HDTenEightyP/NetNews huggingface dataset:
From: mld900@anusf.anu.edu.au (Murray Dow)
Newsgroups: sci.math.num-analysis
Subject: Re: MINOS
Date: 5 Jan 93 22:13:29 GMT
Reply-To: mld900@anusf.anu.edu.au
Organization: ANU Supercomputer Facility
NNTP-Posting-Host: 150.203.5.3
Originator: mld900@asterix


In article <1ial3rINNlpq@manuel.anu.edu.au>, mld900@anusf.anu.edu.au (Murray Dow) writes:
|> 
|> In article <C0CJ78.IA7@ireq.hydro.qc.ca>, robin@fractal.ireq-num (Robin Duquette ) writes:
|> |> ---
|> |> 
|> |> I would appreciate very much if somebody could give me the E-mail
|> |> address of Michael Saunders or Bruce Murtagh (the authors of MINOS).
|> |> 
|> |> Thanks in advance.
|> |> 
|> |> --------------------------------------------------------------------------------
|> |> Robin Duquette                              E-mail: robin@ireq-num.hydro.qc.ca
|> |> Service Methodes numeriques                 phone : (514) 652-8239
|> |> Institut de recherche d'Hydro-Quebec        fax   : (514) 652-8005
|> |> 1800 montee Ste-Julie,
|> |> Varennes (Quebec) Canada J3X 1S1
|> |> --------------------------------------------------------------------------------
|> |> 
|> 
|> MINOS - 
|> 
|>    Stanford Office of Technology Licensing
|>     350 Cambridge Ave.
|>     Suite 250
|>     Palo Alto, CA  94306
|>     USA
|>     phone: 415-723-0651
|> 

I have an email address (no guarantee either expressed or implied)
 srh@popserver.stanford.edu
-- 
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.num-analysis
From: andy@laguna.santafe.edu (Andy Mell)
Subject: xfdtd program on EMLIB?
Date: Mon, 04 Jan 93 20:06:55 GMT
Organization: Santa Fe Institute

I am having problems getting the FD-TD code 'xfdtd.tar.Z' on the EMLIB archive
at microwave.jpl.nasa.gov running properly. It compiles and everything, but
when it comes to plot the results of the first timestep i get an error
ALLOC: bad pointer, I suspect that a null pointer is being dereferenced
somewhere given the machine dependency of this run time error. 
Unfortunately I cannot locate the error as the stack dump gets written over
everytime. It appears to be in the C part of the program viz2d thou.
I'd appreciate it if anyone who has come across the bug and fixed it would 
let me know with details etc.

I'm particularly interested in extending the program so that it deals with
non vacuum dielectrics and consequently dispersion and complex permeability.

Are there any other EM programs around? Can someone give me a reference to
a paper if there is one that deals with xfdtd.

Many thanks

Andy

-- 
-------------------------------------------------------------------------------
Andy Mell, Applied Physics Department,  |   andy@santafe.edu
University of Hull, Hull, HU7 6RX       |   amell@nyx.cs.du.edu
England.                                |   torq@gnu.ai.mit.edu
Newsgroups: sci.math.num-analysis
From: mhosea@seas.smu.edu (Mike Hosea)
Subject: Re: Robert Skeel, you suck.
Followup-To: alt.flame
Summary: Can you say "off topic"
Organization: SMU - School of Engineering & Applied Science - Dallas
Date: Tue, 12 Jan 1993 05:19:59 GMT

In article <93011.170832U53644@uicvm.uic.edu> <U53644@uicvm.uic.edu> writes:
>Mr. Marrett may wish to talk to the good folks at sci.logic about the
>definition of an ad hominem. The previous poster did not seek to refute some
>argument made by Prof. Skeel (who I don't know) by making a personal attack
>(indeed, a logical error - though that is a valid approach when questioning the
>truthfulness of a speaker). Rather, he offered his opinion as to the teaching
>abilities of Prof. Skeel.

