HDTenEightyP/NetNews huggingface dataset:
From: louis9@tansei.cc.u-tokyo.ac.jp (Louis9)
Newsgroups: sci.math.num-analysis
Subject: WANTED multiple-shooting code.
Date: 4 Sep 92 03:43:26 GMT
Organization: Computer Centre, University of Tokyo

I am looking for the multiple shooting code to solve boundary value problems.

Oberle, H.I.,"BOUNDSCO , Hinweise zur Benutzung des Mehrziel-Verfahrens fur die
 numerische Losung von Randwertproblemen mit Schaltbedingugen,"
 Hamburger Beitrage zur Angewandten Mathematik,Ser. B,Rept. No. 6,Univ. of
 Hamburg, Hamburg, FRG, 1987.

I think this "BOUNDSCO" is good to me,
but I can't get it in my country.

Please send me some information by e-mail.

Rui Hirokawa
email : louis9@tansei.cc.u-tokyo.ac.jp
























--

$BEl5~Bg3X9)3XIt9R6u3X2JBg3X1!=$;N2]Dx(J
$B2CF#8&5f<<(J
            $B9-@n!!N`(J
Newsgroups: sci.math.num-analysis
From: plenson@hi_presure_lab.gp.uwo.ca (Peter Lenson)
Subject: multiple precision floating point arithmetic ?
Organization: University of Western Ontario
Date: Tue, 1 Sep 1992 01:09:03 GMT

Hi,

I need help in locating a package which does multiple precision floating  
point operations with a precision of up to 500 decimal digit accuracy.

thanx 

Peter.
Newsgroups: sci.math.num-analysis
From: work@emily.uvm.edu (Steven S. Work 1st)
Subject: Maple ASCII format output help needed
Keywords: MAPLE maple
Organization: University of Vermont -- Division of EMBA Computer Facility
Distribution: na
Date: Thu, 27 Aug 1992 18:07:58 GMT


- Maple help needed for output format

   Is it possible to get Maple to output values in regular ASCII number 
format? Not Maple's regular "float(40,-4)". What I need is an output format 
command. A co-worker is modeling a phisical event in Maple, but unable to 
produce electronicly compatible output for me to use. I would just love to 
take the time to write a filter (Sarcasm) but I just can't believe Maple (or 
any serious program) doesn't have a standard ASCII number format command. 

   Thanks in advance for your help.
.
---------------------------- Steven S Work ---------------------------
Dept of Physiology, Given Med, University of VT, Burlington, VT 05405
              Voice:(802)656-3411 or Fax:(802)656-0747
work@emily.uvm.edu, work@northpole.med.uvm.edu, work@griffin.uvm.edu
......................................................................
Newsgroups: sci.math.num-analysis
From: alex@iastate.edu (Roger Alexander)
Subject: Roots of equations Was: Newton Raphsons iteration method
Organization: Iowa State University, Ames IA
Date: Wed, 2 Sep 1992 11:25:29 GMT

In <SMITH.92Sep1154327@minerva.harvard.edu> smith@minerva.harvard.edu (Steven Smith) writes:

>Let g: R^n -> R^n.  [...]

>Note that if det g' != 0, then the number of points in R^n satisfying
>g(x) = 0 must be finite.

	Not so.  The solutions of the equation are isolated (implicit
function theorem) but there may be infinitely many.  Let

	g(x,y) = (exp(x)cos(y)-1, exp(x) sin(y)).  

Then det g' = exp(2x) != 0 anywhere, but g(0,2*Pi*n) = 0 for every
integer n.

-- 
*_________________*  "Faculty members encourage the free pursuit of       
 Roger Alexander  | learning in their students and protect academic          
 alex@iastate.edu | freedom of students." --ISU Faculty Handbook
*_________________* [official statement of policies & procedures]
Newsgroups: sci.math.num-analysis
From: polani@Informatik.Mathematik.Uni-Mainz.DE (Daniel Polani)
Subject: free C(++) test suites for random number generators?
Keywords: test, random
Organization: Computer Science, Johannes Gutenberg-Universitaet
Date: Thu, 27 Aug 1992 13:30:24 GMT

Is anyone aware of free C or C++ test suites to test the quality 
of random number generators? ftp-sites would also be fine.

