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Efficient signed backward substitution for piecewise affine functions via path problems in a directed acyclic graph-
Part of a collection
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Author(s)
T. Bosse
, R. Seidler
, H. M. Bücker
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Published in Proceedings of the 2021 SIAM Conference on Applied and Computational Discrete Algorithms (ACDA21), July 19--21, 2021
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Editor(s) M. Bender, J. Gilbert, B. Hendrickson, D. B. Sullivan |
Year 2021 |
Publisher SIAM |
Abstract We introduce an efficient signed backward substitution for a highly-structured system. More precisely, the problem is to find a vector u of dimension s that solves the system of piecewise affine equations u = c + L|u|, where L is a strictly lower left triangular s×s matrix, c denotes a given vector of dimension s, and the notation |\cdot| indicates the component-wise absolute value of a vector. The novel approach is based on a Neumann series reformulation and attempts to exploit a high degree of parallelism. We provide an analysis of its parallel run-time and show that it is suited for large, sparse systems whose triangular matrix has a small switching depth. The general idea behind this approach which is also used in the convergence proof is based on modelling the switching depth by a graph theoretic model. The key observation is that the computation of the switching depth corresponds to a single-pair shortest path problem in a directed acyclic graph. The proposed method is implemented and numerically evaluated using several examples whose problem structures are representative of various applications in scientific computing. |
AD Theory and Techniques Combinatorics, Computational Graph, Piecewise Linear |
BibTeX
@INPROCEEDINGS{
Bosse2021Esb,
author = "T. Bosse and R. Seidler and H. M. B{\"u}cker",
title = "Efficient signed backward substitution for piecewise affine functions via path
problems in a directed acyclic graph",
booktitle = "Proceedings of the 2021 SIAM Conference on Applied and Computational Discrete
Algorithms (ACDA21), July~19--21, 2021",
editor = "M. Bender and J. Gilbert and B. Hendrickson and D. B. Sullivan",
pages = "171--181",
address = "Philadelphia, PA, USA",
publisher = "SIAM",
doi = "10.1137/1.9781611976830.16",
abstract = "We introduce an efficient signed backward substitution for a highly-structured
system. More precisely, the problem is to find a vector $u$ of dimension~$s$ that solves the system
of piecewise affine equations $u = c + L|u|$, where $L$ is a strictly lower left triangular $s
\times s$ matrix, $c$ denotes a given vector of dimension~$s$, and the notation $|\cdot|$
indicates the component-wise absolute value of a vector. The novel approach is based on a Neumann
series reformulation and attempts to exploit a high degree of parallelism. We provide an analysis of
its parallel run-time and show that it is suited for large, sparse systems whose triangular matrix
has a small switching depth. The general idea behind this approach which is also used in the
convergence proof is based on modelling the switching depth by a graph theoretic model. The key
observation is that the computation of the switching depth corresponds to a single-pair shortest
path problem in a directed acyclic graph. The proposed method is implemented and numerically
evaluated using several examples whose problem structures are representative of various applications
in scientific computing.",
year = "2021",
ad_theotech = "Combinatorics, Computational Graph, Piecewise Linear"
}
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