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28
votes
5answers
2k views

What features do users need from an MPI C++ interface?

The 3.0 version of the MPI standard formally deleted the C++ interface (it was previously deprecated). While implementations may still support it, features that are new in MPI-3 do not have a C++ ...
27
votes
5answers
4k views

Are there any famous problems/algorithms in scientific computing that cannot be sped up by parallelisation

Are there any famous problems/algorithms in scientific computing that cannot be sped up by parallelisation? It seems to me whilst reading books on CUDA that most things can be.
27
votes
4answers
16k views

Dealing with the inverse of a positive definite symmetric (covariance) matrix?

In statistics and its various applications, we often calculate the covariance matrix, which is positive definite (in the cases considered) and symmetric, for various uses. Sometimes, we need the ...
27
votes
8answers
5k views

Which package should I use to wrap Modern Fortran Code with Python?

I know of, and have used f2py2e to wrap some old Fortran 77 code, but my understanding is that it does not work with newer Fortran 95 code. I've researched what I should use, and have come across ...
27
votes
7answers
21k views

What is the fastest way to calculate the largest eigenvalue of a general matrix?

EDIT: I am testing if any eigenvalues have a magnitude of one or greater. I need to find the largest absolute eigenvalue of a large sparse, non-symmetric matrix. I have been using R's ...
26
votes
10answers
712 views

Recommendations and experiences on which license to choose for software?

Developers of software have the choice to choose an appropriate license in accordance with the goal(s) of the work. Can anyone give some recommendations/experiences on which license to pick for ...
26
votes
10answers
7k views

Robust algorithm for $2 \times 2$ SVD

What is a simple algorithm for computing the SVD of $2 \times 2$ matrices? Ideally, I'd like a numerically robust algorithm, but I'll like to see both simple and not-so-simple implementations. C code ...
26
votes
3answers
6k views

What is the computational cost of $\sqrt{x}$ in standard libraries?

One of the major issues that we have to deal with in molecular simulations is the calculation of distance-dependent forces. If we can restrict the force and distance functions to have even powers of ...
26
votes
9answers
6k views

Compressing floating point data

Are there any tools specifically designed for compressing floating point scientific data? If a function is smooth, there's obviously a lot of correlation between the numbers representing that ...
26
votes
5answers
16k views

Fastest Delaunay triangulation libraries for sets of 3D points

Which is the fastest library for performing delaunay triangulation of sets with millions if 3D points? Are there also GPU versions available? From the other side, having the voronoi tessellation of ...
26
votes
2answers
5k views

Is Crank-Nicolson a stable discretization scheme for Reaction-Diffusion-Advection (convection) equation?

I am not very familiar with the common discretization schemes for PDEs. I know that Crank-Nicolson is popular scheme for discretizing the diffusion equation. Is also a good choice for the advection ...
26
votes
3answers
3k views

What is the relationship of BLAS, LAPACK, and other linear algebra libraries?

I have been looking into C++ linear algebra libraries for a project I've been working on. Something that I still don't have any grasp on is the connection of BLAS and LAPACK to other linear algebra ...
26
votes
5answers
16k views

Permute a matrix in-place in numpy

I want to modify a dense square transition matrix in-place by changing the order of several of its rows and columns, using python's numpy library. Mathematically this corresponds to pre-multiplying ...
26
votes
3answers
2k views

How does one test a numerical ODE solver implementation?

I'm about to start working on a software library of numerical ODE solvers, and I'm struggling with how to formulate tests for the solver implementations. My ambition is that the library, eventually, ...
25
votes
6answers
4k views

How can the gravitational n-body problem be solved in parallel?

How can the gravitational n-body problem be solved numerically in parallel? Is precision-complexity tradeoff possible? How does precision influence the quality of the model?
25
votes
5answers
643 views

Is there software that can autogenerate numerically-accurate floating point C routines from symbolic formulae?