Thanks very much in advance,

Daniel Polani
From: androula@aliphatic.ecn.purdue.edu (Ioannis Androulakis)
Newsgroups: sci.math.num-analysis
Subject: Linearization
Date: 31 Aug 92 18:02:27 GMT
Organization: Purdue University Engineering Computer Network


Given a system of nonlinear difference equations,

	x(k+1) = F ( x(k), y(k-1) )
	y(k+1) = G ( x(k-1), y(k) )

I would like to perform some kind of linear stability
analysis around the point (x*, y*).
I believe that the only way to do so is by augmenting
the system, while introducing two more variables
z(k) and w(k) so that the augmented systems looks like :

	x(k+1) = F ( x(k), z(k) )
	y(k+1) = G ( w(k), y(k) )
	z(k+1) = y(k) 
	w(k+1) = x(k) 

Now I can linearize and study the stability behavior of 
the linearized systems around (x*, y*). In other words
before I proceed to the linearization I must have my 
indices such that my equations read :
	
	L.H.S. (k+1) = R.H.S (k).

Any comments on such an approach ? Any references would
be appreciated.
Thank you,
ioannis

androula@ecn.purdue.edu
	
p.s. Similar arguments hold for larger delayed arguments
as well.
From: jmount+@CS.CMU.EDU (John Mount)
Newsgroups: sci.math.num-analysis
Subject: Re: Linear Programming problem - NAG routine E04MBF
Date: 26 Aug 92 13:59:05 GMT
Organization: Carnegie Mellon University

In article <gordon.714813945@mardo>, gordon@cs.uwa.oz.au (Gordon Royle) writes:
|> I have a linear programming problem (in fact an integer programming
|> problem, but I thought I would experiment with the relaxation first to
|> get some feel for these things).
|> 
|> It is very simple:
|> 
|> 	Minimize	Sum x_i
|> 
|> 	subject to	0 <= x_i <= 1
|> 			Ax > j

I assume you mean Ax >= j

|> 
|> 
|> 	where A is a symmetric matrix with all row and column sums
|> 	equal, and j is the all-ones vector.
|> 
|> 
|> Thing is, the solution of this is obvious - the best thing is to put
|> 
|> 		x_i = 1/r		where r is the row sum of A

I don't see where this solution is so obviously the best.  For instance 
what about the case where A = [  1 -1 ]  ?
                              [ -1  1 ]


-- 
--- It is kind of strange being in CS theory, given computers really do exist.
John Mount: jmount+@cs.cmu.edu               (412)268-6247
School of Computer Science, Carnegie Mellon University, 
5000 Forbes Ave., Pittsburgh PA 15213-3891
From: nagrwb@vax.oxford.ac.uk
Newsgroups: sci.math.num-analysis
Subject: Re: Problem with NAG D02EBF stiff systems routine (help)
Date: 26 Aug 92 08:32:32 GMT
Organization: Oxford University VAX 6620

In article <BtK3xJ.253@watserv1.uwaterloo.ca>, alongley@cape.UWaterloo.ca (Allan Longley) writes:
> Hello, I hope you can help.
> 
> I am using the NAG library routine for integrating a stiff system of
> ordinary differential equations D02EBF.  The routine is called multiple 
> times in the code with the same initial state, but is returning different 
> answers ...  very different answers!  I even reset the work-space array
> W(iw) before each use of D02EBF.
> 
> I am programming in FORTRAN77 with NAG Mark14B in AIX on an IBM R6000.  
> 
> This is not good.  Can you help?  Please.
> 
> -----------------------------------------------------------------------------
> Allan Longley, University of Waterloo, Department of Chemical Engineering
> e-mail: alongley@cape.uwaterloo.ca
> voice: (519) 885-1211 x3816
> home: (519) 746-5747
> ------------------------------------------------------------------------------

for everyone's information:

NAG Ltd. operates a Response Centre for technical queries
       tel  +44 865 311744
       fax  +44 865 311755
    e-mail  infodesk@nag.co.uk
      post  NAG Response Centre, NAG Ltd, Wilkinson House
            Jordan Hill Road, OXFORD, UK, OX2 8DR
NAG Inc provide a Technical Support Desk Service for North America
       tel  (708) 971 2337
       fax  (708) 971 2706
and plan a Response Centre due to be launched later this year.

for the original poster's information:

We are not aware of any problems with NAG routine D02EBF and neither have
we been able to duplicate the effects you describe. We would be very
grateful if you could get in touch direct and provide us with more 
precise details/example demonstrating the problem. The NAG Library
is now available at Mark 15 on IBM RS/6000 machines.

