HDTenEightyP/NetNews huggingface dataset:
From: kurtles@momth1.maths.monash.edu.au (Mr K.A. Brinschwitz)
Subject: Quadratic Programming package
Keywords: QPSOL where is it
Organization: Monash University
Date: Fri, 6 Nov 1992 06:04:17 GMT

Hello all readers out there.

I am working with some stochastic programming codes, provided by the
IIASA institute. One of the routines requires the use of SOL/ QPSOL, 
a FORTRAN package for quadratic programming.

Is SOL/QPSOL public domain? If so, where is it and how do I get a copy 
(or access to the routines)

If it is not public domain, how expensive is it to buy the package?

Any help would be appreciated,


====================================================================
Kurt Brinschwitz
kurtb@dmsmelb.mel.dms.csiro.au

Clayton Campus, Monash University : room 426.
Phone         : (03) 565-4505 (DH)
	        (03) 728-2530 (AH)

"Zargh rea boargh astrail gooh'd;
 xhoat chre' mayn-chny bangt reyatou"

(From the ancient Betelgeusei death-chant:
 "After this, things can only get better......"

====================================================================
Newsgroups: sci.math.num-analysis,sci.math.symbolic
From: oliveria@engin.umich.edu (Roque Donizete de Oliveira)
Subject: looking for alternative ways to solve a large system of ODEs
Date: Fri, 13 Nov 92 14:31:24 EST
Organization: University of Michigan Engineering, Ann Arbor

  As a appetizer to a more complex problem, I've been given the
task to efficiently solve the following infinite set of linear
ODEs (which arise when using an stochastic model to describe the
time behaviour of disease in a population of susceptibles and 
infecteds):

               _                                        _
dP(i,j,t)     | (i+1)(j-1)                  ij           |
--------- = A |----------- P(i+1,j-1,t) - ------ P(i,j,t)| 
dt            |_  i+j-1                    i+j-1        _|
               _                    _
              |                      |
          + B | P(i-1,j,t) - P(i,j,t)|
              |_                    _|
               _                            _
              |                              |
          + C | (j+1) P(i,j+1,t) - j P(i,j,t)|
              |_                            _|

               _                            _
              |                              |
          + D | (i+1) P(i+1,j,t) - i P(i,j,t)|
              |_                            _|


where  P(i,j,t) is the probability that the population has
i susceptibles and j infecteds at time t. A, B, C and D are
constants. Also P(i,j,t)=0 if i < 0 or j < 0.
i and j are integers, varying from 0 to infinity. To solve the
problem numerically we actually set the maximum values of 
i and j to imax=350 and jmax=150, respectively.
The initial conditions are:

P(N,1,0) = 1 , and P(i,j,0) = 0 for other values of i and j.

N is the initial size of the population (N=100).

So far we have solved this problem using the routine ODEINT
from "Numerical Recipes in C". It takes about 15 hours on
an Sparcstation (time range from 0 to 300 in steps of 5).


Currently I'm coding the problem above to use the fortran
routines available in the package VODE. 
Notice that we have (imax + 1)*(jmax + 1) linear ODEs.

I wondered if someone has any suggestions to tackle a problem
like this, for example, by rewritting the ODEs in a different
form, by using another package (fortran or C), by using Maple
or Mathematica, etc.

Thanks for any suggestions.

   Roque
   oliveria@engin.umich.edu
Newsgroups: sci.math.num-analysis
From: sglee@engin.umich.edu (Soon Geul Lee)
Subject: Is there any PD optimization package for integer programming?
Date: Wed, 11 Nov 92 16:18:24 EST
Organization: University of Michigan Engineering, Ann Arbor
Keywords: optimization, integer programming

Hello,

Is there any program routine or package for integer optimization problem?
I prefer one written with 'C', but it doesn't matter with 'Fortran'.
Please mail me.

Thanks in advance.

