CS 594-4

Scientific Computing for Engineers: Spring 2011 – 3 Credits

This class is part of the Interdisciplinary Graduate Minor in Computational Science. See IGMCS for details.

Wednesdays from 1:30 – 4:15, Room 233 Claxton

Prof. Jack Dongarra with help from Profs. George Bosilca, Jakub Kurzak, Shirley Moore, Stan Tomov, and Vince Weaver

Email: dongarra@eecs.utk.edu

Phone: 865-974-8295

Office hours: Wednesday 11:00 - 1:00, or by appointment

TA: Wes Alvaro, alvaro@eecs.utk.edu

TA’s Office : 351 Claxton


TA’s Office Hours: Wednesday’s 10:00 – 12:00 or by appointment


There will be four major aspects of the course:

·             Part I will start with current trends in high-end computing systems and environments, and continue with a practical short description on parallel programming with MPI, OpenMP, and Pthreads.


·             Part II will illustrate the modeling of problems from physics and engineering in terms of partial differential equations (PDEs), and their numerical discretization using finite difference, finite element, and spectral approximation.


·             Part III will be on solvers: both iterative for the solution of sparse problems of part II, and direct for dense matrix problems. Algorithmic and practical implementation aspects will be covered.


·             Finally in Part IV, various software tools will be surveyed and used. This will include PETSc, Sca/LAPACK, MATLAB, and some tools and techniques for scientific debugging and performance analysis.


The grade would be based on homework, a midterm project, a final project, and a final project presentation. Topics for the final project would be flexible according to the student's major area of research.



Class Roster

If your name is not on the list or some information is incorrect, please send mail to the TA:
















aero e




















chem e








And the course mailing list: cs594parallel-students@cs.utk.edu








Book for the Class:

The Sourcebook of Parallel Computing, Edited by Jack Dongarra, Ian Foster, Geoffrey Fox, William Gropp, Ken Kennedy, Linda Torczon, Andy White, October 2002, 760 pages, ISBN 1-55860-871-0, Morgan Kaufmann Publishers.














Lecture Notes: (Tentative outline of the class)


  1. January 12 (Dr. Dongarra)

Class Introduction

Introduction to High Performance Computing

Read Chapter 1, 2, and 9

Homework 1 (due January 26, 2011)

Notes on Homework#1

Tar file of timer


  1. January 19 (Dr. Dongarra)

Introduction continued

Dense Linear Algebra

Homework 2 (due February 2, 2011)

Solution for Homework 2

Read Chapter 3

Read Chapter 20


  1. January 26 (Dr. Kurzak)


Read Chapter 21


  1. February 2 (Dr. Bosilca)

Parallel programming paradigms and their performances

MPI quick reference card

Pi example


  1. February 9 (Dr. Bosilca)

Data Parallel Languages



Homework 3 (due February 23, 2011)

Parallel programming paradigms and their performances -2

Read Chapter 11


  1. February 16 (Dr. Bosilca)

Message Passing Interface (MPI)

MPI Dynamic Processes

Homework 4 (due March 2nd, 2011)


  1. February 23 (Dr. Bosilca)



MPI1 Basics

MPI2 Dynamic processes

Homework 5 (due March 9th, 2011)

Read Chapter 9

HPC Performance Issues and Systems

Read Chapter 3


  1. March 2 (Dr. Weaver)

Performance Evaluation and Tuning

Homework 6 (due March 23rd, 2011)


  1. March 9 (Dr. Moore)

OpenMP and

Hybrid MPI/OpenMP programming

Homework 7 (due March 30th, 2011)

Tar file for HW7


March 16 – Spring Break


  1. March 23 (Dr. Moore)

Partitioned Global Address Space (PGAS) languages

Homework 8 (due April 6th, 2011)

Tarfile for HW8


11.  March 30 (Dr. Tomov)

Projection and its importance in scientific computing


Homework 9

Tarfile for HW9


  1. April 6 (Dr. Tomov)

Discretization of PDEs and Tools for the Parallel Solution of the Resulting Syst

Mesh generation and load balancing

Homework 10




  1. April 13 (Dr. Tomov)

Sparse Matrices and Optimized Parallel Implementations

NVIDIA's Compute Unified Device Architecture (CUDA)