Richard.

-- 
** R.W. Brankin -- Numerical Algorithms Group Ltd. -- nagrwb@vax.ox.ac.uk **
**   suggestions for sig. welcome   --   will need   include<std.discl>   **
From: kavuri@lips2.ecn.purdue.edu (Surya N Kavuri )
Newsgroups: sci.math.num-analysis
Subject: approximating functionals in orthogonal polynomial expansions
Date: 27 Aug 92 15:42:39 GMT
Organization: Purdue University Engineering Computer Network


  I want to expand f in terms of x1,x2,.....

  For this I need compute (f, xi).  This should be ok if I have
  f in a closed form.  What if I know f only at some arbitrary
  points ? The only approxmation scheme I know is that of       
  quadrature and they don't apply for functions with values 
  at arbitrary points.

        
  Carrying in the same vein, any approximations for fourier
  expansions in sines and cosines when the function is not 
  available at equally spaced points ?


 Thanks


 Surya Kavuri
Newsgroups: sci.math.num-analysis
From: storch@draper.com (Joel Storch)
Subject: EISPACK
Reply-To: storch@draper.com (Joel Storch)
Organization: Draper Laboratory
Date: Tue, 25 Aug 1992 18:46:14 GMT

Does anyone have bibliographic references to the function subprogram PYHTAG 
in EISPACK ?. It is used to compute Sqrt(a^2+b^2) avoiding overflow/underflow 
My copy of the EISPACK guide (1972) does not contain this function.
From: sassoj@aix.rpi.edu (John J. Sasso Jr.)
Newsgroups: sci.math.num-analysis
Subject: NEED WAVELETS INFO (APPL. TO DEs)
Date: 29 Aug 92 04:46:32 GMT
Organization: Rensselaer Polytechnic Institute, Troy NY


  Does anyone know of any reports on the applications of wavelets to ODE/PDE
problems?  Any info is appreciated.

             John
Xref: sparky sci.math.num-analysis:2574 comp.lang.fortran:3247
From: rons@hardy.u.washington.edu (Ronald Schoenberg)
Newsgroups: sci.math.num-analysis,comp.lang.fortran
Subject: Re: The importance of high-performance computing
Date: 28 Aug 92 00:49:26 GMT
Organization: University of Washington, Seattle

In article <1992Aug27.152740.29641@alchemy.chem.utoronto.ca> mroussel@alchemy.chem.utoronto.ca (Marc Roussel) writes:
>In article <l9p02vINNorv@almaak.usc.edu> ajayshah@almaak.usc.edu (Ajay Shah)
>writes:
[....]
>	     with C's awful syntactic conventions.  (To quote Carlin:
>	     "These are my rules, I make them up!"  More seriously, C
>	     and C++ violate criterion (1).  For example, I learned Fortran
>	     by writing a library which performs certain quantum chemical
>	     calculations.  As far as I know, this library is still in use.
>	     I doubt that I could have undertaken such a project in C and
>	     completed it in the alloted time without at least some prior
>	     experience with the language.)
>
>          3) You can convert Fortran code to C code, but if you want to
>	     have any chance of maintaining it, you had better hold on to
>	     the Fortran code.  The old libraries and programs are still
>	     useful and we can't just throw them away.
>

