NA Digest Saturday, November 13, 1993 Volume 93 : Issue 42

Today's Editor:

Jack Dongarra
University of Tennessee / Oak Ridge National Labs
Stan Green
University of Tennessee
(Cleve's away on travel.)

Submissions for NA Digest:

Mail to

Information about NA-NET:

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From: Heinz W. Engl <>
Date: Mon, 08 Nov 1993 12:07:55 EST
Subject: GAMM-SIAM Conference on "Inverse Problems in Diffusion Processes"

GAMM-SIAM Conference on
"Inverse Problems in Diffusion Processes"
St.Wolfgang, Austria
June 27 - July 1, 1994

First Announcement

This conference is the first one in a series of conferences on
different application fields of inverse problems. The organizing
committee for this series consists of David Colton (Newark, DE, USA),
Heinz W. Engl (Linz, Austria), Alfred Louis (Saarbr|cken, Germany),
and William Rundell (College Station, TX, USA). In addition, there
is an advisory committee consisting of M.Bertero, G.Chavent,
M.Cheney, R.Ewing, A.Friedman, R.Kre_, K.Kunisch, P.Sabatier, and

The first conference is organized locally by Heinz W. Engl and
focusses on inverse problems as they appear in the mathematical
formulation of diffusion processes, both transient (parabolic pde's)
and steady-state (elliptic pde's). This includes parameter
identification problems and problems involving side conditions that
render them ill-posed. Besides questions of uniqueness and
stability, numerical algorithms and applications in science and
technology are of special interest.

The following invited speakers have so far confirmed their presence
at least tentatively: A.Bakushinskii, J.Beck, G.Crosta, L.Elden,
A.Friedman, Hong-Ming Yin, V.Isakov, K.Kunisch, A.Lorenzi, D.Ross,
T.Seidman, G.Vainikko, S.Vessella, and K.Zeman.

In addition to invited talks, there will also be the possibility of
some contributed talks of 30 minutes (including discussion) fitting
into the scope of the meeting. Participants who wish to give a talk
should indicate below and include an abstract. Since we want to
avoid parallel sessions, we also encourage participation at this
conference just by being there and taking part in the discussions!

The meeting will be held in a conference center on Lake St.Wolfgang
in one of the most picturesque parts of the Austrian Alps. Because
of space limitations, the meeting will be open to up to 120
participants. Therefore, we suggest early registration!

The most convenient airport (and train station) is Salzburg, Austria.
Salzburg has good flight connections to major gateway airports in
central Europe and good train connections to Munich and Vienna.
Since June/July is high tourist season, early flight bookings are
advised. However, please do not make a firm booking before you hear
from us! Detailed travel information from Salzburg onwards will be
sent in a second announcement.

Participants should arrive at the conference center on June 26 and
leave on July 2. The total price for accomodation and full board for
this period is currently 4000 Schilling (minor changes possible;
currently, 7.15 Schilling = 1 DM, 11 Schilling = 1 US$).
Accomodation for accompanying persons is very limited in the
conference center, but double rooms in hotels can be booked if we
know early enough (at different prices depending on the category).

There will be a conference fee of up to 1400 Schilling. This also
includes an excursion on Wednesday afternoon (price for accompanying
persons: 250 Schilling). If our funding applications are
successful, this conference fee might be substantially smaller. The
exact amount will not be known until a few weeks before the meeting.
In addition to this possible reduction of the conference fee,
financial support for participants other than invited speakers is not

If you want to receive the registration material, please contact me
by e-mail at
or by Fax at
+43-732-246810, attn.Prof.Engl
or by mail at
Prof.Dr.Heinz W.Engl
A-4040 Linz, Austria.

Those who have already replied to an earlier preliminary announcement
need not reply again, they will receive the registration material


From: Lorie Liebrock <>
Date: Mon, 8 Nov 93 09:07:35 CST
Subject: ICRM parallelization

I am working on algorithms for automating the distribution of ICRM (Irregularly
Coupled Regular Mesh) problems across parallel processors in Fortran D.
Other names for ICRM problems are composite grid and multi-block.
ICRM problems typically involve the simulation of material dynamics
in or around complex topology bodies. For example, one of the areas I am
interested in is aerodynamics simulations where each mesh represents
some component (e.g., body, wing, pylon, etc.) and the couplings represent
the seams or connections between the parts. In the aerodynamics case
the flow of air over the components may be the phenomenon of interest.
I am interested in any and all applications with such connected components.
My work is also intended to support ICRM problems for which the grids
have been generated automatically.

