- Today's Editor:
- Tamara G. Kolda
- Sandia National Labs
- tgkolda@sandia.gov

- Horror Matrices for iterative methods
- Iterative solver (in Fortran) for the 2D Helmholtz equation
- Announcing APPSPACK 5.0 for derivative-free optimization
- New book on mathematical biology
- Stanford 50: A Conference on Computational Mathematics, Mar 29-31, 2007
- Submission Deadline Extended, SIAM CSE07, Feb 19-23, 2007
- University Lecturer position in Applied Mathematics at Oxford University
- Research Associate Position at Uppsala University in Sweden
- Postdoc position at the University of Sussex
- PhD position in Optimization with PDEs at RWTH Aachen University
- PhD Studenthips available (Sussex,UK)
- Contents, ACM Transactions on Mathematical Software
- Contents, Journal of Complexity
- Contents, HERMIS Journal, Vol. 7
- Subscribe, unsubscribe, change address, or for na-digest archives:
- http://www.netlib.org/na-net

-------------------------------------------------------

From: Tim Davis <davis@cise.ufl.edu>

Date: Wed, 05 Jul 2006 13:57:02 -0400

**Subject: Horror Matrices for iterative methods**

After posting the little-known Jabberwocky variant last week,

I've received a number of calls for a similar poem for iterative

methods (zero being the most important number to a sparse matrician,

after all). Thus ...

Horror Matrices for Iteratve Methods.

`Twas normig, and the A 2-norms

Did tire and scale in conjugate:

All flimsy were the direct codes,

And matrices outgave.

"Beware the 'OrrorMat, my son!

The Poisson teeth, the scales of ill!

Beware the Netlib blurb; don't lose

Orthogonality!

With Matvec at his right-hand side,

(or Hamlet, say?) he SPAI'd him fast --

My tale cannot end, he thought, just

Converge to stanza last.

Yet, in while(epsilon) he waits,

Came 'OrrorMat, with random eigs,

Descending steeply through N-space,

in lost normality!

One, two! One, two! And through and through

The Matvec blade went snicker-snack!

At low resid, and with its x

He went Galerkin' back.

"And, hast converged the 'OrrorMat?

Residual eps, my GMRES!

Don't kry, luv! tril(U)! tril(A)!'

He came at last to rest.

`Twas normig, and the A 2-norms

Did tire and scale in conjugate:

All flimsy were the direct codes,

And matrices outgave.

p.s. "normig" is a Middle Saxon term, no longer in use,

which is the time of day when well-behaved matrices all

come out to take their norm (about noon, or a little after).

See also http://en.wikipedia.org/Jabberwocky

-------------------------------------------------------

From: Kees Vuik <tgkolda@sandia.gov>

Date: Fri, 7 Jul 2006 14:36:49 -0400

**Subject: Iterative solver (in Fortran) for the 2D Helmholtz equation**

From: c.vuik@tudelft.nl

An efficient iterative solver (in Fortran) for the 2D Helmholtz equation

is now freely available:

http://ta.twi.tudelft.nl/nw/users/vuik/software/helmholtz/helmholtz.html

It is based on the paper:

Y.A. Erlangga and C.W. Oosterlee and C. Vuik

A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems

SIAM J. Sci. Comput.,27, pp. 1471-1492, 2006

-------------------------------------------------------

From: "Tammy Kolda" <tgkolda@sandia.gov>

Date: Wed, 05 Jul 2006 14:56:27 -0700

**Subject: Announcing APPSPACK 5.0 for derivative-free optimization**

Announcing APPSPACK 5.0 (a major update) which can now solve

linearly-constrained optimization problems.

APPSPACK is derivative-free optimization software for solving nonlinear

unconstrained, bound-constrained, and linearly-constrained optimization

problems, with possibly noisy and expensive objective functions.

APPSPACK implements asynchronous parallel generating set search, which

handles bound and linear constraints by choosing search directions that

conform to the nearby boundary. APPSPACK is written in C++ and uses MPI

for parallelism. Constraint degeneracy is handled using the software

package cddlib by Komei Fukuda. Using APPSPACK to solve optimization

problems has the following advantages:

* Only function values are required for the optimization, so it can be

applied to a wide variety of problems. The user need simply provide a

program that can evaluate the objective function at a given point.

* The target applications are simulation-based optimization problems

characterized by a small number of variables (i.e., 2-100) and by

expensive objective function evaluations (typically complex simulations

that take minutes or hours to run).

* The code can be run in parallel on a cluster of computers, greatly

reducing the total solution time.

* The software is freely available under the terms of the GNU Lesser

General Public License.