It is a mistake to compare C++ to C.  With a set of good matrix class
libraries, and some experience with array languages, you can begin
programming immediately in C++, not to mention with many times the
productivity of FORTRAN.  C++ is all about interface.  Let a
specialist design the classes (i.e., the interface) and the
scientist/engineer can go from there.  And I don't throw away my
Fortran - I write C++ wrappers for them.  That way I can merrily
factorize and decompose without having to keep track of all those
Fortran subroutine arguments (because the C++ objects take care of all
that), and I don't have to mess with those cryptic function names
(because I can overload function names and the C++ object knows what
to do).  And if I do want to get into object-oriented programming I
can design my own classes, for example, I could design a new data type
that suited my problem.  With a templated matrix class all I would
have to do is provide functions for computing the operations of a new
data type, for example, +, -, *, and /, for interval numbers, and I
would instantly have an array language with interval numbers.  In fact
with not much trouble I could declare a multi-dimensional array of
double precision rational complex interval numbers (if that was what I
wanted).  
   I think it is a huge mistake to try to do numeric programming in C,
but such a judgment doesn't generalize to C++.  
Newsgroups: sci.math.num-analysis
From: rbk5287@usl.edu (Kearfott Ralph B)
Subject: interuption in EMAIL service
Organization: University of Southwestern Louisiana
Date: Fri, 28 Aug 1992 18:39:09 GMT

Due to circumstances beyond my control, email sent to me (and to
usl.edu generally) between approximately 11:00 AM CDT Wednesday, 
August 26 and 11:00 AM CDT Friday August 28 may not have reached 
me.  If you are in doubt, please re-send it.

Baker Kearfott
Lafayette, Louisiana
rbk@usl.edu (Internet)
Xref: sparky sci.math.num-analysis:2561 sci.math:10611 sci.math.stat:1759
Newsgroups: sci.math.num-analysis,sci.math,sci.math.stat
Subject: Re: Least Squares with Inequality Constraints?
From: pfennige@uni2a.unige.ch
Date: 27 Aug 92 09:24:18 +0200
Organization: University of Geneva, Switzerland

In article <l9jcdhINNp98@roundup.crhc.uiuc.edu>, hougen@uirvlh.csl.uiuc.edu (Darrell Roy Hougen) writes:
> I would like to find some code, preferably free and preferably in C,
> that solves the general problem of linear least squares with
> linear inequality constraints.  
>

The book "Solving Least Squares Problems"  by C.L. Lawson & R.J. Hanson, 
(1974), Prentice-Hall, explains (chap. 23) how to do linear least squares
inequality contraints (LSI) (mixed with equality):

	minimize ||Ex-f|| subject to Gx>=h

where E, G are matrices, f,h vectors, and x the unknown coefficient vector. 
Equalities constraints are equivalent to two inequalities, x>=y and y>=x, and
unconstrained variables can be set smaller than a large positive number.  
LSI problems can be reduced to least distance problems (LDP):

	minimize ||x|| subject to Gx >= h

LDP problems can be reduced to non-negative least squares (NNLS):

	minimize ||Ex-f|| subject to x>=0

This book provides Fortran code for LDP and NNLS.  Having used the NNLS
algorithm extensively, I have found it robust and efficient.  NNLS can be seen
as a generalization of linear programming since when no solution  exists, NNLS
provides the nearest one, instead of nothing.

> ...
> 
> Thanks in advance.
> 
> Darrell

If anybody knows a more recent general reference about non-negative least
squares,  I would be interested to know about. 

	Daniel Pfenniger
From: smith@minerva.harvard.edu (Steven Smith)
Newsgroups: sci.math.num-analysis
Subject: Re: Newton Raphsons iteration method
Date: 1 Sep 92 20:43:27 GMT
Article-I.D.: minerva.SMITH.92Sep1154327
Organization: Harvard Robotics Lab, Harvard University

suresh@papaya.iss.nus.sg (Suresh Thennarangam - Research Scholar) writes:

> Newton-Raphson's method can handle non-linear n-dimensional equations
> with reasonable results given a good starting point. What happens
> if the system of equations is over-determined ? i.e. M equations in
> N unknowns where M > N. 
> 
> I used the routine mnewt() from Numerical Recipes ... with SVD as the 
> backbone linear equation solver. It always converged when M <= N but 
> refused to converge when M > N.
> 
> Any comments about this ? Can NR handle M > N at all or does the 
> algorithm have to modified to make it work ?

Let g: R^n -> R^n.  Newton's method is used to determine a point at
which g vanishes, i.e., it solves the equation g(x) = 0.