Homework 11


Read Chapter 20 and 21


14.  April 20 (Dr. Dongarra)

A look at PageRank

Some disasters attributable to bad numerical computing

Read Chapter 20

Bailey’s paper on “12 ways to fool …”


  1. April 27 (Dr. Tomov)

Iterative Methods in Linear Algebra (Part 1)

Iterative Methods in Linear Algebra (Part 2)


  1. May 10th (Dr. Dongarra)

Class Final reports

Order of presentation:

10:00 Tingxing Dong

10:20 Shuang Gao

10:40 Chuanjun He

11:00 Huang Huang

11:20 Yulu Jia

11:40 Lunch

12:00 Lunch

12:20 Bryan Hunter

12:40 Nicholas Lineback

1:00 Rui Ma

1:20 Mouge Mohagheghi

1:40 Henian Xia




Here are some ideas for projects:

o   Projects and additional projects.


Additional Reading Materials

Message Passing Systems

Several implementations of the MPI standard are available today. The most widely used open source MPI implementations are Open MPI and MPICH.

Here is the link to the MPI Forum.

Other useful reference material

· Here are pointers to specs on various processors:





·             Introduction to message passing systems and parallel computing

J.J. Dongarra, G.E. Fagg, R. Hempl and D. Walker, Chapter in Wiley Encyclopedia of Electrical and Electronics Engineering, October 1999 ( postscript version )


``Message Passing Interfaces'', Special issue of Parallel Computing, vol 20(4), April 1994.


Ian Foster, Designing and Building Parallel Programs, see http://www-unix.mcs.anl.gov/dbpp/


Alice Koniges, ed., Industrial Strength Parallel Computing, ISBN1-55860-540-1, Morgan Kaufmann Publishers, San Francisco, 2000.


Ananth Gramma et al., Introduction to Parallel Computing, 2nd edition, Pearson Education Limited, 2003.


Michael Quinn, Parallel Programming: Theory and Practice, McGraw-Hill, 1993


David E. Culler & Jaswinder Pal Singh, Parallel Computer Architecture, Morgan Kaufmann, 1998, see http://www.cs.berkeley.edu/%7Eculler/book.alpha/index.html


George Almasi and Allan Gottlieb, Highly Parallel Computing, Addison Wesley, 1993


Matthew Sottile, Timothy Mattson, and Craig Rasmussen, Introduction to Concurrency in Programming Languages, Chapman & Hall, 2010


·             Other relevant books


Stephen Chapman, Fortran 95/2003 for Scientists and Engineers, McGraw-Hill, 2007


Stephen Chapman, MATLAB Programming for Engineers, Thompson, 2007


Barbara Chapman, Gabriele Jost, Ruud van der Pas, and David J. Kuck, Using OpenMP: Portable Shared Memory Paralllel Programming, MIT Press, 2007


Tarek El-Ghazawi, William Carlson, Thomas Sterling, Katherine Yelick, UPC: Distributed Shared Memory Programming, John Wiley & Sons, 2005


David Bailey, Robert Lucas, Samuel Williams, eds., Performance Tuning of Scientific Applications, Chapman & Hall, 2010


Message Passing Standards

``MPI - The Complete Reference, Volume 1, The MPI-1 Core, Second Edition'',
by Marc Snir, Steve Otto, Steven Huss-Lederman, David Walker, Jack Dongarra, MIT Press, September 1998, ISDN 0-262-69215-5.


``MPI: The Complete Reference - 2nd Edition: Volume 2 - The MPI-2 Extensions'',
by William Gropp, Steven Huss-Lederman, Andrew Lumsdaine, Ewing Lusk, Bill Nitzberg, William Saphir, and Marc Snir, published by The MIT Press, September, 1998; ISBN 0-262-57123-4.


