NAGNews 101 - 3 November 2011


More NAG routines developed for the GPU

New routines are now available for use on GPU based systems including

  • LU decomposition for double precision matrices resident on the GPU
  • Cholesky decomposition for double precision matrices resident on the GPU
  • Gamma distribution generator in single and double precision for the MRG32k3a

There are also additional demo programs:

  • A classic pseudorandom Monte Carlo pricer.
  • A scrambled quasi Monte Carlo pricer using Sobol points and a Brownian bridge.
  • A quasi Monte Carlo routine to price several similar call options simultaneously.

Read more about NAG routines for GPUs here

NAG Technical Lectures (Multi-core, GPU…)

At University College London - on the afternoon of 09 November

  • An Introduction to Multicore Programming
  • An Introduction to CUDA Programming

A few spaces still exist, allocated on first come / first served basis. So register now via the link on this page.

Sampling With Unequal Weights: a NAG Library Spotlight

We continue the series on new features in the latest NAG Library, Mark 23. If you haven't yet upgraded to Mark 23 and want to, please contact us. Today's new routine/functionality spotlight is on: Sampling with unequal weights

The need to sample from a dataset appears in many areas, it forms the basis for bootstrapping algorithms, allocating individuals to a particular arm of a designed experiment or reducing the size of a large database.

Sampling can be performed in two ways: with or without replacement. And for each method either equal or unequal weights can be used. With Mark 23 of the NAG Library you have access to routines for all four of these approaches.

Continue reading this article here


Postdoctoral Fellow uses NAG to help with quantum dot computations

Omololu Akin-Ojo is a Postdoctoral Fellow at the International Center for Theoretical Physics (ICTP), in Trieste, Italy. A postgraduate student he was working with was undertaking a numerical computation involving quantum dots. This required the solution of a 2D integration problem which initially was to be solved using a modified 1D routine. Fortunately much time was saved as Dr. Akin-Ojo knew the NAG Library already contained a tried and tested routine that fitted the bill perfectly.

Continue reading about the ICTP and quantum dot computations here.

Note for education: If you'd like to learn more about NAG's Academic Licensing plans or contribute your own user story please contact us.

Development and application of efficient and reliable software for the simulation of multiscale phase-change

A recorded presentation by Professor Peter Jimack, Dean, Faculty of Engineering, Professor of Scientific Computing, University of Leeds.

A widely used class of mathematical models for the description of phase-change problems is based around the phase-field formulation. In this approach the mathematically sharp interface between the solid and liquid phases is assumed diffuse, allowing the definition of a continuous (differentiable) order parameter which represents the phase of the material (typically ?1 in the liquid and +1 in the solid regions). The evolution of this phase variable is governed by a free energy functional which can be solved using standard techniques for partial differential equations (PDEs) without explicitly tracking the solid-liquid interface, thus allowing the simulation of arbitrarily complex morphologies. In this talk we will consider one such class of model, based upon a system of highly nonlinear parabolic PDEs, for the simulation of the solidification a non-isothermal binary alloy. The challenges of this model include the need to resolve a moving feature (the solid-liquid interface) at very small length scales, the existence of vastly different time scales (leading to severe stiffness) and the desire for simulations to be in three space dimensions. In order to develop efficient and reliable simulation software it has been necessary to incorporate mesh adaptivity (for locally enhanced spatial resolution), an implicit stiff integrator in time, and the use of multigrid methods to solve the resulting nonlinear algebraic system of equations at each time step. Furthermore, extensions to three space dimensions require the use of parallel implementations of the above on the high performance computing (HPC) facility at Leeds.

See the recorded presentation of Peter Jimack's technical seminar.

Recent Blog Posts

Keep up to date with NAG's recent blog posts here:

Calling routines from the NAG Fortran and C libraries from within LabVIEW
SC11 will be here soon

Out & About with NAG

Quant Congress Europe - London. 7-9 November
SC'11 - Seattle. 14-17 November
NAG Quant Event - New York. 7 December

HECToR Training Courses by NAG's HPC Team

Here are the courses being held over the next few months. Details of how to attend can be found on the HECToR website.

November 7-9
King's College London Parallel Programming with MPI

November 10-11
King's College London OpenMP

November 21-22
NAG Manchester An Introduction to CUDA Programming

November 24-25
NAG Manchester An Introduction to OpenCL Programming

December 1, 2011
NAG Oxford SPRINT: Parallel computing with R on HECToR

For more information on any of the above events visit NAG's ‘Out & About’ webpage

NAG product implementations

For full details of all available implementations, visit the NAG web site. Comprehensive technical details of each implementation are given in the relevant Installation and User Notes here.

NAGNews - Past Issues

We provide an online archive of past issues of NAGNews. For editions prior to these, please contact us.