Note that if det g' != 0, then the number of points in R^n satisfying
g(x) = 0 must be finite.

If you have g: R^n -> R^m, m < n, g' full rank, then the equation
g(x) = 0 determines some subset of dimension n - m in R^n.  Newton's
method may (or may not) converge to any point in this subset.  I
believe that NR gets around the degeneracy of g as map into
R^m subset R^n by simply not inverting the small singular values
of g'.

In case m > n, the equation g(x) = 0 may not have a solution.
Consider, e.g., the map t -> (1+t, 1-t) from R to R^2.  Of course
Newton's method, even the Numerical Recipes version, could not
converge in such instances.

These ideas are all encapsulated by the implicit function theorem.

Nevertheless, there are methods to minimize the norm of g.  See, e.g.,
Fletcher's _Practical Methods of Optimization_.

Steven Smith
Newsgroups: sci.math.num-analysis
From: comptec91065@camins.camosun.bc.ca
Subject: 100 digit integer division?
Organization: Camosun College
Date: Wed, 26 Aug 1992 01:46:08 GMT

Can you help me find the easiest way to divide integers with a 
minimum of 100 digits (possibly up to 4300 digits) ?

 		P L E A S E !

Sincerely,
	Allan Curry
From: nagrwb@vax.oxford.ac.uk
Newsgroups: sci.math.num-analysis
Subject: Re: predictor corrector methods for ODE's
Date: 27 Aug 92 08:03:22 GMT
Organization: Oxford University VAX 6620

In article <26AUG199218380252@robin.rp.csiro.au>, awhichel@robin.rp.csiro.au (Adrian Whichello) writes:
> Dear Netters
> 
> 	I just read in Numerical Recipes that predictor-corrector methods for
> solving initial value ODE's are dead, or at least on their way out. This
> strikes me as rather strong, but I would like some other opinions. What do you
> think? 
> 					Adrian P. Whichello

Whilst NR provides a broad coverage, there is much in NR which is at fault
in both the text and the software from the standpoint of modern numerical
analysis. Their treatment of ODEs in particular bears little resemblance
to what is "state-of-the-art".

 Two reviews by numerical analysts are:
(1) Lawrence F. Shampine, "Review of 'Numerical Recipes, The Art of Scientific
    Computing'," The American Mathematical Monthly 94, 9 (Nov 87) 889-892.
(2) Richard J. Hanson "Cooking with 'Numerical Recipes' on a PC," SIAM (Society
    for Industrial and Applied Mathematics) News 28, 3 (May 90) 18.

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: alongley@cape.UWaterloo.ca (Allan Longley)
Subject: Problem with NAG D02EBF stiff systems routine (help)
Originator: alongley@cape.UWaterloo.ca
Organization: University of Waterloo
Date: Tue, 25 Aug 1992 20:36:54 GMT

Hello, I hope you can help.

I am using the NAG library routine for integrating a stiff system of
ordinary differential equations D02EBF.  The routine is called multiple 
times in the code with the same initial state, but is returning different 
answers ...  very different answers!  I even reset the work-space array
W(iw) before each use of D02EBF.

I am programming in FORTRAN77 with NAG Mark14B in AIX on an IBM R6000.  

This is not good.  Can you help?  Please.

-----------------------------------------------------------------------------
Allan Longley, University of Waterloo, Department of Chemical Engineering
e-mail: alongley@cape.uwaterloo.ca
voice: (519) 885-1211 x3816
home: (519) 746-5747
------------------------------------------------------------------------------
Newsgroups: sci.math.num-analysis
From: patton@phy.uab.edu (David Patton)
Subject: Re: is there anybody out there, hmmm...
Reply-To: patton@phy.uab.edu
Organization: University of Alabama at Birmingham
Date: Fri, 28 Aug 1992 15:19:01 GMT


In article 13528@kakwa.ucs.ualberta.ca, kdorma@ravana.eche.ualberta.ca (Kevin Dorma) writes:
>How's it goin', eh?
>Say, we have a group for workstation related stuff but nobody has posted
>anything yet.  What do we plan on discussing over this forum?  How many 
>people have added this group to their .newsrc?  
>
>just my $0.02
>                                  | 


