HPC for numerical methods and data analysis
MATH-505
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Professor: Laura Grigori (SB-MATH-HPNALGS)
Assistant: Mariana Martinez Aguilar (SB-MATH-HPNALGS)
- Announcements (Forum)
- Grade Information:Grade is based on two projects, ... (Text and media area)
- Information and Organization of the Course (Page)
- Information on using the parallel cluster (Page)
- Lecture notes (partial for some of the lectures) (File)
- Questions and Answers - Forum (Forum)
- Project 1 Description and Information (File)
- Project 2 Description (File)
- Quiz : information (Page)
- Lecture. Introduction to the course. Introduction ... (Text and media area)
- IntroHPCLecture (File)
- Lecture on distributed memory machines and basic routines in MPI (File)
- Exercises Session 1 (File)
- Solutions exercises session 1 (File)
Overview of MPI, collective communication, introduction to EPFL cluster
- Introduction to MPI - slides from CS267 UC Berkeley, Lecture 7 (File)
- Communication cost model and collective communication operations / Introduction to EPFL Cluster (File)
- Exercises Session 2 (File)
- Solutions exercises session 2 (File)
Continue lecture on collective communication routines
Lecture on orthogonalization techniques: Gram-Schmidt and Cholesky-QR
- Introduction to parallel orthogonalization: Gram-Schmidt and Cholesky-QR (File)
- Exercises Session 3 (File)
- Solutions exercises session 3 (File)
- Lecture: continue lecture on orthogonalization, in... (Text and media area)
- Orthogonalization techniques (File)
- Exercises Session 4 (File)
- Solutions exercises session 4 (File)
- Review of TSQR and lecture on lower bounds on communication for parallel matrix multiplication (File)
- Exercises Session 5 (File)
- Solutions exercises session 5 (File)
21 October - 27 October
28 October - 3 November
- Introduction to randomization and sketching techniques (File)
- Exercises Session 7 (File)
- Solutions exercises session 7 (File)
4 November - 10 November
- Randomized SVD and Nystrom low rank approximation (File)
- Exercises Session 8 (File)
- Solutions exercises session 8 (File)
11 November - 17 November
- Lecture: parallelization of randomized Nystrom (sl... (Text and media area)
- Accuracy of randomized Nystrom (File)
- Exercises Session 9 (File)
- Solutions exercises session 9 (File)
18 November - 24 November
- Lecture on deterministic low rank approximation (File)
- Exercises Session 10 (File)
- Solutions exercises session 10 (File)
25 November - 1 December
- Lecture on Krylov subspace methods: GMRES (File)
- Exercises Session 11 (File)
- Solutions exercises session 11 (File)
2 December - 8 December
- Krylov subspace methods for symmetric matrices and... (Text and media area)
- Lecture on CG (File)
- Exercises Session 12 (File)
- Latex and writing examples (File)
- Solutions exercises session 12 (File)