High Performance Scientific Computing

Programming-oriented course on effectively using modern computers to solve scientific computing problems arising in the physical/engineering sciences and other fields. Provides an introduction to efficient serial and parallel computing using Fortran 90, OpenMP, MPI, and Python, and software development tools such as version control, Makefiles, and debugging.

About The Course

Computation and simulation are increasingly important in all aspects of science and engineering. At the same time writing efficient computer programs to take full advantage of current computers is becoming increasingly difficult. Even laptops now have 4 or more processors, but using them all to solve a single problem faster often requires rethinking the algorithm to introduce parallelism, and then programming in a language that can express this parallelism.  Writing efficient programs also requires some knowledge of machine arithmetic, computer architecture, and memory hierarchies.

Although parallel computing will be covered, this is not a class on the most advanced techniques for using supercomputers, which these days have tens of thousands of processors and cost millions of dollars. Instead, the goal is to teach tools that you can use immediately on your own laptop, desktop, or a small cluster. Cloud computing will also be discussed, and students who don't have a multiprocessor computer of their own will still be able to do projects using Amazon Web Services at very low cost.

Along the way there will also be discussion of software engineering tools such as debuggers, unit testing, Makefiles, and the use of version control systems. After all, your time is more valuable than computer time, and a program that runs fast is totally useless if it produces the wrong results.

High performance programming is also an important aspect of high performance scientific computing, and so another main theme of the course is the use of basic tools and techniques to improve your efficiency as a computational scientist.

Recommended Background

Experience writing and debugging computer programs is required :
Preferably experience with scientific, mathematical, or statistical computing, for example in Matlab or R. (Previous knowledge of Fortran, Python, or parallel computing languages is not assumed.)

Students should also be comfortable with undergraduate mathematics, particularly calculus and linear algebra, which is pervasive in scientific computing applications. Many of the examples used in lectures and assignments will require this background. Past exposure to numerical analysis is a plus.

All of the software used in this course is open source and freely available. A Virtual Machine will be provided that can be used to create a Linux desktop environment (with all of the required software pre-installed) that can be run on any operating system using the free VirtualBox software. An Amazon Web Services AMI will also be provided to allow doing the course work in the cloud.