HDTenEightyP/NetNews huggingface dataset:
From: stephen@mont.cs.missouri.edu (Stephen Montgomery-Smith)
Subject: Re: A more virus resistant architecture
Keywords: computer,virus,Babbage,analytic engine
Organization: University of Missouri
Date:  6 Oct 92 15:42:16 GMT

In <BvpCsK.F8B@mentor.cc.purdue.edu> hrubin@pop.stat.purdue.edu (Herman Rubin) writes:
>In article <2024@coyote.UUCP> aspnes@molokini.almaden.ibm.com (J. Aspnes) writes:
>>In article <BvMJAo.24F@world.std.com>, rjk@world.std.com (robert j
>>kolker) writes:

>>|> The question is this: Is a computer whose program space is totally
>>|> disjoint from the the data space less likely to be buggered by viruses
>>|> than a  Von Neuman Machine, where the data and the program are kept in the
>>|> same store.

>>Yes.  Unfortunately, it's also less likely to be infected by compilers.

>This is only the case if there is too much simplification.  If a computer
>can go backward in its code, then any computer can be emulated on any
>other by using a single fixed program depending only on the machine on
>which the emulation is done, given enough memory.  It might not be very
>efficient, but it only corresponds to a linear factor.

But then the computer program is in effect the CPU.  The program is now
the data that has been given to the computer emulator, and we are back
where we started.

Stephen

Newsgroups: sci.math
From: bs@fatima.mitre.org (Robert D. Silverman)
Subject: Re: HELP! I got a contradiction!
Organization: Research Computer Facility, MITRE Corporation, Bedford, MA
Date: Sat, 26 Sep 1992 23:13:46 GMT

In article <cannon.21.717524597@scs.unt.edu> cannon@scs.unt.edu (Dustin Cannon (Lab 3460)) writes:
>
>First off, bear with me.  I'm only a senior math major.
>OK, heres the deal.
>
>	e^ix  = cos(x) + isin(x)
>	e^-ix = cos(x) - isin(x)
>
>	Let x = 
>
>	e^i  = -1
>	e^-i = -1
 
rest deleted.......
 
Please don't take what I am about to say as a flame or insult. It is
not intended as such. Rather it is outrage at an educational *system*
that can allow one to become a senior math major while still holding
the misconception that is implied by your post.

Your argument consists essentially that if one has a function f(x)
[in this case exp(ix)] for real x, and that if f(a) = f(b), then
a = b.

How can one get to be a senior math major and still believe that
f(a) = f(b) implies a = b????  This is something that should have been
learned in high school.
 
In your case, you may know that f(a) = f(b) does not imply a=b for
functions in general, but be confused about the exponential function,
or for functions of a complex variable. I do not know.


I am expressing outrage not at you, but because I see too many 
fresh college graduates with degrees in math [while interviewing them
for jobs] who have some totally screwed up notions about mathematics.
I have interviewed some math B.A.'s who did not know the difference
between a field and a ring and who were totally lacking in understanding
of many fundamentals.

How do people get degrees while still lacking understanding in (some)
basic fundamentals?

U.S. high schools and colleges seem to be grossly watering down their
mathematics courses.

--
Bob Silverman
These are my opinions and not MITRE's.
Mitre Corporation, Bedford, MA 01730
"You can lead a horse's ass to knowledge, but you can't make him think"
Newsgroups: sci.math
From: frank@Cookie.secapl.com (Frank Adams)
Subject: Re: Closed form solution for Sum[ 1/x , {x,1,n} ] ?
Date: Mon, 05 Oct 1992 19:43:43 GMT
Organization: Security APL, Inc.

In article <1992Oct2.191605.9725@linus.mitre.org> bs@mendel.mitre.org (Robert D. Silverman) writes:
>In article <5357@balrog.ctron.com> wilson@ctron.com (David Wilson) writes:
>:
>:      If there is a closed form not involving a sum, I would be very
>:	surprised.
>:
>Surprise!
>
>sum(1/x, {x,1,n}) = integral from 0 to 1 of  (1- (1-t)^n)/t  dt.
>
>Is an expression as an integral from zero to 1 sufficiently 'closed form'?

