Parallel Algorithms for Scientific Computing
The course focuses on parallel algorithms for scientific computing problems (and not on parallel programming). We will cover parallel algorithms for a range of problem classes in Scientific Computing, from linear algebra (with a focus on sparse problems related to solving PDE), iterative solvers, multigrid, and particle interaction problems (Barnes-Hut, multipole etc).
Passing the course nominally gives 5 hp credits, but by completing an optional project it can also give 7,5 hp credits. The examination will consist of a written exam and written reports on the two assignments. The examination for the optional project consists of a written report.
Teachers: Sverker Holmgren, Maya Neytcheva, and Dimitar Lukarski
Schedule
Basic sparse linear algebra
- Sparse formats and representation (DL). April 11, 13-15, room 2145. slides
- Sparse matrix-vector multiplication (SH). May 8, 13-15, room 2344. slides
Sparse linear systems
- Sparse direct solvers (SH). May 13, 10-12, room 2344. slides, Tim Davis, A plenary talk at the SIAM 2006 Annual Meeting
- Basic iterative methods (MN). May 16, 10-12, room 2344 Slides-part1
, Slides-part2
- Conjugate gradient-like solvers (MN), May 17, 10-12, room 2345 Slides-part3, GhyselsVanroose
Parallel preconditioners - convergence acceleration
- ILU-type preconditioners (MN), May 20, 10-12, room 2345 Slides-part4, Saad_etal_MILUT, Saad_etal_BILUT
- Other parallel approaches (MN), May 22, 10-12, room 2145 Slides-part5, MSPAI thesis, Keyes, DD slides, 2005 here or here
- Multigrid and algebraic multigrid, Algebraic Multilevel Iteration (MN), May 28, 10-12, room 1412 Slides-part6, Slides-Falgout,Hands-on slides, Hands-on instructions, Assignment 1, Files
Methods for particle-like problems (pairwise interactions)
- Barnes-Hut approximations (SH), May 31, 10-12, room 2345 slides, Blackston-Suel-paper
- Multipole approximations (SH), June 10, 10-12, room 2345 slides
Assignment 1: a written report should be delivered to Maya Neytcheva not later than by June 12, 2013.
Assignment 2: Article review