arXiv subjects

Yusaku Yamamoto

Publications and source records attributed to Yusaku Yamamoto.

11 recordsLinked to original sources

arXiv2026

On solving nonlinear simultaneous equations arising from the double-exponential Sinc-collocation method for initial value problems

The double-exponential Sinc-collocation method is known as a super-accurate method for solving initial value problems of ordinary differential equations, for which the error decreases almost exponentially as a function of the number of sample points in the temporal direction, $N$. However, this method requires solving nonlinear simultaneous equations in $nN$ variables when the problem dimension is $n$. Recently, Ogata pointed out that Gauss-Seidel type fixed-point iteration works surprisingly well for solving these equations, typically reducing the error by one or two orders of magnitude at each iteration. In this paper, we analyze the convergence of this iteration and give a sufficient condition for its global convergence. We also provide an upper bound on its convergence factor, which explains the efficiency of this iteration. Some numerical examples that illustrate the validity of our analysis are also provided.

math.NA↗

arXiv2023

Roundoff error analysis of the double exponential formula-based method for the matrix sign function

In this paper, we perform a roundoff error analysis of an integration-based method for computing the matrix sign function recently proposed by Nakaya and Tanaka. The method expresses the matrix sign function using an integral representation and computes the integral numerically by the double-exponential formula. While the method has large-grain parallelism and works well for well-conditioned matrices, its accuracy deteriorates when the input matrix is ill-conditioned or highly nonnormal. We investigate the reason for this phenomenon by a detailed roundoff error analysis.

math.NA↗

arXiv2023

A fast and accurate computation method for reflective diffraction simulations

We present a new computation method for simulating reflection high-energy electron diffraction and the total-reflection high-energy positron diffraction experiments. The two experiments are used commonly for the structural analysis of material surface. The present paper improves the conventional numerical method, the multi-slice method, for faster computation, since the present method avoids the matrix-eigenvalue solver for the computation of matrix exponentials and can adopt higher-order ordinary differential equation solvers. Moreover, we propose a high-performance implementation based on multi-thread parallelization and cache-reusable subroutines. In our tests, this new method performs up to 2,000 times faster than the conventional method.

math.NA↗

arXiv2021

Performance prediction of massively parallel computation by Bayesian inference

A performance prediction method for massively parallel computation is proposed. The method is based on performance modeling and Bayesian inference to predict elapsed time T as a function of the number of used nodes P (T=T(P)). The focus is on extrapolation for larger values of P from the perspective of application researchers. The proposed method has several improvements over the method developed in a previous paper, and application to real-symmetric generalized eigenvalue problem shows promising prediction results. The method is generalizable and applicable to many other computations.

math.NA↗

arXiv2020

A Parallelizable Energy-Preserving Integrator MB4 and Its Application to Quantum-Mechanical Wavepacket Dynamics

In simulating physical systems, conservation of the total energy is often essential, especially when energy conversion between different forms of energy occurs frequently. Recently, a new fourth order energy-preserving integrator named MB4 was proposed based on the so-called continuous stage Runge--Kutta methods (Y.~Miyatake and J.~C.~Butcher, SIAM J.~Numer.~Anal., 54(3), 1993-2013). A salient feature of this method is that it is parallelizable, which makes its computational time for one time step comparable to that of second order methods. In this paper, we illustrate how to apply the MB4 method to a concrete ordinary differential equation using the nonlinear Schrödinger-type equation on a two-dimensional grid as an example. This system is a prototypical model of two-dimensional disordered organic material and is difficult to solve with standard methods like the classical Runge--Kutta methods due to the nonlinearity and the $δ$-function like potential coming from defects. Numerical tests show that the method can solve the equation stably and preserves the total energy to 16-digit accuracy throughout the simulation. It is also shown that parallelization of the method yields up to 2.8 times speedup using 3 computational nodes.

math.NA↗

arXiv2019

Fixed-point analysis of Ogita-Aishima's symmetric eigendecomposition refinement algorithm for multiple eigenvalues

Recently, Ogita and Aishima proposed an efficient eigendecomposition refinement algorithm for the symmetric eigenproblem. Their basic algorithm involves division by the difference of two approximate eigenvalues, and can become unstable when there are multiple eigenvalues. To resolve this problem, they proposed to replace those equations that casue instability with different equations and gave a convergence proof of the resulting algorithm. However, it is not straightforward to understand intuitively why the modified algorithm works, because it removes some of the necessary and sufficient conditions for obtaining the eigendecomposition. We give an answer to this question using Banach's fixed-point theorem.

math.NA↗

arXiv2018

EigenKernel - A middleware for parallel generalized eigenvalue solvers to attain high scalability and usability

