Subject: NA Digest, V. 96, # 02 NA Digest Sunday, January 14, 1996 Volume 96 : Issue 02 Today's Editor: Cleve Moler The MathWorks, Inc. moler@mathworks.com Today's Topics: Harlan Mills Riccati Equation Benchmark Collection Computing Eigenvalues of Sturm-Liouvile Problems New Book on Combinatories Texas Finite Element Rodeo Correction: Special Issue on Wavelets Supercomputing Program for Undergraduate Research Computational Finance Conference Postdoc Advertisements for PARASOL Project Contents, Applications of Mathematics Contents, SIAM Optimization Submissions for NA Digest: Mail to na.digest@na-net.ornl.gov. Information about NA-NET: Mail to na.help@na-net.ornl.gov. URL for the World Wide Web: http://www.netlib.org/na-net/na_home.html ------------------------------------------------------- From: Jesse H. Poore Date: Tue, 9 Jan 96 09:21:44 EST Subject: Harlan Mills Dear Colleagues, Harlan D. Mills died at his residence in Vero Beach, FL on January 8, 1996. Dr. Mills was born May 14, 1919 in Liberty Center, Iowa and moved to Florida from Maryland nine years ago. Dr. Mills was Professor of Computer Science at the Florida Institute of Technology and founding Chairman of Software Engineering Technology, Inc. of Vero Beach, FL and Knoxville, TN. He was a member of the Trinity Episcopal Church, John's Island Club, and Vero Beach Center for the Arts. Surviving are his wife, Luella C. Mills, and two brothers Eldon Mills of Orlando, FL and Orval Mills of Sun Lakes, AZ. A memorial service will be held at noon on Thursday January 11 at Trinity Episcopal Church, Vero Beach. The family suggests that in lieu of flowers, donations be made in memory of Harlan to the Harlan D. Mills Scholarship Fund, University of Tennessee, Knoxville, TN 37996; VNA Hospice, 1111 36th St., Vero Beach, FL 32960; or the Vero Beach Choral Society, P.O. Box 2801, Vero Beach, FL 32961. The following paragraphs are a brief summary of Harlan's distinguished career and productive life. It was my privilege to work with Harlan during the last decade of his life; he was a joy to work with. The clarity and simplicity of his approach to problem solving will be an enduring lesson. Harlan will be missed by many friends in many circles beyond those known to me. Please feel free to send this message on to others. Jesse H. Poore January 8, 1996 Dr. Harlan D. Mills' contributions to computer science have had a profound and enduring effect on theory, education, and industrial practice, and his service to the profession and the nation have magnified the impact of his contributions manyfold. Since earning his Ph.D. in Mathematics at Iowa State in 1952, Dr. Mills has led a distinguished career. Highlights of his many contributions follow. Contributions to Theory Dr. Mills' explication of the mathematical foundations of software have had a signal influence on the discipline. His understanding that a program is a mathematical function enabled the application of a host of function- theoretic principles to software development and verification. His view of software testing as a statistical experiment enabled a scientific approach to software evaluation and certification. He contributed his ideas to the profession in six books and over fifty refereed articles in technical journals. - His function-theoretic approach to program verification was presented in "Structured Programming: Theory and Practice" (1979), co-authored by Linger and Witt. - A collection of his seminal papers on chief programmer teams, top-down design, structured programming, program correctness, and other fundamental ideas in software engineering was published in "Software Productivity" (1983) - His reduction of the mathematics of specification and design to to practice was published in "Principles of Information Systems Analysis and Design" (1986), co-authored by Linger and Hevner. Contributions to Education Dr. Mills has served on the faculties of Iowa State, Princeton, New York and Johns Hopkins Universities, the Universities of Maryland and Florida, and Florida Institute of Technology. - At Johns Hopkins and Maryland, he initiated one of the first American university courses in structured programming. - At Maryland, he developed a new two-semester freshman