Parallel Numerics - Winter 13

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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]



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".

News

14.11.2013 The tutorial on 15.11.2013 will take place.

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

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
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
8 Stationary Methods sheet8.pdf
9 Gradient Methods, Preconditioning & Eigenvalues sheet9.pdf
10 Domain Decomposition sheet10.pdf

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

Allowed Material for the exam

Regulations

Old Exams