---------------------------------------------------------------------------
 MEAM    Soon Geul Lee			sglee@caen.engin.umich.edu
BIOMECH  (313) 936-0367,763-2272 (Day)
 UOFM    (313) 763-8762 (Home)
---------------------------------------------------------------------------
Newsgroups: sci.math.num-analysis
From: saremi@me.utoronto.ca (Farshid Saremi)
Subject: Finite Element Software
Summary: Request for FEM software
Keywords: Finite Element
Organization: UofT Mechanical Engineering
Distribution: sci
Date: Thu, 12 Nov 1992 19:20:23 GMT

I was wondering if anyone knows where I could get a Finite Element source code

in "C", not so sophisticated though, through public domains or other means?

Please email to:

		saremi@me.utoronto.ca

	Farshid SAREMI

Newsgroups: sci.math.num-analysis
From: patton@phy.uab.edu (David Patton)
Subject: lozenge diagrams
Followup-To: hickster@maria.wustl.edu
Reply-To: patton@phy.uab.edu
Organization: University of Alabama at Birmingham
Date: Wed, 11 Nov 1992 02:18:11 GMT


I recently recieved a request to make a post for someone who 
no ability to post, but can read. Please send all responses
to hickster@maria.wustl.edu    Thanks.

******
My school, Central Missouri State Univ, has access to the internet through
some other network, but no news feed.  Their mailer leaves much to be desired   
too.  But I can telnet, so that's a plus ... maria is a games machine at
Washington university that also handles mail.  I can read the news from a
bullietin board operated by University of North Carolina, but privleges to post
must be secured by surface mailing some letter, and it hasn't happened yet and 
I'm in a hurry ....

I'm looking for references, preferably in literature, to lozenge diagrams (t ,
difference tables producing all possible forms of the derivative of an
interpolating polynomial, other than those references written by Gerald.
I think a Kaiser Kunz could have the answers in his book but I haven't yet
found a copy (waiting on the inter-library loan thing :-( )

Thanks for your help again, I appretiate it!
(I used to be able to post, but I've been cut off.  Never miss it 'til it's 
gone ....)
Brian Hickory

*************

David Clay Patton                                  patton@phy.uab.edu
Physics Department
University of Alabama at Birmingham
Birmingham, Al 35294
From: bkern@ubvmsb.cc.buffalo.edu (Barbara Kern)
Newsgroups: sci.math.num-analysis
Subject: Re: routine to solve algebraic riccati eqn
Date: 9 Nov 92 21:48:00 GMT
Organization: University at Buffalo
News-Software: VAX/VMS VNEWS 1.41

In article <1992Oct28.174104.11030@magnus.acs.ohio-state.edu>, scvenkat@magnus.acs.ohio-state.edu (Shankar C Venkataraman) writes...
>Hi,
> 
>I need the name of the netlib routine which solves the algebraic
>Riccati equation.
>Please reply to venka@rcgl1.eng.ohio-state.edu
> 
>Thanks,
>Shankar
From: lry1219@cfdd40.boeing.com (Larry Yeagley)
Newsgroups: sci.math.num-analysis
Subject: Re: S statistical package.
Summary: S statistical package
Date: 13 Nov 92 02:22:20 GMT
Organization: Boeing Computer Services, Seattle - CFD lab

In article <BxJz2z.383@gabriel.keele.ac.uk>, phd85@keele.ac.uk (D.H. Holden) writes:
> 
>  Hi,
>      I've got a package from the netlib called xgobi, and this
>      talks about a package called S. 
>      Does anyone know what this is, and where I can get a copy.
>      I've seen a directory called S on various anon ftp sites but
>      these just seem to be various other packages that use S.
> 
> 	Thanks in advance,
> 					   Dave.

"S" is an interactive, statistical programming "environment" developed at Bell
Labs. I do not know how to track down "S" info from Bell Labs. However, there
are several books that have been published about "S". To wit:

  . Becker, R.A., Chambers J.M. & Wilks, Allan R.
    The New S Language: A Programming Environment For Data Analysis & Graphics

  . Chambers J.M. & Hastie, T.J.
    Statistical Models

There is also an enhanced, proprietary version called "S-PLUS". It's available
from:

   Statistical Sciences, Inc.
   1700 Westlake Ave. N. Suite 500
   Seattle, WA  98109
   E-mail: mktg@statsci.com

This last bit of info was lifted from a recent promotional brochure of theirs.


