NA Digest Sunday, November 19, 1995 Volume 95 : Issue 46

Today's Editor:
Cleve Moler
The MathWorks, Inc.

Submissions for NA Digest:

Mail to

Information about NA-NET:

Mail to

URL for the World Wide Web: -------------------------------------------------------

From: Henk A. van der Vorst <>
Date: Sat, 18 Nov 1995 13:40:41 +0100
Subject: Jean-Francois Carpraux

At the end of a day of great uncertainty I was informed
that our colleague


died on Friday, November 18.
In emotional disbalance, triggered by the death of our
colleague Albert Booten earlier this week, he had left
Utrecht to see his parents near Lille and to seek for
console. Only halfway, in Bruxelles, he died in tragic
Jean-Francois was only 26 years old. He did his thesis
work in Rennes under the guidance of Jocelyne Erhel.
The main theme of his work was validation of numerical
results, more specific for eigenvalue computations. He
made a very interesting contribution to understanding
numerical instabilities of Krylov bases. He got his
degree on September 16, 1994.
After a year in Vancouver, which was not as productive
as he had anticipated, he got a postdoc position in
Utrecht. He was working on an advanced version of the
Templates and we saw opportunities to include his expe-
rience in this work.
In the only 2.5 months in our group, we have come to
know him as a very dedicated and sensitive person. It
is very hard to believe that this talented life has
come to an end.

Henk van der Vorst


From: Ning Hu <>
Date: Tue, 14 Nov 1995 10:21:48 -0600
Subject: Why are They Called Singular Values?

Dear NA memebrs:

I like to know the story behind the singular value decomposition.
In other words, why are these numbers called "singular values"?

Ning Hu


From: Andre Weideman <weideman@MATH.ORST.EDU>
Date: Tue, 14 Nov 1995 12:57:52 PST
Subject: Mittag-Leffler Function

Dear NA-Netters,

We are interested in computing the Mittag-Leffler function

E_a(z) = \sum z^k/Gamma(a*k+1), k = 0,...,infinity.

(For alternative definitions, including an integral representation,
see Ch. XVIII of Higher Transcendental Functions, by Erdelyi, et. al.)
It arises as the solution to certain weakly singular integral equations.
Any pointers to software or algorithms would be appreciated. Thanks.

Andre Weideman and Jean-Paul Kauthen
Department of Mathematics
Oregon State University
OR 97331-4605


From: Bruce Allen <>
Date: Fri, 17 Nov 1995 08:16:26 -0800
Subject: Searching for Optimized FFT Routine

I am looking for optimized (assembly language) code that implements the
standard FFT for Sun SPARC and/or DEC ALPHA machines.

I am not even sure where to begin my search. Please let me know if you
have any suggestions.

Bruce Allen (before Jan 1 1996) (after Jan 1, 1996)


From: Bob Funderlic <>
Date: Fri, 17 Nov 1995 14:51:36 -0500 (EST)
Subject: Defending CS Computer Methods Course

Defending CS Computer Methods Course

Our department is discussing core curricula changes and I anticipate
sentiment to jettison our three hour numerical methods required course (NM),
relegating it to an elective. I would appreciate feedback with reasons
for keeping NM as a required CS core course. Also if you know of CS
departments that require a NM course as part of their core, I would
appreciate knowing about them. Many thanks, Bob Funderlic, prof of cs, North Carolina State University, College of

Some further information on our present course:
There is a three hour programming course and a three semester math
unified geometry and calculus sequence which are prerequisites for NM.
We teach about floating point arithmetic (IEEE) and the related errors
(things like machine epsilon and closest fp number to a given real
number), algorithms (and understanding) for computer solution of
zeros of functions, interpolation, integration, linear systems,
least squares fitting, some nonlinear equation solving, and some
basic solution of odes. We use maple and matlab and I also assign a few
simple fortran problems. We have the students obtain and use at least one
program from xnetlib and we introduce some parallel computing. I
envision more of the latter in the future. We certainly have room to
modernize the course and I would appreciate comments in this regard.


From: Joseph Traub <>
Date: Mon, 13 Nov 95 15:17:37 EST
Subject: Best Paper Award, J. of Complexity


The Journal of Complexity is instituting an annual Best Paper
Award. The Award will consist of a prize of $3000 and a certificate.
The first Best Paper Award will be for papers published in the Journal
of Complexity in 1996.
The winner of the first Award will be announced at the Foundations
of Computational Mathematics meeting in Rio de Janeiro, Brazil, in
January, 1997.
The members of the 1996 Award Committee are Stefan Heinrich and
Steven Smale. The Award Committee was chosen by Michael Shub, Henryk
Wozniakowski, and Joseph Traub.
For further information, contact the Editor-in-Chief of the Journal
of Complexity:


From: Donna Blackmore <>
Date: Tue, 14 Nov 95 14:51:00 EST
Subject: SIAM Student Travel Awards

Student Travel Awards for 1996 SIAM Conferences and Annual Meeting

During 1996, SIAM will make several awards for $300 to support
student travel to the following SIAM conferences:

Seventh ACM-SIAM Symposium on Discrete Algorithms, January 28-30,
Atlanta, Georgia

Second Workshop on Automatic Differentiation of Algorithms: Theory
Implementation, and Application, February 12-15, Santa Fe, New

Sixth International Conference on Numerical Combustion, March 4-6,
New Orleans, Louisiana

Fifth SIAM Conference on Optimization, May 20-22, Victoria, British
Columbia, Canada

Eighth SIAM Conference on Discrete Mathematics, June 17-20,
Baltimore, Maryland

SIAM Annual Meeting, July 22-26, Kansas City, Missouri

Second SIAM Symposium on Sparse Matrices, October 9-11, Couer
D'Alene, Idaho

The awards are to be made from the SIAM Student Travel Fund,
created in 1991 and maintained through book royalties donated by
generous SIAM authors.

Any full-time student in good standing is eligible to receive an
award. Top priority will be given to students presenting papers at
the meeting, with second priority to students who are co-authors of
papers to be presented at the meetings. Only students traveling
more than 100 miles to the meetings are eligible for the awards.

An application for a travel award must include: (1) a letter from
the student stating the meeting for which support is being
requested; (2) a letter from the student's advisor or department
chair stating that the applicant is a full-time student in good
standing; (3) if applicable, the title(s) of the paper(s) to
be presented (co-authored) by the student at the meeting.

Applications should be sent to the SIAM Office (Attn.: SIAM Student
Travel Awards), 3600 University City Science Center, Philadelphia,
PA 19104-2688. Students also may apply by e-mail to or by fax to 215-386-7999, but the letter from
the advisor or department chair must be an original, sent by postal

Complete applications must be received at the SIAM office no later
than one month before the first day of the meeting for which
support is requested.

Winners will be notified two weeks before the first day of the
meeting. Checks for the awards will be given to the winning
students when they arrive at the given meeting and check in at the
SIAM Registration Desk.

For further information about these awards, please contact Donna
Blackmore in the SIAM office by phone at (215) 382-9800 or e-mail,


From: Ke Chen <>
Date: Fri, 17 Nov 1995 16:58:03 GMT
Subject: NA Meeting at University of Liverpool

Northern England Universities Numerical Analysis Colloquium
(Wednesday, November 29, 1995)

The final programme for the colloquium has been finalised; full details
can be found from URL:
Time: 10AM - 5PM, Wednesday, November 29, 1995
Venue: University of Liverpool
Speakers: Chris Paige (McGill/Imperial)
Jason Roberts (Chester)
Denis Hutchinson (Leeds)
Vince Fernando (NAG)
Gene Golub (Stanford/UMIST)
Gwynne Evans (De Montfort)
Abdul Yaakub (Loughbourgh)
Ian Smith (Liverpool)
Organizers: Ke CHEN, Jackie COWAN, Dick WAIT
Contact: Fax: 0151 794 4754, Email:

Registrations should reach us before 12PM of 21st November.


From: Richard Barrett <>
Date: Wed, 15 Nov 1995 09:28:18 -0700 (MST)
Subject: PVM User Group Meeting

Call for Participation: 1996 PVM Users' Group Meeting

The Fourth U.S. PVM Users' Group Meeting will be held February 25 to 27, 1996,
at the Eldorado Hotel in Santa Fe, New Mexico. The meeting will
provide an opportunity for users of PVM to meet each other, share ideas
and experiences, and meet some members of the PVM Team.

The conference will include:

o Tutorials:
Introduction to PVM Tutorial (February 25)
Advanced PVM Tutorial (February 25; topics TBA)

o Invited Talks by PVM Developers and Advanced Users

o Contributed Talks from the PVM User Community

o Social Activities

Conference attendees are encouraged to submit abstracts for presentations
at the meeting.

Call For Presentations

We invite everyone with PVM ideas or experiences to submit abstracts of
papers and posters for possible presentation at the Users' Group
meeting. List of topics includes (but is not limited to):

o The PVM system:
Extensions and Improvements
Vendors Implementations
Programming Environments
o Algorithms:
Numerical Kernels
Scheduling and Load Balancing
Benchmarking and Pseudo-Applications
o Real-world Parallel Applications:
Image Processing
Structural Analysis

Submitting an abstract

Authors are requested to submit a 300 word abstract before January 22,
1996. Abstracts will be reviewed and authors notified of their
acceptance by January 29. Submit abstracts to

Any special equipment required for the talk should also be indicated in
the abstract.