An open-source middleware EigenKernel was developed for use with parallel generalized eigenvalue solvers or large-scale electronic state calculation to attain high scalability and usability. The middleware enables the users to choose the optimal solver, among the three parallel eigenvalue libraries of ScaLAPACK, ELPA, EigenExa and hybrid solvers constructed from them, according to the problem specification and the target architecture. The benchmark was carried out on the Oakforest-PACS supercomputer and reveals that ELPA, EigenExa and their hybrid solvers show better performance, when compared with pure ScaLAPACK solvers. The benchmark on the K computer is also used for discussion. In addition, a preliminary research for the performance prediction was investigated, so as to predict the elapsed time T as the function of the number of used nodes P (T=T(P)). The prediction is based on Bayesian inference using the Markov Chain Monte Carlo (MCMC) method and the test calculation indicates that the method is applicable not only to performance interpolation but also to extrapolation. Such a middleware is of crucial importance for application-algorithm-architecture co-design among the current, next-generation (exascale), and future-generation (post-Moore era) supercomputers.

physics.comp-ph↗

arXiv2018

Shifted CholeskyQR for computing the QR factorization of ill-conditioned matrices

The Cholesky QR algorithm is an efficient communication-minimizing algorithm for computing the QR factorization of a tall-skinny matrix. Unfortunately it has the inherent numerical instability and breakdown when the matrix is ill-conditioned. A recent work establishes that the instability can be cured by repeating the algorithm twice (called CholeskyQR2). However, the applicability of CholeskyQR2 is still limited by the requirement that the Cholesky factorization of the Gram matrix runs to completion, which means it does not always work for matrices $X$ with $κ_2(X)\gtrsim {\bf u}^{-\frac{1}{2}}$ where ${\bf u}$ is the unit roundoff. In this work we extend the applicability to $κ_2(X)=\mathcal{O}({\bf u}^{-1})$ by introducing a shift to the computed Gram matrix so as to guarantee the Cholesky factorization $R^TR= A^TA+sI$ succeeds numerically. We show that the computed $AR^{-1}$ has reduced condition number $\leq {\bf u}^{-\frac{1}{2}}$, for which CholeskyQR2 safely computes the QR factorization, yielding a computed $Q$ of orthogonality $\|Q^TQ-I\|_2$ and residual $\|A-QR\|_F/\|A\|_F$ both $\mathcal{O}({\bf u})$. Thus we obtain the required QR factorization by essentially running Cholesky QR thrice. We extensively analyze the resulting algorithm shiftedCholeskyQR to reveal its excellent numerical stability. shiftedCholeskyQR is also highly parallelizable, and applicable and effective also when working in an oblique inner product space. We illustrate our findings through experiments, in which we achieve significant (up to x40) speedup over alternative methods.

math.NA↗

arXiv2017

Efficient implementations of the modified Gram-Schmidt orthogonalization with a non-standard inner product

The modified Gram-Schmidt (MGS) orthogonalization is one of the most well-used algorithms for computing the thin QR factorization. MGS can be straightforwardly extended to a non-standard inner product with respect to a symmetric positive definite matrix $A$. For the thin QR factorization of an $m \times n$ matrix with the non-standard inner product, a naive implementation of MGS requires $2n$ matrix-vector multiplications (MV) with respect to $A$. In this paper, we propose $n$-MV implementations: a high accuracy (HA) type and a high performance (HP) type, of MGS. We also provide error bounds of the HA-type implementation. Numerical experiments and analysis indicate that the proposed implementations have competitive advantages over the naive implementation in terms of both computational cost and accuracy.

math.NA↗

arXiv2017

On the optimality and sharpness of Laguerre's lower bound on the smallest eigenvalue of a symmetric positive definite matrix

Lower bounds on the smallest eigenvalue of a symmetric positive definite matrices $A\in\mathbb{R}^{m\times m}$ play an important role in condition number estimation and in iterative methods for singular value computation. In particular, the bounds based on ${\rm Tr}(A^{-1})$ and ${\rm Tr}(A^{-2})$ attract attention recently because they can be computed in $O(m)$ work when $A$ is tridiagonal. In this paper, we focus on these bounds and investigate their properties in detail. First, we consider the problem of finding the optimal bound that can be computed solely from ${\rm Tr}(A^{-1})$ and ${\rm Tr}(A^{-2})$ and show that so called Laguerre's lower bound is the optimal one in terms of sharpness. Next, we study the gap between the Laguerre bound and the smallest eigenvalue. We characterize the situation in which the gap becomes largest in terms of the eigenvalue distribution of $A$ and show that the gap becomes smallest when ${\rm Tr}(A^{-2})/\{{\rm Tr}(A^{-1})\}^2$ approaches 1 or $\frac{1}{m}$. These results will be useful, for example, in designing efficient shift strategies for singular value computation algorithms.

math.NA↗

arXiv2014

A new subtraction-free formula for lower bounds of the minimal singular value of an upper bidiagonal matrix

Traces of inverse powers of a positive definite symmetric tridiagonal matrix give lower bounds of the minimal singular value of an upper bidiagonal matrix. In a preceding work, a formula for the traces which gives the diagonal entries of the inverse powers is presented. In this paper, we present another formula which gives the traces based on a quite different idea from the one in the preceding work. An efficient implementation of the formula for practice is also presented.

math.NA↗