MPI-2.1 Standard, September 2008

PDF format: http://www.mpi-forum.org/docs/mpi21-report.pdf

Hardcover: https://fs.hlrs.de/projects/par/mpi//mpi21/


MPI-2.2 Standard, September 2009

PDF format: http://www.mpi-forum.org/docs/mpi-2.2/mpi22-report.pdf

Hardcover: https://fs.hlrs.de/projects/par/mpi//mpi22/



On-line Documentation and Information about Machines

·             Overview of Recent Supercomputers, Aad J. van der Steen and Jack J. Dongarra, 2007.

·             TOP500 Supercomputer Sites

·             Green 500 List of Energy –Efficient Supercomputers



Other Scientific Computing Information Sites

·            Netlib Repository at UTK/ORNL

·             BLAS Quick Reference Card

·             LAPACK

·             ScaLAPACK

·             GAMS - Guide to Available Math Software

·             Fortran Standards Working Group

·             Message Passing Interface (MPI) Forum

·             OpenMP

·             Unified Parallel C

·             DOD High Performance Computing Modernization Program

·             DOE Accelerated Strategic Computing Initiative (ASC)

·             NSF TeraGrid

·             AIST Parallel and High Performance Application Software Exchange (in Japan)

(includes information on parallel computing conferences and journals)

·             HPCwire

·             Supercomputing Online


Related On-line Books/Textbooks

· Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, SIAM Publication, Philadelphia, 1994.

· LAPACK Users' Guide (Second Edition), SIAM Publications, Philadelphia, 1995.

· Using MPI: Portable Parallel Programming with the Message-Passing Interface by W. Gropp, E. Lusk, and A. Skjellum

· Parallel Computing Works, by G. Fox, R. Williams, and P. Messina (Morgan Kaufmann Publishers)

· Designing and Building Parallel Programs. A dead-tree version of this book is available by Addison-Wesley.

·             Introduction to High-Performance Scientific Computing, by Victor Eijkhout with Edmond Chow, Robert Van De Geijn, February 2010

·             Introduction to Parallel Computing, by Blaise Barney


Performance Analysis Tools Websites

·            PAPI

·            PerfSuite

·            TAU

·            Vampir

·            Scalasca

·            HPCToolkit

·            PerfExpert

·            mpiP

·            ompP

·            Open|Speedshop

·            IPM

·            Eclipse Parallel Tools Platform

Other Online Software and Documentation

· Matlab documentation is available from several sources, most notably by typing ``help'' into the Matlab command window. A primer (for version 4.0/4.1 of Matlab, not too different from the current version) is available in either postscript or pdf.

· SuperLU is a fast implementations of sparse Gaussian elimination for sequential and parallel computers, respectively.

· Sources of test matrices for sparse matrix algorithms

· Matrix Market

· University of Florida Sparse Matrix Collection

· Templates for the solution of linear systems, a collection of iterative methods, with advice on which ones to use. The web site includes on-line versions of the book (in html and postscript) as well as software.

· Templates for the Solution of Algebraic Eigenvalue Problems is a survey of algorithms and software for solving eigenvalue problems. The web site points to an html version of the book, as well as software.

· Updated survey of sparse direct linear equation solvers, by Xiaoye Li

· MGNet is a repository for information and software for Multigrid and Domain Decomposition methods, which are widely used methods for solving linear systems arising from PDEs.

· Resources for Parallel and High Performance Computing

· ACTS (Advanced CompuTational Software) is a set of software tools that make it easier for programmers to write high performance scientific applications for parallel computers.

· PETSc: Portable, Extensible, Toolkit for Scientific Computation

· Issues related to Computer Arithmetic and Error Analysis

· Efficient software for very high precision floating point arithmetic

· Notes on IEEE Floating Point Arithmetic, by Prof. W. Kahan

· Other notes on arithmetic, error analysis, etc. by Prof. W. Kahan

· Report on arithmetic error that cause the Ariane 5 Rocket Crash Video of the explosion

· The IEEE floating point standard is currently being updated. To find out what issues the standard committee is considering, look here.

Jack Dongarra