Important Dates:

January 22: Abstract submission deadline
January 29: Speaker notification
February 1: Registration deadline for meeting and tutorials
(to avoid late fee)

Additional Information can be retrieved on the World Wide Web at:

or via email to

Richard Barrett


From: Roy Mathias <mathias@CS.WM.EDU>
Date: Thu, 16 Nov 1995 17:06:57 -0500
Subject: South Eastern Linear Algebra Meeting

March 23 1996
Williamsburg, Virginia
First Announcement

The second South Eastern Linear Algebra Conference will be held at
the College of William and Mary on Saturday March 23rd, 1996. (The
first one is called the Southeastern Linear Algebra Conference
held at University of Tennessee - Chattanooga, May 27-28, 1994.) The
meeting will be on linear algebra and its applications -- matrix
theory, numerical linear algebra, linear agebra in optimization, ...

There will be no registration fee, and the organizers do not have
funds to support participants. The deadline for titles and abstracts
of talks is Feb. 15, 1996. Updated information of the meeting and
some local information of Williamsburg can be found on the WWW site

There will be another public announcement including the titles of the
talks in late February.

Please send your e-mail address to

Chi-Kwong Li or
Roy Mathias

to be put on the list to receive further mailings.


From: U. Tennessee <>
Date: Wed, 15 Nov 1995 11:53:10 -0500
Subject: Postdoctoral Position at University of Tennessee

Postdoctoral Research Position in High-Performance Parallel Computing
Joint Institute for Computational Science

The Joint Institute for Computational Science of the University of
Tennessee and Oak Ridge National Laboratory invites applications for a
full-time postdoctoral research position in high-performance parallel
computing to begin January 1, 1996 or when position is filled.

The National Science Foundation has awarded the University of Tennessee a
Metacenter Regional Alliance (MRA) grant that will focus on establishing
computational science collaborations with historically black colleges and
universities. The postdoctoral fellow is expected to initiate, coordinate,
and participate in collaborative interdisciplinary computational research
projects with research faculty affiliated with the MRA. The postdoctoral
fellow is also expected to participate fully in the educational activities
of the MRA and the Institute.

The position requires a PhD in computer science or in a closely related area
and experience with parallel computing applications using a variety of
high-performance computing architectures. Applicants are expected to
demonstrate a high level of research accomplishment in parallel computing,
an active interest in educational innovation, and a strong commitment to
outreach programs for minorities. Familiarity with interdisciplinary areas
of computational research is desired. Applications from minorities are

Benefits of the position include a competitive salary, access to
state-of-the-art computational facilities, teaching experience, and many
varied collaborative research opportunities.

Applicants must send a vita and a statement specifically addressing research
and educational interests and experience in high performance computational
science. Application materials should be sent preferably by email to, Subject: Postdoc Application, or by regular mail to the
address given below.

Additional inquiries should be directed to:

Dr. Michael R. Leuze, Director
Joint Institute for Computational Science
University of Tennessee
104 South College
Knoxville, TN 37996-1508
Tel: (423) 974-3907
Fax: (423) 974-3949

UTK is an EEO/AA/Title IX/Section 504/ADA Employer.


From: SIAM <>
Date: Thu, 16 Nov 95 11:59:17 EST
Subject: Contents, SIAM Scientific Computing

SIAM Journal on Scientific Computing
JANUARY 1996, Volume 17, Number 1

Calculation of Pseudospectra by the Arnoldi Iteration
Kim-Chuan Toh and Lloyd N. Trefethen

Choosing the Forcing Terms in an Inexact Newton Method
Stanley C. Eisenstat and Homer F. Walker

Fast Nonsymmetric Iterations and Preconditioning for Navier-Stokes
Howard Elman and David Silvester

Analysis of Semi-Toeplitz Preconditioners for First-Order PDES
Lina Hemmingsson and Kurt Otto

ODE Recursions and Iterative Solvers for Linear Equations
Alfred A. Lorber, Graham F. Carey, and Wayne D. Joubert

Solution of Dense Systems of Linear Equations in the
Discrete-Dipole Approximation
Jussi Rahola

Equivariant Preconditioners for Boundary Element Methods
Johannes Tausch

Performance Issues for Iterative Solvers in Device Simulation
Qing Fan, P. A. Forsyth, J. R. F. McMacken, and Wei-Pai Tang

A Multigrid Preconditioner for the Semiconductor Equations
Juan C. Meza and Ray S. Tuminaro

Multigrid Waveform Relaxation on Spatial Finite Element Meshes: The
Discrete-Time Case
Jan Janssen and Stefan Vandewalle

Implicit Extrapolation Methods for Multilevel Finite Element
Michael Jung and Ulrich Rude

On Red-Black SOR Smoothing in Multigrid
Irad Yavneh

Multilevel Image Reconstruction with Natural Pixels
Van Emden Henson, Mark A. Limber, Stephen F. McCormick, and Bruce
T. Robinson

