HDTenEightyP/NetNews huggingface dataset:
From: vaxinf@V36.CHEMIE.UNI-KONSTANZ.DE ()
Subject: Re: Algorithm(s) need for Bessel functions
Reply-To: vaxinf@V36.CHEMIE.UNI-KONSTANZ.DE ()
Organization: UNIV. KONSTANZ, FAK. F. CHEMIE
Date: Tue, 26 Jan 1993 10:09:35 GMT


In article <1993Jan25.201447.2082@athena.mit.edu>, cai@athena.mit.edu (Liang-Wu Cai) writes:
|>Xref: eratu.rz.uni-konstanz.de sci.math.num-analysis:4147 sci.engr:2316 sci.engr.mech:820
|>Newsgroups: sci.math.num-analysis,sci.engr,sci.engr.mech
|>Path: eratu.rz.uni-konstanz.de!news.belwue.de!ira.uka.de!sol.ctr.columbia.edu!spool.mu.edu!enterpoop.mit.edu!bloom-picayune.mit.edu!athena.mit.edu!cai
|>From: cai@athena.mit.edu (Liang-Wu Cai)
|>Subject: Algorithm(s) need for Bessel functions
|>Message-ID: <1993Jan25.201447.2082@athena.mit.edu>
|>Sender: news@athena.mit.edu (News system)
|>Nntp-Posting-Host: barker-6-7.mit.edu
|>Organization: Massachusetts Institute of Technology
|>Date: Mon, 25 Jan 1993 20:14:47 GMT
|>Lines: 23
|>
|>
|>Dear netter,
|>
|> I am in need (badly) of an accurate algorithm Bessel functions of various 
|>kinds with real argument and integer order. What I need actually is a 
|>algorithm which is able to provide the result with at least 7 significant 
|>digits for J_n (z) and Y_n (z) with n <=100 and z <= 100.

Look into Abromowitz/Stegun Handbook of Mathamatical Functions:

1.) set j(100)=0
2.) set j(99)=1
3.) do recursion to j(0)
4.) calculate the true j(0) in order to define a normalisation faktor
5.) Multiply all value with that factor

You get all values J(0)...j(100) in that way.

Eberhard Heuser-Hofmann
Newsgroups: sci.math.num-analysis
From: a722756@roper.mc.ti.com (W. Donald Rolph)
Subject: Re: SOME eigenvalues of general matrix
Originator: a722756@roper.mc.ti.com
Organization: Texas Instruments / Attleboro Mass / USA
Date: Thu, 21 Jan 1993 14:12:33 GMT


YOu should probasbly examine the subspace iteration method (also known a block
iteration methods).   You can find a reference in Bathe, Finite Element
Procedures for Engineering Analysis.

You might also explor the Lanczos method, check out Golub and Van Loan.
-- 

Regards.
 
Don Rolph  a722756@pan.mc.ti.com WD3 MS10-13 (508)-699-1263
Newsgroups: sci.math.num-analysis
From: sychen@envmsa.eas.asu.edu (Chen, Shen Yeh)
Subject: SORRY, my problem should be : Cholesky for NON-POSITIVE matrix????
News-Software: VAX/VMS VNEWS 1.4-b1  
Organization: Arizona State University, Tempe, AZ
Date: Fri, 22 Jan 1993 09:35:00 GMT


 This is from Shen-yeh Chen, for further discription of the problem.

 I am sorry, I make a stupid mistake. What I want to ask is

   CHOLESKY METHOD FOR NON-POSITIVE DEFINITE MATRIX

 Non-positive does not mean negative. I am sorry about this.

 Let me state this again :

 1) Is there any method I can use to REDUCE [K], and still solve the system
    when [K] is NOT POSITIVE-DEFINITE?
 2) If such method exists, what's the criteria for positive- or nonpositive
    definite?
 3) Does any body know how to use Gauss method to reduce [K] ??
From: sshankar@td2cad.intel.com (Sadasivan Shankar)
Newsgroups: sci.math.num-analysis
Subject: Re: Nonlin. Part. Diff. Eqs.; PLEASE SUGGEST HOW TO SOLVE!
Date: 27 Jan 93 16:41:52 GMT
Reply-To: sshankar@td2cad.intel.com (Sadasivan Shankar)
Organization: Intel Corporation, Santa Clara, CA USA

From my initial view of your equations and boundary conditions, it looks like that
the equations can be solved by some simple manipulation. I may get back to you
later with more details.

