A Covariant Hamiltonian Tetrad Approach to Numerical Relativity
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Improving the Accuracy of Computed Eigenvalues and Eigenvectors*
SIAM J. NUMER. ANAL. 1983 Society for Industrial and Applied Mathematics Vol. 20, No. 1, February 1983 0036-1429/83/2001-0002 $01.25/0 IMPROVING THE ACCURACY OF COMPUTED EIGENVALUES AND EIGENVECTORS* J. J. DONGARRA,t C. B. MOLER AND J. H. WILKINSON Abstract. This paper describes and analyzes several variants of a computational method for improving the numerical accuracy of, and for obtaining numerical bounds on, matrix eigenvalues and eigenvectors. The method, which is essentially a numerically stable implementation of Newton's method, may be used to "fine tune" the results obtained from standard subroutines such as those in EISPACK [Lecture Notes in Computer Science 6, 51, Springer-Verlag, Berlin, 1976, 1977]. Extended precision arithmetic is required in the computation of certain residuals. Introduction. The calculation of an eigenvalue , and the corresponding eigenvec- tor x (here after referred to as an eigenpair) of a matrix A involves the solution of the nonlinear system of equations (A AI)x O. Starting from an approximation h and , a sequence of iterates may be determined using Newton's method or variants of it. The conditions on and guaranteeing convergence have been treated extensively in the literature. For a particularly lucid account the reader is referred to the book by Rail [3]. In a recent paper Wilkinson [7] describes an algorithm for determining error bounds for a computed eigenpair based on these mathematical concepts. Considerations of numerical stability were an essential feature of that paper and indeed were its main raison d'etre. In general this algorithm provides an improved eigenpair and error bounds for it; unless the eigenpair is very ill conditioned the improved eigenpair is usually correct to the precision of the computation used in the main body of the algorithm. -
Numerical Analysis Notes for Math 575A
Numerical Analysis Notes for Math 575A William G. Faris Program in Applied Mathematics University of Arizona Fall 1992 Contents 1 Nonlinear equations 5 1.1 Introduction . 5 1.2 Bisection . 5 1.3 Iteration . 9 1.3.1 First order convergence . 9 1.3.2 Second order convergence . 11 1.4 Some C notations . 12 1.4.1 Introduction . 12 1.4.2 Types . 13 1.4.3 Declarations . 14 1.4.4 Expressions . 14 1.4.5 Statements . 16 1.4.6 Function definitions . 17 2 Linear Systems 19 2.1 Shears . 19 2.2 Reflections . 24 2.3 Vectors and matrices in C . 27 2.3.1 Pointers in C . 27 2.3.2 Pointer Expressions . 28 3 Eigenvalues 31 3.1 Introduction . 31 3.2 Similarity . 31 3.3 Orthogonal similarity . 34 3.3.1 Symmetric matrices . 34 3.3.2 Singular values . 34 3.3.3 The Schur decomposition . 35 3.4 Vector and matrix norms . 37 3.4.1 Vector norms . 37 1 2 CONTENTS 3.4.2 Associated matrix norms . 37 3.4.3 Singular value norms . 38 3.4.4 Eigenvalues and norms . 39 3.4.5 Condition number . 39 3.5 Stability . 40 3.5.1 Inverses . 40 3.5.2 Iteration . 40 3.5.3 Eigenvalue location . 41 3.6 Power method . 43 3.7 Inverse power method . 44 3.8 Power method for subspaces . 44 3.9 QR method . 46 3.10 Finding eigenvalues . 47 4 Nonlinear systems 49 4.1 Introduction . 49 4.2 Degree . 51 4.2.1 Brouwer fixed point theorem . -
Numerically Stable Generation of Correlation Matrices and Their Factors ∗
BIT 0006-3835/00/4004-0640 $15.00 2000, Vol. 40, No. 4, pp. 640–651 c Swets & Zeitlinger NUMERICALLY STABLE GENERATION OF CORRELATION MATRICES AND THEIR FACTORS ∗ ‡ PHILIP I. DAVIES† and NICHOLAS J. HIGHAM Department of Mathematics, University of Manchester, Manchester, M13 9PL, England email: [email protected], [email protected] Abstract. Correlation matrices—symmetric positive semidefinite matrices with unit diagonal— are important in statistics and in numerical linear algebra. For simulation and testing it is desirable to be able to generate random correlation matrices with specified eigen- values (which must be nonnegative and sum to the dimension of the matrix). A popular algorithm of Bendel and Mickey takes a matrix having the specified eigenvalues and uses a finite sequence of Givens rotations to introduce 1s on the diagonal. We