From na-net@patience.stanford.edu Sun Jan 7 14:00:40 1990 Received: from crfsun.EPM.ORNL.GOV by cs.utk.edu with SMTP (5.61++/2.3-UTK) id AA23982; Sun, 7 Jan 90 14:00:21 -0500 Received: from msr.epm.ornl.gov by crfsun.EPM.ORNL.GOV (4.1/1.34) id AA13151; Sun, 7 Jan 90 13:59:44 EST Received: from beauty.Stanford.EDU by msr.epm.ornl.gov (5.61/1.34) id AA03626; Sun, 7 Jan 90 13:56:17 -0500 Received: from patience.stanford.edu by beauty.stanford.edu (4.0/inc-1.5) id AA11353; Sun, 7 Jan 90 10:48:42 PST Received: from bravery.stanford.edu by patience.stanford.edu (4.0/inc-1.5) id AA18256; Sun, 7 Jan 90 08:44:33 PST Received: by bravery.stanford.edu (4.0/inc-1.5) id AA01594; Sun, 7 Jan 90 08:49:35 PST Date: Sun, 7 Jan 90 08:49:35 PST From: na-net@patience.stanford.edu Message-Id: <9001071649.AA01594@bravery.stanford.edu> Return-Path: Subject: NA-NET distribution message Maint-Path: maintainer@na-net.stanford.edu To: na-net@patience.stanford.edu Reply-To: na-net@patience.stanford.edu Comment: requests, comments or problems to nanet@na-net.stanford.edu Comment: submissions to na@na-net.stanford.edu Status: R NA Digest Sunday, January 7, 1990 Volume 90 : Issue 01 Today's Editor: Cleve Moler Today's Topics: Code Requested for Matrix Factorizations Public Domain QP solvers Needed Rational Approximation Info Wanted Object-Oriented Programming for Numerical Applications Generating Eigenvalues in a Particular Order Change of Address for Stavros A. Zenios Conference on Hyperbolic Problems IMSL User Group Conferences ------------------------------------------------------- From: John Conroy Date: 28 Dec 89 21:56:09 GMT Subject: Code Requested for Matrix Factorizations Does anyone have code (Fortran or C) to compute: 1. the C-S decompostion of an orthogonal matrix 2. the solution of a hermitian, positive definite Toeplitz system. I checked netlib and the best I found for 2 is a program to solve the general complex Toeplitz case. In addition, I could not find any entries in netlib to perform the C-S decomposition. ------------------------------ From: Arvind Srinivasan Date: 31 Dec 89 00:38:16 GMT Subject: Public Domain QP solvers Needed Does anyone know of public domain Quadratic Programming packages which are available through anonymous ftp or for a nominal fee? I am interested in solving large-scale sparse problems. Thanks for any info, Arvind Srinivasan. University of California, Berkeley e-mail: sarvind@somewhere.Berkeley.EDU BITNET: sarvind@ucbjanus.BITNET Phone : 1+415-642-4325 ------------------------------ Date: 1 Jan 90 22:37:20 GMT From: Wm Randolph Franklin Subject: Rational Approximation Info Wanted I am interested in approximating a smooth function with these properties. - The function has at most 2 extrema in the interval of interest. - It is differentiable several times. - It is an actual function, although w/o an explicit representation. - The function involves inverting a parametric function, and substituting into another explicit function. - I want to interpolate it at 1000 equally spaced points, and - need the answers to only 0.001 accuracy or worse. - The function may have complex poles near the interval. - The application, FYI, involves functions of normals to parametric bicubic surfaces. I would like to find a rational approximation to the function. I would really like is a cookbook for rational approximations saying how to find them and when they are valid. Is there any such thing? If not, are there recent papers at least? Thanks. Wm. Randolph Franklin Rensselaer Polytechnic Institute, Troy NY Internet: wrf@ecse.rpi.edu (or @cs.rpi.edu) Bitnet: Wrfrankl@Rpitsmts Telephone: (518) 276-6077; Telex: 6716050 RPI TROU; Fax: (518) 276-6261 Paper: ECSE Dept., 6026 JEC, Rensselaer Polytechnic Inst, Troy NY, 12180 ------------------------------ From: Brian Smith Date: Thu, 4 Jan 90 13:57:51 -0700 Subject: Object-Oriented Programming for Numerical Applications George Luger from our UNM CS department asked me if I knew of any papers on the use of object-oriented programming techniques applied to numerical software. I cannot recall any but I thought that possibly a request over na-net for George might provide him with the information. Do you know of papers or technical reports describing the use of object-oriented programming techniques in numerical applications? Please send responses to