introduction to computer science and textbook "Principles of Computer Programming: A Mathematical Approach," with co-authors Basili, Gannon, and Hamlet. - At FIT, he developed a new freshman and sophomore curriculum for software engineering using Ada as the underlying language with colleagues Engle and Newman. Contributions to Industry Dr. Mills was an IBM Fellow and Member of the Corporate Technical Committee at the IBM Corporation, a Technical Staff Member at GE and RCA, and President of Mathematica and Software Engineering Technology. - At GE, he developed a three-month curriculum in management science attended by hundreds of GE executives. - At IBM, he was the primary architect of the IBM Software Engineering Institute where thousands of IBM software personnel were trained in the mathematical foundations of software. He later embodied the mathematical and statistical principles for software in the Cleanroom software engineering process. - As founder of Software Engineering Technology, he created an enterprise for Cleanroom technology transfer. Service to the Nation Dr. Mills has had an abiding interest in fostering sound software engineering practices through federal programs. - During the formative period of the DoD DARPA STARS Program in the 1980s, he provided fundamental concepts for development of high quality software at high productivity. - In 1986, he served as Chairman of the Computer Science Panel for the U.S. Air Force Scientific Advisory Board. - During 1974-77, he was Chairman of the NSF Computer Science Research Panel on Software Methodology. Service to the Profession Dr. Mills has been a program committee member and invited speaker for many professional conferences, and a referee for many mathematics and computer science journals. - From 1980-83, he was Governor of the IEEE Computer Society. - In 1981, he was the Chairman for IEEE Fall CompCon. - During 1975-81, he served as Editor for IEEE Transactions on Software Engineering. - In 1977, he was the U.S. Representative for Software at the IFIP Congress. - In 1975, he was the Chairman of the First National Conference on Software Engineering. ------------------------------ From: Peter Benner Date: Sun, 07 Jan 1996 18:45:22 MEZ Subject: Riccati Equation Benchmark Collection FIRST VERSION OF CAREX AVAILABLE CAREX is a collection of benchmark examples for the numerical solution of continuous-time algebraic Riccati equations (CARE) of the form T 0 = Q + A X + X A - X G X where A, G, Q, X are n-by-n matrices and X is the desired solution matrix. The symmetric matrices G and Q can be given in factored form as they often occur in control theory, i.e., T T -1 Q = C Q0 C, G = B R B . This collection may serve for testing purposes in the construction of new numerical methods, but may also be used as a reference set for the comparison of methods. The examples can be generated via a Fortran 77 subroutine or a MATLAB function. A postscript version of a preprint describing the benchmark collection as well as the software is available by anonymous FTP at ftp.tu-chemnitz.de from the directory /pub/Local/mathematik/Benner The (compressed) files are blm1.ps.Z carex_f.tar.Z carex_m.tar.Z Here, blm1.ps.Z is a compressed postscript version of the abovementioned preprint and the tar files carex_f.tar, carex_m.tar, respectively, contain directories with the subroutines, functions, and data files necessary to generate the benchmark examples. Both directories also contain introductory README files. The MATLAB codes are also available via anonymous ftp from the MathWorks ftp site (ftp.mathworks.com). The M-files, data files, and the README file are located in pub/contrib/control/carex The Fortran 77 codes are available via anonymous ftp from Netlib (e.g., netlib.att.com, elib.zib-berlin.de). The file carex_f.tar.gz can be found in the directory netlib/control Since this is an on-going project, we will greatly appreciate further contributions of examples concerning the abovementioned CARE as well as discrete-time and generalized AREs. Authors: P. Benner, A.J. Laub, V. Mehrmann If you have any comments, suggestions, or if further information is required, please send an e-mail message to benner@mathematik.tu-chemnitz.de Peter