give im- proved formulae for computing the rotations and prove that the resulting algorithm is numerically stable. We show by example that the formulae originally proposed, which are used in certain existing Fortran implementations, can lead to serious instability. We also show how to modify the algorithm to generate a rectangular matrix with columns of unit 2-norm. Such a matrix represents a correlation matrix in factored form, which can be preferable to representing the matrix itself, for example when the correlation matrix is nearly singular to working precision. Key words: Random correlation matrix, Bendel–Mickey algorithm, eigenvalues, sin- gular value decomposition, test matrices, forward error bounds, relative error bounds, IMSL, NAG Library, Jacobi method. AMS subject classification: 65F15. 1 Introduction. An important class of symmetric positive semidefinite matrices is those with unit diagonal. -
3+1 Formalism and Bases of Numerical Relativity
3+1 Formalism and Bases of Numerical Relativity Lecture notes Eric´ Gourgoulhon Laboratoire Univers et Th´eories, UMR 8102 du C.N.R.S., Observatoire de Paris, Universit´eParis 7 arXiv:gr-qc/0703035v1 6 Mar 2007 F-92195 Meudon Cedex, France [email protected] 6 March 2007 2 Contents 1 Introduction 11 2 Geometry of hypersurfaces 15 2.1 Introduction.................................... 15 2.2 Frameworkandnotations . .... 15 2.2.1 Spacetimeandtensorfields . 15 2.2.2 Scalar products and metric duality . ...... 16 2.2.3 Curvaturetensor ............................... 18 2.3 Hypersurfaceembeddedinspacetime . ........ 19 2.3.1 Definition .................................... 19 2.3.2 Normalvector ................................. 21 2.3.3 Intrinsiccurvature . 22 2.3.4 Extrinsiccurvature. 23 2.3.5 Examples: surfaces embedded in the Euclidean space R3 .......... 24 2.4 Spacelikehypersurface . ...... 28 2.4.1 Theorthogonalprojector . 29 2.4.2 Relation between K and n ......................... 31 ∇ 2.4.3 Links between the and D connections. .. .. .. .. .. 32 ∇ 2.5 Gauss-Codazzirelations . ...... 34 2.5.1 Gaussrelation ................................. 34 2.5.2 Codazzirelation ............................... 36 3 Geometry of foliations 39 3.1 Introduction.................................... 39 3.2 Globally hyperbolic spacetimes and foliations . ............. 39 3.2.1 Globally hyperbolic spacetimes . ...... 39 3.2.2 Definition of a foliation . 40 3.3 Foliationkinematics .. .. .. .. .. .. .. .. ..... 41 3.3.1 Lapsefunction ................................. 41 3.3.2 Normal evolution vector . 42 3.3.3 Eulerianobservers ............................. 42 3.3.4 Gradients of n and m ............................. 44 3.3.5 Evolution of the 3-metric . 45 4 CONTENTS 3.3.6 Evolution of the orthogonal projector . ....... 46 3.4 Last part of the 3+1 decomposition of the Riemann tensor . -
Graduate Student Research Day 2010 Florida Atlantic University
Graduate Student Research Day 2010 Florida Atlantic University CHARLES E. SCHMIDT COLLEGE OF SCIENCE Improvements to Moving Puncture Initial Data and Analysis of Gravitational Waveforms using the BSSN Formalism on the BAM Code George Reifenberger Charles E. Schmidt College of Science, Florida Atlantic University Faculty Advisor: Dr. Wolfgang Tichy Numerical relativity has only recently been able to simulate the creation of gravitational wave signatures through techniques concerning both the natural complexities of general relativity and the computational requirements needed to obtain significant accuracies. These gravitational wave signatures will be used as templates for detection. The need to develop better results has divided the field into specific areas of code development, one of which involves improvement on the construction of binary black hole initial data. Gravitational waves are a prediction of general relativity, however none have currently been observed experimentally. The search for gravitational wave signatures from binary black hole mergers has required many sub-disciplines of general relativity to contribute to the effort; numerical relativity being one of these. Assuming speeds much smaller than the speed of light Post-Newtonian approximations are introduced into initial data schemes. Evolution of this initial data using the BSSN formalism has approximately satisfied constraint equations of General Relativity to produce probable gravitational wave signatures. Analysis of data convergence and behavior of physical quantities shows appropriate behavior of the simulation and allows for the wave signatures to be considered for template inclusion. High order convergence of our data validates the accuracy of our code, and the wave signatures produced can be used as an improved foundation for more physical models. -
