数学软件
We present cudaclaw, a CUDA-based high performance data-parallel framework for the solution of multidimensional hyperbolic partial differential equation (PDE) systems, equations describing wave motion. cudaclaw allows computational…
Modelling of multivariate densities is a core component in many signal processing, pattern recognition and machine learning applications. The modelling is often done via Gaussian mixture models (GMMs), which use computationally expensive…
This work introduces CLBlast, an open-source BLAS library providing optimized OpenCL routines to accelerate dense linear algebra for a wide variety of devices. It is targeted at machine learning and HPC applications and thus provides a fast…
We present a C++ library, TLoops, which uses a hierarchy of expression templates to represent operations upon tensorial quantities in single lines of C++ code that resemble analytic equations. These expressions may be run as-is, but may…
We present a family of Python modules for the numerical integration of ordinary, delay, or stochastic differential equations. The key features are that the user enters the derivative symbolically and it is just-in-time-compiled, allowing…
With the increasing number of compute components, failures in future exa-scale computer systems are expected to become more frequent. This motivates the study of novel resilience techniques. Here, we extend a recently proposed…
Nauticle is a general-purpose simulation tool for the flexible and highly configurable application of particle-based methods of either discrete or continuum phenomena. It is presented that Nauticle has three distinct layers for users and…
In this paper, we present a generalized version of the matrix chain algorithm to generate efficient code for linear algebra problems, a task for which human experts often invest days or even weeks of works. The standard matrix chain problem…
We present Glyph - a Python package for genetic programming based symbolic regression. Glyph is designed for usage let by numerical simulations let by real world experiments. For experimentalists, glyph-remote provides a separation of…
Linear algebra routines are basic building blocks for the statistical software. In this paper we analyzed how can we can improve R performance for matrix computations. We benchmarked few matrix operations using the standard linear algebra…
Ordinary Differential Equations (ODE) are used throughout science where the capture of rates of change in states is sought. While both pieces of commercial and open software exist to study such systems, their efficient and accurate usage…
Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…
The modern CPU's design, which is composed of hierarchical memory and SIMD/vectorization capability, governs the potential for algorithms to be transformed into efficient implementations. The release of the AVX-512 changed things radically,…
As one of open-source codes widely used in computational ocean acoustics, FOR3D can provide a very good estimate for underwater acoustic propagation. In this paper, we propose a performance optimization and parallelization to speed up the…
The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…
This article presents the Moore library for interval arithmetic in C++20. It gives examples of how the library can be used, and explains the basic principles underlying its design.
We present an implementation of arbitrary-precision numerical integration with rigorous error bounds in the Arb library. Rapid convergence is ensured for piecewise complex analytic integrals by use of the Petras algorithm, which combines…
We present a performance analysis appropriate for comparing algorithms using different numerical discretizations. By taking into account the total time-to-solution, numerical accuracy with respect to an error norm, and the computation rate,…
The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…
In this paper, we present efficient realization of Kalman Filter (KF) that can achieve up to 65% of the theoretical peak performance of underlying architecture platform. KF is realized using Modified Faddeeva Algorithm (MFA) as a basic…