Keywords: optimization, derivative-free, parallel, direct search,

pattern search, engineering design

To learn more, visit http://software.sandia.gov/appspack/ or contact

Tammy Kolda (tgkolda@sandia.gov) or Josh Griffin (jgriffi@sandia.gov).

-------------------------------------------------------

From: "Sarah M. Granlund" <Granlund@siam.org>

Date: Fri, 7 Jul 2006 13:33:33 -0400

**Subject: New book on mathematical biology**

SIAM publishes

A Course in Mathematical Biology: Quantitative Modeling with Mathematical and

Computational Methods

Gerda de Vries, Thomas Hillen, Mark Lewis, Johannes Muller, and Birgitt

Schonfisch

Mathematical Modeling and Computation 12

2006 / xii + 309 pages / Softcover

ISBN 13: 978-0-898716-12-2 / ISBN 10: 0-89871-612-8

List Price $69.00 / SIAM Member Price $48.30 / Order Code MM12

The field of mathematical biology is growing rapidly. Questions about

infectious diseases, heart attacks, cell signaling, cell movement, ecology,

environmental changes, and genomics are now being analyzed using mathematical

and computational methods. A Course in Mathematical Biology: Quantitative

Modeling with Mathematical and Computational Methods teaches all aspects of

modern mathematical modeling and is specifically designed to introduce

undergraduate students to problem solving in the context of biology.

-------------------------------------------------------

From: Walter Murray <walter@stanford.edu>

Date: Fri, 7 Jul 2006 14:35:07 -0400

**Subject: Stanford 50: A Conference on Computational Mathematics, Mar 29-31, 2007**

Stanford 50: A Conference on Computational Mathematics

http://www.stanford.edu/group/compmath50/

2007 will mark the 50th anniversary of the arrival of George

Forsythe at Stanford University. George ushered in a new era of

computational mathematics both at Stanford and elsewhere. Over

the past 50 years, Stanford has produced a continuous stream of

outstanding scholars in computational mathematics. This progeny

now inhabits the higher reaches of a great number of universities

and has contributed much to science, industry, and commerce.

2007 will also mark the 75th birthday of Gene Golub, who can

rightfully claim to have carried the mantle after Forsythe's

death in 1972. Gene is universally recognized as ambassador

at large for scientific computation. The conference is to

celebrate these milestones and to explore the rich future of this

important field.

The conference will be held at Stanford during March

29--31, 2007. There will be no parallel sessions, and talks will

be by invitation only. However, there will be a poster session

for students and for those who completed their Ph.D. within the

ten years prior to the meeting. Judges and attendees will select

the best posters in both categories, and the authors will be invited

to talk on the final day. We hope to obtain funding in order to forgo

a registration fee and to assist the travel of students and young

researchers.

Organizers: Charbel Farhat, Walter Murray, Michael Overton,

Michael Saunders and James Varah.

-------------------------------------------------------

From: "Connie Young" <Young@siam.org>

Date: Mon, 3 Jul 2006 16:08:02 -0400

**Subject: Submission Deadline Extended, SIAM CSE07, Feb 19-23, 2007**

SIAM Conference on Computational Science & Engineering

February 19-23, 2007

Hilton Orange County/Costa Mesa, Costa Mesa, California

The minisymposium deadline has been extended to August 23, 2006!

To submit go to http://meetings.siam.org/start.cfm?CONFCODE=cs07

DEADLINES

August 23 , 2006: Minisymposium proposals

August 23 , 2006: Abstracts for contributed and minisymposium

presentations

Deadlines are midnight Eastern Daylight Time (EDT.)

For more information visit http://www.siam.org/meetings/cse07/ or

contact the SIAM Conference Department at meetings@siam.org.

-------------------------------------------------------

From: "B Willoughby" <brenda@maths.ox.ac.uk>

Date: Fri, 7 Jul 2006 10:53:36 +0100

**Subject: University Lecturer position in Applied Mathematics at Oxford University**

UNIVERSITY OF OXFORD

Mathematical and Physical Sciences Division

Mathematical Institute

in association with Somerville College

UNIVERSITY LECTURER IN APPLIED MATHEMATICS

The Mathematical Institute proposes to appoint a University Lecturer in

Applied Mathematics with effect from 1 October 2007, or possibly earlier. The

successful candidate will be offered a Tutorial Fellowship by Somerville

College, under arrangements described in the further particulars. The

combined university and college salary will be on a scale up to £49,116 per

annum.

The successful candidate must have a record of internationally excellent

research in applied mathematics. He or she will be expected to contribute to

the work of the Oxford Centre for Industrial and Applied Mathematics (OCIAM).

Further particulars, containing details of the application procedure and of

the duties, may be obtained from The Administrative Assistant (Vacancies), The

Mathematical Institute 24-9 St Giles', Oxford OX1 3LB

(vacancies@maths.ox.ac.uk) or by visiting

http://www.maths.ox.ac.uk/notices/vacancies/. The closing date for

applications is 29 September 2006. Please quote reference BK/06/014 in all

correspondence.

