18-645   How to Write Fast Code

Location: Pittsburgh

Units: 12

Semester Offered: Spring

Course description

The fast evolution and increasing complexity of computing platforms pose a major challenge for developers of high performance software for engineering, science, and consumer applications: it becomes increasingly harder to harness the available computing power. Straightforward implementations may lose as much as one or two orders of magnitude in performance. On the other hand, creating optimal implementations requires the developer to have an understanding of algorithms, capabilities and limitations of compilers, and the target platform's architecture and microarchitecture. This interdisciplinary course introduces the student to the foundations and state-of-the-art techniques in high performance software development using important functionality such as linear algebra kernels, transforms, filters, and others as examples. The course will explain how to optimize for the memory hierarchy, take advantage of special instruction sets, and how to write multithreaded code for multicore platforms, based on state-of-the-art research. Further, a general strategy for performance analysis and optimization is introduced that the students will apply in group projects that accompany the course. Finally, the course will introduce the students to the recent field of automatic performance tuning.

Course goals

  • Learn a guideline how to write fast numerical code and apply it in homeworks and your research project
  • Understand the connection between algorithms, implementations, and computer architecture
  • Learn some fundamental numerical algorithms
  • Learn how to analyze numerical algorithms

Course format: Online

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