Larry Yeagley
lry1219@cfdd42.boeing.com
Xref: sparky sci.math.num-analysis:3286 sci.math:14767
From: ruckman@oasys.dt.navy.mil (Christopher Ruckman)
Newsgroups: sci.math.num-analysis,sci.math
Subject: Need ref: QR decomposition for complex matrix
Date: 11 Nov 92 17:00:55 GMT
Reply-To: ruckman@oasys.dt.navy.mil (Christopher Ruckman)
Followup-To: sci.math.num-analysis
Organization: Carderock Division, NSWC, Bethesda, MD

Can anyone point out a reference that discusses how to do QR decomposition
on a complex-valued matrix?  I already figured out how to do it, but
I'm writing a paper and I'd rather refer to someone else's derivation
than derive it myself.  Any help will be appreciated.

Thanks!

topher
Newsgroups: sci.math.num-analysis
From: kjell@simplicity.Stanford.EDU (Kjell Gustafsson)
Subject: Re: Automatic Time Step for an ODE
Organization: /u/kjell/.organization
Date: 9 Nov 92 16:42:50

In article <1992Nov8.010847.24207@math.ucla.edu>
barry@arnold.math.ucla.edu (Barry Merriman) writes: 

Barry>  Step control is usually based on simple trial-and-error, plus
Barry>  an assumed asymptotic form for the time step error term. 
Barry>
Barry>  Does applying control theory to such a simple situation really
Barry>  lead to algorithms that are more _efficient_ for typical 
Barry>  problems?

The relation between the stepsize and the error may be quite different
than the normally assumed asymptotic form. Part of this "deviation"
has structure and can be modeled. By exploiting these models one
arrive at a stepsize selection rule that results in smoother stepsize
(and error) sequences as well as fewer stepsize rejections than the
standard rule. The gain in efficiency is moderate (typically 0-20%
depending on the type of problem). More important is the improved
robustness resulting from more often making a correct choice on the
next stepsize. In case of an implicit integration method the smoother
stepsize sequence also makes it possible to use slightly different
(and often more efficient) strategies for the updating of the
iteration matrix in the equation solver.

The use of control theory in this context is fairly simplistic. It
takes a dynamic model to accurately describe the stepsize-error
relation. In addition, the effect from the differential equation on
the stepsize-error relation can be viewed (and modeled) as an external
disturbance. The use of the dynamic process and disturbance models in
the design of the stepsize selection rule is facilitated with some
knowledge of feedback control.  Finally, some parameters in the
model depend on the integration method. One would like the stepsize
selection rule to work well for a large class of integration method,
and hence the design has to be made considering a range of model
parameter values. Again, some knowledge of basic feedback control design
principles come handy.

Kjell
--
-------------------------------------------------------------------------------
    mail: Kjell Gustafsson, Department of Computer Science MJH309
          Stanford University, Stanford CA 94305, USA
  e-mail: kjell@sccm.stanford.edu
   phone: (415) 723-4269 (voice), (415) 723-2411 (fax)
Newsgroups: sci.math.num-analysis
From: ismaeil@qucis.queensu.ca (Ossama Ismaeil)
Subject: Re: Non-linear Inequality Constraint
Organization: Computing & Information Science, Queen's University at Kingston
Date: Fri, 6 Nov 1992 17:00:30 GMT


Hello !

   In my previous posting  I forgot to write one of the constraints.

   Now, the problem can be described as 

                  T
           Min   X  X  

      S.T         T 
                 X A X <= 0
                 W X    = C   

  where X is a vector , A is a square indefinite matrix, and W is a rectangular
  matrix, and C is a constant vector.

  This problem has both linear and non-linear equality and inequality 
  constraints. 

