Scientific Computing for Engineers: Spring 2010 – 3 Credits
This class is part of the Interdisciplinary Graduate Minor in Computational Science. See IGMCS for details.
Wednesdays from 1:30 – 4:15
Office hours: Wednesday 11:00 - 1:00, or by appointment
TA: Donald Newell <email@example.com>
TA’s Office :
TA’s Office Hours: Wednesday’s 10:00 – 12:00 or by appointment
There will be four major aspects of the course:
· Part I will start with current trends in high-end computing systems and environments, and continue with a practical short description on parallel programming with MPI, OpenMP, and pthreads.
· Part II will illustrate the modeling of problems from physics and engineering in terms of partial differential equations (PDEs), and their numerical discretization using finite difference, finite element, and spectral approximation.
· Part III will be on solvers: both iterative for the solution of sparse problems of part II, and direct for dense matrix problems. Algorithmic and practical implementation aspects will be covered.
· Finally in Part IV, various software tools will be surveyed and used. This will include PETSc, Sca/LAPACK, MATLAB, and some tools and techniques for scientific debugging and performance analysis.
The grade would be based on homework, a midterm project, a final project, and a final project presentation. Topics for the final project would be flexible according to the student's major area of research.
And the course mailing list: firstname.lastname@example.org
Book for the Class:
Edited by Jack Dongarra, Ian Foster, Geoffrey Fox, William Gropp, Ken Kennedy, Linda Torczon, Andy White, October 2002, 760 pages, ISBN 1-55860-871-0, Morgan Kaufmann Publishers.
Lecture Notes: (Tentative outline of the class)
Read Chapter 1, 2, and 9
Homework 1 (due January 27, 2010)
Homework 2 (due February 2, 2010)
Homework 3 (due February 11, 2010)
Message Passing (MPI1 the basics)
Parallel programming paradigms and their performances -2
Read Chapter 11
Message Passing Interface (MPI)
MPI Dynamic Processes
Read Chapter 9
HPC Performance Issues and Systems
Read Chapter 3
Read Chapter 15
Read Chapter 3
Toward an Optimal Algorithm for Matrix Multiply
Read Chapter 20
March 10 – Spring Break
10. March 24 (Dr. Tomov)
Read Chapter 20 and 21
12. April 7 (Dr. Tomov)
Discussion on CUDA and the Fermi Architecture
Discussion on Linear Algebra for New Architectures
Discussion on Final Projects
Read Chapter 20,
Read Chapter 21
Class Final reports
Order of presentation:
Here are some ideas for projects:
Additional Reading Materials
Message Passing Systems.
Other useful reference material
· Here’s a pointer to specs on various processors:
A good introduction to message passing systems.
``Message Passing Interfaces'', Special issue of Parallel Computing , vol 20(4), April 1994.
A paper by members of the PVM team on the differences between PVM and MPI.
Geist, G.A, J.A. Kohl, P.M. Papadopoulos, `` PVM and MPI: A Comparison of Features '', Calculateurs Paralleles , 8(2), pp. 137--150, June, 1996.
Papers by members of the MPI team on the differences between PVM and MPI.
``Why are PVM and MPI So Different'', William Gropp and Ewing Lusk (submitted to The Fourth European PVM - MPI Users' Group Meeting)
``PVM and MPI are completely different'', William Gropp and Ewing Lusk, to appear in the journal Future Generation Computer Systems, 1998.
Ian Foster, Designing and Building Parallel Programs, see http://www-unix.mcs.anl.gov/dbpp/
Alice Koniges, ed., Industrial Strength Parallel Computing, ISBN1-55860-540-1, Morgan Kaufmann Publishers, San Francisco, 2000. Ananth Gramma et al., Introduction to Parallel Computing
Michael Quinn, Parallel Programming, see http://web.engr.oregonstate.edu/~quinn/Comparison.htm
David E. Culler & Jaswinder Pal Singh, Parallel Computer Architecture, see http://www.cs.berkeley.edu/%7Eculler/book.alpha/index.html
George Almasi and Allan Gottlieb, Highly Parallel Computing
Standard Books on Message Passing
``MPI - The Complete
Reference, Volume 1, The MPI-1 Core, Second Edition'',
``MPI: The Complete Reference - 2nd Edition:
Volume 2 - The MPI-2 Extensions'',
On-line Documentation and Information about Machines
Other Parallel Information Sites
Related On-line Textbooks
· Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, SIAM Publication, Philadelphia, 1994.
