Parallel Numerics - Winter 13

Term

Winter 13

Lecturer

Univ.-Prof. Dr. Thomas Huckle

Time and Place

Tuesday, 09:15-10:45, Room 02.07.023

Audience

CSE (compulsory course, 3rd semester), Mathematics (Master), Informatics (Master) (Modul IN2012)

Tutorials

Friday, 10:15-11:45, Room 02.07.023, Organization: Michael Lieb, M.Sc.

Exam

Do 20.2.14, 12:00-13:30, 5503.EG.350 (MW 0350, Egbert-von-Hoyer-Hörsaal)

Semesterwochenstunden / ECTS Credits

SWS (2V + 2Ü) / 5 Credits

TUMonline

[reference]

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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

1. High-Performance Computing
2. Performance: Analysis, Modeling, and Measurements
3. Basic Linear Algebra Subprograms
4. Direct Solution of Sparse Linear Systems
5. Iterative Methods for Linear Systems
6. Linear Eigenvalue Problems
7. Programming in MPI

Course Material

Lecture Slides

• [Lecture 1]
• [Lecture 2]
• [Lecture 3,Material]
• [Lecture 4]
• [Lecture 5]
• [Lecture 6]
• [Lecture 7]
• [Lecture 8]
• [Lecture 9]
• [Lecture 10]
• [Full script]
• [Lecture 11]
• [Lecture 12]

Tutorials

Tutorial	Topics	Worksheet	Proposal for solution / code	Additional (Slides)
1	Flynn's Taxonomy & MPI Basics	sheet1.pdf	sheet1_solution.pdf sheet1_task6.cpp
2	Numerical Integration & P2P Communication I	sheet2.pdf	sheet2_solution.pdf sheet2_task1.cpp
3	Vector-Vector Operations & P2P Communication II	sheet3.pdf	sheet3_solution.pdf sheet3_task5.cpp	Send-Modes Communication-Modes
4	Matrix-Matrix-Operations & P2P Communication III	sheet4.pdf	sheet4_solution.pdf sheet4_task5.cpp	AmdahlGustaf.txt
5	Parallel Gaussian elimination & Collective Operations	sheet5.pdf	sheet5_solution.pdf sheet5_task3.cpp	Collective.pdf Pivoting.txt
6	Tridiagonal Matrices, Hockney/Golub method & Message Tags	sheet6.pdf	sheet6_solution.pdf sheet6_task1_serial.cpp sheet6_task1_parallel.cpp sheet6_task3.cpp	Hockney_Golub_Notes.pdf
7	Sparse Matrix-Vector Multiplication & MPI Communicators	sheet7.pdf	sheet7_solution.pdf sheet7_task3.cpp	additional-notes
8	Stationary Methods	sheet8.pdf	sheet8_solution.pdf sheet8_task3_serial.cpp sheet8_task3_parallel.cpp	Jacobi_Relaxation_Notes sheet8-stationary.m
9	Gradient Methods, Preconditioning & Eigenvalues	sheet9.pdf	sheet9_solution.pdf ws9_task1_sequential.c ws9_task1_parallel.c
10	Domain Decomposition	sheet10.pdf	sheet10_solution.pdf sheet10_task1_sequential.c sheet10_task1_parallel.c

Literature & External Links

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

Exam

• Date: 20.2.14, 12:00-13:30
• Room: 5503.EG.350 (MW 0350, Egbert-von-Hoyer-Hörsaal)
• Registration: via TUMOnline

Allowed Material for the exam

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

Old Exams

• [Winter 10], [solution]
• [Winter 09], [solution]
• [Winter 08], [partial solution]
• [Winter 07]
• [Winter 06]
• [Winter 05]