Circuit Simulation using Matrix Exponential Method Shih-Hung Weng, Quan Chen and Chung-Kuan Cheng CSE Department, UC San Diego, CA 92130 Contact:

Slides:



Advertisements
Similar presentations
A Large-Grained Parallel Algorithm for Nonlinear Eigenvalue Problems Using Complex Contour Integration Takeshi Amako, Yusaku Yamamoto and Shao-Liang Zhang.
Advertisements

Arc-length computation and arc-length parameterization
Computer Science & Engineering Department University of California, San Diego SPICE Diego A Transistor Level Full System Simulator Chung-Kuan Cheng May.
Applied Linear Algebra - in honor of Hans SchneiderMay 25, 2010 A Look-Back Technique of Restart for the GMRES(m) Method Akira IMAKURA † Tomohiro SOGABE.
CSE245: Computer-Aided Circuit Simulation and Verification Lecture Note 5 Numerical Integration Prof. Chung-Kuan Cheng 1.
Ordinary Differential Equations
Solving Linear Systems (Numerical Recipes, Chap 2)
Asymptotic error expansion Example 1: Numerical differentiation –Truncation error via Taylor expansion.
Benchmarking Parallel Code. Benchmarking2 What are the performance characteristics of a parallel code? What should be measured?
Circuit Simulation via Matrix Exponential Operators CK Cheng UC San Diego 1.
1cs542g-term Notes  Notes for last part of Oct 11 and all of Oct 12 lecture online now  Another extra class this Friday 1-2pm.
1cs542g-term Notes  Even if you’re not registered (not handing in assignment 1) send me an to be added to a class list.
CSE245: Computer-Aided Circuit Simulation and Verification Lecture Note 2: State Equations Prof. Chung-Kuan Cheng 1.
CSCE Review—Fortran. CSCE Review—I/O Patterns: Read until a sentinel value is found Read n, then read n things Read until EOF encountered.
CSE245: Computer-Aided Circuit Simulation and Verification Lecture Note 5 Numerical Integration Spring 2010 Prof. Chung-Kuan Cheng 1.
CSE245: Computer-Aided Circuit Simulation and Verification Lecture Note 3 Model Order Reduction (1) Spring 2008 Prof. Chung-Kuan Cheng.
1 EE 616 Computer Aided Analysis of Electronic Networks Lecture 12 Instructor: Dr. J. A. Starzyk, Professor School of EECS Ohio University Athens, OH,
CSE245: Computer-Aided Circuit Simulation and Verification Lecture Notes 3 Model Order Reduction (1) Spring 2008 Prof. Chung-Kuan Cheng.
Chapter 1 Introduction The solutions of engineering problems can be obtained using analytical methods or numerical methods. Analytical differentiation.
Numerical Integration CSE245 Lecture Notes. Content Introduction Linear Multistep Formulae Local Error and The Order of Integration Time Domain Solution.
Solutions for Nonlinear Equations
1 EE 616 Computer Aided Analysis of Electronic Networks Lecture 12 Instructor: Dr. J. A. Starzyk, Professor School of EECS Ohio University Athens, OH,
UCSD CSE 245 Notes – SPRING 2006 CSE245: Computer-Aided Circuit Simulation and Verification Lecture Notes 3 Model Order Reduction (1) Spring 2006 Prof.
Efficient Simulation of Physical System Models Using Inlined Implicit Runge-Kutta Algorithms Vicha Treeaporn Department of Electrical & Computer Engineering.
SAMSON: A Generalized Second-order Arnoldi Method for Reducing Multiple Source Linear Network with Susceptance Yiyu Shi, Hao Yu and Lei He EE Department,
UCSD CSE245 Notes -- Spring 2006 CSE245: Computer-Aided Circuit Simulation and Verification Lecture Notes Spring 2006 Prof. Chung-Kuan Cheng.
Ordinary Differential Equations (ODEs) 1Daniel Baur / Numerical Methods for Chemical Engineers / Implicit ODE Solvers Daniel Baur ETH Zurich, Institut.
Ordinary Differential Equations (ODEs)
1 Chapter 6 Numerical Methods for Ordinary Differential Equations.
Ordinary Differential Equations (ODEs) 1Daniel Baur / Numerical Methods for Chemical Engineers / Explicit ODE Solvers Daniel Baur ETH Zurich, Institut.
