High Performance Computing for Science and Engineering (HPCSE) II

Lecture: Monday, 14:00-16:00
Exercise: Monday, 10:00-12:00

HG E26.1 (The environment provided by these computers is similar to the exam environment.)

!! If you are not enrolled in the course on piazza, please contact the TAs !!

Documentation available during the HPCSE II exam: zip (300 MB)
Students taking the Block exam (HPCSE I + II), will additionally have available the package with HPCSE I material.

Date	Lecture
22.02.2021	Introduction to Bayesian Uncertainty Quantification (video) (slides)
01.03.2021	UQ Part I – Laplace Methods (video) (Notes on UQ)
08.03.2021	UQ Part II – Priors, MCMC (video) (slides)
15.03.2021	The Korali Framework (code, slides, mhmcmc-demo, video)
22.03.2021	High Throughput Computing (code, slides, video)
29.03.2021	Advanced MPI (slides, video)
05.04.2021	<< No class - Easter week >>
12.04.2021	Communication Tolerant Programming (slides, video)
19.04.2021	<< No class - Holiday >>
26.04.2021	GPU Programming I (slides, video)
03.05.2021	GPU Programming II (slides, video)
10.05.2021	Particle methods (slides, video)
17.05.2021	GPU Programming III (video)
24.05.2021	<< No class - Holiday >>
31.05.2021	Recap/Mock Exam (see below for video recordings)

Date	Session
22.02.2021	No Session
01.03.2021	Exercise 1: Probabilities & Bayesian inference
08.03.2021	Tutorial 1: Bayes rule & MCMC
15.03.2021	(i) Solution of Ex.1, (ii) Release of Ex. 2: Applied Sampling with Korali, (iii) CMA-ES tutorial
22.03.2021	Tutorial 2: (i) MPI recap, (ii) n-candle model selection example, (iii) MCMC tutorial.
29.03.2021	(i) Solution of Ex.2, (ii) Release of Ex. 3: Advanced MPI and parallel tasking
05.04.2021	<< No class - Easter week >>
12.04.2021	Tutorial 3: Advanced MPI
19.04.2021	(i) Solution of Ex.3, (ii) Release of Ex.4: Asynchronous communication and compute/transfer overlap
26.04.2021	Tutorial 4: Intro to GPUs
03.05.2021	(i) Solution of Ex.4, (ii) Release of Ex.5: GPU programming with CUDA
10.05.2021	Tutorial 5: GPU occupancy, reductions and bank conflicts
17.05.2021	(i) Solution of Ex.5. (ii) Release of Ex.6: Scan, Cell Lists, RDF + UQ
24.05.2021	<< No class - Holiday >>
31.05.2021	(Mock-exam pdf) (skeleton codes) (solution)

Kowarschik, M. and Weiß, C., An overview of cache optimization techniques and cache-aware numerical algorithms.
G. Strang – Multigrid Tutorial: http://math.mit.edu/classes/18.086/2006/am63.pdf
Parallel Programming in MPI and OpenMP, V. Eijkhout.
CUDA C Programming Guide, NVIDIA
CUDA by example, J. Sanders and E. Kandrot
Data Analysis: A Bayesian Tutorial, Devinderjit Sivia
A Multigrid Tutorial, 2nd Edition. Briggs, Henson, McCormick.
Iterative methods for linear systems. Chris H. Rycroft, 2007.
Introduction to High Performance Computing for Scientists and Engineers, G. Hager and G. Wellein, CRC Press, 2011
Introduction to Parallel Programming
Computer Organization and Design, D.H. Patterson and J.L. Hennessy