65-437 Scientific Computing (in English)

Instructors: Prof. Dr. Martin Siebenborn

Event type: Lecture

Displayed in timetable as: M-WR-V

Hours per week: 2

Language of instruction: English

Min. | Max. participants: - | -

Comments/contents:
We will cover topics from computer architectures to algorithms with an emphasis on high performance computing (HPC). Session headlines areIntroduction

• Computer Architectures
  
• Performance Assessment
  
• Programming Models for HPC
  
• Generich Parallelization Strategies
  
• Basic Linear Algebra Subprograms (BLAS)
  
• Matrix Structures and Partitioning
  
• Iteratuve Methods
  
• Multigrid
  
• Introduction to Domain-Decompositioning (DD)
  
• Additive and Multiplicative Schwarz-Methods
  

Learning objectives:
Goals of the lecture:

• learn how to formulate numerical algorithms
  
• learn how to program these algorithms efficiently and understand the requirements of computing hardware
  
• learn how to formulate large-scale problems in terms of numerical building blocks
  
• learn to understand applied problems
  

Literature:

• G. Golub, C. F. Van Loan: Matrix Computations, 4th Ed., JOHNS HOPKINS UNIVERSITY PRESS, 2013.
  
• J. J. Dongarra, I. S. Duff, D. C. Sorensen, H. A. van der Vorst: Numerical Linear Algebra for High Performance Computers, SIAM, Phyladelphia,1998.
  
• A. Quarteroni, F. Saleri: Scientific Computing with MATLAB and Octave (Texts in Computational Science and Engineering 2), 4th Ed., Springer, 2014.
  
• C. B. Moler: Numerical Computing with MATLAB, SIAM, Philadelphia, 2004. (A free PDF Version is available).