Numerical Excellence Franois Cassier fcassier@nag.com Introduction - PowerPoint PPT Presentation

Numerical Excellence François Cassier fcassier@nag.com Introduction to « Multicore Demystified » lecture RWTH Aachen 18 th November 2014 Experts in numerical algorithms and HPC services

Agenda  Few words about NAG  NAG Software Products:  NAG Numerical Libraries & Toolbox  NAG Fortran Compiler  NAG License at RWTH Aachen  Services Numerical Excellence

NAG Background  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 Numerical Excellence

Partnerships with leading academics  University of Oxford  RWTH Aachen  Universita di Roma I  University of Birmingham  T .U. Eindhoven  Illinois Institute of  Shanghai University Technology  Stanford University  Fudan University  University of Strathclyde  K U Leuven  National University of  Kings College London Singapore  University of Manchester  University of Tennessee  New York University  Tsinghua University  Osaka City University  University of Warwick Numerical Excellence

NAG SOFTWARE NAG FORTRAN COMPILER 5

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 Numerical Excellence

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 Numerical Excellence

New Features – NAG Compiler 6.0  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 Numerical Excellence

NAG SOFTWARE NAG NUMERICAL LIBRARIES & TOOLBOX 9

NAG development philosophy  First priority: accuracy & performance  Algorithms chosen for  usefulness  robustness  accuracy  stability  speed Numerical Excellence

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 Numerical Excellence

NAG Library and Toolbox Contents   Root Finding Dense Linear Algebra   Summation of Series Sparse Linear Algebra   Quadrature Correlation & Regression Analysis  Ordinary Differential  Equations Multivariate Methods   Partial Differential Equations Analysis of Variance   Numerical Differentiation Random Number Generators   Integral Equations Univariate Estimation   Mesh Generation Nonparametric Statistics   Interpolation Smoothing in Statistics   Curve and Surface Fitting Contingency Table Analysis   Optimization Survival Analysis   Approximations of Special Time Series Analysis Functions  Operations Research Numerical Excellence

NAG Library : new Mark 24 (1 of 2) Mark 24 has new routines in many areas including...   Hypergeometric function Interpolation Robust accurate real confluent 5D interpolation and higher dimensions   hypergeometric function  Optimization  Nearest correlation matrix Local optimization: Non-negative least squares  Elementwise weighted nearest correlation  Global optimization: Multi-start versions of  matrix general nonlinear programming and least  squares routines Wavelet Transforms & FFTs  RNG’s Three dimensional discrete single level and  multi-level wavelet transforms. Brownian bridge and random fields   Fast Fourier Transforms (FFTs) for two-  Statistics dimensional and three dimensional real data. Gaussian mixture model   Matrix Operations Best subsets of given size (branch and bound )  Matrix exponentials (Schur – Parlett)  Vectoized probabilities and probability density  Combines two sums of squares matrices to  functions of distributions. allow large datasets to be summarised Inhomogeneous time series analysis, moving  Matrix functions including calculation of  averages condition numbers Numerical Excellence

NAG Library : new Mark 24 (2 of 2) Mark 24 has new routines in many areas including... (page 2)  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  Numerical Excellence

NAG Library & Toolbox Products  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) Numerical Excellence

O/S & Compilers Supporting Wide Range of Support leading compilers O/S (Fortran, C & C++, .NET)  Windows  NAG  Linux  Intel, Pathscale, PGI  Mac  GCC, GFortran  Solaris  Absoft, Lahey, Visual C++  AIX  ...  HP-UX  32-bit, 64-bit  ... Numerical Excellence

NAG Libraries Ease of Integration  Excel  C++ (various)  SciLab  OpenCL  Octave  Visual Basic  Mathematica  Java  Maple  Delphi  LabVIEW  Python  R and S-Plus  F#  SAS  …  …  and more  and more Numerical Excellence

NAG SOFTWARE AT RWTH AACHEN 18

NRW State Wide License Includes  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) Numerical Excellence

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) Numerical Excellence

How do I get some help?  Direct access to technical support:  support@nag.co.uk Numerical Excellence

NUMERICAL & HPC SERVICES 22

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 Numerical Excellence

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 Numerical Excellence