No.  Integrals are no better than sums; arguably, they *are* sums.
From: cxm7@po.CWRU.Edu (Colin Mclarty)
Newsgroups: sci.math
Subject: Re: Another Cute Math Joke  (explanation of)
Date: 1 Oct 1992 21:35:11 GMT
Organization: Case Western Reserve University, Cleveland, OH (USA)
Reply-To: cxm7@po.CWRU.Edu (Colin Mclarty)
NNTP-Posting-Host: slc12.ins.cwru.edu


In a previous article, gm115@amtp.cam.ac.uk (Gabor Megyesi) says:

>You are just taking the cross product of two vectors called elephant and
>grape. 
>
>Gabor
>
	The problem is that the expression given, 
             
                |elephant||grape|sin(theta)

is not a vector.  If it said cos instead of sin it would be the inner
product.  As it stands it is the norm of the cross product.  It
confused me for a while, but maybe that's just easy to do.
From: wilson@ctron.com (David Wilson)
Newsgroups: sci.math
Subject: Re: Closed form solution for Sum[ 1/x , {x,1,n} ] ?
Date: 2 Oct 92 16:18:44 GMT
To: sklar@picasso.ocis.temple.edu (Dave Sklar)


>	This is kind of cheesy, but Sum(1/x,{x,1,n}) does equal ln n -
> Euler's Gamma Constant, which is approx. 0.577+

	ln n - gamma is an asymptotic expression for the required sum
	(never precisely equal, but arbitrarily close for sufficient n).
	If there is a closed form not involving a sum, I would be very
	surprised.

David W. Wilson (wilson@web.ctron.com)

Disclaimer: "Truth is just truth...You can't have opinions about truth."
- Peter Schikele, introduction to P.D.Q. Bach's oratorio "The Seasonings."
Newsgroups: sci.math
From: hrubin@pop.stat.purdue.edu (Herman Rubin)
Subject: Re: large deviations of sums of correlated variables
Keywords: large deviations, correlation
Organization: Purdue University Statistics Department
Date: Sun, 4 Oct 1992 13:55:47 GMT

In article <6083@arccs1.fed.FRB.GOV> m1dxm00@fed.frb.gov (Douglas X. McManus) writes:
>Can anyone direct me to some results on large deviations of correlated random variables.  I have a rather specific application that has the following form:

It is not easy.

>let X be multivariate normally distributed with (1) the correlation between any two elements a fixed constant, and (2) the means and variances each element of X are also constants.

Is the problem what I read?  Some observations on the setup:

In this case, the Xi can be considered as Mi + si*Ni + si*W, where Mi is
the mean, si is the standard deviation, Ni are independent normal random
variables with a fixed variance, and W is a normal random variable with 
a fixed variance which is the same for all i.  This is quite different 
from the usual situation.

>Define Yi = min[0, Xi - Mi]  where the Mi are known constants.

>Let Sn = (Y1 + Y2 + ... + Yn)/n

So Sn is always negative!

>What is the limiting behavior of PR{ Sn < C } as n gets large?

>I expect that 

> (1/n) ln ( PR{ Sn < C } ) = - I("the constants")

The W term is more likely to dominate here.

>with I being refered to as the "rate function" (sometimes).

>There is also a related and less formal approximation of the probability that is sometimes used in statistics,

> PR{ Sn < C } == K("the constants") exp ( -nI("the constants")

>any advise is welcome.

The function K in the usual situation is usually one whose logarithm is
"slowly varying."  It is rarely asymptotically a constant.  

Clarification of the real problem is needed.

-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@pop.stat.purdue.edu (Internet, bitnet)  
{purdue,pur-ee}!pop.stat!hrubin(UUCP)
Newsgroups: sci.math
Newsgroups: sci.math
Subject: Re: Compactness in infinite chess (SORREEEE!)
From: wft@math.canterbury.ac.nz (Bill Taylor)
Date: Thu, 1 Oct 1992 01:33:32 GMT
Organization: Department of Mathematics, University of Canterbury

In article <1992Sep30.111313.3256@rcvie.co.at>, se_karne@rcvie.co.at (Georg Karner) writes:
|> There is a very simple counterexample: KR against K.

