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hpc_intro

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Rajul
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© © All Rights Reserved
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A Taste of Scientific Computing

Victor Eijkhout

2022

Eijkhout: HPC taste


What is Scientific Computing about?

You know the science; what more is there?

Science often gives an implicit description.


How do you turn it into something computational.
Algorithms are not unique:
There are many ways to solve a linear system

? : Ax = b
x

What are pros and cons of the choices?


Algorithms can be implemented multiple ways, depending on your
processor.

Eijkhout: HPC taste


Algorithmic choices

Eijkhout: HPC taste


Summing forces

Eijkhout: HPC taste


Particle interactions

for each particle i


for each particle j
let r̄ij be the vector between i and j;
then the force on i because of j is
mm
fij = −r̄ij |ri | j
ij
(where mi , mj are the masses or charges) and
fji = −fij .

Naive all-pairs algorithm: O (N 2 )

Eijkhout: HPC taste


Clever algorithms: O (N log N ), sometimes even O (N )

Eijkhout: HPC taste


Algorithm aspects

Eijkhout: HPC taste


Linear algebra

? : Ax = b
x

Inversion: N 3 operations, unstable


Gaussian elimination: N 3 but lower constant, stable
Sparse Gaussian elimination: N 3/2 , hard to program
Iterative methods: N · κ1/2 , not always successful
Multigrid: O (N ), very limited applicability.

Eijkhout: HPC taste


Sparse matrices

Eijkhout: HPC taste


Permuting the matrix

Eijkhout: HPC taste


The influence of your
architecture

Eijkhout: HPC taste


Fitting data to cache

for (j=0; j<size; j++)


array[j] = 2.3*array[j]+1.2;

12 2.0

10
1.8

8
Cache miss fraction

1.6

cycles per op
6
1.4
4

1.2
2

00 5 10 15 20 25 301.0
dataset size

Eijkhout: HPC taste


Matrix-matrix product

Lots of small optimizations add up:

Eijkhout: HPC taste


Computer arithmetic

Computer numbers are not real numbers. If you don’t pay attention to this you
may lose you a race car, or a rocket

Eijkhout: HPC taste


So what is scientific computing
about?

Eijkhout: HPC taste


Between science and computing

Modeling
Numerical analysis
Linear algebra
Computer architecture
. . . and the interaction between any and all of these.

Eijkhout: HPC taste

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