# Parallel Numerics - Winter 11

**Term**- Winter 11
**Lecturer**- Univ.-Prof. Dr. Thomas Huckle
**Time and Place**- Lecture: Monday 10:15 - 11:45 Uhr (MI 02.07.023), Tutorial Friday 10:15 - 11:45 Uhr (MI 02.07.023)
**Audience**- CSE (compulsory course, 3rd semester), Mathematics (Master), Informatics (Master) (Modul IN2012 oder IN2012)
**Tutorials**- Matous Sedlacek
**Exam****Inspection/Review of Reexam on Monday 7.5.2012 at 10:00 in 02.05.044 and 02.05.040!****Semesterwochenstunden / ECTS Credits**- SWS (2V + 2Ü) / 5 Credits
**TUMonline**- {{{tumonline}}}

This course will be given in every winter term. The lectures and tutorials are conducted in English, and the course substitutes the German lecture "Numerik auf Parallelrechnern".

## Contents

## News

**First lecture**: 24.10.2011**First tutorial**: 28.10.2011**Additional 10th tutorial**: There will be an additional 10th tutorial. See the worksheet below.**No tutorial on 23.12.2011**: The last tutorial this year will be on 16.12.2011!**Exam will be on 10.2.2012**: See details below!**Worksheet solutions 1-8 available**:**First Tutorial 2012**: 13.1.2012**Last Tutorial on 20.1.2012****EXAM INSPECTION/REVIEW on Friday 24.2.2012 at 10:15-11:45 in room 01.07.014!****Room change for EXAM INSPECTION/REVIEW!!! Will take place in room 01.07.014!****REEXAM on Monday 23.4.2012 at 10:00-11:30 in room 01.07.014! See details below!****Inspection/Review of Reexam on Monday 7.5.2012 at 10:00 in 02.05.044 and 02.05.040!**

## Contents

- High-Performance Computing
- Performance: Analysis, Modeling, and Measurements
- Basic Linear Algebra Subprograms
- Direct Solution of Sparse Linear Systems
- Iterative Methods for Linear Systems
- Linear Eigenvalue Problems
- Programming in MPI

## Course Material

### Lecture Notes

### Slides

- [Lecture 1, Introduction]
- [Lecture 2, OpenMP, Graphs]
- [Lecture 3, Graphs, Colouring, BLAS ]
- [Lecture 4, LE with dense matrices, (parallel) Gaussian Elimination ]
- [Lecture 5, QR decomposition, Sparse storage formats ]
- [Lecture 6, Schur complement, Perfect Matching ]
- [Lecture 7, Iterative Methods ]
- [Lecture 8, GMRES, Preconditioning ]
- [Lecture 9, SPAI & variants, Domain Decomposition ]
- [Lecture 10, Eigenvalues, Jacobi-Davidson ]
- [Lecture 11, MRRR, DFT, FFT ]
- [Lecture 12, GPU, CUDA ]
- [Lecture 13, Quantum Computing ]

### Tutorials

Corrections with new version are marked in red.

## Literature & External Links

- Introduction to High Performance Scientific Computing (Eijkhout, Chow, van de Geijn) [free download]
- Numerical Linear Algebra for High-Performance Computers (Dongarra, Duff, Sorensen, van der Vorst)
- Parallel Algorithms for Matrix Computations (Gallivan, Heath, Ng, Ortega,...)
- A User's Guide to MPI (Pacheco)
- Iterative Methods for Sparse Linear Systems (Saad)
- Loesung linearer Gleichungssysteme auf Parallelrechnern (Frommer)

## Exam

**Date**: 2012, February 10th (Friday), 14:30-16:00**Room**: MW 0350 (Egbert-von-Hoyer-Hörsaal, Departement of mechanical engineering)**Registration**: Via TumOnline till 2012, mid January.

You can sign off till 2011, end of January.**Inspection/Review:**February 24th (Friday), 2012, 10:15-11:45, room 01.07.014.- WRITTEN Reexam on Monday 23.4.2012 at 10:00-11:30 in room 01.07.014! Registration now open via TumOnline!
**Inspection/Review of Reexam on Monday 7.5.2012 at 10:00 in 02.05.044 and 02.05.040!**

### Allowed Material for the exam

- 1 two-sided hand-written sheet of paper
- "Message Passing Interface Quick Reference in C" [MPI Quick Reference]

### Regulations

The exam takes place on 10.2.2012. Make sure you are in place on time. As the lecture hall is reserved from 14:00, and as we have to leave at 16:00, there's no chance to wait for late arrivals. A handwritten sheet of paper (size A4, front and back page) may be used during the exam as mnemonic as well as the MPI operation reference distributed during the tutorials. No other material besides dictionaries is allowed.

Please study your examination regulations. Students in most disciplines have to register for the exams throughout the semester via TumOnline.

Students that did not pass the exam or did not participate and still need the credits should contact Prof. Thomas Huckle for an appointment as soon as possible. In this case, the appointment always is the second try, i.e. if you do not take part in the exam, it is a failed try.