What news group are you referring to?
Newsgroups: sci.math.num-analysis
From: Herman.Woltring@bbs.oit.unc.edu (Herman Woltring)
Subject: Re: Cubic splines - algorithm needed !!!
Summary: netlib spline routines
Keywords: Cubic splines
Organization: Extended Bulletin Board Service
Date: Tue, 25 Aug 1992 23:14:20 GMT

In article <1992Aug25.101532.25255@imada.ou.dk>
olestorm@imada.ou.dk (Ole Storm Pedersen) writes:
>We need an algorithm using qubic splines to approximate a function to a set
>of experimental data. We have a dataset consisting of non-equidistant points 
>reflecting the voltage output from a manometer as a function of the pressure
>in a vacuum chamber.
>
>	Ole Storm and Niels-Ulrik Frigaard
>
>E-mail:  olestorm@imada.ou.dk

Try sending the commands
 
   help
   find spline
   find splines
   send index for gcv

to netlib@research.att.com or any of its companion servers as identified
in the response to the "help" request.  Actually, are you sure that you
need cubic splines?  If you're interested in estimating derivatives,
cubic splines are good for first derivatives only.  You'll need quintic,
heptic, nonic etc. splines for higher derivatives.  Some of the s/w on
netlib accomodates this ("send gcvspl from gcv").
 
Herman J. Woltring <woltring@nici.kun.nl / hnykun53.bitnet>
(Please do *not* send email to the bbs address)
--
   The opinions expressed are not necessarily those of the University of
     North Carolina at Chapel Hill, the Campus Office for Information
        Technology, or the Experimental Bulletin Board Service.
           internet:  bbs.oit.unc.edu or 152.2.22.80
Newsgroups: sci.math.num-analysis
From: KSZ@VM.NRC.CA
Subject: How to interpolate S-shaped curve?
Organization: National Research Council
Date: Tue, 25 Aug 92 15:12:22 EDT

I am wondering if anybody knows how to line-smooth a curve which is S -shaped?
The characteristic of this curve is that y is not single-valued. An example is
a circle.
 
I am interested in cubic spline fitting. My idea is to cut the curve into
pieces and for each piece, do the cubic spline since each piece has single-
valued y. But this doesn't work simply because (1) it is hard to determine
cut points for numeraical data and (2) the left- and right-derivatives of
the middle piece if infinity.
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 KAIJUN S. ZHAN                          || (613) 990 - 0734 (voice)
 Internet:ksz@vm.nrc.ca                  ||
 Internet:kzhan@sgi1.mathstat.uoguelph.ca|| "Three generates everything".
 Internet:gilwf16@vm.uoguelph.ca         ||
 Bitnet:ksz@nrcvm01                      ||      -- Lao Zhi
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Newsgroups: sci.math.num-analysis
From: keinert@iastate.edu (Fritz Keinert)
Subject: Re: r1mach for DecStation 3100?
Organization: Iowa State University, Ames, IA
Date: Tue, 25 Aug 1992 17:30:39 GMT

In article <MJOHNSON.92Aug25055612@netcom.Netcom.COM> mjohnson@netcom.Netcom.COM (Mark Johnson) writes:
>The DS 3100 is a garden-variety 32bit machine using
>the IEEE-P754 floating point standard...
>
>The floating point constants (smallest representable epsilon
>such that (1.0+epsilon) .ne. 1.0 , et cetera) are the same
>for all computers that employ IEEE-P754 standard floating
>point.  This includes the DS 3100, DS 5000, the Hewlett
>Packard "Snakes", and the very popular machines sold by
>Sun Microsystems under the name "SPARCstation".

Careful! This works for r1mach, and in general if the constants are
given in human-readable form, but I have seen d1mach in which the
constants were given as two 32-bit hexadecimal numbers. In that case,
you have to worry about byte ordering, i.e. you may have to reverse
the two hex numbers between one machine and another.


-- 
Fritz Keinert                             phone:  (515) 294-5223
Department of Mathematics                 fax:    (515) 294-5454
Iowa State University                     e-mail: keinert@iastate.edu
Ames, IA 50011
Newsgroups: sci.math.num-analysis