  Thanks,


  
  Ossama
  e-mail   "ismaeil@qucis.queensu.ca"



Newsgroups: sci.math.num-analysis,comp.dsp
From: croley@r2d2.mcc.com (David Croley)
Subject: RLS code or sample in/output data?
Reply-To: croley@r2d2.mcc.com (David Croley)
Organization: MCC Experimental Systems Lab
Date: Thu, 12 Nov 1992 20:17:14 GMT


I am working on a parallel implementation of the classic Recursive Least
Squares (RLS) filter.  To check my first round of coding, 
I would like to compare my code with some pre-existing
code if possible.  Also, if sample in/output data exists out there, I would
like to check my code's output against it.  So far, I have been unable to
find anything in NETLIB.  

-----------------
David T. Croley | "To iterate is human, to recurse divine." - L. Peter Deutsch
croley@mcc.com  | Univ. of Texas at Austin - MCC - Experimental Systems Lab
-----------------
Newsgroups: sci.math.num-analysis
From: bpohl@sam.math.ethz.ch (Bert Pohl)
Subject: Solving A*x = b for A complex
Organization: Seminar for Applied Mathematics, ETH Zurich.
Date: Fri, 6 Nov 1992 06:26:23 GMT


Hi there,
can anyone give me some hints or solutions on solving a complex system

              A*x = b          A complex

using an iterative method?

If this is too hard, can anyone help me if the matrix A has 
the following structure:

             A=z*I+B    where B is an M-matrix and Re(z) > 0,  ?


Please send answers directly to
bp@maths.uq.oz.au

Thanks
Bert
Newsgroups: sci.math.num-analysis
From: simardr@IRO.UMontreal.CA (Richard Simard)
Subject: Re: Non-linear Inequality Constraint
Reply-To: simardr@IRO.UMontreal.CA (Richard Simard)
Organization: Universite de Montreal
Date: Mon, 9 Nov 1992 17:16:51 GMT

In article <1992Nov5.195334.774@qucis.queensu.ca> ismaeil@qucis.queensu.ca (Ossama Ismaeil) writes:
>
>   I wondered if any one can tell me about any method to solve an obtimization
>   problem that has a non linear optimization function and non-linear 
>   inequality constraints. The problem can be described as 
>
>                  T
>           Min   X  X  
>
>      S.T         T 
>                 X A X <= 0
>                
>  wher X is a vector and A is a square indefinite matrix.
>
It seems to me that the min. solution here is X = 0
For the general case, you could use a Lagrangian method
and apply the Kuhn-tucker conditions.


--
From:  simardr@iro.umontreal.ca
From: dch@comlab.ox.ac.uk (David Handscomb)
Newsgroups: sci.math.num-analysis
Subject: : Classification of books in specialist NA + Computer Science libraries
Date: 5 Nov 92 09:59:20 GMT
Organization: Oxford University Computing Laboratory, UK
Originator: dch@nagp12.comlab

Can anyone in this group strongly recommend through experience any 
particular system for classifying books in a specialist mathematics library
with substantial holdings in numerical analysis and computer science?
My instinct is that Dewey is too coarse-grained for the purpose, while AMS, 
though good for general mathematics, falls down on computer science.
Any comments would be welcome.

David Handscomb
Oxford University Computing Laboratory
dch@comlab.ox.ac.uk
From: mld900@anusf.anu.edu.au (Murray Dow)
Newsgroups: sci.math.num-analysis
Subject: Re: constrained optimization
Date: 8 Nov 1992 22:27:34 GMT
Organization: ANU Supercomputer Facility
Distribution: world
Reply-To: mld900@anusf.anu.edu.au
NNTP-Posting-Host: 150.203.5.3
Originator: mld900@asterix


In article <1992Nov6.173939.10662@usl.edu>, tt@swamp.cacs.usl.edu (Thitipong Tanprasert) writes:
|> Hi,
|> 
|>     I'm not a math student and just started to know about numerical
|> optimization a couple of weeks ago. However, I need to optimize an upto
|> 200 variables nonlinear (quadractic and maybe trigonometric) objective
|> functions under many nonlinear (trigonometric) constraints. I have no
|> expectation to find global optimum. Just hope to obtain some good
|> acceptable results. Would anyone please help suggesting a reliable 
|> constrained optimization method that I may program to deal with my
|> problem. I was suggested about Penalty Function and think it's quite
|> interesting. However, I have no idea if some other methods will
|> work better (generally). Also, if I use Penalty Function method, what
|> unconstrained optimization method should I attempt to implement? Is
|> there a ftp-able software about this that I may use directly without
|> having to program myself?
|> 
There may be public domain programs for minimizing subject to
nonlinear constraints in NETLIB:
Otherwise there are excellent routines in NAG and IMSL. 
I have fortran routines for same problem I wrote many years ago
that are not as efficient or reliable you are welcome to
try if you can not get help from elsewhere.