I am looking for a few test problems that I can use in validation of my
algorithms. I am also looking for researchers with ICRM problems that
would be willing to discuss their applications and programs so that we can
continue improving support for these problems in Fortran D. Please
send me any comments and let me know if you or someone you know has
applications in this class.

Lorie M. Liebrock
Ph.D. Candidate
Computer Science
Rice University


From: John R. Rice <>
Date: Mon, 08 Nov 93 16:56:09 EST
Subject: Position at the Department of Computer Science at Purdue University

Purdue University is establishing an interdisciplinary
graduate program in Computational Science and Engineering.
It is expected to involve eventually perhaps 20 departments,
75-100 faculty and over 100 graduate students. The Depart-
ment of Computer Sciences seeks a highly qualified person
dedicated both to research and teaching at the Assistant
Professor level to support this program. Areas of speciali-
zation considered appropriate include scientific computing,
high performance computing, geometry systems, mathemtical
software, applications of computing to science and engineer-
ing, and related areas. The department currently has a
number of substantial research projects in this area.

A new Computational Science and Engineering laboratory
will be established with graphical and multi-media facili-
ties for teaching and research. These will supplement the
existing extensive computing facilities of the department:
several large Sun file/computer servers, a 64 processor
nCube 2, nearly 200 workstations from Sun, Silicon Graphics,
Hewlett-Packard and a complete video production facility.
Purdue also has Intel, IBM, and MasPar parallel/vector com-
puters and is a member of the Concurrent Supercomputing Con-
sortium which operates a 512 processor Intel Paragon.

Applications are solicited for appointments to begin in
late August 1994. Send curriculum vita and the names of
three references by March 1, 1994 to:

Chair, CS&E Search Committee
Department of Computer Sciences
Purdue University
W. Lafayette, IN 47907

Purdue University is in a college town of about 25,000,
part of the Lafayette metropolitan area of about 125,000
people. The schools are excellent, commuting is easy, the
cost of living is reasonable, and there is a full range of
athletic and cultural events at the University. Salaries
are competitive and Purdue has one of the best packages of
fringe benefits of any university.

Purdue University is an Equal Opportunity/Affirmative Action Employer


From: Hans Schneider <>
Date: Mon, 8 Nov 1993 17:38:41 -0600 (CST)
Subject: LAA policy on publication of research

LAA policy on publication of research.

This announcement discusses a certain aspect of the publication policy
of LAA (which is probably similar to that of most mathematical
research journals). The central point is that LAA publishes *original
research* (plus some expository articles, book reviews etc. , which
will not be further discussed in this announcment). The obvious
consequence is that research previously published elsewhere cannot be
republished in LAA.

Our policy allows two kinds of previous appearance of this research.
First, a preprint (hardcopy or electronic) is not considered to be a
publication and therefore a paper that has been made available as a
preprint can (of course) be considered for publication in LAA. Second,
publication (in LAA or elsewhere) of an (extended) abstract or
synopsis of the research does not preclude publication of the full
paper in LAA.

This sounds simple, but occasionally misunderstandings have arisen
because there are grey areas which (in the nature of grey areas)
cannot be delineated precisely. But below we shall attempt to give
some indications on how to distinguish a publication from a preprint
and a paper from an abstract or synopsis.

1. What distinguishes a publication from preprint?

An article (or series thereof) may be considered to have been
published if any of the following hold:

a. it bears the imprint of a recognized publisher,
b. it is for sale and can be ordered through a bookstore,
c. it is being reviewed by Math Reviews.

In-house proceeding of conferences (available to participants only)
are not normally considered to be publications.

2. What distinguishes a paper from an abstract or synopsis?

This is hard. Obviously, the length of an extended abstract is at most
a few pages. Normally, the absence of proofs of essentially all
significant new results indicates the article is an abstract.

But it should be understood that, when there is doubt, the
editor-in-chief reserves the right to decide the above questions in
each individual case.


From: John J. Hench <>
Date: Tue, 9 Nov 93 13:12:20 +0100 (MET)
Subject: FTP at UTIA Available

As of the first of November 1993, technical reports from the Institute of
Information Theory and Automation of the Academy of Sciences of the Czech
Republic are available via FTP. These reports are available in full as
compressed postscript files, and should be printable on 300dpi postscript
printers. Furthermore, a separate document is available that contains the
abstracts of all of these technical reports.

To access these reports, type:


The computer will respond:

Connected to
220 visla FTP server (Version 16.2 Fri May 24 17:03:27 GMT 1991) ready.
Name (

Type after the prompt:


The computer will respond:

331 Guest login ok, send ident as password.

Use your e-mail address as your password, eg.:

The technical report series is contained in the directory /pub/reports .
In this section there is a file called README . This contains all of the
necessary information to access the technical reports.