More Realistic Power Grid Verification Based on Hierarchical Current and Power constraints 2 Chung-Kuan Cheng, 2 Peng Du, 2 Andrew B. Kahng, 1 Grantham.
Ch 8.1 Numerical Methods: The Euler or Tangent Line Method
Tutorial 5: Numerical methods - buildings Q1. Identify three principal differences between a response function method and a numerical method when both.
Taylor Series.
CSE245: Computer-Aided Circuit Simulation and Verification Lecture Note 2: State Equations Prof. Chung-Kuan Cheng.
Erin Catto Blizzard Entertainment Numerical Integration.
Algorithms for a large sparse nonlinear eigenvalue problem Yusaku Yamamoto Dept. of Computational Science & Engineering Nagoya University.
RFP Workshop Oct 2008 – J Scheffel 1 A generalized weighted residual method for RFP plasma simulation Jan Scheffel Fusion Plasma Physics Alfvén Laboratory,
MA/CS 375 Fall MA/CS 375 Fall 2002 Lecture 31.
Efficient Integration of Large Stiff Systems of ODEs Using Exponential Integrators M. Tokman, M. Tokman, University of California, Merced 2 hrs 1.5 hrs.
Integration of 3-body encounter. Figure taken from
Scalable Symbolic Model Order Reduction Yiyu Shi*, Lei He* and C. J. Richard Shi + *Electrical Engineering Department, UCLA + Electrical Engineering Department,
+ Numerical Integration Techniques A Brief Introduction By Kai Zhao January, 2011.
Nonlinear Data Discrimination via Generalized Support Vector Machines David R. Musicant and Olvi L. Mangasarian University of Wisconsin - Madison
Xianwu Ling Russell Keanini Harish Cherukuri Department of Mechanical Engineering University of North Carolina at Charlotte Presented at the 2003 IPES.
Sensitivity derivatives Can obtain sensitivity derivatives of structural response at several levels Finite difference sensitivity (section 7.1) Analytical.
MECN 3500 Inter - Bayamon Lecture 9 Numerical Methods for Engineering MECN 3500 Professor: Dr. Omar E. Meza Castillo
Large Timestep Issues Lecture 12 Alessandra Nardi Thanks to Prof. Sangiovanni, Prof. Newton, Prof. White, Deepak Ramaswamy, Michal Rewienski, and Karen.
Distributed Computation: Circuit Simulation CK Cheng UC San Diego
Transient Analysis CK Cheng UC San Diego CK Cheng UC San Diego Jan. 25, 2007.
Circuits Theory Examples Newton-Raphson Method. Formula for one-dimensional case: Series of successive solutions: If the iteration process is converged,
Analytic Placement Algorithms Chung-Kuan Cheng CSE Department, UC San Diego, CA Contact: 1.
1 EE 616 Computer Aided Analysis of Electronic Networks Lecture 12 Instructor: Dr. J. A. Starzyk, Professor School of EECS Ohio University Athens, OH,
Discretization for PDEs Chunfang Chen,Danny Thorne Adam Zornes, Deng Li CS 521 Feb., 9,2006.
On the Use of Finite Difference Matrix-Vector Products in Newton-Krylov Solvers for Implicit Climate Dynamics with Spectral Elements ImpactObjectives 
CSE245: Computer-Aided Circuit Simulation and Verification Lecture Note 2: State Equations Spring 2010 Prof. Chung-Kuan Cheng.
SPICE Diego : Circuit Simulation for Post Layout Analysis Chung-Kuan Cheng Department of Computer Science and Engineering University of California, San.
Lecture 11 Alessandra Nardi
Hui Liu University of Calgary
Boundary Element Analysis of Systems Using Interval Methods
FTCS Explicit Finite Difference Method for Evaluating European Options
CSE245: Computer-Aided Circuit Simulation and Verification
CSE 245: Computer Aided Circuit Simulation and Verification
CSE245: Computer-Aided Circuit Simulation and Verification
CSE245: Computer-Aided Circuit Simulation and Verification
Chapter 26.
Nonlinear regression.
CSE245: Computer-Aided Circuit Simulation and Verification
Chapter 2 A Survey of Simple Methods and Tools
EE 616 Computer Aided Analysis of Electronic Networks Lecture 12
Presentation transcript:

