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

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed

Preparing sparse solvers for exascale computing.

Sparse solvers provide essential functionality for a wide variety of scientific applications. Highly parallel sparse solvers are essential for continuing advances in high-fidelity, multi-physics and multi-scale simulations, especially as we target exascale platforms. This paper describes the challenges, strategies and progress of the US Department of Energy Exascale Computing project towards providing sparse solvers for exascale computing platforms. We address the demands of systems with thousands of high-performance node devices where exposing concurrency, hiding latency and creating alternative algorithms become essential. The efforts described here are works in progress, highlighting current success and upcoming challenges. This article is part of a discussion meeting issue 'Numerical algorithms for high-performance computational science'

Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers

In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system, and the design of data structures to take advantage of serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration

Task-based adaptive multiresolution for time-space multi-scale reaction-diffusion systems on multi-core architectures

A new solver featuring time-space adaptation and error control has been recently introduced to tackle the numerical solution of stiff reaction-diffusion systems. Based on operator splitting, finite volume adaptive multiresolution and high order time integrators with specific stability properties for each operator, this strategy yields high computational efficiency for large multidimensional computations on standard architectures such as powerful workstations. However, the data structure of the original implementation, based on trees of pointers, provides limited opportunities for efficiency enhancements, while posing serious challenges in terms of parallel programming and load balancing. The present contribution proposes a new implementation of the whole set of numerical methods including Radau5 and ROCK4, relying on a fully different data structure together with the use of a specific library, TBB, for shared-memory, task-based parallelism with work-stealing. The performance of our implementation is assessed in a series of test-cases of increasing difficulty in two and three dimensions on multi-core and many-core architectures, demonstrating high scalability