Benner Tel.: (+49) (0) 371-531-3955 Fakultaet fuer Mathematik Fax: (+49) (0) 371-531-2657 TU Chemnitz-Zwickau 09107 Chemnitz, Germany ------------------------------ From: Julio G. Dix Date: Thu, 11 Jan 1996 13:00:44 -0600 Subject: Computing Eigenvalues of Sturm-Liouvile Problems Fortran code for Computing Eigenvalues of Sturm-Liouvile Problems The Electronic Journal of Differential Equations has published a Fortran implementation to the main algorithm in the article H.I. Dwyer, A. Zettl, Computing Eigenvalues of regular Sturm-Liouville Problems, Eletrc. J. Diff. Eqns. Vol. 1994(1194) No. 6, pp. 1-10. Theoretical aspects of the algorithm are shown in the above article, and in H.I. Dwyer, A. Zettl, Eigenvalue Computations for Regular Matrix Sturm- Liouville Problems, Eletrc. J. Diff. Eqns. Vol. 1995(1195) No. 5, pp. 1-13. The fortran code is under the name Dwyer.fort in the directory EJDE/Volumes/1995/05-Dwyer-Zettl/ at our World Wide Web sites. You are welcome pay us a visit. USA servers WWW: http://ejde.math.swt.edu gopher, telnet (login ejde), or ftp (login ftp): ejde.math.swt.edu (147.26.103.110) WWW: ftp://ftp.unt.edu/EJDE/WWW/Welcome.html gopher, telnet (login ejde), or ftp (login ftp): ejde.math.unt.edu (129.120.1.42) EUROPEAN servers WWW: ftp://ftp.zcu.cz/pub/mirrors/EJDE/Welcome.html ftp access: ftp.zcu.cz/pub/mirrors/EJDE WWW: http://www.ma.hw.ac.uk/EJDE/Welcome.html ftp access: ftp.ma.hw.ac.uk/pub/EJDE WWW: http://www.emis.de/journals/EJDE/Welcome.html WWW: http://alf1.cc.fc.pt/emis/journals/EJDE/Welcome.html WWW: http://cirm.univ-mrs.fr/emis/journals/EJDE/Welcome.html WWW: http://www.maths.soton.ac.uk/emis/journals/EJDE/Welcome.html All comments and suggestions about the EJDE are welcome. Please send them to editor@ejde.math.swt.edu Free subscriptions to abstracts of new articles can be requested by sending an e-mail message to subs@ejde.math.swt.edu ------------------------------ From: Russ Merris Date: Thu, 11 Jan 1996 10:00:29 PSD8PDT Subject: New Book on Combinatories Russ Merris, Combinatorics, PWS Publ. Co., Boston, 1996, 367+x pages, ISBN 0-534-95154-6 The book is intended to be used as a text for a course in combinatorics at the junior level. The author's goal has been to provide a tool of sufficient flexibility to be useful in a wide variety of approaches to the subject. Following the basic foundation in Chapters 1 & 2, the instructor is free to pick and choose the most appropriate topics from the remaining four chapters, each of which is independent of the other three. The material in Chapter 3, Polya's Theory of Enumeration, is typically found closer to the end of comparable books, perhaps reflecting the notion that it is the _last_ thing that should be taught in a junior level course. The author has endeavored both to make Polya's theory more accessible and make it possible for the topic to be addressed right after Chapter 2. It's placement in the middle of the book is intended to signal that it _can_ be fitted in there, not that it must be. Contents 1. The Mathematics of Choice 2. The Combinatorics of Finite Functions 3. Polya's Theory of Enumeration 4. Generating Functions 5. Enumeration in Graphs 6. Designs and Codes Requests for the text can be sent to info@pws.com or (in the United States) placed through the PWS Faculty Support Division at 800-423-0563. ------------------------------ From: Andrew Ilin Date: Mon, 08 Jan 1996 11:43:02 -0600 (CST) Subject: Texas Finite Element Rodeo The Texas Finite Element Rodeo will be held March 1-2, 1996 at the University of Houston. Information about the meeting is available at http://sina.hpc.uh.edu/rodeo.html We plan to gather on Friday about 10:00 am and start our work in an informal manner using the well-known "circus" format. (In the beginning we shall ask who is willing to speak and according to the number of the speakers we shall arrange the schedule and the length of the talks.) Based on past experience, we expect to be finished by Saturday noon. Andrew Ilin ilin@uh.edu ------------------------------ From: Mei Kobayashi Date: Wed, 10 Jan 96 13:39:25 JST Subject: Correction: Special Issue on Wavelets Special issue of the Japanese transactions of the IEICE (A) (The Engineering Science Society), to