MTH 654 and MTH 659 (Numerical Analysis)
Large scale scientific computing methods - Fall 2009
Links
General information
Course announcement
Textbook and resources
Assignments
Assignments/schedule

Date Schedule/assignment
Monday 9/28
  1. Administration:
  2. First assignment:
    • Overview - slides
    • Review what you remember about computer artithmetic so you can answer the following questions applied to calculations on a computer : Is 1/3 * 3 = 1 ? Is a+b = b+a ? Is there a largest number ? Is there a smallest number ? What is the largest smallest number bigger than 0 ? What is a bit/byte ?
    • Read about numerical analysis disasters by Doug Arnold and Kees Vuik's disasters page and Thomas Huckle's BUGSE pages.
    • Read recent discussion in NA-Digest about use of Fortran vs MATLAB in teaching/learning numerical analysis. Use Search Interface and keyword "Fortran". Then follow down to File /na-digest-html/07/index.html to read what people think about this dilemma.
Wednesday 9/30 No class today. READ material assigned.
Friday 10/2 LAB 1 (MLC Kidd 108J) computer lab. You can come as early as 8:30.
Monday 10/5 - Wednesday 10/7 Functional iteration and Newton's method in R: convergence and variants. Read Chapter 5 from [Kelley]. and preliminaries, if necessary.
Friday 10/9 LAB 2 (MLC Kidd 108J) computer lab.
Monday 10/12 Newton's method in R^N: assumptions,norms, and examples.
Wednesday 10/14 Applications: linear BVP, condition number. A-posteriori estimates for convergence of (NI), (FI).
Friday 10/23 LAB 3 (MLC Kidd 108J) computer lab.
  • Please read about ssh and scp .
  • You must be able to use some text editor under Unix. I suggest emacs or vi. Please look up the basics.
Monday 10/19 Wrap-up Newton's method in R^N
Wednesday 10/21 Linear solvers; iterative stationary methods.
Friday 10/23 Continue LAB 3 (MLC Kidd 108J) computer lab.
Monday 10/26 Develop fully implicit discrete nonlinear transient convection-diffusion-reaction example. Spectrum for two-point BVP and its discretization.
Wednesday 10/28 Non-stationary methods for solving linear systems. You can use these graphs as a worksheet on phi , worksheet on psi for class examples on steepest descent, CG, and GMRES. Krylov space methods as projection methods.
Friday 10/30 LAB 5 (MLC Kidd 108J) computer lab.
Monday 11/2 Finish example on steepest descent, CG, and GMRES. Computational cost of iterative methods: SAXPY, inner products, matrix * vector products.
Demo on smoothing properties of some stationary methods. sor.m
Read chapters 3 and 4 from [Kelley].
Wednesday 11/4 CG implementation using recurrence relations, complexity.
Preconditioning: why, how.
Read chapters 3 and 4 from [Kelley].
Friday 11/6 Continue LAB 5 .
Monday 11/9 Multigrid
Demo with multigrid. multigrid_demo.m
Use multigrid resources from resources page.
Wednesday 11/11 Parallel computing basics.
Basics of MPI and cluster computing. Deadlocks and load balancing.
Read handouts.
Students in this class will have access to the COE cluster via their Engrg accounts or via COS accounts , and to CUDA technology . We will use these in labs; you may want to read the material via links provided to get ready.
Friday 11/13 Start LAB 7 .
Turn in all lab reports by midnight Wed., 12/2.
Monday 11/16 Overlapping domain decomposition aka block Jacobi. Basics of MPI calls.
Slides
Wednesday 11/18 Efficiency and scalability of parallel computations.
Friday 11/20 Continue LAB 7 .
Turn in all lab reports by midnight Wed., 12/2.
Presentation of OpenMP. You can consult this OpenMP tutorial. Also, compare pi.c and openmp_pi.c
Monday 11/23 Shared memory versus distributed memory algorithms. Threads versus processes versus programs.
Non-overlapping domain decomposition.
Wednesday 11/25 No class today. Happy Thanksgiving !
Monday 11/30 Overlapping domain decomposition: additive and multiplicative Schwarz alternating methods.
Demos: dd_overlapA.m and dd_overlap.m
Wednesday 12/2 Non-overlapping domain decomposition: Schur complement. Dirichlet-Neumann and Neumann-Neumann methods
Demos: dd_nooverlapDN.m and dd_nooverlapNN.m
Friday 12/4 Lab review (in regular classroom)