Model Problems in Numerical Stability Theory for Initial Value Problems*
SIAM REVIEW () 1994 Society for Industrial and Applied Mathematics Vol. 36, No. 2, pp. 226-257, June 1994 004 MODEL PROBLEMS IN NUMERICAL STABILITY THEORY FOR INITIAL VALUE PROBLEMS* A.M. STUART AND A.R. HUMPHRIES Abstract. In the past numerical stability theory for initial value problems in ordinary differential equations has been dominated by the study of problems with simple dynamics; this has been motivated by the need to study error propagation mechanisms in stiff problems, a question modeled effectively by contractive linear or nonlinear problems. While this has resulted in a coherent and self-contained body of knowledge, it has never been entirely clear to what extent this theory is relevant for problems exhibiting more complicated dynamics. Recently there have been a number of studies of numerical stability for wider classes of problems admitting more complicated dynamics. This on-going work is unified and, in particular, striking similarities between this new developing stability theory and the classical linear and nonlinear stability theories are emphasized. The classical theories of A, B and algebraic stability for Runge-Kutta methods are briefly reviewed; the dynamics of solutions within the classes of equations to which these theories apply--linear decay and contractive problemsw are studied. Four other categories of equationsmgradient, dissipative, conservative and Hamiltonian systemsmare considered. Relationships and differences between the possible dynamics in each category, which range from multiple competing equilibria to chaotic solutions, are highlighted. Runge-Kutta schemes that preserve the dynamical structure of the underlying problem are sought, and indications of a strong relationship between the developing stability theory for these new categories and the classical existing stability theory for the older problems are given. -
Geometric Algebra and Covariant Methods in Physics and Cosmology
GEOMETRIC ALGEBRA AND COVARIANT METHODS IN PHYSICS AND COSMOLOGY Antony M Lewis Queens' College and Astrophysics Group, Cavendish Laboratory A dissertation submitted for the degree of Doctor of Philosophy in the University of Cambridge. September 2000 Updated 2005 with typo corrections Preface This dissertation is the result of work carried out in the Astrophysics Group of the Cavendish Laboratory, Cambridge, between October 1997 and September 2000. Except where explicit reference is made to the work of others, the work contained in this dissertation is my own, and is not the outcome of work done in collaboration. No part of this dissertation has been submitted for a degree, diploma or other quali¯cation at this or any other university. The total length of this dissertation does not exceed sixty thousand words. Antony Lewis September, 2000 iii Acknowledgements It is a pleasure to thank all those people who have helped me out during the last three years. I owe a great debt to Anthony Challinor and Chris Doran who provided a great deal of help and advice on both general and technical aspects of my work. I thank my supervisor Anthony Lasenby who provided much inspiration, guidance and encouragement without which most of this work would never have happened. I thank Sarah Bridle for organizing the useful lunchtime CMB discussion group from which I learnt a great deal, and the other members of the Cavendish Astrophysics Group for interesting discussions, in particular Pia Mukherjee, Carl Dolby, Will Grainger and Mike Hobson. I gratefully acknowledge ¯nancial support from PPARC. v Contents Preface iii Acknowledgements v 1 Introduction 1 2 Geometric Algebra 5 2.1 De¯nitions and basic properties . -