Given a real function of real variables, is there software available that can automatically generate numerically-accurate code to calculate the function over all inputs on a machine equipped with IEEE ...
25
votes
3answers
19k views

BFGS vs. Conjugate Gradient Method

What considerations should I be making when choosing between BFGS and conjugate gradient for optimization? The function I am trying to fit with these variables are exponential functions; however, the ...
25
votes
3answers
49k views

How should I install a Fortran compiler on a Mac? (OS X 10.x, x >= 4)

Related question: State of the Mac OS in Scientific Computing and HPC A significant number of software packages in computational science are written in Fortran, and Fortran isn't going away. A ...
25
votes
6answers
6k views

Visualizing very large link graphs

I am looking for a tool to visualize very large directional link graphs. I currently have ~2million nodes with ~10million edges. I have tried a few different things, but most take hours to even do ...
25
votes
4answers
8k views

Method for numerical integration of difficult oscillatory integral

I need to numerically evaluate the integral below: $$\int_0^\infty \mathrm{sinc}'(xr) r \sqrt{E(r)} dr$$ where $E(r) = r^4 (\lambda\sqrt{\kappa^2+r^2})^{-\nu-5/2} K_{-\nu-5/2}(\lambda\sqrt{\kappa^2+...
24
votes
2answers
2k views

What does “symplectic” mean in reference to numerical integrators, and does SciPy's odeint use them?

In this comment I wrote: ...default SciPy integrator, which I'm assuming only uses symplectic methods. in which I am refering to SciPy's odeint, which uses ...
24
votes
5answers
1k views

Why do equi-spaced points behave badly?

Experiment description: In Lagrange interpolation, the exact equation is sampled at $N$ points (polynomial order $N - 1$) and it is interpolated at 101 points. Here $N$ is varied from 2 to 64. Each ...
24
votes
3answers
4k views

What is the purpose of using integration by parts in deriving a weak form for FEM discretization?

When going from the strong form of a PDE to the FEM form it seems one should always do this by first stating the variational form. To do this you multiply the strong form by an element in some (...
24
votes
8answers
4k views

What software is good to use for parallel debugging?

I'm not running any parallel code right now, but I anticipate running parallel code in the future using a hybrid of OpenMP and MPI. Debuggers have been invaluable tools for me when running serial ...
24
votes
5answers
6k views

What are the main differences between PETSc and Trilinos?

As far as I can tell, the two big generic US Department of Energy computational science software frameworks are PETSc and Trilinos. They seem similar at first glance, beyond differences in language (...
24
votes
2answers
11k views

Why is my iterative linear solver not converging?

What can go wrong when using preconditoned Krylov methods from KSP (PETSc's linear solver package) to solve a sparse linear system such as those obtained by discretizing and linearizing partial ...
24
votes
4answers
2k views

When should I use C++ expression templates in computational science, and when should I *not* use them?

Suppose that I'm working on a scientific code in C++. In a recent discussion with a colleague, it was argued that expression templates could be a really bad thing, potentially making software ...
24
votes
3answers
962 views

Why is the time dimension special?

Generally speaking, I've heard numerical analysts utter the opinion that "Of course, mathematically speaking, time is just another dimension, but still, time is special" How to justify this? In ...
24
votes
4answers
7k views

How to add large exponential terms reliably without overflow errors?

A very common problem in Markov Chain Monte Carlo involves computing probabilities that are sum of large exponential terms, $ e^{a_1} + e^{a_2} + ... $ where the components of $a$ can range from ...
24
votes
1answer
5k views

Conservation of a physical quantity when using Neumann boundary conditions applied to the advection-diffusion equation

I don't understand the different behaviour of the advection-diffusion equation when I apply different boundary conditions. My motivation is the simulation of a real physical quantity (particle density)...
23
votes
12answers
19k views

Is it possible to use Octave to learn MATLAB programming?

I want to learn MATLAB programming so that I can conduct some researh/analysis on my own and also, so that I can study/modify some MATLAB scripts that I have found online etc. However, the problem is ...
23
votes
3answers
3k views

What is the principle behind the convergence of Krylov subspace methods for solving linear systems of equations?

As I understand it, there are two major categories of iterative methods for solving linear systems of equations: Stationary Methods (Jacobi, Gauss-Seidel, SOR, Multigrid) Krylov Subspace methods (...
23
votes
3answers
3k views

What's the state-of-the-art in highly oscillatory integral computation?

What's the state-of-the-art in the approximation of highly oscillatory integrals in both one dimension and higher dimensions to arbitrary precision?
23
votes
5answers
4k views

When is building a cluster in the cloud cheaper than building one in my lab for MD simulations?

