Combinatorial problems in solving linear systems

42 pages, available as LIP research report RR-2009-15Numerical linear algebra and combinatorial optimization are vast subjects; as is their interaction. In virtually all cases there should be a notion of sparsity for a combinatorial problem to arise. Sparse matrices therefore form the basis of the interaction of these two seemingly disparate subjects. As the core of many of today's numerical linear algebra computations consists of the solution of sparse linear system by direct or iterative methods, we survey some combinatorial problems, ideas, and algorithms relating to these computations. On the direct methods side, we discuss issues such as matrix ordering; bipartite matching and matrix scaling for better pivoting; task assignment and scheduling for parallel multifrontal solvers. On the iterative method side, we discuss preconditioning techniques including incomplete factorization preconditioners, support graph preconditioners, and algebraic multigrid. In a separate part, we discuss the block triangular form of sparse matrices

ブロック赤黒順序付けによるPoissonソルバーの並列化とParticie-in-Cellプラズマシミュレーションへの応用

電気通信大学202

Software for Exascale Computing - SPPEXA 2016-2019

This open access book summarizes the research done and results obtained in the second funding phase of the Priority Program 1648 "Software for Exascale Computing" (SPPEXA) of the German Research Foundation (DFG) presented at the SPPEXA Symposium in Dresden during October 21-23, 2019. In that respect, it both represents a continuation of Vol. 113 in Springer’s series Lecture Notes in Computational Science and Engineering, the corresponding report of SPPEXA’s first funding phase, and provides an overview of SPPEXA’s contributions towards exascale computing in today's sumpercomputer technology. The individual chapters address one or more of the research directions (1) computational algorithms, (2) system software, (3) application software, (4) data management and exploration, (5) programming, and (6) software tools. The book has an interdisciplinary appeal: scholars from computational sub-fields in computer science, mathematics, physics, or engineering will find it of particular interest

A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Book of Abstracts of the Sixth SIAM Workshop on Combinatorial Scientific Computing

Book of Abstracts of CSC14 edited by Bora UçarInternational audienceThe Sixth SIAM Workshop on Combinatorial Scientific Computing, CSC14, was organized at the Ecole Normale Supérieure de Lyon, France on 21st to 23rd July, 2014. This two and a half day event marked the sixth in a series that started ten years ago in San Francisco, USA. The CSC14 Workshop's focus was on combinatorial mathematics and algorithms in high performance computing, broadly interpreted. The workshop featured three invited talks, 27 contributed talks and eight poster presentations. All three invited talks were focused on two interesting fields of research specifically: randomized algorithms for numerical linear algebra and network analysis. The contributed talks and the posters targeted modeling, analysis, bisection, clustering, and partitioning of graphs, applied in the context of networks, sparse matrix factorizations, iterative solvers, fast multi-pole methods, automatic differentiation, high-performance computing, and linear programming. The workshop was held at the premises of the LIP laboratory of ENS Lyon and was generously supported by the LABEX MILYON (ANR-10-LABX-0070, Université de Lyon, within the program ''Investissements d'Avenir'' ANR-11-IDEX-0007 operated by the French National Research Agency), and by SIAM

Bayesian inference for structured additive regression models for large-scale problems with applications to medical imaging

In der angewandten Statistik können Regressionsmodelle mit hochdimensionalen Koeffizienten auftreten, die sich nicht mit gewöhnlichen Computersystemen schätzen lassen. Dies betrifft unter anderem die Analyse digitaler Bilder unter Berücksichtigung räumlich-zeitlicher Abhängigkeiten, wie sie innerhalb der medizinisch-biologischen Forschung häufig vorkommen. In der vorliegenden Arbeit wird ein Verfahren formuliert, das in der Lage ist, Regressionsmodelle mit hochdimensionalen Koeffizienten und nicht-normalverteilten Zielgrößen unter moderaten Anforderungen an die benötigte Hardware zu schätzen. Hierzu wird zunächst im Rahmen strukturiert additiver Regressionsmodelle aufgezeigt, worin die Limitationen aktueller Inferenzansätze bei der Anwendung auf hochdimensionale Problemstellungen liegen, sowie Möglichkeiten diskutiert, diese zu umgehen. Darauf basierend wird ein Algorithmus formuliert, dessen Stärken und Schwächen anhand von Simulationsstudien analysiert werden. Darüber hinaus findet das Verfahren Anwendung in drei verschiedenen Bereichen der medizinisch-biologischen Bildgebung und zeigt dadurch, dass es ein vielversprechender Kandidat für die Beantwortung hochdimensionaler Fragestellungen ist.In applied statistics regression models with high-dimensional coefficients can occur which cannot be estimated using ordinary computers. Amongst others, this applies to the analysis of digital images taking spatio-temporal dependencies into account as they commonly occur within bio-medical research. In this thesis a procedure is formulated which allows to fit regression models with high-dimensional coefficients and non-normal response values requiring only moderate computational equipment. To this end, limitations of different inference strategies for structured additive regression models are demonstrated when applied to high-dimensional problems and possible solutions are discussed. Based thereon an algorithm is formulated whose strengths and weaknesses are subsequently analyzed using simulation studies. Furthermore, the procedure is applied to three different fields of bio-medical imaging from which can be concluded that the algorithm is a promising candidate for answering high-dimensional problems

Automatische Codegenerierung für Massiv Parallele Applikationen in der Numerischen Strömungsmechanik

Solving partial differential equations (PDEs) is a fundamental challenge in many application domains in industry and academia alike. With increasingly large problems, efficient and highly scalable implementations become more and more crucial. Today, facing this challenge is more difficult than ever due to the increasingly heterogeneous hardware landscape. One promising approach is developing domain‐specific languages (DSLs) for a set of applications. Using code generation techniques then allows targeting a range of hardware platforms while concurrently applying domain‐specific optimizations in an automated fashion. The present work aims to further the state of the art in this field. As domain, we choose PDE solvers and, in particular, those from the group of geometric multigrid methods. To avoid having a focus too broad, we restrict ourselves to methods working on structured and patch‐structured grids. We face the challenge of handling a domain as complex as ours, while providing different abstractions for diverse user groups, by splitting our external DSL ExaSlang into multiple layers, each specifying different aspects of the final application. Layer 1 is designed to resemble LaTeX and allows inputting continuous equations and functions. Their discretization is expressed on layer 2. It is complemented by algorithmic components which can be implemented in a Matlab‐like syntax on layer 3. All information provided to this point is summarized on layer 4, enriched with particulars about data structures and the employed parallelization. Additionally, we support automated progression between the different layers. All ExaSlang input is processed by our jointly developed Scala code generation framework to ultimately emit C++ code. We particularly focus on how to generate applications parallelized with, e.g., MPI and OpenMP that are able to run on workstations and large‐scale cluster alike. We showcase the applicability of our approach by implementing simple test problems, like Poisson’s equation, as well as relevant applications from the field of computational fluid dynamics (CFD). In particular, we implement scalable solvers for the Stokes, Navier‐Stokes and shallow water equations (SWE) discretized using finite differences (FD) and finite volumes (FV). For the case of Navier‐Stokes, we also extend our implementation towards non‐uniform grids, thereby enabling static mesh refinement, and advanced effects such as the simulated fluid being non‐Newtonian and non‐isothermal