luger@unmvax.cs.unm.edu Thanks. Brian Smith CS Dept. Univ. of New Mexico ------------------------------ From: Farid Alizadeh Date: 6 Jan 90 04:28:37 GMT Subject: Generating Eigenvalues in a Particular Order A few months ago I posted a question in na.net regarding the generation of eigenvalues of a real, symmetric matrix with some of the entries variables, in such a way that the eigenvalues generated are smooth functions of variable entries in the matrix. I received numerous responses and a couple of papers. But none of them answered the problem satisfactorily. Here is where the problem actually arose: Let A(x) be a real symmetric mxm matrix and vector x the list of variables in the matrix. Consider the following optimization problem: minimize f(x) + z subject to l_i(x) - z >0 for i=1,...,m where x is in R^n, l_i(x) is the i'th eigenvalue of A(x), z is a variable and f(x) is some function which is at least doubly differentiable. Suppose now we want to use any of the well-known methods such as Lagrangian methods or gradient projection method to solve this problem. The trouble is that the success of such methods depends on differentiability of constraints, in this case functions l_i(x). Now, we know how to generate eigenvalues, but we do not know how to reorder them so that from a point x_k to a point x_k+1 the function l_i varies smoothly. Thus we need to reorder the eigenvalues generated so that each l_i corresponds to a smooth function. I still do not know how to generate the eigenvalues smoothly, however in this particular problem I sidestep the trouble by two different methods. The first method is to forget about Lagrangian or gradient projection algorithms and resort to barrier methood. In that case the order will be unimportant because the barrier function f(x) + z - r*[(l_1(x) - z )^(-1) + ... + (l_n(x) - z)^(-1)] (or any other barrier function) lumps the constraints together and makes their order irrelevant. (Penalty methods will also work for the same reason.) However, barrier methods are known to be slow and result in ill-conditioned problems near the solution. This brings us to another alternative, that is, to replaceing the constraints by an equivalent set of constraints. Note that the constraints l_i(x) - z > 0 for i=1,...,m are equivalent to saying that the matrix A(x) - z*I is positive semi-definite and therefore, its leading principal minors are non-negative. So, I replace the original problem with: minimize f(x) + z s.t. det_i [A(x) - z*I] > 0 for i=1,...,m where det_i(A) is the determinant of the leading ixi principal submatrix of A. In this problem the constraints and their derivatives are easily computable. So we may use any of the well-known optimization techniques. I hope this will be of some use to people who requested for responses to the problem I had posted. I would appreciate any other ideas, and I still would like to know how to rearrange eigenvalues so that the i'th element in the list varies smoothly as the variables in the matrix A(x) change. Farid Alizadeh Computer Science Dept. University of Minnesota Mineapolis, Mn, 55455 ------------------------------ From: Stavros A. Zenios Date: Sat, 6 Jan 90 13:01 EDT Subject: Change of Address for Stavros A. Zenios For the period January 1 - August 31, 1990 I will be visiting the OR Center at the Sloan School, MIT and Thinking Machines Corporation. Please note the change of address: Stavros A. Zenios Thinking Machines Corporation 245 First Street Cambridge, MA 02142--1214 Telephone nos. MIT: (617) 253--3622 TMC: (617) 876--1111, ext. 2448 e-mail: Mail sent trough NAnet or directly to zenios@wharton.upenn.edu will reach me. ------------------------------ From: Bertil Gustafsson Date: Thu, 28 Dec 89 15:04 MET Subject: Conference on Hyperbolic Problems THIRD INTERNATIONAL CONFERENCE ON HYPERBOLIC PROBLEMS UPPSALA, SWEDEN June 11-15, 1990 Second announcement and call for papers The objective of the conference is to bring together researchers with interest in the theoretical, applied and computational aspects of hyperbolic partial differential equations. Theory of hyperbolic partial differential equations and in particular nonlinear problems will be discussed. Analysis and applications of numerical methods will be an important part of the conference. Application to different fields such as