JM

High Performance Computing in Julia

Course Info

  1. 1. Introduction

    1. 1.1. Setup

  2. 2. Foundations

    1. 2.1. Overview
    2. 2.2. von Neumann Architecture
    3. 2.3. Data Types
    4. 2.4. Operating Systems
    5. 2.5. Compilers and Machine Code
    6. 2.6. Hardware
    7. 2.7. Summary

  3. 3. Julia

    1. 3.1. Overview

  4. 4. Measuring Performance

    1. 4.1. Overview
    2. 4.2. Timing
    3. 4.3. Benchmarking
    4. 4.4. Profiling
    5. 4.5. Memory Allocations
    6. 4.6. Computational Complexity

  5. 5. Optimisation

    1. 5.1. Overview
    2. 5.2. Caching and Memory Locality
    3. 5.3. Stack vs Heap Memory
    4. 5.4. Reducing Allocations
    5. 5.5. Memoisation
    6. 5.6. Vectorisation vs Loops
    7. 5.7. Views
    8. 5.8. Speed of Operations
    9. 5.9. Type Stability
    10. 5.10. Performance Annotations
    11. 5.11. Conclusion

  6. 6. Parallel Programming

    1. 6.1. Overview
    2. 6.2. Dependency Graphs
    3. 6.3. Theoretical Expectations
    4. 6.4. Maps and Reductions
    5. 6.5. Thread Safety and Race Conditions
    6. 6.6. Producer and Consumer
    7. 6.7. When to Parallelise?

  7. 7. Multithreading

    1. 7.1. Overview
    2. 7.2. Monte Carlo Pi Estimation
    3. 7.3. Naive Parallel Implementation
    4. 7.4. False Sharing
    5. 7.5. Chunking
    6. 7.6. Task-based Parallelism
    7. 7.7. Packages
    8. 7.8. Summary
    9. 7.9. Exercises

  8. 8. GPU Programming

    1. 8.1. Introduction to GPU Programming
    2. 8.2. Modern GPU Hardware
    3. 8.3. GPU Vendor Overview
    4. 8.4. High Level Introduction to CUDA
    5. 8.5. CUDA Kernels
    6. 8.6. CUDA Libraries
    7. 8.7. Benchmarking & Profiling
    8. 8.8. Tips
    9. 8.9. Case Study - Monte-Carlo Simulations
    10. 8.10. Exercises

Table of Contents

Julia

For this part of the course, I will defer our notes to the Julia manual itself, as it is a high quality resource for understanding how Julia works. You can access the Julia manual here. I highly recommend taking the time to work through this resource, following along with your REPL.

I have also released a long video which describes the fundamentals of the Julia language and gives you a good workflow for being productive with the language, available below:


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