CSC456-2306F High-Performance Scientific Computing

Aims Outline

References
Parallel Computing
James M. Ortega Introduction to Parallel and Vector Solution of Linear Systems Plenum Press 1988
Ian Foster Designing and Building Parallel Programs Addison Wesley 1995
George Em Karniadakis and Robert M. Kirby II Parallel Scientific Computing in C++ and MPI A Seamless Approach to Parallel Algorithms and their Implementation Cambridge 2003
J. M. Bahi, S. Contassot-Vivier and R. Couturier Parallel Iterative Algorithms: from sequential to grid computing Chapman & Hall/CRC 2007
William Gropp, Ewing Lusk and Anthony Skjellum Using MPI: portable parallel programming with the message-passing interface MIT Press 2014 see also
Using MPI - web page
Michael J. Quinn Parallel Programming in C with MPI and OpenMP McGraw Hill 2004
Jianping Zhu Solving Partial Differential Equations on Parallel Computers World Scientific 1994
Ananth Grama, Anshul Gupta, George Karypis and Vipin Kumar Introduction to Parallel Computing: Design and Analysis of Algorithms Addison Wesley 2003
Jeffrey D. Ullman Computational Aspects of VLSI Computer Science Press 1984
Dimitri P. Bertsekas and John N. Tsitsiklis Parallel and Distributed Computation; Numerical Methods Prentice Hall 1989 see also
Parallel and Distributed Computation - web page
Numerical Linear Algebra
William W. Hager Applied Numerical Linear Algebra Prentice Hall 1988
Gene Golub and Charles Van Loan Matrix computations John Hopkins University Press 1996
General Numerical Analysis
Uri Ascher and Chen Greif A first course in Numerical Methods SIAM 2011 (e-book on library)
Samuel D. Conte and Carl de Boor Elementary Numerical Analysis SIAM 2018 (also McGraw-Hill Inc.)
David Kincaid and Ward Cheney Numerical Analysis Brooks/Cole
Michael Heath Scientific Computing: an introductory survey McGraw-Hill Inc.
Richard L. Burden and J. Douglas Faires Numerical Analysis Brooks/Cole
L. W. Johnson and R. D. Riess Numerical Analysis Addison Wesley
Partial Differential Equations
Michael A. Celia and William G. Gray Numerical methods for differential equations Prentice Hall 1992
William F. Ames Numerical Methods for Partial Differential Equations Academic Press 1977 3rd edition (or 2nd edition) (or Thomas Nelson & Sons)
John C. Strikwerda Finite Difference schemes and Partial Differential Equations Wadsworth and Brooks/Cole 1989
Splines
P. M. Prenter Splines and Variational Methods John Wiley & Sons 1975
Carl de Boor A Practical Guide to Splines Springer-Verlag 1978
Advanced Methods
Yousef Saad Iterative Methods for Sparse Linear Systems PWS 1996 or SIAM 2003
Wolfgang Hackbusch Iterative Solution of Large Sparse Systems of Equations Springer Verlag 1994
William L. Briggs A multigrid tutorial SIAM 2000

Prerequisites

Schedule for Fall 2018
Lectures Wednesday 1-3PM Room BA B025
Tutorial Monday 2-3PM Room BA 2195
Office Hours Monday 3:30-4:30PM Room BA 4226
Tutorials may be used for lectures.

Tentative marking scheme for Fall 2018
Problem set 1 20%
Problem set 2 25%
Problem set 3 25%
Term test 1 30%
Most of the assignments include substantial computer work.