· PVM - A Users' Guide and Tutorial for Networked Parallel Computing, MIT Press, Boston, 1994.
· MPI : A Message-Passing Interface Standard
· LAPACK Users' Guide (Second Edition), SIAM Publications, Philadelphia, 1995.
· MPI: The Complete Reference, MIT Press, Boston, 1996.
· Using MPI: Portable Parallel Programming with the Message-Passing Interface by W. Gropp, E. Lusk, and A. Skjellum
· Parallel Computing Works, by G. Fox, R. Williams, and P. Messina (Morgan Kaufmann Publishers)
· Designing and Building Parallel Programs. A dead-tree version of this book is available by Addison-Wesley.
· High Performance Fortran (HPF), a course offered by Manchester and North High Performance Computing Training & Education Centre, United Kingdom
For performance analysis:
· Raj Jain, The Art of Computer Systems Performance Analysis. John Wiley, 1991.
Papers on performance analysis tools:
· Ruth A. Aydt, "The Pablo Self-Defining Data Format," November 1997, click here.
· Jeffrey K. Hollingsworth, Barton P. Miller, Marcelo J. R. Gongalves, Oscar Naim, Zhichen Xu and Ling Zheng, "MDL: A Language and Compiler for Dynamic Program Instrumentation", International Conference on Parallel Architectures and Compilation Techniques, San Francisco, CA, November 1997, click here.
· Barton P. Miller, Mark D. Callaghan, Jonathan M. Cargille, Jeffrey K. Hollingsworth, R. Bruce Irvin, Karen L. Karavanic, Krishna Kunchithapadam and Tia Newhall. "The Paradyn Parallel Performance Measurement Tools", IEEE Computer 28(11), (November 1995). click here.
· Steven T. Hackstadt and Allen D. Malony, "Distributed Array Query and Visualization for High Performance Fortran”, February 1996. click here.
· Jerry Yan and Sekhar Sarukkai and Pankaj Mehra, "Performance Measurement, Visualization and Modeling of Parallel and Distributed Programs using the AIMS toolkit", Software Practice and Experience 25(4), April 1995, 429--461. click here.
Other Online Software and Documentation
· Matlab documentation is available from several sources, most notably by typing ``help'' into the Matlab command window. A primer (for version 4.0/4.1 of Matlab, not too different from the current version) is available in either postscript or pdf.
· Netlib, a repository of numerical software and related documentation
· Netlib Search Facility, a way to search for the software on Netlib that you need
· GAMS - Guide to Available Math Software, another search facility to find numerical software
· Linear Algebra Software Libraries and Collections
· LAPACK, state-of-the-art software for dense numerical linear algebra on workstations and shared-memory parallel computers. Written in Fortran.
· ScaLAPACK, a partial version of LAPACK for distributed-memory parallel computers.
· SuperLU is a fast implementations of sparse Gaussian elimination for sequential and parallel computers, respectively.
· Sources of test matrices for sparse matrix algorithms
· Templates for the solution of linear systems, a collection of iterative methods, with advice on which ones to use. The web site includes on-line versions of the book (in html and postscript) as well as software.
· Templates for the Solution of Algebraic Eigenvalue Problems is a survey of algorithms and software for solving eigenvalue problems. The web site points to an html version of the book, as well as software.
· MGNet is a repository for information and software for Multigrid and Domain Decomposition methods, which are widely used methods for solving linear systems arising from PDEs.
· Resources for Parallel and High Performance Computing
· Millennium a UC Berkeley campus-wide parallel computing resource
· ACTS (Advanced CompuTational Software) is a set of software tools that make it easier for programmers to write high performance scientific applications for parallel computers.
· NHSE - National High Performance Computing and Communications Software Exchange, pointers to related work across the country.
· Issues related to Computer Arithmetic and Error Analysis
· Efficient software for very high precision floating point arithmetic
· The IEEE floating point standard is currently being updated. To find out what issues the standard committee is considering, look here.