Scientific computing applied to linear algebra

Schedule:

Course	Tuesday 10h15-12h, room MA A3 31
Exercises	Friday 15h15-17h, room MA B1 486

Documentation

C language: C programming, Programming in C

Accuracy and reliability: Accuracy and reliability (Caussignac), Cours DEA (Chaitin-Chatelin), Bo Einarsson's book site

PRECISE: User's Guide

BLAS quick reference guide: blasqr.pdf

LAPACK: Users guide, lapackqref.ps

OpenMP

MPI: mpi, lam, mpich

User's guide, Functions Index

BLACS: blacs_home, blacsqref.ps, Functions References

PBLAS: pblasqref.ps, pblas_home, 2Dblock_cyclic_distribution.jpg

ScaLAPACK: Users_guide, scalapackqref.ps

Free Linear Algebra Software

GPU computing: The CUDA ZONE, MAGMA

References

• B. Einarsson (Ed.), Accuracy and Reliability in Scientific Computing, SIAM Philadelphia (2005)

• N. J. Higham, Accuracy and Stability of Numerical Algorithms, 2nd edition, SIAM Philadelphia (2002): 1st edition

• F. Chaitin-Chatelin and V. Frayssé, Lectures on Finite Precision Computations, SIAM Philadelphia (1996)

• W.P. Petersen and P. Arbenz, Introduction to Parallel Computing, Oxford University Press NY (2004)

• J.J. Dongarra, I.S. Duff, D.C Sorensen and H.A. Van der Vorst, Numerical Linear Algebra for High-Performance Computers, SIAM (1998)

• G. Golub, J.M. Ortega, Scientific Computing: An Introduction with Parallel Computing, Academic Press London (1993)