be published Dec. 1996 Topic: Wavelets: theory and applications Submissions due: April 20, 1996 Recommended length: 6-8 pages (when published) Languages: Japanese Author(s) should submit paper in Japanese, and please clearly indicate ^^^^^^^^ "wavelets issue in Japanese transaction (A)" on your submission form. An English paper should be submitted to English transaction of IEICE as a normal paper. Manuscripts should be sent to: Publishing office, IEICE JC Bldg. 3-6-22, Shiba-kouen, Minato-ku, Tokyo 105, JAPAN Inquiries: Mutsumi Ohta, NEC Corp. 4-1-1 Miyazaki, Miyamae-ku, Kawasaki, Kanagawa 213 Japan (within Japan) tel: 044-856-2264 fax: 044-856-2232 (from overseas) tel: +81-44-856-2264 fax: +81-44-856-2232 Further info. and a guide is available at http://www.ieice.or.jp/ ------------------------------ From: Jeanne C. Butler Date: Wed, 10 Jan 1996 07:11:50 -0500 Subject: Supercomputing Program for Undergraduate Research REGISTRATION DEADLINE: FEBRUARY 28, 1996 SUPERCOMPUTING PROGRAM FOR UNDERGRADUATE RESEARCH 1996 (SPUR ) June 2 - August 3, 1996 ABOUT SPUR This program offers undergraduate students the opportunity to pursue a computational science research project while developing skills in the use of high performance computing technologies. Students apply to work on a specific research project under the guidance of a faculty or staff member at Cornell University. The proposed projects explore current research problems in areas such as acoustics, chemistry, social dynamics, earthquake modeling, pollution remediation, and fractals. Several of the projects include a strong visualization component. Successful applicants will attend a nine-week training and research program at Cornell University and will pursue the research projects using the high performance computing resources of the Cornell Theory Center. Students will receive a $2,000 stipend, travel allowance, room (shared dorm room), and partial board (dinner allowance at campus dining facilities). ELIGIBILITY REQUIREMENTS Applicants must be undergraduate students (graduating not before December 1996) who are U.S. citizens or permanent residents. Students must have relevant coursework for their research areas, as well as coursework or programming experience in FORTRAN or C. Students who participated in previous SPURs are not eligible in 1996. Women, minorities, and persons with disabilities are strongly encouraged to apply. Students from four-year colleges with limited research facilities are also encouraged to apply. TO APPLY Applicants must submit a completed application form, two letters of recommendation, and college transcript(s). Applications must be received by February 28, 1996. Students will be notified of their acceptance no later than March 22. For more information or an application form (email or hard copy), contact: Jeanne Butler, Conference Assistant Cornell Theory Center 427 Rhodes Hall Ithaca, NY 14853-380 Email: spur@tc.cornell.edu Telephone: 607/254-8813 Fax: 607/254-8888 Information and application also available via the World Wide Web at http://www.tc.cornell.edu/Edu/SPUR It is anticipated that this program will be sponsored by the National Science Foundation; the program is dependent upon approval of funding through the Researach Experiences for Undergraduates Program. ------------------------------ From: Domingo Tavella Date: Thu, 11 Jan 96 17:00:37 PST Subject: Computational Finance Conference CALL FOR PAPERS First Annual Computational Finance Conference August 23, 1996 Stanford Graduate School of Business Stanford University Palo Alto, CA The International Association of Financial Engineers invites academics and practicioners to participate in its First Annual Conference on Computational Finance at Stanford University, on August 23, 1996. This one-day meeting will emphasize practical, state-of-the-art applications of computational technology to solve financial problems. Papers are invited in the following areas: - Stochastic differential equations in finance - Financial applications of partial differential equations and numerical methods - Simulation technology in finance - Parallelism and distributed computing in financial applications - Other areas of interest in computational finance