aerodynamics, meteorology, oceanography, elastic and electromagnetic wave propagation and combustion will be considered. This is the third in a series of conferences on hyperbolic problems. The first was held in St. Etienne, France in 1986, the second in Aachen, Federal Republic of Germany in 1988 and the fourth will take place in Italy 1992. Professor Heinz-Otto Kreiss will be 60 years old during 1990. The significance of his contributions to all research areas in hyperbolic problems is well known. In 1965 he became the first professor in Numerical Analysis at Uppsala University; this was the first chair in the newly formed Department of Scientific Computing. It is therefore natural to dedicate this conference to Professor Kreiss. ORGANISATION: Department of Scientific Computing, Uppsala University ORGANIZING COMMITTEE: Bjorn Engquist, Bertil Gustafsson CONFERENCE SECRETARY: Lena Jutestahl REGISTRATION: The registration fee 900 SEK can be paid by check issued to "Department of Scientific Cmputing". The fee is 1200 SEK if paid after May 1, 1990. CALL FOR PAPERS: Abstracts for presentations at the conference are invited. The abstract should be at least one full page and at most three pages. The presentation is expected to be 20 minutes. The deadline for the abstracts is February 1, 1990. Notification of acceptance will be given by March 31. Copies of all accepted abstracts will be distributed at the conference. PROCEEDINGS: Conference proceedings will be published. Instructions for the form of the submitted papers will be sent to the speakers. The papers are due August 31, 1990. LOCATION: The conference will be held in the Main University Building in the center of Uppsala. The city is located 70 km:s north of Stockholm with easy access to the Stockholm Airport. Uppsala has old historical traditions dating back to the Viking time. The university was founded 1477 and is among the oldest in Europe. ACCOMODATION: A block of hotel rooms has been reserved at discount prices for the conference participants. The price range is 500-800 SEK per day in single room. Double rooms are also available. If you want to ___ attend the conference ___ present a paper ___ reserve a hotel room please write to Lena Jutestahl Dept of Scientific Computing Uppsala University Sturegatan 4B S-75223 Uppsala Sweden Fax: 018-123049; Int: +46 18123049 E-mail: "LENA at TDB.UU.SE" ------------------------------ From: Tracy Seguin Date: 5 Jan 90 18:30:55 GMT Subject: IMSL User Group Conferences IMSL USER GROUP/NORTH AMERICA CONFERENCE May 9-11, 1990 Monterey, California IMSL USER GROUP/EUROPE CONFERENCE March 26-28, 1990 Bologna, Italy The theme of this year's conferences is "Applications of Mathematical/Statistical Libraries and Problem-Solving Systems". The IMSL User Group Europe is a not-for-profit organization, offering a forum where professionals can exchange ideas on applications and methodologies of mathematical and statistical software. The user group is composed of a diverse group of professionals, such as data center managers, technical support analysts, programmers, software developers, scientists, engineers, and educators, all with a common interest in the evolution, development, and practical application of mathematical and statistical software. A new feature at this year's conference will be a series of tutorials covering topics concerning IMSL product installation, advanced applications, and services. IMSL will provide these tutorials at no charge to attendees of the conference. Take advantage of this unique opportunity to expand your knowledge of IMSL software and increase your personal productivity. To submit a paper or for further information on attending a conference, please contact: IMSL User Group North America Dennis Mar Naval Post Graduate School 1332 Lincoln Avenue Pacific Grove, CA 93950 e-mail:uunet!navpgs.bitnet!2001p telephone: (408) 646-2672 IMSL User Group Europe Dr. Marco Vaccari ENEA Department TIB/CALC/DATINU Viale Ercolani, 8 I-40138 Bologna Italy email uunet!iboenea.bitnet!birac1 tel 39 51 498314/498173/498111 facsimile 39 51 498359/498151 telex 511578 ENEABO I IMSL User Group Liaison Laurie Potratz P.O. Box 4605 Houston, Texas 77210-4605 e-mail: uunet!imsl!lpotratz telephone: (713) 782-6060 facsimile: (713) 782-6069 ------------------------------ End of NA Digest ************************** -------