The University is an Equal Opportunities Employer

-------------------------------------------------------

From: PerLtstedt <perl@it.uu.se>

Date: Fri, 07 Jul 2006 14:59:26 +0200

**Subject: Research Associate Position at Uppsala University in Sweden**

Scientific Computing at Uppsala University in Uppsala, Sweden

The Department of Information Technology at Uppsala University

invites applications for a research associate (or forskarassistent

in Swedish or assistant professor without tenure track) in

scientific computing to begin in the spring of 2007. Priority is

given to applicants who have completed their PhD degree within 5

years of the application deadline September 14, 2006, and with a

background in numerical solution of differential equations,

numerical optimization, multiscale algorithms and numerical

modelling in different fields of science and engineering. The

homepage of the Division of Scientific Computing is at

http://www.it.uu.se/research/tdb

More information how to apply is found at the homepage of the

University

http://www.personalavd.uu.se/ledigaplatser/engindex.html

Gunilla Kreiss and Per Lotstedt

-------------------------------------------------------

From: V Styles <v.styles@sussex.ac.uk>

Date: Tue, 4 Jul 2006 14:38:04 +0100 (BST)

**Subject: Postdoc position at the University of Sussex**

University of Sussex

Department of Mathematics

Research Fellow in Numerical Analysis and Computational Applied Mathematics

(2 year fixed term contract)

The goal of the project is to develop numerical methodology and analysis

in the context of solving a partial differential equation on a surface

that is evolving with a curvature dependent motion.

It is proposed to derive and analyse finite element discretizations

of sharp interface and diffuse interface models for this problem

which arises from a model for grain boundary motion in alloys.

For full further particulars and application details see our jobs

website

www.sussex.ac.uk/jobs

Or email recruitment@sussex.ac.uk.

Closing date for applications is 31st July 2006.

Interviews are likely to be held in the beginning of August 2006.

Informal enquiries may be addressed to:-

Vanessa Styles

Email: V.Styles@sussex.ac.uk

-------------------------------------------------------

From: Marek Behr <behr@cats.rwth-aachen.de>

Date: Mon, 03 Jul 2006 11:03:47 +0200

**Subject: PhD position in Optimization with PDEs at RWTH Aachen University**

The Chair for Computational Analysis of Technical Systems

at the RWTH Aachen University seeks a 75% scientific co-worker

(BAT IIa salary scale). The position will support the German

Science Foundation focus program SPP 1253 ``Optimization with

PDEs'' project ``Shape Optimization for Artificial Blood Pumps''.

The candidate is expected to conduct research leading to a

doctoral thesis in the area of shape optimization problems

in computational design of implantable blood pumps.

For more details, please see:

http://www.cats.rwth-aachen.de:8080/jobs/spp1253-ad.pdf

Applications are being reviewed now. The position is expected

to be filled in the second half of 2006. Application materials

and inquiries should be directed to:

Prof. Marek Behr (behr@cats.rwth-aachen.de).

-------------------------------------------------------

From: Charlie Elliott <C.M.Elliott@sussex.ac.uk>

Date: Fri, 7 Jul 2006 17:39:58 +0100

**Subject: PhD Studenthips available (Sussex,UK)**

The Department of Mathematics, University of Sussex invites applications for

research studentships leading to a PhD. Research areas include Numerical

Analysis, Finite Element Method, Partial Differential Equations, Mathematical

Biology, Evolutionary Game Theory.

For UK/HEU students, these studentships include both the fees and a

maintenance allowance of 12,300 ppa; for EU (non-UK) students, they include

the fees and a contribution towards the living costs. Non-EU students are not

elligible unfortunately.

For details please visit:

http://www.sussex.ac.uk/maths/1-2-9-5.html

http://www.sussex.ac.uk/maths/1-2-9-5-2.html

http://www.sussex.ac.uk/maths/1-2-9-5-1.html

Enquires should be addressed to:

mathpgadmiss@sussex.ac.uk or K.Zhang@sussex.ac.uk.

Applications should preferably be received by July 18.

-------------------------------------------------------

From: "Gladwell, Ian" <igladwel@mail.smu.edu>

Date: Mon, 3 Jul 2006 09:02:43 -0500

**Subject: Contents, ACM Transactions on Mathematical Software**

Table of Contents

ACM Transactions on Mathematical Software

June 2006, Volume 32, Number 2

For more information, including abstracts and access to full text, see http://www.acm.org/toms/V32.html.

