NDL-v2.0: A new version of the numerical differentiation library for parallel architectures

Published: 01-07-2014| Version 1 | DOI: 10.17632/j2fhmszg85.1
Panagiotis Hadjidoukas,
P. Angelikopoulos,
C. Voglis,
D.G. Papageorgiou,
I.E. Lagaris


Abstract We present a new version of the numerical differentiation library (NDL) used for the numerical estimation of first and second order partial derivatives of a function by finite differencing. In this version we have restructured the serial implementation of the code so as to achieve optimal task-based parallelization. The pure shared-memory parallelization of the library has been based on the lightweight OpenMP tasking model allowing for the full extraction of the available parallelism and effi... Title of program: NDL-v2.0 Catalogue Id: AEDG_v2_0 Nature of problem The numerical estimation of derivatives at several accuracy levels is a common requirement in many computational tasks, such as optimization, solution of nonlinear systems, sensitivity analysis. For a large number of scientific and engineering applications, the underlying functions correspond to simulation codes for which analytical estimation of derivatives is difficult or almost impossible. A parallel implementation that exploits systems with multiple CPUs is very important for large scale and ... Versions of this program held in the CPC repository in Mendeley Data AEDG_v1_0; NDL (Numerical Differentiation Library); 10.1016/j.cpc.2009.02.004 AEDG_v2_0; NDL-v2.0; 10.1016/j.cpc.2014.04.002 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)