... which, as Mr. Marrett suggested, is not of interest here.  Take it to
alt.flame or start a discussion on the related educational topics in an 
appropriate newsgroup.
-- 
Regards,
Mike Hosea (mhosea@seas.smu.edu)
Organization: Statistics, Carnegie Mellon, Pittsburgh, PA
Newsgroups: sci.math.num-analysis,sci.math.symbolic,sci.math.stat
Date: Tue,  5 Jan 1993 16:18:09 -0500 
From: Michael Meyer <mikem+@andrew.cmu.edu>
Subject: Re: XLISP-STAT

Try StatLib--available via e-mail, ftp, and gopher.
Send the message
	send index
to statlib@lib.stat.cmu.edu
to get started.
--mike
Mike Meyer, Computing Services and Department of Statistics, 
	    Carnegie Mellon University
Newsgroups: sci.math.num-analysis
From: sassoj@rs6412.ecs.rpi.edu (John J. Sasso Jr.)
Subject: Calculating norm of a function
Organization: Rensselaer Polytechnic Institute, Troy NY
Distribution: usa
Date: Mon, 4 Jan 1993 18:10:52 GMT


   Given a function f in L^2(R), which exists on the interval [a,b], how
would I go about calculating its L^2-norm?  Does there exist a numerical
algorithm which can do this?

                         -- John
From: meltsner@crd.ge.com (Kenneth J. Meltsner)
Newsgroups: sci.math.num-analysis
Subject: Re: Function Minimizer
Date: 12 Jan 93 14:32:24 GMT
Reply-To: meltsner@crd.ge.com
Organization: GE Research and Development Center



In article <1993Jan11.092542.25036@mic.ucla.edu>, iwelch@agsm.ucla.edu
(Ivo Welch) writes:
|>It is time for someone to design  and sell an elegant,  comprehensive function
|>minimizer, and which switches transparently among minimization algorithms upon
|>self-determined demand. Isn't this what Artifical Intelligence could be useful
|>for? 

Curiously enough, researchers at the GE R&D Center developed an
AI-based optimization system called Engineous.  From a 1989 brochure:

  Engineous is a generic software shell that can be applied to the
  design of many different products.  Engineous iterates Computer-Aided
  Engineering (CAE) design programs until desired goals are met, freeing
  the engineer to perform more highly skilled functions.

While Engineous is not a commercial product, the development team may be
reached at:

Dr. Siu Shing Tong
GE Corporate R&D Center
P.O. Box 8
Schenectady, NY 12301

There have been a number of technical papers describing Engineous
in the open literature as well.

Disclaimer:  Dr. Tong doesn't know I'm doing this.

===============================================================================
Ken Meltsner                        | meltsner@crd.ge.com (518) 387-6391
Newsgroups: sci.math.num-analysis
From: iwelch@agsm.ucla.edu (Ivo Welch)
Subject: Function Minimizer
Organization: UCLA, Anderson Graduate School Of Management
Date: 11 Jan 93 09:25:42 PST


Actually, as an outsider needing minimization support (I am an occasional user
who needs only occasional likelihood maximization), I am quite appalled by the
state of  affairs.   I  often  end up   using grid   searches  when  the  more
sophisticated methods bomb,  often because  of  domain problems.  I have spent
countless days tweaking  the minimization  algorithms;  I'd  rather loose some
computer efficiency to gain user efficiency.

It is time for someone to design  and sell an elegant,  comprehensive function
minimizer, and which switches transparently among minimization algorithms upon
self-determined demand. Isn't this what Artifical Intelligence could be useful
for?  There could be some basic use options:

	1> Use of derivatives
	2> discrete vs. continuous variations
	3> reduce the number of function evaluations for more
		intelligence at the optimizer
	4> Automatic non-linear constraint handling

For example (as  to 3), I  find  it strange that  the  Numerical Recipees Code
tries to maximize uni-dimensionally to  epsilon accuracy even when  taking the
first few steps in the multi-variate optimization.