Please submit a two-page abstract by March 1, 1996. Authors will be notified of review decisions by March 31, 1996. Authors must submit complete papers by June 30, 1996. CONFERENCE CO-CHAIRS: Darrell Duffie, Stanford University Domingo Tavella, Integral Development Corporation PROGRAM COMMITEE: Peter Glynn, Stanford University (Operations Research Dep.) Gene Golub, Stanford University (Computer Sciences Dep.) Terry Marsh, UC Berkeley (Haas Business School) George Papanicolau, Stanford University (Mathematics Dep.) Send abstracts to: Prof. Darrell Duffie Graduate School of Business Stanford University Stanford, CA 94305-5015 For registration materials and more information, please contact: Domingo Tavella Integral Development Corporation Tel: (415)462-2145 FAX: (415)462-2131 e-mail: tavella@integral.com ------------------------------ From: Iain Duff Date: Sat, 13 Jan 96 10:11:15 GMT Subject: Postdoc Advertisements for PARASOL Project PARASOL Project I broadcast two announcements in the Christmas issue of the nadigest (95:51) for postdoc positions at CERFACS and RAL to support this EU LTR Project on developing new parallel algorithms for the solution of sparse systems of equations. CERFACS and RAL are in charge of the direct solution module. I would like to emphasisize that these are two distinct posts (although cooperating closely) and that it is in order for someone to apply for both (although then we can choose which, if either, to offer). People applying to RAL should contact: Dr Jennifer Scott Rutherford Appleton laboratory Chilton, Didcot OXON OX11 0QX England Fax: +44-1235-446626 sct@letterbox.rl.ac.uk and people applying to CERFACS should contact: Dr Chiara Puglisi Parallel Algorithms Project CERFACS 42 Ave G Coriolis 31057 Toulouse Cedex France Fax: +33-61-19-30-00 Chiara.Puglisi@cerfacs.fr There are no nationality restrictions but interested parties should note the deadline for applications is JANUARY 31st 1996 [omitted in earlier broadcast]. Iain Duff RAL/CERFACS ------------------------------ From: Petr Prikryl Date: Tue, 09 Jan 96 13:29:56 MET Subject: Contents, Applications of Mathematics Applications of Mathematics Volume 41, Number 1 CONTENTS On the solvability of some multipoint boundary value problems C. P. Gupta, S. K. Ntouyas, and P. C. Tsamatos Combining the preconditioned conjugate gradient method and a matrix iterative method Jan Zitko Seasonal time series with missing observations Tomas Ratinger Reissner-Mindlin model for plates of variable thickness. Solution by mixed-interpolated elements Ivan Hlavacek ------------------------------ From: SIAM Date: Wed, 10 Jan 96 12:55:54 EST Subject: Contents, SIAM Optimization SIAM Journal on Optimization FEBRUARY 1996, Volume 6, Number 1 CONTENTS A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP R. D. C. Monteiro and S. J. Wright An Infeasible Interior-Point Predictor-Corrector Algorithm for Linear Programming Florian A. Potra On Long Step Path Following and SUMT for Linear and Quadratic Programming Kurt M. Anstreicher The Mehrotra Predictor-Corrector Interior-Point Method as a Perturbed Composite Newton Method R. Tapia, Y. Zhang, M. Saltzman, and A. Weiser On the Relationship Between the Curvature Integral and the Complexity of Path-Following Methods in Linear Programming Gongyun Zhao An Efficient Newton Barrier Method for Minimizing a Sum of Euclidean Norms Knud D. Andersen Augmented Lagrangian-SQP-Methods in Hilbert Spaces and Application to Control in the Coefficients Problems Kazufumi Ito and Karl Kunisch An Infinite-Dimensional Convergence Theory for Reduced SQP Methods in Hilbert Space F.-S. Kupfer Convex Analysis on the Hermitian Matrices A. S. Lewis Classical Optimality Conditions Under Weaker Assumptions Simon Di Dini Derivatives of the Marginal Function of a Non-Lipschitzian Program D. E. Ward A Generalized Convexity and Variational Inequality for Quasi-Convex Minimization Phan Thien Thach and Masakazu Kojima Restricted Step and Levenberg-Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization Krzysztof C. Kiwiel On the Complexity of the Production-Transportation Problem Dorit S. Hochbaum and Sung-Pil Hong ------------------------------ End of NA Digest ************************** -------