What a dumbo I am !
Sorry, everyone, for this stupid post. There's masses of counterexamples. 
I promise to think for at least 10 seconds before posting in future.

Maybe this would be a good question though.....

If mate could be forced with a certain combination of pieces (forget pawns)
against another given combination, on any large finite sized TOROIDAL board, 
could mate then necessarily be forced on an infinite planar board ?

-------------------------------------------------------------------------------
              Bill Taylor              wft@math.canterbury.ac.nz
-------------------------------------------------------------------------------
         Doctors report that they have discovered a cure for apathy.
            However nobody has shown the slightest interest in it.
-------------------------------------------------------------------------------


Newsgroups: sci.math
From: jerry@cs.mcgill.ca (Gerald (Jerry) KUCH)
Subject: Looking for the Pisa Notes
Organization: McGill University, Montreal, Canada
Date: Sun, 27 Sep 1992 16:42:27 GMT

I've heard that it's possible to find Plotkin's unpublished lecture notes 
on the mathematical theory of domains available for anonymous ftp somewhere.
Does anybody know a site that has them available for downloading?

Thanks in advance.  I'll post a summary of replies if there's enough interest.


-- 
 Jerry Kuch (jerry@cs.mcgill.ca) ----- McGill School of Computer Science
 "I was wrong to play God.  Life is precious, not a thing to be toyed with.
  Now take out that brain and flush it down the toilet."
                  --- M. Burns  "Treehouse of Horror II"
From: dch@comlab.ox.ac.uk
Newsgroups: sci.math.num-analysis
Subject: Re: 2D random numbers
Date: 1 Oct 92 10:31:54 GMT
Organization: Oxford University Computing Laboratory, UK
Originator: dch@nagp12.comlab

In article <3638.9209301031@rfsparc.essex.ac.uk> jenum@essex.ac.uk (Mohamed Jenu M Z) writes:
>
>Is it ok to generate a 2D Gaussian distribution (mean 0 and variance 1)
>pseudorandom numbers from a 1D pseudorandom numbers (Gaussian, mean 0,
>variance 1) by arranging them into rows and columns? 
>
Since you want pairs of random numbers, you may find it more efficient to use the Box-Muller
scheme:
        x = sqrt(-2 log xi) cos(2 pi eta),  y = sqrt(-2 log xi) sin(2 pi eta),
where  xi, eta  are successive pseudorandom numbers uniformly distributed on (0,1).
(- unless you already have a more efficient Gaussian generator available)

David Handscomb (dch@comlab.ox.ac.uk)
Newsgroups: sci.math.num-analysis,sci.math.stat
From: charlie@umnstat.stat.umn.edu (Charles Geyer)
Subject: Re: Help!  Book recommendations?
Organization: School of Statistics, University of Minnesota
Date: Sat, 3 Oct 1992 21:03:37 GMT

In article <1992Oct2.095522.9172@vax.oxford.ac.uk> ayoung@vax.oxford.ac.uk
writes:

> Can anyone recommend some good books on the follwing:
>
>[1] importance sampling
>
>[2] Gibbs sampling
>
>[3] Simulated annealing
>
>[4] Genetic algorithms
>
> I'm hoping to find something that (in addition to the maths) also discusses
>and compares the merits of various algorithms for implementing each method.

For a start you could look at Ripley's Stochastic Simulation, which covers
all but the last.

These are not actually all methods for the same problem, so comparing
them is out of the question.

The first two are for simulation or Monte Carlo integration.  The second
pair are random-search optimization methods.  It makes no sense to compare
Gibbs sampling versus simulated annealing, for example.

Even between the first two there is no real "comparison".  The Gibbs sampler
in particular and the Metropolis-Hastings algorithm in general do problems
that are there is no hope of doing by importance sampling.  What is more,
one can combine Metropolis-Hastings and importance sampling (see the discussion
of Geyer and Thompson, JRSS B, 1992) so they aren't really in competition.