/ivo welch
Newsgroups: sci.math.num-analysis
From: kamala@npac.syr.edu (Kamala Anupindi)
Subject: Need pointer to DONGARRA's paper
Organization: Northeast Parallel Architectures Center at Syracuse University (NPAC)
Date: Mon, 11 Jan 93 11:27:21 EST

HI,

	I'm looking for some information on a paper by Dongarra on
	Iterative Techniques. I don't know which journal it was
	published in. If you have any information, could you please
	send me a mail at kamala@npac.syr.edu ???

	Thanks,
	Kamala Anupindi
Organization: Penn State University
Date: Wed, 6 Jan 1993 21:06:53 EST
From: <BXK8@psuvm.psu.edu>
Newsgroups: sci.math.num-analysis
Subject: Mixed integer linear programming algorithm needed

I am looking for a public domain Mixed integer linear programming
algorithm that can handle large number of variables (400).
If you can help me please send e-mail to the address above.
Thank you
                     Branko
From: jwe@bongo.cc.utexas.edu (John W. Eaton)
Newsgroups: sci.math.num-analysis
Subject: Re: Octave -- a high-level language for numerical computations
Date: 12 Jan 1993 09:29:30 GMT
Organization: The University of Texas at Austin, Austin TX
Distribution: world
NNTP-Posting-Host: bongo.cc.utexas.edu

In article <AJT.93Jan12171438@peregrin.resmel.bhp.com.au>
ajt@resmel.bhp.com.au (Andrew Telford) writes:

> Are there any significant differences between Octave and the MATLAB
> clone RLab which is also under the GPL and in alpha test:

RLaB is definitely not a Matlab clone -- the syntax of the RLaB
language is very different from the syntax of Matlab.  The README file
that comes with RLaB even says:

    RLaB is NOT a MATLAB clone!

Because of this, there may be more differences between Octave and RLaB
than there are similarities.  For example, FOR loops in Octave may be
written as

    for i = 1:4
      for j = 1:5
	m(i,j) = i+j;
      end             % one may also use `endfor' here, which can help
    end               % debugging of mismatched `end' statements

but in RLaB the above would (I think) be written as

    for(i in 1:4) {
      for(j in 1:5) {
	m[i;j] = i+j;
      }
    }

Note also that RLaB uses square brackets instead of parenthesis for
matrix indexing, and semicolons instead of commas to separate the
indices.

Function definitions are also much different.  Octave allows

    function [x, y, z] = foo (a, b, c)
    % Do something with a, b, and c to make x, y, and z.
      if (nargin != 3)  % parens optional here
	error ('usage: [x, y, z] = foo (a, b, c)');
      else
	x = 1/a; y = b; z = c^2;
      endif  % or, if you prefer, just `end'
    end  % or `endfunction' or just EOF if function is defined in a file

while RLaB uses an entirely different syntax (this is an example from
the RLaB distribution):

    fact = function (f) {
      if(f <= 1) {
	return 1;
      } else {
	return f*$self(f-1);
      }
    }

(Note that to do this in Octave, you might write

    function f = fact (x)
      if (x <= 1)
        f = 1;
      else
        f = x * fact (x-1);
      endif
    endfunction

though it would probably be better to avoid recursion for this
problem. :-)

The RLaB distribution contains a more complete list of differences
between it and Matlab.

In general, the syntax of Octave is very much like that of Matlab.

--
Virtually all of the programs obtained by our sampling | John W. Eaton
procedure were written in FORTRAN.  -- Donald E. Knuth | jwe@che.utexas.edu
From: matt@physics2.berkeley.edu (Matt Austern)
Newsgroups: sci.math.num-analysis
Subject: Wanted: minimization routine
Date: 10 Jan 93 15:25:53
Organization: Lawrence Berkeley Laboratory (Theoretical Physics Group)
Distribution: inet
Reply-To: matt@physics.berkeley.edu
NNTP-Posting-Host: physics2.berkeley.edu

Does anybody out there have a recommendation for a minimization
routine?  I'll be using it to minimize a function of two or three
variables; the function is reasonably well behaved, but I am not able
to calculate the derivatives very easily.

Code in C or C++ would be preferable.  

Thanks!