From: Philippe Toint <>
Date: Tue, 09 Nov 93 18:03:04 +0100
Subject: Release 1.1 of CUTE is now available

CUTE (Constrained and Unconstrained Testing Environment) is a set of Fortran
subroutines, system tools and test problems in the area of nonlinear
optimization and nonlinear equations. Its purpose is to
- provide a way to explore an extensive collection of problems (over 600
different test problems today),
- provide means of comparing existing packages,
- provide a way to use a large test problem collection with new packages,
- provide a mechanism to manage and update the system efficiently, and
- do all the above on a variety of popular platforms.

NEW * The new release provides interfaces to new optimization packages. In addition
* to the existing interfaces for MINOS, OSL, UNCMIN, VF13, VE09 and VE14,
* CUTE now contains interfaces for
* - NPSOL (Gill, Murray, Saunders and Wright SQP code),
* - TENMIN (Schnabel and Chow tensor code) and
* - VA15 (Nocedal's limited memory code).
* The MINOS interface has also been improved to allow selective sizing in
* order to accommodate machines with different amounts of memory.

NEW * The new release also supports two new computer platforms. Besides
* CRAY/Unicos, DEC/ULTRIX, IBM/AIX and SUN/SunOS, CUTE is now available
* with fully automated installation procedures for DEC/OSF and DEC/VMS.

NEW * Handling of external libraries, like BLAS and the Harwell Subroutine Library,
* has been improved.
* Known bugs have also been corrected.

CUTE has been written by I. Bongartz, A.R. Conn (both at IBM, Watson Research
Center), Nick Gould (CERFACS, France) and Ph. Toint (FUNDP, Belgium). A LaTeX
manuscript detailing the package may be obtained by email from any of the
authors. It is also included in the distribution.

CUTE is written is standard ANSI Fortran 77. Single and double precision
versions are available. Machine dependencies are carefully isolated and
easily adaptable.

The package may be obtained in one of two ways. Firstly, the reader can
obtain CUTE electronically (and free of charge) via an anonymous ftp call to
the account at the Rutherford Appleton Laboratory
(Internet i.d., in the directory pub/cute), or at Facultes
Universitaires Notre-Dame de la Paix (Namur) (Internet
i.d., in the directory cute). We request that the userid is given
as the password. This will serve to identify those who have obtained a copy
via ftp.

Secondly, the package can be obtained on a floppy disk or magnetic tape at a
minimal price, intended to recoup the costs of media, packaging, preparation
and courier delivery. Potentially interested parties should contact Ph. Toint
to obtain a suitable order form.

Ingrid Bongartz
Andy Conn
Nick Gould
Philippe Toint


Date: Thu, 11 Nov 93 09:18:26 EST
Subject: SIMAX 15-1 Table of Contents

Table of Contents
SIMAX 15-1, January 1994

Scaling Matrices to Prescribed Row and Column Maxima
Uriel G. Rothblum, Hans Schneider, and Michael H. Schneider

A Completed Theory of the Unsymmetric Lanczos Process and Related
Algorithms, Part II
Martin H. Gutknecht

A Bottom-Up Inductive Proof of the Singular Value Decomposition
C.-T. Pan and Kermit Sigmon

Predicting Structure in Sparse Matrix Computations
John R. Gilbert

Circulant Preconditioned Toeplitz Least Squares Iterations
Raymond H. Chan, James G. Nagy, and Robert J. Plemmons

Inverse of Strictly Ultrametric Matrices are of Stieltjes Type
Servet Martinez, Gerard Michon, and Jaime San Martin

A Linear Algebra Proof that the Inverse of a Strictly Ultrametric
Matrix Is a Strictly Diagonally Dominant Stieltjes Matrix
Reinhard Nabben and Richard S. Varga

Generalized Displacement Structure for Block-Toeplitz, Toeplitz-
Block, and Toeplitz-Derived Matrices
T. Kailath and J. Chun

On the Controllability of Matrix Pairs (A, K) with K Positive
Semidefinite, II
David Carlson

Reduction of a Transfer Function via an Observability Matrix
Stephen Barnett

The Schur Algorithm for Matrix-Valued Meromorphic Functions
Reuven Ackner, Hanoch Lev-Ari, and Thomas Kailath

Reducibility Condition of a Class of Rational Function Matrices
Kai Sheng Lu and Jia Ning Wei

Fast Plane Rotations with Dynamic Scaling
Andrew A. Anda and Haesun Park

Positive Definiteness and Stability of Interval Matrices
Jiri Rohn

ESPRIT Direction-of-Arrival Estimation in the Presence of Spatially
Correlated Noise
Haesun Park

