Students: Alex Clevenger & Michael Speckhart
Project: A Programming Platform for Numerical Analysis and Visualization | View Poster (PDF)
Major: Computer Science and Engineering
Advisor: Arielle Carr
Abstract
We live in a fast-paced world. This is a world where the pace is driven not only by the competitive market, but also by our rapidly advancing technologies. As a society, we are at the gateway of innovation with the rise of artificial intelligence, quantum computing, medical imaging, and robotic automation. The performance of these technologies all rely on one thing: fast computation. Most modern services deal with an astronomical amount of data, and organizing these data in specific matrix formats is becoming an industry norm. We present a comprehensive, user-friendly platform for performing numerical analysis and matrix operations. Advanced matrix operations and numerical systems are at the forefront of our most sophisticated advancements today, and there is much room for improvement in optimizing these computations. Our software supports matrix operations in both dense and sparse formats, and we offer multiple approaches for solving linear systems, including direct methods, iterative methods, preconditioning techniques, and Krylov methods. We employ finite difference methods to estimate option prices for the Black Scholes Merton and Heston models. Amongst these mathematical models and iterative methods, some have not been parallelized with modern API’s, as this is a relatively new space. In a high performance computing environment, parallelizing code is an essential component of fast computation, and we aspire to develop a powerful library that is capable of enhancing the technologies of today.
About Alex Clevenger
Alex Clevenger is a senior at Lehigh University, majoring in computer science. Outside of the classroom, he is also a Division I Track & Field athlete. His capstone project requires a strong comprehension of low-level programming and mathematical theory, where he primarily focuses on establishing the server architecture and concurrent primitives. Alex aspires to publish his work to the SIAM conference before he graduates. Aside from his capstone work, he is also an active participant in Lehigh’s Scalable Systems and Software (SSS) research group. The focus of his undergraduate research is exploring the overlap between remote direct memory access and randomized binary consensus algorithms. He has plans to publish the findings of this specialized consensus algorithm to NSDI. After graduation, Alex will be a part of Lehigh’s computer science Ph.D. program.
About Michael Speckhart
Michael Speckhart is a senior at Lehigh University majoring in Computer Science and Engineering. Michael is currently a researcher in the Scalable Systems Software (SSS) group under Professor Arielle Carr. His research with Professor Carr focuses on numerical analysis, specifically iterative and multigrid methods and sparse matrices. Additionally, Michael is interested in high performance computing and low level programming. Michael is part of Theta Chi Fraternity where he served as Vice President and then the Judicial Chair of the Interfraternity Council. Michael likes to run, play tennis, and fishing.