	Here goes the initial suggestions;
If a = A, then you can have a new dependent variable by adding equations 1 and 2.  Similarly,
if  a = B, the same thing can be said of equations 2 and 3.  I supect that this may be the
case, since your boundary conditions are additive.  Once you have the simplified equations,
you can solve them using separation of variables.  I have to look into your problem
in more detail before I can say more.  Hope that this helps.

S.Shankar
Tech CAD
INTEL
From: lamb@shale.CS.ORST.EDU (Ben Lam)
Newsgroups: sci.math.num-analysis
Subject: matrix-vector multiplication in LINPACK and LAPACK
Date: 27 Jan 93 07:47:46 GMT
Article-I.D.: flop.1k5en2INNfei
Distribution: world
Organization: Computer Science Department, Oregon State University
NNTP-Posting-Host: shale.cs.orst.edu

I would like to know what storage schemes are used to store
matrices in LINPACK and LAPACK.

Also, how to do matrix-vector multiplication in those storage schemes.

Thanks in advance.


--Ben Lam
lamb@research.cs.orst.edu
Newsgroups: sci.math.num-analysis
From: hsbrown@lemmy.Princeton.EDU (Scott Brown)
Subject: SOME eigenvalues of general matrix
Originator: news@nimaster
Organization: Princeton University
Date: Tue, 19 Jan 1993 17:05:19 GMT

I am interested in extracting only the positive eigenvalues
of a large (1000x1000) real, general matrix.  My understanding
of Lapack is that its eigenvalue routines compute ALL eigenvalues
and then filter out the ones you want.   Does anybody know of any
public domain Fortran routines that extract only selected
eigenvalues of a matrix?

Thanks,
	Scott



Newsgroups: sci.math.num-analysis
From: lallu@cc.utah.edu (Upmanu Lall, Civil Eng)
Subject: integer programming/combinatorial code
News-Software: VAX/VMS VNEWS 1.4-b1  
Organization: University of Utah Computer Center
Date: 23 Jan 1993 16:07 MST  

ineed an integer programming/combinatorial code
or a large scale network optimization code to solve a large traveling salesman 
problem..
any suggestions on public domain sources
thanks
please respond to
ulall@pub.uwrl.usu.edu
Newsgroups: sci.math.num-analysis,comp.lang.fortran,comp.compilers,comp.sources.d
From: Mayan Moudgill <moudgill@cs.cornell.EDU>
Subject: Looking for CFD or other code with unpredictable branches
Reply-To: Mayan Moudgill <moudgill@cs.cornell.EDU>
Organization: Cornell Univ. CS Dept, Ithaca NY 14853
Date: Mon, 25 Jan 1993 23:16:28 GMT
Keywords: code, question, optimize

I'm looking for code samples that contain lots of branches that are not
very predictable (i.e. if the last time the branch was taken then only 70%
or less of the time will the branch be taken this time)

Greg Lindahl (gl8f@fermi.clas.Virginia.EDU) suggested I look at CFD codes,
specifically upwind differencing. Does anybody have code for it, that they
could send me?

Or any other codes that contains fairly unpredictable branches?

:)
Thanks
Mayan
(moudgill@cs.cornell.edu)
-- 
Send compilers articles to compilers@iecc.cambridge.ma.us or
{ima | spdcc | world}!iecc!compilers.  Meta-mail to compilers-request.
From: anoop@kedar.ee.iitb.ernet.in (Anoop Kulkarni)
Subject: ftp site for numerical recipes...
Organization: Department of Electrical Engineering, IIT Bombay
Date: Mon, 25 Jan 1993 22:15:20 GMT


hi everyone,

does anyone out there know the ftp site where i can find the numerical
recipes ?

please email to anoop@ee.iitb.ernet.in

many thanks in advance.

anoop
--
----------------------------------------------------------------------
Anoop R. Kulkarni, Research scholar, | E-Mail : anoop@ee.iitb.ernet.in
Signal/ Image Processing Laboratory, |          anoop@cc.iitb.ernet.in
Dept of EE, IIT, Bombay 76 , INDIA.  | Phone  : (9122)5782545 ext 2499
----------------------------------------------------------------------
At the source of every error that is blamed on the computer, you'll
find two human errors, including the one of blaming on the computer.
----------------------------------------------------------------------
From: smith@minerva.harvard.edu (Steven Smith)
Newsgroups: sci.math.num-analysis
Subject: Re: Exploiting Structure of Hamiltonian Matrices
Date: 22 Jan 93 13:44:22 GMT
Article-I.D.: minerva.SMITH.93Jan22084422
Organization: Harvard Robotics Lab, Harvard University

goh@nyquist.usc.edu (K.C.Goh) writes:

> Does anybody out there know of any numerical routines
> for the computation of the eigenvalues of a Hamiltonian
> matrix (or the zeros of a Hamiltonian Pencil) which exploit
> the Hamiltonian eigenvalue (zero) structure?

