Grid-based minimization at scale: Feldman-Cousins corrections for SBN

We present a computational model for the construction of Feldman-Cousins (FC) corrections frequently used in High Energy Physics (HEP) analysis. The program contains a grid-based minimization and is written in C++. Our algorithms exploit vectorization through Eigen3, yielding a single-core speed-up of 350 compared to the original implementation, and achieve MPI data parallelism by using DIY. We demonstrate the application to scale very well at High Performance Computing (HPC) sites. We use HDF5 in conjunction with HighFive to write results of the calculation to file.