CS 290I: References

Parallel Matlabs

Ron Choy's survey of parallel Matlabs
R. Choy, Matlab*P 2.0: Interactive Supercomputing Made Practical, MS Thesis, MIT 2002.
My slides on Matlab*P
Matlab*P home page
J. Kepner, Parallel programming with MatlabMPI.
MatlabMPI home page
Cleve Moler's 1995 column on why there isn't a parallel Matlab

Linear algebra and Matlab

C. B. and K. A. Moler, Numerical Computing with Matlab. (Chapter 1 is very gentle introduction to Matlab, and Chapter 2 is a very gentle introduction to linear equation solving.)
MIT's Math 18.06 web page. (This is a good introductory linear algebra course, mostly online. The text, Gil Strang's Introduction to Linear Algebra, is excellent.)
J. Demmel, Applied Numerical Linear Algebra. SIAM, 1997. (This is an excellent and comprehensive book. Also a good reference for the congugate gradient algorithm.)

Iterative methods

My slides on conjugate gradient, and the sample matrices from class.
J. Shewchuk, An introduction to the conjugate gradient method without the agonizing pain. (What it says. A good paper.)
R. Barrett et al., Templates for the solution of linear systems. (A wonderful short, practical guide to conjugate gradient and its relatives.)
Michele Benzi's survey of preconditioning.
Y. Saad, Iterative methods for linear systems. (An excellent book on iterative methods and preconditioning, with lots of implementation detail.)

Direct methods

My slides on sparse Cholesky and related matters.
Sparse matrices in Matlab: Design and implementation. tech report, journal version.
Mike Heath's slides on Cholesky factorization, dense, sparse, and parallel.
J. Liu, The role of elimination trees in sparse factorization. SIAM J. Matrix Anal. Appl., 11(1):134-172, 1990.
J. Gilbert, B. Peyton, and E. Ng, An efficient algorithm to compute row and column counts for sparse Cholesky factorization. SIAM J. Matrix Anal. Appl., 15(4):1075-1091, 1994.

Cluster programming

MPI home page
Short MPI tutorial
More detailed MPI tutorial
P. Pacheco, A user's guide to MPI
MPICH implementation of MPI
R. Choy, Building a Beowulf: Perspective and experience. (History and background on Beowulf clusters, and a description of one built in 2002.)

Packages

Scalapack: Message-passing parallel linear algebra library, mostly dense. Scalapack Users' Guide.
BLACS: Basic Linear Algebra Communication Subprograms, the communiciation layer for Scalapack.
PBLAS: Parallel Basic Linear Algebra Subprograms, the underlying matrix and vector arithmetic for Scalapack.
SuperLU: Sparse nonsymmetric linear system solver.
TauCS: Sparse linear solvers, and support-graph preconditioners.
Aztec: Parallel iterative solvers and preconditioners.
PetSC: MPI-based toolkit for parallel PDE solution.
Metis: Graph and mesh partitioning, both sequential and parallel.
FFTW: Fastest Fourier Transform in the West.
ARPACK: Eigenvalues and eigenvectors of sparse matrices, sequential and parallel.

Applications

J. A. Hansen and L. A. Smith, Probabilistic noise reduction. (Some of the theory behind the *P weather prediction application.)

Combinatorial scientific computing

Bruce Hendrickson's talk combinatorial scientific computing.