Showing posts from June, 2011

ISC11 Review

Several of NAG's staff attended the International Supercomputing Conference (ISC) in Hamburg, Germany last week. We took part in several aspects of the show ("Talk to us in Hamburg"). I also posted a ISC11 preview with comments on I would be looking out for. So, what were my impressions after the show?

First, as ever, ISC is a (the?) great mid-season HPC event - breathing renewed life into the HPC community half-way around the world and half-way around the year from the biggest show of the HPC calandar ("SC" in USA each November).

In my preview, I said I was watching out for three battles:

Storing Banded Matrices for Speed

Introduction A real n-by-n matrix A will, in general, be defined by its n2 elements that would need to be stored for computations to be performed using A. If n is very large, this can amount to a lot of storage.

Talk to us in Hamburg - ISC11

NAG will be at the International Supercomputing Conference (ISC) in Hamburg, Germany next week (June 19-23). Come and see us at booth number 830 in the main exhibition hall. We will be demonstrating how our product, services and training can help your HPC applications.Products on show will include the NAG Library for SMP & Multicore, the NAG Parallel Library, numerical routines for GPUs, the NAG Toolbox for MATLAB®.We will also be able to tell you more about how NAG’s HPC training courses, impartial technology advice and HPC software engineering services are helping HPC users around the world.We will have the latest news and code performance success stories from the Computational Science and Engineering Support Service provided by NAG as part of the UK’s HECToR National Supercomputing Service.NAG is even contributing to the technical program. We are joint hosts (with Intel and RRZE Erlangen) of BoF session 7: “Data‐Parallelism/SIMD for HPC in the Future” on Wednesday. And NAG’s An…

Now hear this

Recently I’ve been doing some work producing a web-based seminar (or webinar, to use the fashionable neologism) which demonstrates some aspects of NAG’s optimization routines and their use in the finance industry (specifically for the optimization of financial portfolios). We originally scheduled a live broadcast of the seminar using the GoToWebinar package, which works very well; we’ve also used Webex’s offering, with similar results. Unfortunately, in spite of a lot of preparation and rehearsal, some technical problems (unconnected with the package) arose during the broadcast which rendered the recording of the session useless. Reasoning that better results might be obtained through simplification (our broadcast was a joint effort between two sites, which contributed to the problems), we decided to try just recording the seminar and put it up as a video.And so it was last week that I found myself talking to my computer in an isolated room whilst deftly manipulating slides and dem…

.NET examples: C++ and using Object fields

Recently we had a question from a user of the NAG Library for .NET. He wondered whether it was possible to use methods from objects rather than static methods as callback parameters to the NAG methods. The library was designed such that this should be possible, but we were made aware that there were not many examples of this usage in the documentation. Also the user was coding in C++/CLR and currently we have no examples of this, all examples being C#, F# or VB.Net.

We took the existing C# example for the optimisation routine e04uc and modified it in two ways. Firstly converting to C++/CLR, and then modifying the example so that the objective function being minimised is a method of an object (of locally declared class NagDelegate) and to demonstrate two ways in which data may be passed between successive calls to this callback parameter.