GMRES and Integral Operators
C. T. Kelley and Z. Q. Xue

Iterative Methods for Total Variation Denoising
C. R. Vogel and M. E. Oman

Migration of Vectorized Iterative Solvers to Distributed-Memory
Claude Pommerell and Roland Ruhl

A Simple Parallel Algorithm for Polynomial Evaluation
Lei Li, Jie Hu, and Tadao Nakamura

A Block QMR Method for Computing Multiple Simultaneous Solutions to
Complex Symmetric Systems
William E. Boyse and Andrew A. Seidl

Solving Linear Inequalities in a Least Squares Sense
R. Bramley and B. Winnicka

On the Effects of Using the Grassman-Taksar-Heyman Method in
Iterative Aggregation-Disaggregation
Tugrul Dayar and William J. Stewart


From: SIAM <>
Date: Thu, 16 Nov 95 13:14:54 EST
Subject: Contents, SIAM Matrix Analysis

SIAM Journal on Matrix Analysis
JANUARY 1996, Volume 17, Number 1

The Set of 2-by-3 Matrix Pencils - Kronecker Structures and Their
Transitions Under Perturbations
Erik Elmroth and Bo Kagstrom

On the Stability of Cholesky Factorization for Symmetric
Quasidefinite Systems
Philip E. Gill, Michael A. Saunders, and Joseph R. Shinnerl

Preconditioning Reduced Matrices
Stephen G. Nash and Ariela Sofer

Residual Bounds on Approximate Solutions for the Unitary
Ji-Guang Sun

A QL Procedure for Computing the Eigenvalues of Complex Symmetric
Tridiagonal Matrices
Jane K. Cullum and Ralph A. Willoughby

Total Least Norm Formulation and Solution for Structured Problems
J. Ben Rosen, Haesun Park, and John Glick

Solution of Vandermonde-Like Systems and Confluent Vandermonde-Like
Hao Lu

A Schur Method for Low-Rank Matrix Approximation
Alle-Jan Van Der Veen

Jacobi Angles for Simultaneous Diagonalization
Antoine Souloumiac and Jean-Francois Cardoso

Application of ADI Iterative Methods to the Restoration of Noisy
D. Calvetti and L. Reichel

Stability of Symmetric Ill-Conditioned Systems Arising in Interior
Methods for Constrained Optimization
Anders Forsgren, Philip E. Gill, and Joseph R. Shinnerl

Numerical Methods for Nearly Singular Constrained Matrix Sylvester
Ali R. Ghavimi and Alan J. Laub


From: SIAM <>
Date: Thu, 16 Nov 95 13:31:40 EST
Subject: Contents, SIAM Control and Optimization

SIAM Journal on Control and Optimization
JANUARY 1996 Volume 34, Number 1

Infinite-Horizon Linear-Quadratic Regulator Problems for Nonautonomous
Parabolic Systems with Boundary Control
Paolo Acquistapace and Brunello Terreni

On the Averaged Stochastic Approximation for Linear Regression
Laszlo Gyorfi and Harro Walk

On a Certain Parameter of the Discretized Extended Linear-Quadratic Problem of
Optimal Control
Ciyou Zhu

Bellman Equations of Risk-Sensitive Control
H. Nagai

Optimal Control of the Blowup Time
Emmanuel N. Barron and Wenxiong Liu

A Smooth Converse Lyapunov Theorem for Robust Stability
Yuandan Lin, Eduardo D. Sontag, and Yuan Wang

Deterministic Approximation for Stochastic Control Problems
R. Sh. Liptser, W. J. Runggaldier, and M. Taksar

Finite-Dimensional Filters with Nonlinear Drift IV: Classification of
Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space
Dimension 3
Jie Chen, Stephen S.-T. Yau, and Chi-Wah Leung

Dynamic Programming for Nonlinear Systems Driven by Ordinary and Impulsive
Monica Motta and Franco Rampazzo

Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
Daniel Ocone and Etienne Pardoux

Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
M. C. Ferris and J. S. Pang

Constrained LQR Problems in Elliptic Distributed Control Systems with Point
Zhongai Ding, Link Ji, and Jianxin Zhou

Average Optimality in Markov Control Processes via Discounted-Cost Problems and
Linear Programming
Onesimo Hernandez-Lerma and Jean B. Lasserre

Approximations in Dynamic Zero-Sum Games I
Mabel M. Tidball and Eitan Altman

On an Investment-Consumption Model with Transaction Costs
Marianne Akian, Jose Luis Menaldi, and Agnes Sulem

Adaptive Control via a Simple Switching Algorithm
Ji Feng Zhang and Peter E. Caines

Multiplicative Interior Gradient Methods for Minimization Over the Nonnegative
Alfredo N. Iusem, B. F. Svaiter, and Marc Teboulle


End of NA Digest