Status of Numerical Relativity: from My Personal Point of View Masaru Shibata (U
Status of Numerical Relativity: From my personal point of view Masaru Shibata (U. Tokyo) 1 Introduction 2 General issues in numerical relativity 3 Current status of implementation 4 Some of our latest numerical results: NS-NS merger & Stellar core collapse 5 Summary & perspective 1: Introduction: Roles in NR A To predict gravitational waveforms: Two types of gravitational-wave detectors work now or soon. h Space Interferometer Ground Interferometer LISA LIGO/VIRGO/ Physics of GEO/TAMA SMBH BH-BH SMBH/SMBH NS-NS SN Frequency 0.1mHz 0.1Hz 10Hz 1kHz Templates (for compact binaries, core collapse, etc) should be prepared B To simulate Astrophysical Phenomena e.g. Central engine of GRBs = Stellar-mass black hole + disks (Probably) NS-NS merger BH-NS merger ? Best theoretical approach Stellar collapse of = Simulation in GR rapidly rotating star C To discover new phenomena in GR In the past 20 years, community has discovered e.g., 1: Critical phenomena (Choptuik) 2: Toroidal black hole (Shapiro-Teukolsky) 3: Naked singularity formation (Nakamura, S-T) GR phenomena to be simulated ASAP ・ NS-NS / BH-NS /BH-BH mergers (Promising GW sources/GRB) ・ Stellar collapse of massive star to a NS/BH (Promising GW sources/GRB) ・ Nonaxisymmetric dynamical instabilities of rotating NSs (Promising GW sources) ・ …. In general, 3D simulations are necessary 2 Issues: Necessary elements for GR simulations • Einstein’s evolution equations solver • GR Hydrodynamic equations solver • Appropriate gauge conditions (coordinate conditions) • Realistic initial conditions -
Stability Analysis for Systems of Differential Equations
Stability Analysis for Systems of Differential Equations David Eberly, Geometric Tools, Redmond WA 98052 https://www.geometrictools.com/ This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/ or send a letter to Creative Commons, PO Box 1866, Mountain View, CA 94042, USA. Created: February 8, 2003 Last Modified: March 2, 2008 Contents 1 Introduction 2 2 Physical Stability 2 3 Numerical Stability 4 3.1 Stability for Single-Step Methods..................................4 3.2 Stability for Multistep Methods...................................5 3.3 Choosing a Stable Step Size.....................................7 4 The Simple Pendulum 7 4.1 Numerical Solution of the ODE...................................8 4.2 Physical Stability for the Pendulum................................ 13 4.3 Numerical Stability of the ODE Solvers.............................. 13 1 1 Introduction In setting up a physical simulation involving objects, a primary step is to establish the equations of motion for the objects. These equations are formulated as a system of second-order ordinary differential equations that may be converted to a system of first-order equations whose dependent variables are the positions and velocities of the objects. Such a system is of the generic form x_ = f(t; x); t ≥ 0; x(0) = x0 (1) where x0 is a specified initial condition for the system. The components of x are the positions and velocities of the objects. The function f(t; x) includes the external forces and torques of the system. A computer implementation of the physical simulation amounts to selecting a numerical method to approximate the solution to the system of differential equations. -
Algorithmic Structure for Geometric Algebra Operators and Application to Quadric Surfaces Stephane Breuils
Algorithmic structure for geometric algebra operators and application to quadric surfaces Stephane Breuils To cite this version: Stephane Breuils. Algorithmic structure for geometric algebra operators and application to quadric surfaces. Operator Algebras [math.OA]. Université Paris-Est, 2018. English. NNT : 2018PESC1142. tel-02085820 HAL Id: tel-02085820 https://pastel.archives-ouvertes.fr/tel-02085820 Submitted on 31 Mar 2019 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. ÉCOLE DOCTORALE MSTIC THÈSE DE DOCTORAT EN INFORMATIQUE Structure algorithmique pour les opérateurs d’Algèbres Géométriques et application aux surfaces quadriques Auteur: Encadrants: Stéphane Breuils Dr. Vincent NOZICK Dr. Laurent FUCHS Rapporteurs: Prof. Dominique MICHELUCCI Prof. Pascal SCHRECK Examinateurs: Dr. Leo DORST Prof. Joan LASENBY Prof. Raphaëlle CHAINE Soutenue le 17 Décembre 2018 iii Thèse effectuée au Laboratoire d’Informatique Gaspard-Monge, équipe A3SI, dans les locaux d’ESIEE Paris LIGM, UMR 8049 École doctorale Paris-Est Cité Descartes, Cité Descartes, Bâtiment Copernic-5, bd Descartes 6-8 av. Blaise Pascal Champs-sur-Marne Champs-sur-Marne, 77 454 Marne-la-Vallée Cedex 2 77 455 Marne-la-Vallée Cedex 2 v Abstract Geometric Algebra is considered as a very intuitive tool to deal with geometric problems and it appears to be increasingly efficient and useful to deal with computer graphics problems. -
