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How to Run MPI-3.0 in shared memory mode like OpenMP

I am parallelizing code to numerically solve a 5 Dimensional population balance model. Currently I have a very good MPICH2 parallelized code in FORTRAN but as we increase parameter values the arrays ...
3k views

Comparing Jacobi and Gauss-Seidel methods for nonlinear iterations

It is well known that for certain linear systems Jacobi and Gauss-Seidel iterative methods have the same convergence behavior, e.g. Stein-Rosenberg Theorem. I am wondering if similar results exist for ...
321 views

Operator Splitting methods for DAEs

After doing some research, I've found that most of the literature on operator splitting methods (e.g. Strang Splitting, Fractional Step, etc.) are specifically designed for a standard problem type of ...
3k views

Optimized open source BLAS / LAPACK package

I was wondering what is a more optimized open source BLAS/LAPACK package with respect to modern multi-core processors (Haswell and beyond). Is there any distribution that can attain performance close ...
484 views

Fast Eigenvalue and SVD Solver for Structured Matrices

I am looking for a fast Eigenvalue and SVD solver for small dense structured matrices (Hankel and Toeplitz). I have searched for efficient implementations in libraries like MKL but I am not able to ...
330 views

241 views

Numerical integration using interval arithmetic, nowadays

Is there now a package for rigorous numerical integration that uses interval arithmetic and has access to a well-developed library of special functions? By "well-developed", I mean something that, at ...
153 views

140 views

Potential Reduction and Primal Path following methods

In both the potential reduction and primal path following interior point methods for linear programming, a barrier function is constructed which contains the terms $-\sum \log x_j$ where $x_j$ are the ...
153 views

147 views

An invertible matrix that minimizes the norm of the product with a given matrix

Given a fat matrix $B \in \mathbb{C}^{n \times m}$ (where $m > n$) with full row rank, I would like to find (numerically) a full-rank matrix $A$ that minimizes the Frobenius norm of the product \$A ...