MATH3040: Topics in Scientific Computing
Math 3040 is an introduction to High Performance Computing. It
is presented by
Dr. M. Sussman
for the twelve-week term during the summer of 2009. Classes will
be held twice a week, on Tuesdays and Thursdays, 11:00AM-12:30PM,
in Thackeray 704.
- Course objective
To introduce students to high performance computing techniques
involving parallel computing for large scale numerical models.
- Computing language
The computing language used will be
Fortran, the basics of which will be covered in the first part of the
class. Although Fortran is by now a classical programming language,
its formula-oriented philosophy still makes it a widely used
language inside libraries for scientific computing.
- Computing platforms
Students will develop and test their software
in the parallel computing facilities in the Math Department as well as
at the Pittsburgh Supercomputing Center.
- Prerequisites
- A basic knowledge of any one of the following
programming languages/environments: BASIC, C, C++, Fortran, Java, MATLAB,
PASCAL.
- Linear algebra and calculus.
- One introductory computational/numerical analysis class.
- Topics covered
- The syntax of the Fortran language will be presented in the
first two weeks of the course, with examples. No previous knowledge
of Fortran is expected.
- The Message Passing Interface. (See, for example, the
official web page
or a
nice tutorial.)
No previous knowledge of MPI is expected.
- Open MP. (See, for example, the
official web page
or a
nice tutorial.)
No previous knowledge of Open MP is expected.
- Elementary numerical methods for partial differential equations,
primarily the Poisson equation (
) and the heat equation
(
) in two dimensions.
- Elementary Monte Carlo methods for integration.
- Design of parallel programs.
- Measuring performance of parallel programs.
- Special attention will be paid to assuring code fidelity and debugging.
- Numerical linear algebra: solving linear equations in parallel.
- Software packages such as
LAPACK
and
PETSc.
Mike Sussman
2009-02-24