Finding the Best Regression Subset by Reduction in Nonfull-Rank
Alan H. Feiveson

Numerical Solution of the Eigenproblem for Banded, Symmetric
Toeplitz Matrices
Susan L. Handy and Jesse L. Barlow

A Note on Jacobi Being More Accurate Than QR
Walter F. Mascarenhas

Large Least Squares Problems Involving Kronecker Products
Donald W. Fausett and Charles T. Fulton

A Shifted Block Lanczos Algorithm for Solving Sparse Symmetric
Generalized Eigenproblems
Roger G. Grimes, John G. Lewis, and Horst D. Simon

Factoring Symmetric Indefinite Matrices on High-Performance
Mark T. Jones and Merrell L. Patrick

Computation of Stable Invariant Subspaces of Hamiltonian Matrices
R. V. Patel, Z. Lin, and P. Misra

Sparsity Patterns with High Rank Extremal Positive Semidefinite
J. William Helton, Daniel Lam, and Hugo J. Woerdeman

Norms of Hadamard Multipliers
Carl C. Cowen, Michael A. Dritschel, and Richard C. Penney

Cyclic Reduction for Special Tridiagonal Systems
S. Bondeli and W. Gander

Dynamic Condition Estimation and Rayleigh--Ritz Approximation
Ping Tak Peter Tang

On the Structure of Generalized Singular Value and QR
Bart De Moor


From: Barry Koren <>
Date: Fri, 12 Nov 1993 11:15:58 +0100
Subject: New book: Numerical Methods for Advection-Diffusion Problems, etc

New book:
Numerical Methods for Advection-Diffusion Problems,
Notes on Numerical Fluid Mechanics, Vol. 45,
(C.B. Vreugdenhil, B. Koren, eds.),
Vieweg Verlag, Braunschweig (1993),
ISSN 0179-9614, ISBN 3-528-07645-3.

# pages: 373, price: DM 138,--

The book contains a comprehensive overview of numerical methods to solve
advection-diffusion problems, occurring in many fields of flow transport
(water quality, atmospheric environment, industrial flows, etc.). All major
classes of discretization methods are discussed: finite-difference (upwind
and centered, low- and high-order, linear and nonlinear), finite-volume,
finite-element, spectral, semi-Lagrangian and fluctuation-splitting methods.
Further, two types of modern iterative methods are considered: conjugate
gradients and multigrid. The numerical methods are subjected to comparative
tests. Conclusions are drawn concerning the performance on points as accuracy,
positivity, conservation and cost. Using this information, readers have the
possibility to select a method according to their specific needs.

1. Introduction --------------------------------------------- C.B. Vreugdenhil.
2. Linear central finite-difference methods ----------------- C.B. Vreugdenhil.
3. Linear upwind biased methods ------------ J.C.H. van Eijkeren, B.J. de Haan,
G.S. Stelling, Th.L. van Stijn.
4. Some classical non-linear schemes for advection -------------- M. Pourquie'.
5. A robust upwind discretization method for advection,
diffusion and source terms --------------------------------------- B. Koren.
6. Essentially non-oscillatory (ENO) schemes ------------------ F.H. Walsteijn.
7. Spectral methods for advection-diffusion problems ------- L.J.P. Timmermans,
F.N. van de Vosse.
8. Finite element methods for advection-diffusion equations --------- A. Segal.
9. Backward semi-Lagrangian methods: an adjoint
equation method: -------------------------------------- J.C.H. van Eijkeren.
10. Forward semi-Lagrangian methods: the second moment method ----- J.M. de Kok.
11. The fluctuation splitting method ------------------------------- R. Struijs.
12. Optimal iteration methods for large linear systems of
equations: ---------------------------- G.L.G. Sleijpen, H.A. van der Vorst.
13. Introduction to multi-grid --------------------------------- R.P. Stevenson.
14. Multigrid and advection ------------------------------------- P.M. de Zeeuw.
15. Evaluation of the numerical results ------------ B. Koren, C.B. Vreugdenhil.


Date: Fri, 12 Nov 93 12:58:15 EST
Subject: 1994 SIAM Annual Meeting


1994 SIAM Annual Meeting
July 25-29, 1994
Sheraton Harbor Island East
San Diego, California

Symposium on Control Problems in Industry
July 22-23, 1994

Third SIAM Forum on Industrial and Applied Mathematics
July 23, 1994

Organizing Committee Chair: Barbara L. Keyfitz, University
of Houston

Deadline for submission of minisymposium proposals:
December 27, 1993

Deadline for submission of contributed abstracts:
January 24, 1994

A hard copy of the call for papers for the meeting is now
available. Likewise an electronic version of it. To receive
either copy, contact:

SIAM Conference Department
E-Mail Address:
Telephone: 215-382-9800
Fax: 215-386-7999

Plain TeX or LaTeX macros for submitting abstracts are also
available by contacting SIAM at the same address.