An Amazon EC2 compute cluster costs about \$800-\$1000 (depending on duty cycle) per physical CPU core over the course of 3 years. In our last round of hardware acquisition, my lab picked up 48 cores ...
23
votes
5answers
459 views

What material should I include with a journal article (or post online) in order to make my computational research reproducible?

Reproducibility has become more and more important in computational science research. (For instance, see this article by Roger Peng in Science; I'm aware of other such articles and web sites also.) ...
23
votes
4answers
1k views

When is a high order method useful for computational fluid dynamics simulations?

Many numerical approaches to CFD can be extended to arbitrarily high order (for instance, discontinuous Galerkin methods, WENO methods, spectral differencing, etc.). How should I choose an ...
23
votes
1answer
1k views

Is there a numerical algorithm for finding an asymptotic slope?

I have a series of data points $(x_i,y_i)$ which I expect to (approximately) follow a function $y(x)$ that asymptotes to a line at large $x$. Essentially, $f(x) \equiv y(x) - (ax + b)$ approaches zero ...
22
votes
10answers
5k views

Which algorithm is more accurate for computing the sum of a sorted array of numbers?

Given is an increasing finite sequence of positive numbers $z_{1} ,z_{2},.....z_{n}$. Which of the following two algorithms is better for computing the sum of the numbers? ...
22
votes
6answers
3k views

Future of OpenCL?

The OpenCL programming paradigm promises to be a royalty free opens standard for heterogenous computing. Should we invest our time in developing software based on OpenCL? Pros/cons?
22
votes
5answers
5k views

What language should I use when teaching an undergraduate course in computer programming?

Going to teach students of undergraduate level a course titled Introduction to Computer Programming. I am confused a bit. In Computational Physics scientists use C/C++ or Python or Fortran,CUDA etc.......
22
votes
1answer
11k views

Why is Newton's method not converging?

I am using PETSc's nonlinear solver package SNES to solve a system of nonlinear equations obtained by discretizing a partial differential equation. How can I determine why the solver is not converging ...
22
votes
4answers
3k views

When do orthogonal transformations outperform Gaussian elimination?

As we know, orthogonal transformations methods (Givens rotations and Housholder reflections) for systems of linear equations are more expensive than Gaussian elimination, but theoretically have nicer ...
22
votes
2answers
4k views

A good finite difference for the continuity equation

What would be a good finite difference discretization for the following equation: $\frac{\partial \rho}{\partial t} + \nabla \cdot \left(\rho u\right)=0$? We can take the 1D case: $\frac{\partial \...
22
votes
3answers
5k views

Using unconventional programming languages for scientific computation [closed]

Note: the following post may include controversial opinions, so please note that they are only my opinions, and not intended to offend anyone. I'm being programming in some form or the other since ...
22
votes
3answers
760 views

Solving $(G^TA^{-1}G)x = b$ without inverting $A$

I have matrices $A$ and $G$. $A$ is sparse and is $n\times n$ with $n$ very large (can be on the order of several million.) $G$ is an $n\times m$ tall matrix with $m$ rather small ($1 \lt m \lt 1000$) ...
22
votes
2answers
2k views

What simple methods are there for adaptively sampling a 2D function?

I have a two-dimensional function $f(x,y)$ whose values I would like to sample. The function is very expensive to compute and it has a complex shape, so I need to find a way to get the most ...
21
votes
8answers
3k views

Modern C++ in scientific computing?

I am looking for books or articles, or blog-posts, or any published material in general, that address specifically the uses of C++ modern features (move semantics, the STL, iterators, lazy evaluation, ...
21
votes
2answers
9k views

Libraries for solving sparse linear systems

There are a number of different libraries out there that solve a sparse linear system of equations, however I'm finding it difficult to figure out what the differences are. As far as I can tell there ...
21
votes
4answers
3k views

Algorithms for (adaptive?) function plotting

I am looking for algorithms to draw standard 2d-graphs for functions that may or may not have singularities. The purpose is to write a "Mini-CAS", so I have no a priori knowledge of the types of ...
21
votes
8answers
3k views

Software package for constrained optimization?

I am looking to solve a constrained optimization problem where I know the bounds on some of the variables (specifically a boxed constraint). $$ \arg \min_u f(u,x) $$ subject to $$ c(u,x) = 0 $$ $$ ...

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