to a quadratic error bound. Since one of our focus areas is sequences of dual linear systems, we introduce recycling BiCG, a BiCG method that recycles two Krylov subspaces from one pair of dual linear systems to the next pair. The derivation of recycling BiCG also builds the foundation for developing recycling variants of other bi-Lanczos based methods like CGS, BiCGSTAB, BiCGSTAB2, BiCGSTAB(l), QMR, and TFQMR. We develop a generalized bi-Lanczos algorithm, where the two matrices of the bi-Lanczos procedure are not each other's conjugate transpose but satisfy this relation over the generated Krylov subspaces. This is sufficient for a short term recurrence. Next, we derive an augmented bi-Lanczos algorithm with recycling and show that this algorithm is a special case of generalized bi-Lanczos. The Petrov-Galerkin approximation that includes recycling in the iteration leads to modified two-term recurrences for the solution and residual updates. We generalize and extend the framework of our recycling BiCG to CGS, BiCGSTAB and BiCGSTAB2. We perform extensive numerical experiments and analyze the generated recycle space. We test all of our recycling algorithms on a discretized partial differential equation (PDE) of convection-diffusion type. This PDE problem provides well-known test cases that are easy to analyze further. We use recycling BiCG in the Iterative Rational Krylov Algorithm (IRKA) for interpolatory model reduction and in the VMC algorithm. For a model reduction problem, we show up to 70% savings in iterations, and we also demonstrate that solving the problem without recycling leads to (about) a 50% increase in runtime. Experiments with recycling BiCG for VMC gives promising results. We also present an algorithm that recycles preconditioners, leading to a dramatic reduction in the cost of VMC for large(r) systems. The main cost of the VMC method is in constructing a sequence of Slater matrices and computing the ratios of determinants for successive Slater matrices. Recent work has improved the scaling of constructing Slater matrices for insulators, so that the cost of constructing Slater matrices in these systems is now linear in the number of particles. However, the cost of computing determinant ratios remains cubic in the number of particles. With the long term aim of simulating much larger systems, we improve the scaling of computing determinant ratios in the VMC method for simulating insulators by using preconditioned iterative solvers. The main contribution here is the development of a method to efficiently compute for the Slater matrices a sequence of preconditioners that make the iterative solver converge rapidly. This involves cheap preconditioner updates, an effective reordering strategy, and a cheap method to monitor instability of ILUTP preconditioners. Using the resulting preconditioned iterative solvers to compute determinant ratios of consecutive Slater matrices reduces the scaling of the VMC algorithm from O(n^3) per sweep to roughly O(n^2), where n is the number of particles, and a sweep is a sequence of n steps, each attempting to move a distinct particle. We demonstrate experimentally that we can achieve the improved scaling without increasing statistical errors.