From: Dean Schulze <>
Date: Fri, 12 Nov 1993 19:11:59 -0700 (MST)
Subject: Algorithm analysis and efficiency

Stefano Foresti made some thoughtful comments on the need
for a balanced approach when solving numerical problems (NA Digest,
v93, #41, 11-7-93). I agree with his statement

" A "balanced" knowledge of all aspects of a computational
problem, and their interactions, is necessary to compute a
reliable and efficient solution. This includes physical problem,
input data, continuous model, discrete model, numerical algorithms,
finite arithmetic, architecture, language and software."

However, there is a cost associated with producing such a reliable
and efficient solution: the time required to analyze how all of these
factors affect obtaining a solution. This too must be considered when
discussing efficiency.

Foresti analyzed an example that I had given previously:

>Let's consider an example in a previous contribution:

> r=exp(exp(-1.0/cos(chi)))

>The probability that chi == pi/2, hence cos(chi) == 0 is very slim,
>because the approximate representation of pi is not = to real value of
>pi. However, it is possible to show that in simple precision variations
>up to 4% of chi around around pi/2 would all output r=1. Hence this
>computation may forgive a superficial programmer, because it generates
>stable results. Nevertheless, that expression is very expensive
>(1 division and 2 exponentials) and it is very inefficient and unwise
>to compute in an incremental loop, when the result is predictable.
>Therefore, the confident use of this formula in the range of exceptions
>may indicate more laziness then mastery.

Understanding the trade-off between computational expense and precision
is part of the numerical analyst's art. However, unless you're paying
for CPU time or have to wait for the result, the cost of this computation
is zero.

The previous analysis is incomplete because it doesn't include the
cost of the numerical analyst's time. When this consideration is included
it may turn out to be inefficient to optimize an algorithm that is only
used occaisonally.

In developing software for my research I use algorithms that are clear
and simple implementations of the underlying physics, and I don't analyze
their efficiency unless improved performance is needed. Software developed
in a research environment gets changed so often that clarity and generality
are important, but efficiency analysis can rarely be justified. In the
example above, I allow IEEE arithmetic to give me a reliable result because
the extra time involved is probably undetectable while sitting at a
workstation. While reliability is important to me, optimizing algorithms
is usually a waste of time.

Another drawback to analyzing algorithms for someone whose primary
job is something other than code development is that it distracts you
from your primary job, which often is interpreting the results (as opposed
to just obtaining the results).

Of course certain kinds of code development, such as numerical
libraries, must be as efficient and robust as possible because they are
heavily used. Without comprehensively designed, analyzed, and tested
libraries users like myself wouldn't have reliable and efficient tools,
and we would be constantly distracted from our primary jobs by exceptions.

A computational scientist should be able to do a comprehensive analysis
of the various factors that affect performance. However, in many cases it
doesn't pay to do it.

Dean Schulze


From: Nick Trefethen <>
Date: Sat, 13 Nov 93 10:44:34 -0500
Subject: Upstate Numerical Analysis Day -- Cornell University

Cornell University
Ithaca, NY
Thursday, 9 December 1993

On Thursday, 9 December, the Cornell Computer Science Department and
Cornell Theory Center will host an informal get-together for numerical
analysts. The following half-hour talks are currently scheduled:

Tom Coleman or Yuying Li, title to be announced

Toby Driscoll, "Interactive Schwarz-Christoffel mapping in Matlab"

Arieh Iserles, "Qualitative analysis of discretized ODEs"

Dirk Laurie, "Imperfect periodizing of functions for numerical
integration -- MUST all derivatives vanish?"

Saul Teukolsky, "Numerical Recipes: Physicists versus Numerical Analysts?"

Anne Trefethen, "Parallel Matlab and pipe Poiseuille pseudospectra"

Charlie Van Loan, "An eigenvalue problem from adaptive optics"

Steve Vavasis, "An accelerated interior point method based on
layered least-squares"

If you're in the area, or feel like visiting the area, please come!
Please contact me if you are likely to attend, so that we can get an
idea of numbers. For hotel reservations and other local information,
contact Cindy Robinson (, 607-255-0985).

Nick Trefethen
(607) 255-4222


End of NA Digest