--
Matthew Austern                   Just keep yelling until you attract a
(510) 644-2618                    crowd, then a constituency, a movement, a
austern@lbl.bitnet                faction, an army!  If you don't have any
matt@physics.berkeley.edu         solutions, become a part of the problem!
Newsgroups: sci.math.num-analysis
From: martin@mvx36.csata.it
Subject: Finite Element programs
Reply-To: martin@mvx36.csata.it
Organization: TECNOPOLIS CSATA, Bari, Italy
Date: Tue, 12 Jan 1993 13:06:46 GMT

Hi,
  I am looking for FE programs available on the net and which include
  source code (any language will do).
  Could you help me?

	Thanks in advance,
		Sergio Martino
              MARTIN@MX36.CSATA.IT
Newsgroups: sci.math.num-analysis
From: pitonyak@lightning.cis.ohio-state.edu (Andrew Pitonyak)
Subject: Re: Condition Number
Organization: The Ohio State University Dept. of Computer and Info. Science
Date: Mon, 11 Jan 1993 15:44:39 GMT

In article <1993Jan11.083253.9521@dutrun2.tudelft.nl> rcpshdb@dutrun2.tudelft.nl (Han de Bruijn) writes:

>The condition number of a matrix  A  is defined as the absolute value of
>its largest eigenvalue divided by its smallest eigenvalue. Right?
>
>I'm at loss how this is related to the loss of decimals when solving the
>equations system:
>                      A.x = b
>
>Can someone out there provide a simple argument?

You did say simple right?  Consider that a singular matrix has smallest
magnitude eigenvalue of zero.  The closer to singular in some sense.
Also, dividing by a small number gives a larger condition number.

andy
pitonyak@cis.ohio-state.edu
From: thompson@atlas.socsci.umn.edu (T. Scott Thompson)
Subject: Re: Condition Number
Reply-To: thompson@atlas.socsci.umn.edu
Organization: Economics Department, University of Minnesota
Date: Wed, 13 Jan 1993 02:47:05 GMT

Dave Dodson <dodson@convex.COM> writes:

[original question deleted]
[Dodson's reply deleted except for the following excerpts.]

>Suppose you have a non-singular linear system A.x = b and you perturb the
>matrix and right-hand side.  How much is the solution perturbed; i.e.,
>how big is dx if (A+dA).(x+dx) = b+db ?

>	||dx||      ||A||.||A^-1||     ||dA||   ||db||
>	------ <= ----------------- . (------ + ------)
>	||x||	  1-||A^-1||.||dA||    ||A||	||b||

Dodson's proof assumes that A^(-1) exists, which is not necessary.
Here is a similar but somewhat shorter derivation that only assumes
that there is a unique solution to Ax = b.  It derives the bound using
a first order differential approximation to the deviations, which
simplifies matters considerably.

If Ax = b has a unique solution then A has full column rank, in which
case an explicit formula for the solution is

	x = (A'A)^(-1)A'b = Cb

where C = (A'A)^(-1)A'.  Note that C'C = (A'A)^(-1).

Let |y| denote the usual Euclidean norm for a vector y, and define the
norm of a matrix Z by:

	          |Zy|
	|Z| = max ---- = Sqrt( maximum eigenvalue of Z'Z )
	       y   |y|

This norm satisfies: |ZW| <= |Z| |W|.  Applying the definition we get

	|C| = Sqrt( maximum eigenvalue of (A'A)^(-1) )
	    = 1 / Sqrt( minimum eigenvalue of A'A )

First order perturbations to the linear equation Ax = b must satisfy:

	A(dx) + (dA)x = db      (i.e. we drop the term (dA).(dx) )
or
	A(dx) = db - (dA)x	
or
	dx = C ( db - (dA)x )

Thus	|dx| / |x| <= |C| ( |db|/|x| + |dA| )
	           <= |C| |A| [ |db|/(|A| |x|) + |dA|/|A| ]

However since b = Ax we have |b| <= |A| |x|.  Substitution then gives

	|dx| / |x| <= |C| |A| ( |db|/|b| + |dA|/|A| )

The condition number is |C| |A| = |(A'A)^(-1)A| |A| which is the
square root of the ratio of the largest and smallest eigenvalues of
A'A.

