Numerical Libraries for Scientific Computing

Please be aware that this webinar was developed for our legacy systems. As a consequence, some parts of the webinar or its entirety may not be applicable to the national systems (Graham, Cedar, Beluga etc.).

In this seminar we begin with an overview of the numerical software packages developed in the past decades and the latest developments. We will take a look at the libraries and packages recently installed on SHARCNET systems. We will then focus on a number of selected libraries and packages and walk through them with examples. In particular, we would like to discuss the linear algebra packages in a collection of open source and proprietary libraries; the fastest FFT library FFTW; the peer reviewed C++ library Boost.Numeric.Odeint, intel ODE solvers and other packages for solving ordinary differential equations (ODEs); the packages for solving linear and nonlinear (partial differential) equations (PDEs); the packages for optimization problems; the GNU scientific library (GSL); the parallel random number generator SPRNG, and the arbitrary precision packages such as MPFUN. We will present simple examples in both C/C++ and Fortran for problems accessible to a general audience with a sound knowledge in numerical methods and working experience of C/C++ and/or Fortran.

________________________________________­_____