Between simulated annealing and genetic algorithms, the answer depends on
who you talk to.  Some people think neither is a very good example of
adaptive random-search optimization.  But I don't think the last word on
the subject has been said by any means.

-- 
Charles Geyer
School of Statistics
University of Minnesota
charlie@umnstat.stat.umn.edu
Newsgroups: sci.math.num-analysis
From: keskar@s7.msi.umn.edu (Nitin R. Keskar [ChemE mf12703])
Subject: Re: Multivariable Minimization
Organization: Minnesota Supercomputer Institute, U of Minnesota
Distribution: usa
Date: Mon, 28 Sep 1992 23:19:08 GMT

In article 2460, ali@redwood.math.ucla.edu writes:
>         Hello, I have a minimization problem, and I was hoping that
> somone on the net would have a solution. I need to minimize a multi-
> variable function, I can only get function evaluations.....
and so forth.

I was dealing with a similar problem, although in my case the number of
variables was between 8-12. I used the routine "AMOEBA" from  Numerical
Recipes. It turned out to be a pretty good routine. I don't know how w-
ell it will work for a problem with 32-128 variables.

Well, in any case, a few days ago, somebody had mentioned a book by Br-
ent in which several routines for multidimensional minimizations  based
on only function evaluations were discussed.

Good luck for your problem.
- Nitin R. Keskar
  U of Minnesota

Newsgroups: sci.math.num-analysis,sci.math
From: ayman@eecs.umich.edu (Ayman I. Kayssi)
Subject: Interpolation on a non-Cartesian grid
Organization: ACAL, EECS, University of Michigan, Ann Arbor
Date: Thu, 1 Oct 1992 21:01:42 GMT

Forgive me for posting such a simple question. I know I can get the answer at
the U library, but the net usually gets me an answer faster than going to the
math department.

Anyways, I need to do interpolation on a non-Cartesian grid in 2 (or more)
dimensions. The NRinC book has a section on interpolation when the mesh is
Cartesian, but that is not what I am looking for.

Your help will be much appreciated.
--
Ayman I. Kayssi                               |    ayman@eecs.umich.edu
EECS Department                               +------------------------
University of Michigan                        |          (313) 764-8033
From: jeanlaur@poseidon.enst.fr (Pierre Jean-Laurent)
Newsgroups: sci.math.num-analysis
Subject: Marquadt-Levenberg algorithm
Date: 1 Oct 92 15:54:51 GMT
Organization: Telecom Paris, France

Hello math Wizards (I am just an engineer)
I am looking for a book or an article (or a software) that gives the complete recipe for the implementation of the Marquardt-Levenberg Minimization algorithm.
If you can help please send me e-mail directly to the address above.

Thank you for your consideration.

P.J-L.
 
Newsgroups: sci.math.num-analysis
From: ledwards@leland.Stanford.EDU (Laurence James Edwards)
Subject: Re: A point in a polyhedron: in or out. Using Linear Programming
Organization: DSG, Stanford University, CA 94305, USA
Date: Thu, 1 Oct 92 00:57:27 GMT

In article <5C1-w=_@engin.umich.edu>, takriti@engin.umich.edu (samer Takriti) writes:
|> I have received many answers referring to "Computational Geometry,
|> an introduction" by Preparata and Shamos. Thanks.
|> It looks to me that he methods proposed by this book can be applied
|> in R^2 only. Applying these methods in higher dimensions would 
|> increase the complexity of the algorithm (exponential complexity).
|> For instance, given n+1 points in R^m (n > m) and assume that the
|> origin is one of these points, the number of m-1 dimensional facets
|> of the convex hull is nCm which creates a combinatorial problem.
|> Is there a method that can check for the inclusion of a point in
|> a polytope in R^n that does not need an exponential time ? (I mean
|> methods that depend on ray shooting).

In article <jg1-wr=@engin.umich.edu>, takriti@engin.umich.edu (samer Takriti) writes:
|> I asked a couple of days ago on how to apply the method described
|> by Preparata and Shamos for a set of points in R^m, but I have not
|> received a single answer. It looks that the methods described in this
|> book can be applied to R^2 only.

