Introduction to Languages for Scientific Computing --- 2013-14

Prerequisites

Basic knowledge of numerical linear algebra, programming languages, algorithms.



Overview

The goal of the course is to provide the students with tools to 1) achieve effective prototyping through high-level languages, and 2) write high-performance programs in C and/or Fortran. In this respect, programs will be evaluated with respect to metrics like performance, readability, elegance.
We will discuss programming languages and tools especially suitable for numerical & symbolic computations, data visualization, and high-performance computations. The focus will be on Matlab, Mathematica and C; no prior knowledge of these languages is required. We will also cover standard computational tools and Fortran-based libraries like BLAS and LAPACK.
The course is hands on. The students are expected to solve (and compete on) simple programming assignments and to present approach & results in front of the class.



Tentative syllabus

Introduction History of languages
Matlab
Floating point arithmetic
Conditioning
Mathematica
Maps, functions
Fixed & high-precision numbers; symbols
Imperative vs. functional programming
Data visualization
C
Performance
Numerical libraries



• Winter semester 2013-14.


• CAMPUS #: 13ws-14775


• Lectures begin: Thursday, October 17, 2.15pm.


• Lectures & Exercises:
  Mondays, 2.15-3.45pm (lecture)
  Thursdays, 2.15-3.45pm (lecture + exercise)
  Rogowski 115 - AICES seminar room (Schinkelstrasse 2)


• Office hours: Tuesdays, 11am-1pm
  AICES R432 (Rogowski Building - Schinkelstrasse 2)



Schedule

• 17.10.2013 - Thursday -> Introduction


• 21.10.2013 - Monday -> Programs & Programming Languages [Lecture 1]


• 24.10.2013 - Thursday -> Floating Point Arithmetic [Lecture 2]


• 28.10.2013 - Monday -> Charlemagne Lecture, 2pm, Generali room, Super C


• 31.10.2013 - Thursday -> Matlab, part 1 [Lecture 3] [Diary]


• 04.11.2013 - Monday -> Matlab, part 2 [Diary]


• 07.11.2013 - Thursday -> Matlab, part 3; more FPA [Diary] [Files] [FPA]


• 11.11.2013 - Monday -> Matlab, part 4; FFT; Cholesky. [Diary] [Files]


• 12.11.2013 - Tuesday, 1pm -> deadline HW1


• 14.11.2013 - Thursday -> HW1 review. Winner: Henrik Barthels; Mathematica, part 1 [Notebook];


• 18.11.2013 - Monday -> Mathematica, part 2 [Notebook];


• 19.11.2013 - Tuesday, 1pm -> deadline HW2


• 21.11.2013 - Thursday -> HW2 review. Winner: Jan Winkelmann


• 25.11.2013 - Monday -> Mathematica, part 3 [Notebook];


• 28.11.2013 - Thursday -> Mathematica, part 4 [Notebook];


• 02.12.2013 - Monday -> Mathematica, part 5 [Notebook];


• 05.12.2013 - Thursday Double lecture: 2.15pm & 5pm
  Mathematica, part 6 [Notebook];


• 09.12.2013 -> shifted to Thursday 05.12, 4pm.
  
  Practice questions: Floating point arithmetic - [EX1]
  
  Practice questions: Mathematica - [EX2]


• 12.12.2013 -> shifted to January.


• 14.11.2013 - Saturday, 1pm -> deadline HW3


• 16.12.2013 - Monday -> HW3 review. Winners: Henrik Barthels and Yannick Deuster;
  Mathematica, part 7 [Notebook];


• 19.12.2013 - Thursday -> Mathematica examples [Notebook];


• 09.01.2014 - Thursday -> review of exercises. [Solutions]


• 13.01.2014 - Monday -> C, introduction [files]


• 16.01.2014 - Thursday -> C [files]


• 20.01.2014 - Monday -> C [files]


• 21.01.2014 - Tuesday, 1pm -> deadline HW4


• 23.01.2014 - Thursday -> HW4 review


• 27.01.2014 - Monday -> C [files]
  [BLAS cheat sheet]
  [BLAS library]. This is the reference implementation; do not expect performance!
  [OpenBLAS]. This is an optimized implementation; do expect speed!


• 30.01.2014 - Thursday -> Makefiles (not part of the exam) [files]


• 01.02.2014 - Saturday, 1pm -> deadline HW5


• 03.02.2014 - Monday -> final lecture, wrap up [Cholesky]




Exam dates


February: 13, 20, 27
March: 7, 21
April: 3

Send me an email to schedule an appointment -> First come, first served.