21. The Top Ten Algorithms of the 20th Century
Jack Dongarra and Francis Sullivan editors of Computing in Science & Engineering published a list of
"The Top Ten Algorithms of the Century."
1. the Monte Carlo method or Metropolis algorithm, devised by John von Neumann, Stanislaw
Ulam, and Nicholas Metropolis;
2. the simplex method of linear programming, developed by George Dantzig;
3. the Krylov Subspace Iteration method, developed by Magnus Hestenes, Eduard Stiefel, and
Cornelius Lanczos;
4. the Householder matrix decomposition, developed by Alston Householder;
5. the Fortran compiler, developed by a team lead by John Backus;
6. the QR algorithm for eigenvalue calculation, developed by J Francis;
7. the Quicksort algorithm, developed by Anthony Hoare;
8. the Fast Fourier Transform, developed by James Cooley and John Tukey;
9. the Integer Relation Detection Algorithm, developed by Helaman Ferguson and Rodney
Forcade;
10. the fast Multipole algorithm, developed by Leslie Greengard and Vladimir Rokhlin;
● Invented in 1987
● O(N^2) to O(N)
22. FMM Innovations
● Duality Principle
○ Greengard approximated relationship between children and parents
● Merging and Shifting Expansions
○ If multipole has been already calculated for parent can avoid
calculating for children (and vice versa)
● Requires More Memory
http://www.physics.buffalo.edu/phy411-506-2004
http://courses.cs.washington.edu/courses/cse548/06wi/files/benchmarks/fmm.pdf
X
V
W
U
23. Simple Overview of Steps: all O(N)
X
V
W
U
1. Build Tree
2. Construct interaction lists
3. Upward Pass (bottom up)
4. Compute List Interactions
a. C+U
b. C+V (expansions localized)
c. C+W
d. C+X no need to calculate!
since X is dual of W
5. Downward Pass
6. Calculate at local level
24. How it works in brief
http://www.bu.edu/pasi/courses/12-steps-to-having-a-fast-
multipole-method-on-gpus/
25. Leslie Greengard
● Son of Paul Greengard
○ Nobel Laureate (Medicine)
○ Neuroscience + Signal Transduction
● Born in London (56 yo)
● Educated in the US
○ B.A. in mathematics from the Wesleyan
University (1979)
○ MD/PhD from the Yale School of Medicine
(1987)
■ Developed FMM here!
○ Ph.D. in computer science from Yale
University (1987)
● Director of the Courant Institute of Mathematical
Sciences (NYU)
● Current
○ Professor of Mathematics and Computer
Science at Courant Institute of Mathematical
Sciences (NYU)