The way to apply it to R^3 is to intersect the polyhedron with
a plane that passes through the point in question. Now construct a 
representation of the polygon of intersection. Now you can use the ray
shooting method or the binary search method. Constructing the polygon
I would think is O(n) in the number of vertices but I haven't really given
it much thought.

|> When somebody asked this question a while ago, I suggested using 
|> Linear Programming instead of "shooting" rays. A lot of people criticized
|> Linear Programming because "the complexity of the method described 
|> by Preparat and Shamos is O(n)". Well, solving a linear program with
|> three constraints and n variables is O(n). So, again, I insist that
|> using Linear Programming is better than "shooting rays" in the region
|> specially that it gives the representation of the given point in terms
|> of the corner points.
|> -Samer

I don't remember what the linear programming algorithm you gave was, but
the simplex algorithm is worst case exponential in the number of dimensions
and the number of constraints (faces). See "Algorithms in Combinatorial
Geometry" by Edelsbrunner pg 238. A worst case polynomial time
algorithm by Khachiyan is mentioned but it is not clear if there is a
practical implementation.

My somewhat shallow understanding of linear programming is that it gives you
an extremal point on a polytope. The original question related to determining
whether a point is in a polygon, finding a representation of the point was
not in question, you already have it to start with.

Larry Edwards
From: f88mattb@fy.chalmers.se (Mattias Bryntesson)
Newsgroups: sci.math.num-analysis
Subject: Re: line of symmetry for shapes
Keywords: symmetry
Date: 5 Oct 92 19:36:01 GMT
Organization: Chalmers University of Technology, G|teborg, Sweden

In article <91604@netnews.upenn.edu> jim@heart.seas.upenn.edu (Jim Streicher) writes:
>
>I have a question concerning the determination of
>planar symmetry from two irregular "concentric" shapes.
>
...



Wouldn't some kind of Monte Carlo approach be nice?

(i)   Pick a number of random points in the plane with some
      distribution (for example uniform). Store the points
      that lies between the two shapes. (The cytoplasm? ;-)

(ii)  Pick a random line orientation and find its location
      so that it has half the points on each of its sides.

If the distribution is uniform the line should divide the area
into two equally big areas. If this is not enough you could also
use some kind of momentum criterion to find a good line in (ii).
For example you could specify the variance to be equal:

              sum  x(i)^2      =          sum  x(i)^2
       i: x(i) in area 1           i: x(i) in area 2

where x(i) is the distance from the line to point i, and area 1
and 2 are the areas on the two sides of the line.

(The exact criterions depends on what you're looking for, but
Monte Carlo should be a fast method, probably faster than doing
some other kind of area estimation, especially if you want to do
some weighted integration in your criterion.)

Good Luck!

Mattias
Newsgroups: sci.math.num-analysis
From: bminor@afit.af.mil (Bryan M. Minor)
Subject: Double Precision in Netlib
Organization: Air Force Institute of Technology
Date: Thu, 1 Oct 1992 03:28:54 GMT

In looking at number of "Netlib" codes I am noting that
they are referring to "Double Precision" as around 32
significant figures.  What is going on?  On any normal 
UNIX machine the number is 16 significant digits for the 
double Precision case.  Are these codes written for some-
thing other than standard machines in mind.  Just wonder-
ing. ( Examples of these cases are "dcos.f", "dsqrt.f", 
"dexp.f", etc.)  Thanks for your time! -> Bryan Minor
From: nagrwb@vax.oxford.ac.uk
Newsgroups: sci.math.num-analysis
Subject: Re: numerical factorization of very high degree polynomial
Date: 6 Oct 92 08:41:42 GMT
Organization: Oxford University VAX 6620

In article <9227919.6924@mulga.cs.mu.OZ.AU>, yzhu@nairana.ee.mu.oz.au (Yan ZHU (yhua)) writes:
> 
>  
>  I am trying to solve non-linear problem by LP method.
>  And I am looking for an algorithm for the numerical
>  factorization of very high degree (500th-800th) polynomials 
>  with complex coefficients.
> 
>  ...stuff deleted 

NAG Fortran Library routine C02AFF finds all the roots of a complex
polynomial equation, usinmg a variant of Laguerre's method. Any degree
can be specified.

