MATH-611: Scientific programming for Engineers

Summary

The students will acquire a solid knowledge on the processes necessary to design, write and use scientific software. Software design techniques will be used to program a multi-usage particles code, aiming at providing the link between algorithmic/complexity, optimization and program designs.

Official source

https://edu.epfl.ch/coursebook/en/scientific-programming-for-engineers-MATH-611

Moodle Page

http://go.epfl.ch/MATH-611

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Lectures in this course (15)

Related concepts (251)

Related courses (39)

Related MOOCs (36)

LAPACK

LAPACK ("Linear Algebra Package") is a standard software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition. LAPACK was originally written in FORTRAN 77, but moved to Fortran 90 in version 3.2 (2008). The routines handle both real and complex matrices in both single and double precision.

Numerical error

In software engineering and mathematics, numerical error is the error in the numerical computations. It can be the combined effect of two kinds of error in a calculation. the first is caused by the finite precision of computations involving floating-point or integer values the second usually called truncation error is the difference between the exact mathematical solution and the approximate solution obtained when simplifications are made to the mathematical equations to make them more amenable to calculation.

Conjugate gradient method

In mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose matrix is positive-definite. The conjugate gradient method is often implemented as an iterative algorithm, applicable to sparse systems that are too large to be handled by a direct implementation or other direct methods such as the Cholesky decomposition. Large sparse systems often arise when numerically solving partial differential equations or optimization problems.

MUMPS

MUMPS ("Massachusetts General Hospital Utility Multi-Programming System"), or M, is an imperative, high-level programming language with an integrated transaction processing key–value database. It was originally developed at Massachusetts General Hospital for managing hospital laboratory information systems. MUMPS technology has since expanded as the predominant database for health information systems and electronic health records in the United States. MUMPS-based information systems run over 40% of the hospitals in the U.

Filter (signal processing)

In signal processing, a filter is a device or process that removes some unwanted components or features from a signal. Filtering is a class of signal processing, the defining feature of filters being the complete or partial suppression of some aspect of the signal. Most often, this means removing some frequencies or frequency bands. However, filters do not exclusively act in the frequency domain; especially in the field of many other targets for filtering exist.