Following the Trails of Light in Curved Spacetime
Following the trails of light in curved spacetime by Darius Bunandar THESIS Presented in Partial Fulfillment of the Requirements for the Degree of Bachelor of Science in Physics The University of Texas at Austin Austin, Texas May 2013 The Thesis Committee for Darius Bunandar certifies that this is the approved version of the following thesis: Following the trails of light in curved spacetime Committee: Richard A. Matzner, Supervisor Philip J. Morrison Greg O. Sitz © 2013 - D B A . Following the trails of light in curved spacetime Darius Bunandar The University of Texas at Austin, 2013 Supervisor: Richard A. Matzner Light has played an instrumental role in the initial development of the theory of relativity. In this thesis, we intend to explore other physical phe- nomena that can be explained by tracing the path that light takes in curved spacetime. We consider the null geodesic and eikonal equations that are equivalent descriptions of the propagation of light rays within the frame- work of numerical relativity. We find that they are suited for different phys- ical situations. The null geodesic equation is more suited for tracing the path of individual light rays. We solve this equation in order to visualize images of the sky that have been severely distorted by one or more black holes, the so-called gravitational lensing effect. We demonstrate that our procedure of solving the null geodesic equation is sufficiently robust to produce some of the world’s first images of the lensing effect from fully dynamical binary black hole coalescence. The second formulation of propagation of light that we explore is the eikonal surface equation. -
The Making of a Geometric Algebra Package in Matlab Computer Science Department University of Waterloo Research Report CS-99-27
The Making of a Geometric Algebra Package in Matlab Computer Science Department University of Waterloo Research Report CS-99-27 Stephen Mann∗, Leo Dorsty, and Tim Boumay [email protected], [email protected], [email protected] Abstract In this paper, we describe our development of GABLE, a Matlab implementation of the Geometric Algebra based on `p;q (where p + q = 3) and intended for tutorial purposes. Of particular note are the C matrix representation of geometric objects, effective algorithms for this geometry (inversion, meet and join), and issues in efficiency and numerics. 1 Introduction Geometric algebra extends Clifford algebra with geometrically meaningful operators, and its purpose is to facilitate geometrical computations. Present textbooks and implementation do not always convey this geometrical flavor or the computational and representational convenience of geometric algebra, so we felt a need for a computer tutorial in which representation, computation and visualization are combined to convey both the intuition and the techniques of geometric algebra. Current software packages are either Clifford algebra only (such as CLICAL [9] and CLIFFORD [1]) or do not include graphics [6], so we decide to build our own. The result is GABLE (Geometric Algebra Learning Environment) a hands-on tutorial on geometric algebra that should be accessible to the second year student in college [3]. The GABLE tutorial explains the basics of Geometric Algebra in an accessible manner. It starts with the outer product (as a constructor of subspaces), then treats the inner product (for perpendilarity), and moves via the geometric product (for invertibility) to the more geometrical operators such as projection, rotors, meet and join, and end with to the homogeneous model of Euclidean space.