François Cassier fcassier@nag - RWTH Aachen University...Numerical Excellence Hypergeometric...

transcript

Experts in numerical algorithms and HPC services

Numerical Excellence

François Cassierfcassier@nag.com

Introduction to

« Multicore Demystified » lecture

RWTH Aachen

18th November 2014

Agenda

Few words about NAG

NAG Software Products:

NAG Numerical Libraries & Toolbox

NAG Fortran Compiler

NAG License at RWTH Aachen

Services

Founded in 1970 Not-for-profit organisation

Surpluses fund on-going R&D

Mathematical and Statistical Expertise Libraries of numerical components

Consulting

HPC Services

Computational Science and Engineering (CSE) support

Procurement advice, market watch, benchmarking

NAG Background

Partnerships with leading academics

RWTH Aachen

University of Birmingham

Illinois Institute of

Technology

Fudan University

K U Leuven

Kings College London

University of Manchester

New York University

Osaka City University

University of Oxford

Universita di Roma I

T.U. Eindhoven

Shanghai University

Stanford University

University of Strathclyde

National University of Singapore

University of Tennessee

Tsinghua University

University of Warwick

NAG SOFTWARENAG FORTRAN COMPILER

NAG Fortran Compiler

World’s first Fortran 90 compiler

Developed and enhanced to include Fortran 95 + close to 100% features of Fortran 2003 + partial support for the new Fortran 2008 features

Regularly updated, fully supported.

EXCELLENT (the world’s best) checking compiler

NAG Fortran Builder (Windows version)

Integrated Development Environment for NAG compiler on Windows PC

Perfectly integrated with NAG Library

NAG example program templates

Extra facilities: tools e.g. Fortran Polisher, Fortran converter, LAPACK examples

Integrated debugger

Support for OpenMP 3.1 in addition to OpenMP 3.0

Maximum rank of an array is increased

Internal procedures can be passed as actual arguments or assigned to a procedure pointer

G0 and G0.d edit descriptors, and * (infinite) repeat factor

CONTIGUOUS attribute and IS_CONTIGUOUS intrinsic function

ERF, EFRC, ERFC_SCALED, GAMMA, LOG_GAMMA intrinsic functions

Implied-shape named array constants

ERROR_STOP statement

Kind type parameters for derived types

New interface generator (nagfor =interfaces)

Additional options within the polisher tool

New Features – NAG Compiler 6.0

NAG SOFTWARENAG NUMERICAL LIBRARIES &

TOOLBOX

NAG development philosophy

First priority: accuracy & performance

Algorithms chosen for

usefulness

robustness

accuracy

stability

Why Use NAG Maths Libraries and Toolboxes?

+1700 math/stat software components

High quality software – accuracy, reliability and robustness

Extensively tested, supported and maintained code

Reduce development time

Components for:

Most programming languages

Most environments for modelling and data analysis

Designed to get high performance

NAG Library and Toolbox Contents

Root Finding

Summation of Series

Quadrature

Ordinary Differential Equations

Partial Differential Equations

Numerical Differentiation

Integral Equations

Mesh Generation

Interpolation

Curve and Surface Fitting

Optimization

Approximations of Special Functions

Dense Linear Algebra

Sparse Linear Algebra

Correlation & Regression Analysis

Multivariate Methods

Analysis of Variance

Random Number Generators

Univariate Estimation

Nonparametric Statistics

Smoothing in Statistics

Contingency Table Analysis

Survival Analysis

Time Series Analysis

Operations Research

Hypergeometric function Robust accurate real confluent

hypergeometric function

Nearest correlation matrix Elementwise weighted nearest correlation

matrix

Wavelet Transforms & FFTs Three dimensional discrete single level and

multi-level wavelet transforms.

Fast Fourier Transforms (FFTs) for two-dimensional and three dimensional real data.

Matrix Operations Matrix exponentials (Schur–Parlett)

Combines two sums of squares matrices to allow large datasets to be summarised

Matrix functions including calculation of condition numbers

Interpolation 5D interpolation and higher dimensions

Optimization Local optimization: Non-negative least squares

Global optimization: Multi-start versions of general nonlinear programming and least squares routines

RNG’s Brownian bridge and random fields

Statistics Gaussian mixture model

Best subsets of given size (branch and bound )

Vectoized probabilities and probability density functions of distributions.

Inhomogeneous time series analysis, moving averages

NAG Library : new Mark 24 (1 of 2)

Mark 24 has new routines in many areas including...

Data fitting Fit of 2D scattered data by two-stage

approximation (suitable for large datasets)

Quadrature 1D adaptive for badly-behaved integrals

Sparse eigenproblem Driver for real general matrix, driver for banded

complex eigenproblem

Sparse linear systems block diagonal pre conditioners and solvers

ODE solvers Thread safe initial value ODE solvers

NAG Library : new Mark 24 (2 of 2)

Mark 24 has new routines in many areas including... (page 2)

NAG Fortran Library

NAG Library for SMP & Multi Cores

NAG Parallel Library

NAG C Library

NAG Toolbox for MATLAB

NAG Library for Xeon Phi

NAG Library for .NET

NAG Components for GPU/CUDA

+ Additional interfaces (e.g. Python, Java, R)

NAG Library & Toolbox Products

O/S & Compilers

Supporting Wide Range of

Windows

Solaris

32-bit, 64-bit

Support leading compilers

(Fortran, C & C++, .NET)

Intel, Pathscale, PGI

GCC, GFortran

Absoft, Lahey, Visual C++

NAG Libraries Ease of Integration

C++ (various)

OpenCL

Visual Basic

Delphi

Python

and more

SciLab

Octave

Mathematica

LabVIEW

R and S-Plus

and more

NAG SOFTWARE AT RWTH AACHEN

NAG Fortran Compiler & NAG Fortran Builder

NAG Fortran Library

NAG Library for SMP & Multi Cores

NAG Parallel Library

NAG C Library

NAG Toolbox for MATLAB

NAG Library for Xeon Phi

NAG Library for .NET

NAG Components for GPU/CUDA

+ Additional interfaces (e.g. Python, Java, R)

NRW State Wide License Includes

How do I get the software?

Help yourself from:

http://www.nag.co.uk/downloads/index.asp

For all supported combinations of o/s and compiler

On Workstations, clusters & home systems

License keys can be requested at:

servicedesk@rz.rwth-aachen.de (Andrea Lindner Lorenz)

How do I get some help?

Direct access to technical support:

support@nag.co.uk

NUMERICAL & HPC SERVICES

Consulting Services from NAG

Numerical & Statistical Library support

Customised routines for NAG Libraries

Integration of NAG libraries into customer environments

Customisation of customer code

HPC support

Supporting the business

HPC technology planning, collaborative research

Impartial advice, benchmarking, procurement consulting

Supporting the developer/user

Parallel software engineering expertise & services

Porting, scalability, optimisation, new algorithms, restructuring, …

Product and HPC Training

Collaborative R&D for new technology (manycore, GPU, …)

Experts in Numerical Engineering

NAG Key Contacts

www.nag.co.uk

Technical Support and Help

support@nag.co.uk

francois.cassier@nag.com (commercial contact)

viktor.mosenkis@nag.co.uk (local technical contact)

NAGNews

http://www.nag.co.uk/NAGNews/Index.asp

François Cassier fcassier@nag - RWTH Aachen University...Numerical Excellence Hypergeometric...

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