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How to Write Fast Numerical Code: A Small Introduction

  • Srinivas Chellappa
  • Franz Franchetti
  • Markus Püschel
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5235)

Abstract

The complexity of modern computing platforms has made it extremely difficult to write numerical code that achieves the best possible performance. Straightforward implementations based on algorithms that minimize the operations count often fall short in performance by at least one order of magnitude. This tutorial introduces the reader to a set of general techniques to improve the performance of numerical code, focusing on optimizations for the computer’s memory hierarchy. Further, program generators are discussed as a way to reduce the implementation and optimization effort. Two running examples are used to demonstrate these techniques: matrix-matrix multiplication and the discrete Fourier transform.

Keywords

Discrete Fourier Transform Cache Line Memory Hierarchy Operation Count Vector Instruction 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Srinivas Chellappa
    • 1
  • Franz Franchetti
    • 1
  • Markus Püschel
    • 1
  1. 1.Electrical and Computer EngineeringCarnegie Mellon UniversityUSA

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