This argument is not quite as useful for a formal analysis of
precision loss as as Dodson's, since it applies to first order
differentials rather than finite differences.  I find it somewhat
"simpler", to understand, however.
--
T. Scott Thompson              email:  thompson@atlas.socsci.umn.edu
Department of Economics        phone:  (612) 625-0119
University of Minnesota        fax:    (612) 624-0209
Newsgroups: sci.math.num-analysis
From: pms26964@uxa.cso.uiuc.edu (Phil Scopes)
Subject: Robert Skeel, you suck.
Organization: University of Illinois at Urbana
Date: Sun, 10 Jan 1993 00:47:59 GMT

Robert Skeel is a well-known professor at the University of Illinois at
Urbana/Champaign, but he has one major problem--he can't teach.  He doesn't
help students that don't know what he's talking about, and the only ones who
get A's are those who already know the stuff before they even took the class.
He teaches Computer Science/Math 257, numerical methods, as well as advanced
numerical methods courses such as 358 (linear algebra) and 359 (differential
equations or Diff-E Q's (dippy screws)

-- 
* Phil Scopes (pms26964@uxa.cso.uiuc.edu)
* University of Illinois
* Champaign/Urbana
Newsgroups: sci.math.num-analysis,comp.sys.super,comp.parallel
From: domik@wilkinson.cs.colorado.edu (Gitta Domik)
Subject: High-Performance Scientific Computing -- for Faculty
Organization: University of Colorado, Boulder
Date: Wed, 6 Jan 1993 20:56:05 GMT


		Summer Workshop for Faculty
	   High-Performance Scientific Computing 
         University of Colorado, June 7 - 18, 1993

This residential workshop is designed for college faculty 
members interested in teaching scientific computing to 
undergraduate students. Its objectives are to present 
an early draft of course material we have developed to 
potential instructors, to critique it, and to
discuss ways of incorporating it into a college curriculum.
This material was developed for an undergraduate course in 
"High-Performance Scientific Computing" under a grant from the 
National Science Foundation.

Students in our course learn to use high-performance 
workstations and supercomputers through laboratory exercises 
representative of scientific applications.
The exercises include numerical computation, scientific visualization,
and performance measurement. Our laboratory is equipped with 
DEC 5000 and SGI Indigo workstations and Xterminals; we access
supercomputers over a network.

Approximately 60% of the workshop time will be devoted to
laboratory sessions. The remainder will be devoted to tutorials on
the course material and to discussions of 
how to teach this subject to undergraduates, including
practical matters of hardware and software
requirements, teaching methodology, and breadth and depth of the
subject matter.

Participants will reside in Crosman Residence Hall on the campus.
Classes and laboratory sessions will be held in the Engineering Center
located nearby. Residence expenses (room and board) will be paid by
a grant from the National Science Foundation. Transportation expenses will
not be covered.

Attendance will be limited to sixteen participants, selected according to
these criteria:

	Statement of interest. This statement describes the applicant's 
	interest in participating in this workshop and relevant academic 
	experience.

	Satisfying the prerequisites. The prerequisites are experience with 
	the Unix operating system and C or Fortran, 
	knowledge of undergraduate numerical analysis.

Faculty members from four-year colleges are especially encouraged to apply.

Some course materials are available by anonymous FTP from cs.colorado.edu
in directory /pub/cs/HPSC.

Inquiries and applications should be sent to: Professor Elizabeth Jessup,
Dept. of Computer Science, University of Colorado, Boulder, CO 80309-0430;
tel. (303) 492-0211; e-mail jessup@cs.colorado.edu. 

                  APPLICATION DEADLINE MARCH 31

----------------------------------------------------------------------------

There is no application form, but your application letter should include
the following:

=      Name
=      Affiliation and position
=      Mailing address
=      Phone number
=      Email address
=
=      Statement of interest as described in the announcement.
=      A description of your relevant background including your experience
=         with the prerequisites listed in the announcement.