Accumulating Householder transformations, revisited

Thierry Joffrain, Tze Meng Low, Enrique S. Quintana-Ortí, Robert van de Geijn, Field G. van Zee

Pages: 169 - 179

Improving the performance of reduction to Hessenberg form

Gregorio Quintana-Ortí, Robert van de Geijn

Pages: 180 - 194

An efficient overloaded implementation of forward mode automatic differentiation in MATLAB

Shaun A. Forth

Pages: 195 - 222

Optimizing FIAT with level 3 BLAS

Robert C. Kirby

Pages: 223 - 235

Computing machine-efficient polynomial approximations

Nicolas Brisebarre, Jean-Michel Muller, Arnaud Tisserand

Pages: 236 - 256

Sequential reservoir sampling with a nonuniform distribution

M. Kolonko, D. Wäsch

Pages: 257 - 273

A matlab package for automatically generating Runge-Kutta trees, order conditions, and truncation error coefficients

Frank Cameron

Pages: 274 - 298

FILIB++;, a fast interval library supporting containment computations Michael Lerch, German Tischler, Jürgen Wolff Von Gudenberg, Werner Hofschuster, Walter Krämer

Pages: 299 - 324

Error bounds from extra-precise iterative refinement

James Demmel, Yozo Hida, William Kahan, Xiaoye S. Li, Sonil Mukherjee, E. Jason Riedy

Pages: 325 - 351

Algorithm 854: Fortran 77 subroutines for computing the eigenvalues of Hamiltonian matrices II

Peter Benner, Daniel Kressner

Pages: 352 - 373

-------------------------------------------------------

From: Joseph Traub <traub@cs.columbia.edu>

Date: Wed, 5 Jul 2006 17:36:39 -0400 (EDT)

**Subject: Contents, Journal of Complexity**

JOURNAL OF COMPLEXITY

VOLUME 22, # 4, AUGUST, 2006

ANNOUNCEMENTS

J.Dick, F. Pillichshammer, and Y.Yomdin Share the 2005 Best Paper Award

Leszek Plaskota Wins the 2006 Information-Based Complexity Prize

2006 Information-Based Complexity Young Researcher Award Committee

REGULAR ARTICLES

A central limit theorem and improved error bounds for a

hybrid-Monte Carlo sequence with applications in computational

finance

Giray Okten, Bruno Tuffin, Vadim Burago

Optimal approximation of SDE's with additive fractional noise

Andreas Neuenkirch

A numerical-symbolic algorithm for computing the multiplicity of a

component of an algebraic set

Dan Bates, Chris Peterson, Andrew J. Sommese

The weighted b-adic diaphony

Vassil Grozdanov

Complexity of initial-value problems for ordinary differential

equations of order k

Marek Szczesny

Uniqueness of the singular point of vector field on Riemannian

manifold under the y-condition

Chong Li, Jinhua Wang

Optimal approximation of elliptic problems by linear and nonlinear

mappings II

Stephen Dahlke, Erich Novak, Winfried Sickel

-------------------------------------------------------

From: eal@aueb.gr

Date: Mon, 03 Jul 2006 12:55:56 +0300

**Subject: Contents, HERMIS Journal, Vol. 7**

Journal: HERMIS- An International Journal of

Computer Mathematics and its Applications

ISSN: 1108-7609

Volume: 7 - Special Issue

Date: June 2006

Part I: Differential and Integral Equations in Epidemiology, Medicine and

Physics: Applications and Numerics

M.T. DIOGO, P.M. LIMA and M.S. REBELO

Comparative study of numerical methods for a nonlinear weakly singular

Volterra integral equation

A. MAKROGLOU and Y. KUANG

Some analytical and numerical results for a nonlinear Volterra integro-

differential equation with periodic solution modelling hematopoiesis

M. HAQUE and E. VENTURINO

Increase of the prey may decrease the healthy predator population

in presence of a disease in the predator

P. PALUMBO, W.H. ONG-CLAUSEN, S. PANUNZI and A. DE GAETANO

Linear periodic models of subcutaneous insulin absorption:

mathematical analysis

Part II: Actuarial Risk Models: Theory and Computations

S.M. PITTS

The fast Fourier transform algorithm in ruin theory for the classical risk

model

S.M. PITTS and K. POLITIS

Some notes on approximations for the deficit at ruin in the compound

Poisson risk model

H. ALBRECHER and J. HARTINGER

On the non-optimality of horizontal barrier strategies in the

Sparre-Andersen model

A. MAKROGLOU and D.G. KONSTANTINIDES

Numerical solution of a system of two first order Volterra

integro-differential

Equations arising in ultimate ruin theory

M. MORALES

Implementing importance sampling in the Least-Squares Monte Carlo

approach for American options

G. PITSELIS

Credibility when risk characteristics vary with time

------------------------------

End of NA Digest

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