Circuit Simulation using Matrix Exponential Method Shih-Hung Weng, Quan Chen and Chung-Kuan Cheng CSE Department, UC San Diego, CA Contact: 1

Outline Introduction Computation of Matrix Exponential Method – Krylov Subspace Approximation – Adaptive Time Step Control Experimental Results Conclusions 2

Circuit Simulation Numerical integration – Approximate with rational functions – Explicit: simplified computation vs. small time steps – Implicit: linear system derivation vs. large time steps – Trade off between stability and performance Time step of both methods still suffer from accuracy – Truncation error from low-order rational approximation Method beyond low-order approximation? – Require: scalable and accurate for modern design 3

Statement of Problem Linear circuit formulation Let A=-C -1 G, b=C -1 u, the analytical solution is Let input be piecewise linear 4

Statement of Problem Integration Methods – Explicit (Forward Euler): e Ah => (I+Ah) “Simpler” computation but smaller time steps – Implicit (Backward Euler): e Ah => (I-Ah) -1 Direct matrix solver (LU Decomp) with complexity O(n 1.4 ) where n=#nodes – Error derived from Taylor’s expansion 5

Statement of Problem Integration Methods Error of low order polynomial approximation 6 voltage time tntn t n+1 Low order approx. Local Truncation Error

Approach Parallel Processing: Avoid LU decomp matrix solver Matrix Exponential Operator: – Stability: Good – Operation: Matrix vector multiplications Assumption – C -1 v exits and is easy to derive – Regularization when C is singular 7

Matrix Exponential Method Krylov subspace approximation – Orthogonalization: Better conditions – High order polynomial Adaptive time step control – Dynamic order adjustment – Optimal tuning of parameters Better convergence with coefficient 1/k! at kth term e A = I + A + ½ A 2 + … + 1/k! A k +… (I-A) -1 = I + A + A 2 +…+ A k +… 8

Krylov Subspace Approximation (1/2) Krylov subspace – K(A, v, m)={v, Av, A 2 v, …, A m v} – Matrix vector multiplication Av=-C -1 (Gv) – Orthogonalization (Arnoldi Process): V m =[v 1 v 2 … v m ] Matrix exponential operator – Size of H m is about 10~30 while size of A can be millions – Ease of computation of e Hm Posteriori Error Estimation – Evaluate without extra overhead 9

RC circuit of 500 nodes, random cap ranges 1e- 11~1e-16, h = 1e-13

Krylov Subspace Approximation (2/2) Matrix exponential method Error estimation for matrix exponential method 11 Krylov space Approximation v1v1 v2v2

Adaptive Time Step Control Strategy: – Maximize step size with a given error budget – Error are from Krylov space method and nonlinear component Step size adjustment – Krylov subspace approximation Require only to scale H m : α A →α H m – Backward Euler (C+hG) -1 changes as h changes 12

Experimental Results EXP (matrix exp.) and BE (Backward Euler) in MATLAB Machine – Linux Platform – Xeon 3.0 GHz and 16GB memory Test cases 13 Circuit (L)Description#nodesCircuit (NL)Description#nodes D1trans. Line5.6KD5Inv. chain82 D2power grid160KD6power amp342 D3power grid1.6MD716-bit adder572 D4power grid4MD8ALU10K

14 Test case: D2 BE requires smaller time steps EXP can leap large steps Stability and Accuracy

Performance at fixed time step sizes 15 Reference: BE with small step size h ref EXP runs faster under the same error tol. D2: 20x D3: 4x D4: inf Scalable for large cases Case D4: BE runs out of memory (4M nodes)

Adaptive Time Step – Linear Circuits Strategy: – Enlarge by 1.25 – Shrink by 0.8 Adaptive EXP – Speedup by large step – Efficient re-evaluation Adaptive BE – Smaller step for accuracy – Slow down by re- solving linear system 10X speedup for D2 16 Test case: D2

Adaptive Time Step – Nonlinear Strategy: – Enlarge by 1.25 – Shrink by 0.8 Adaptive BE – Multiple Newton iterations for convergence Up to 7X speedup 17 Test case: D7

MethodEquation Stability (passive) Matrix inverse Major Oper. Memory 1 Adaptive Parameters 2 Cost 3 Adaption Error Implicit Rational order < 10 HighC+hG LU decomp N C+G 1.4 Time Step h High Taylor series Poly. Explicit Polynom. order < 10 WeakC Mat-vec product NC*NC* Time Step h Low Taylor series Matrix Exp. AnalyticalHighC Arnoldi Process N C * + mN Step h Order m Low Matrix exp. 1 N c * for C -1 ; 2 Variable order BDF is not considered here; 3 Cost of re-evaluation for a new step size Summary

Matrix exponential method is scalable – Stability: Good – Accuracy: SPICE Krylov subspace approximation – Reduce the complexity Preliminary results – Up to 10X and 7X for linear and nonlinear, respectively Limitations of matrix exponential method – Singularity of C – Stiffness of C -1 G 19

Future Works Scalable Parallel Processing – Integration – Matrix Operations Applications – Power Ground Network Analysis – Substrate Noises – Memory Analysis – Tera Hertz Circuit Simulation 20

Thank You! 21