-- 
Murray Dow                         GPO Box 4 Canberra ACT 2601 Australia
Supercomputer Facility             Phone: +61 6 2495028
Australian National University     Fax:   +61 6 2473425
mld900@anusf.anu.edu.au
Newsgroups: sci.math
From: eemn@cc.newcastle.edu.au (Brett Ninness)
Subject: Game Theory Question
Organization: University of Newcastle, AUSTRALIA
Date: Sat, 7 Nov 1992 13:12:47 GMT


I've got a problem, which I think could probably be easily solved by 
someone who knows about Game theory or quadratic programming.  The
problem is that I have a quadratic cost function 

f(x,w) = x^T M(w) x

where both the matrix M(w) and the vector x are variable. The
individual elements x_k of x must satisfy linear constraints

|x_k| < epsilon.

The matrix M(w) varies with the real variable w in a well known
structured way.  What I want to know is what is the sup over x of the 
inf over w of f(x,w) ?  I don't know anything about game theory, but I
think this is the sort of problem tackled by it.

Can someone give me some help and/or point me towards a relevant
reference ?

Brett Ninness
Dept. Elec. Eng.
University of Newcastle
AUSTRALIA



Newsgroups: sci.math
From: kasdan@cs.columbia.edu (John Kasdan)
Subject: Re: Extended Fermat primes
Organization: Columbia University School of Law
Date: Wed, 11 Nov 1992 21:21:13 GMT

In article <1992Nov8.004737.13519@Princeton.EDU> tao@fine.princeton.edu (Terry Tao) writes:
>
>....   And it is highly likely that there are infinitely many primes
>of the form n^4 + 1, n^8 + 1, etc. on the grounds that any polynomial which
>is not factorizable should give infinitely many primes.  (Is there a name
>for this conjecture? if you know it could you email me?)
>

I doubt that there is a name for the conjecture in that form, because
it is obviously false.  Consider x^2 + x + 2.

>	Terry 

/JK
From: amarmahb@gandalf.rutgers.edu (Amar Mahboob Ali)
Newsgroups: sci.math
Subject: Help wanted in integration.
Date: 6 Nov 92 05:08:18 GMT
Organization: Rutgers Univ., New Brunswick, N.J.


Hi

Can anyone please help me in integrating the following.

           infinity

                / 4    2             2
               | x  sin (Pi a x)  sin (Pi b x)
               | ---------------------------- dx
               |    2    2 2   2    2 2
              /   (x  - d )  (x  - c )

	  -infinity       
      

Where a,b,c and d are positive intergers.

This function has double poles on the real axis. Hence theorems
related to computing such definite integrals dont seem to help me,
as they allow at the most a simple pole on the real axis. Is there
some other theorem that I can use? I would appretiate the least bit of
help on this.

I am begining to think that there is no closed form solution. 
Please help.

Thanks

Amar
From: lry1219@cfdd40.boeing.com (Larry Yeagley)
Newsgroups: sci.math
Subject: Re: projective geometry references
Summary: Reference for projective geometry & lattice theory
Date: 5 Nov 92 15:49:49 GMT
Organization: Boeing Computer Services, Seattle - CFD lab

In article <1d4fc6INN9fg@usenet.INS.CWRU.Edu>, cxm7@po.CWRU.Edu (Colin Mclarty) writes:
> 
> 	I would like to find a reference to an easily available
> description of how projective geometry can be done as a branch of
> lattice theory.  It should be at least superficially accessible 
> to an audience that knows what a poset is and not much more.
> 
> 	Any suggestions?  Thanks.


You may find the following item helpful.