Newsgroups: sci.math.num-analysis
From: shivakl@ctrvx1.vanderbilt.edu (LAKSHMANAN SHIVAKUMAR)
Subject: Hopscotch Method for solving PDE'S.
News-Software: VAX/VMS VNEWS 1.41    
Organization: Vanderbilt University
Date: Sun, 10 Jan 1993 02:34:00 GMT

Hello,

I am working on a project that needs the numerical solution to
a second order partial differential equation in two space dimensions
and one time dimension.  The pde involves a mixed derivative and I
was informed by a friend that the hopscotch method might be useful
to solve this.  I would be extremely thankful if someone out there
could educate me on how the hopscotch method works for solving
such pde's?  References to good books discussing this method would
also be very helpful.

Thanks in advance.
Regards,
Shiva
Newsgroups: sci.math.num-analysis
From: cma@eniac.inesc.pt (Carlos Antunes)
Subject: HELP! FFT algorithm for arbitrary number of samples...
Organization: INESC - Inst. Eng. Sistemas e Computadores, LISBOA. PORTUGAL.
Date: Tue, 5 Jan 1993 20:05:36 GMT

Hi, everybody!

I am trying to implement an algorithm for computing the FFT with an
arbitrary number of samples, i.e., not necessarly equal to a power of
two.

I am using the algorithm proposed by Brigham in his book "The Fast
Fourier Transform". The algorithm appears, for those who have the book,
in page 195, equations 12-47 to 12-49.

Basicly, one transforms the formula 

X(n_) = Sum[x[k] W^(nk), {k, 0, N-1}]

into

X(n_) = W^(n^2/2) Sum[y[k] h[n-k], {k, 0, N-1}]

where N is the number of samples, W = Exp[-I 2 Pi/N], 
y[k_] = W^(k^2/2) x[k] and h[k_] = W^(-k^2/2).

One then extends y[k] and h[k] with sufficient zeros so the number of
samples becomes a power of 2. Now one uses the convolution theorem,
i.e., the the trasform of the convolution is the product of the
transform.

Well, in the paper, the things seems right, but inb practice they just
don't work. And, after verifying the code a milion times, I am pretty
sure the problem is with the algorithm (or with a very pretty and stupid
error I am doing, who knows?).

Appreciate any help.

Thank you!

Regards,
Carlos Antunes.
-- 
Carlos Antunes @ INESC - Instituto de Engenharia de Sistemas e Computadores
E-mail to cma@inesc.pt
Newsgroups: sci.math.num-analysis
From: sassoj@aix.rpi.edu (John J. Sasso Jr.)
Subject: Advantages/Disadvantages of Galerkin Method
Organization: Rensselaer Polytechnic Institute, Troy NY
Date: Fri, 8 Jan 1993 04:57:03 GMT

    The Galerkin method, which is used to approximate solutions to differential
   equations, appears to be a pretty interesting technique.  However, I am 
   not too knowledgable about it, so I'd like to know what is its advantages
   and disadvantages.  Also, how does it fair against nonlinear ODEs and PDEs,
   which tend to have chaotic solutions.  If anyone has any good introductory
   references to the Galerkin method, I would like to know about them.

                          -- John

Newsgroups: sci.math.num-analysis
From: ksh@hobbes.ds.boeing.com (K. Scott Hunziker)
Subject: Re: Octave -- a high-level language for numerical computations
Organization: Boeing Defense & Space Group
X-Newsreader: TIN [version 1.1 PL8]
Date: Tue, 12 Jan 1993 06:43:10 GMT

John W. Eaton (jwe@che.utexas.edu) wrote:

: Octave is a high-level language, primarily intended for numerical
: computations.  It provides a convenient command line interface for
: solving linear and nonlinear problems numerically.

Octave looks a lot like MATLAB -- care to list some of their
differences?


--

Scott Hunziker
ksh@hobbes.ds.boeing.com
Newsgroups: sci.math.num-analysis