But I think many would question the wisdom of trying to compute all the roots
of a very high degree polynomial. Anybody else out there doing anything
similar?

Richard.
-- 
** R.W. Brankin -- Numerical Algorithms Group Ltd. -- nagrwb@vax.ox.ac.uk **
**   suggestions for sig. welcome   --   will need   include<std.discl>   **
Newsgroups: sci.math.num-analysis
From: gfraenke@magnus.acs.ohio-state.edu (Gideon A Fraenkel)
Subject: Re: 2D random numbers
Organization: The Ohio State University
Date: Wed, 30 Sep 1992 13:09:42 GMT

In article <3638.9209301031@rfsparc.essex.ac.uk> jenum@essex.ac.uk (Mohamed Jenu M Z) writes:
>
>Hi netters, 
>
>Is it ok to generate a 2D Gaussian distribution (mean 0 and variance 1)
>pseudorandom numbers from a 1D pseudorandom numbers (Gaussian, mean 0,
>variance 1) by arranging them into rows and columns? Any advice is
>greatly appreciated. 
>
>Jenu
>
>jenum@ossparc.essex.ac.uk


What about the 2D distribution is supposed to be Gaussian?  If it's
the norm -- the distance from the origin -- , then the answer to your
question is no.  In general, the distribution of a function f(x,y) is
calculated as
         /
  P(z) = | delta(z-f(x,y)) P(x)P(y) dxdy   .
         /
You can see that if x and y are Gaussian, then P(z) will be
proportional to z times a Gaussian, which among other things goes to
zero at the origin.  If you do want z to be normal, you could just
choose it, and then set the azimuth to a number flatly distributed
from 0 to 2pi.  What actually do you want?



Xref: sparky sci.math.num-analysis:2845 sci.math.symbolic:2550
From: mhiroshi@tansei.cc.u-tokyo.ac.jp (H. Murakami)
Newsgroups: sci.math.num-analysis,sci.math.symbolic
Subject: CD-ROM vs ftp?
Date: 27 Sep 92 15:08:08 GMT
Followup-To: sci.math.num-analysis
Organization: Hokkaido Univ. However I am subject to tansei for JUNET.


Is't it the time to start planning the CD-ROM versions of 
the useful however large collections of the valuable 
libraries like NETLIB, STATLIB, ... , may be annualy ?

I heard, publication in CD-ROM is not much expensive
than to ftp those huge things.

				Hiroshi Murakami
				mhiroshi@tansei.cc.u-tokyo.ac.jp
				hiroshi@teine.chem2.hokudai.ac.jp
Newsgroups: sci.math.num-analysis
Subject: Public Domain FEM ?
From: roger@am.dsir.govt.nz (Roger Young)
Date: 2 Oct 92 17:19:32
Distribution: sci.math.num-analysis
Organization: Dept. of Scientific and Industrial Research, NZ.

Can you help with advice on Public Domain Finite Element code suitable as a 
tool kit for numerical medium scale soil/rock mechanics studies? Also I 
understand there used to be an FE news group some years ago (@ARDEC.ARPA).
Does this group still exist, if so what is the email address? Thanks...
Roger Young (Mathematical Modelling Group, Industrial Research Ltd., Welling-
ton, NZ) (email: roger@am.dsir.govt.nz)   
Newsgroups: sci.math.num-analysis
From: adams@chuck.dallas.sgi.com (Charles Adams)
Subject: Contouring
Organization: Silicon Graphics, Inc.
Date: Wed, 30 Sep 1992 14:50:51 GMT

Several weeks ago i posted a request for info on countour plotting.

someone sent me a note about a contouring package in TOMS.  i have
tried through netlib to obtain same and have had no luck.  anyone
who can help, please email to me.

i am looking for any contouring routines written in C.  i'll post to
the net which i've found to be the best.  not interested in canned
interfaces like in gnuplot, etc.

ciao,

-- 

   Chuck Adams, K5FO @ 82wpm cw 
   adams@sgi.com