   "On The Foundations Of Combinatorial Theory: Combinatorial Geometry" by
      Gian-Carlo Rota & Henry H. Crapo

This is somewhat old (circa 1972) and lacks an index but between the it and its
references you may find what you are looking for.

If this isn't enough there is a book on combinatorics by Graver & Watkins that
might be able to point you in the right direction. It is less geometric but it
is up-to-date and it has an index. Unfortunately, I am unable to remember the
exact title or the first names of the authors.
Newsgroups: sci.math
From: martink@NeoSoft.com (Martin Koistinen)
Subject: Gauss-Jordan Elimination
Organization: NeoSoft Communications Services -- (713) 684-5900
Date: Fri, 13 Nov 1992 04:47:55 GMT
Keywords: Linear Algebra Programming


A while ago I posted the question "Which is the fastest way to solve a 3x3
system of equations in a program." I got some fine responses: most of them
replied Gauss-Jordan Elimination with Partial Pivoting. I had previously
considered this method but sort of dismissed it due to the fact that it
seemed rather explicit in nature and the fact that it can't be the fastest
since it is the first one mentioned in my Linear Algebra book! However,
now that I am faced with the facts, I have a couple of other concerns for
you guys out there.
 
   Is it really necessary for my algorithm to first reduce the matrix into
row echelon form or is this a convenience for humans to keep things
straight? It seems like a lot of logic coding and swapping to do it.
 
I don't really care to reinvent the wheel here so does someone out there
have a fairly well optimised piece of C code that does this? If so, Please
email it to me.
 
Thanks! martink@neosoft.com   Martin Koistinen
 
--
From: dbc@ecs.soton.ac.uk (Bryan Carpenter)
Newsgroups: sci.math
Subject: Re: DERIVATIVE OF X^X
Date: 6 Nov 92 18:55:25 GMT

In <1992Nov5.004445.21327@infodev.cam.ac.uk> gjm11@cus.cam.ac.uk (G.J. McCaughan) writes:

>Do we really have to do this from first principles, as your post suggests?
>If not:

>f(x) = x^x = exp(x log x)
>so by the chain rule
>f'(x) = d/dx(x log x).exp(x log x)
>      = (log x + 1) exp(x log x)
>      = x^x + x^x.log x

>But I suppose you want it done in gruesome detail, by hand, from first
>principles. Well, here goes. In what follows, "O(h^2)" denotes stuff
>which is bounded above by some constant times h^2, as h->0.

>f(x+h) = (x+h)^(x+h)
>       = x^(x+h)(1+h/x)^(x+h)
>       = x^(x+h)(1+(x+h).(h/x)+O(h^2)) by the binomial theorem, if |h|<|x|
>       = x^(x+h)(1+h+O(h^2)) = x^(x+h)(1+h) + O(h^2)
>       = x^x.x^h.(1+h) + O(h^2).

>So, f'(x) = limit as h->0 of [f(x+h)-f(x)]/h
>          = limit of [x^x.x^h.(1+h) - x^x]/h
>          = limit of x^x((x^h-1)/h + x^h)
>          = x^x.(limit of (x^h-1)/h + limit of x^h)
>          = x^x.(limit of (x^h-1)/h + 1)

>so we are reduced to finding the limit, as h->0, of (x^h-1)/h.
>From the chain-rule stuff above we know it's got to be log x;
>and if it weren't for the requirement to do everything from first
>principles this would also be an easy exercise in the chain rule.
>I'm not at all sure, though, how we can do it from first principles.

I think ``first principles'' ought to allow you to take

      Lim     (1 + y/n)^n
    n -> inf

as the definition of e^y.  So, if y = log x and n is infinitely large
(if you know what I mean),

    x = (1 + y/n)^n

so

    y = n (x^(1/n) - 1)

and you can put h = 1/n (so to speak).  It gets the right answer, anyway.

>...

>-- 
>Gareth McCaughan     Dept. of Pure Mathematics & Mathematical Statistics,
>gjm11@cus.cam.ac.uk  Cambridge University, England.    [Research student]

Bryan

Xref: sparky sci.math:14906 comp.theory:2402