Math Libraries for Windows HPC
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For computer programmers, calling pre-written subroutines, or libraries, to do complex calculations dates back to early computing history. This paper discusses the current state of mathematical libraries available for the Windows platform, with a focus on high performance computing (HPC) use�specifically for Windows HPC Server 2008. Get an overview of both open-source and commercial software options, as well as a discussion of uses in distributed computing.
The white paper begins with an overview of how math libraries are currently used in industry and research. Learn about options ranging from open-source linear algebra tools, to vendor-supplied libraries, to broad commercial libraries. The paper also discusses special libraries for distributed computing. Finally, two examples are presented which illustrate how to develop HPC applications on Windows using math libraries. The first example is a distributed application that uses the Message Passing Interface (MPI) and the IMSL Fortran library; the second example is a parameter sweep-type distributed application that uses the IMSL C# Library for .NET applications. Both examples make use of Visual Studio 2008 and the HPC Job Manager.