See C. F. Van Loan (1984), A symplectic method for approximating all
the eigenvalues of a Hamiltonian matrix, Lin. Alg. Appl., 61, 233-252,
and the references therein.  There is also more recent work by
Bunse-Gerstner et al.  I have never encountered any public domain
software for these type of problems.

By the way, these papers define the symplectic group to be the group
of transformations leaving invariant the form
       _      _              _
     x y  + x y  + . . . + x y
      1 1    2 2            n n
 _                                                                  *
(y denotes the complex conjugate of y).  This is really the group SO(n);
the symplectic group leaves invariant the form

     x y  + x y  + . . . + x y .
      1 1    2 2            n n

I don't know if this matters to you; they do this because the
Hermitian pops up in the (complex) Riccati equation.


Steven Smith
Newsgroups: sci.math.num-analysis
From: oghattas+@cs.cmu.edu (Omar Ghattas)
Subject: Re: FEM with SYMMETRIC but NON-POSITIVE stiffness
Organization: School of Computer Science, Carnegie Mellon
Distribution: inet
Date: Fri, 29 Jan 1993 04:05:32 GMT

>My question(s) are: is this really true? How does one set about
>proving (or disproving) positive-definiteness? what is the
>physical significance of positive-definiteness?

The existence of a definite coefficient matrix is a sign that the 
operator form of the problem can be obtained by an extremum principle
(minimum principle => positive definite, max => neg def). This is
typically possible for self-adjoint, (positive) definite operators. 
In this case, the Ritz method and the Galerkin method are equivalent, 
and it can be shown that the resulting approximation is optimal, in the 
sense that it minimizes the discretization error (in an "energy" norm). 
It is easy to show that the coefficient matrix must be (positive) 
definite. The classic example is linear elasticity; the minimum 
principle is minimum potential energy or minimum complimentary energy. 
For example, the differential equation for axial deformation of an 
elastic bar -ku" = f can be obtained by finding u(x) that minimizes 
the functional \int 0.5k(u')^2 - fu dx. On the other hand, the 
convection-diffusion equation -ku" + cu' = f is not derivable by 
extremizing a functional, so we cannot expect the coefficient matrix 
be definite. 

Numerically, many nice properties accrue from positive definiteness. 
With direct methods, we need not worry about stability and are free to 
pivot to reduce fill-in. Certain iterative methods (e.g. Jacobi, Gauss 
Seidel, conjugate gradients) are guaranteed to converge from any 
starting iterate. 

Newsgroups: sci.math.num-analysis
From: rcpshdb@dutrun2.tudelft.nl (Han de Bruijn)
Subject: Re: Theory about Fluid-Structure ?
Originator: rcpshdb@dutrun2.tudelft.nl
Reply-To: rcpshdb@dutrun2.tudelft.nl (Han de Bruijn)
Organization: Delft University of Technology
Date: Thu, 21 Jan 1993 11:57:22 GMT

In article <1993Jan20.120623.18611@dutrun2.tudelft.nl>, I wrote:
> Wouldn't it help if people first _unify_ F.V. (fluid) and F.E. (solid) 
> methods? 

In article <1993Jan20.162622@roper.mc.ti.com> W. Donald Rolph (hi, Don!):
> ................... (pardon Han!) the requirement here is that the shape or
> trial functiosa [ he means: functions ] across the interface be compatible.
> Under these conditions (oh well here we go again) the FV for the fluid
> becomes essentially indistinguishable from FEA for the fluid, certainly at
> the boundaries at least, and the problem easily reduces to a tractable form.

Oh yeah? Let's take a combustion engine as an example. I have a the solid parts
modeled with MARC, and the fluid parts modeled with PHOENICS. According to Don,
it would be a "tractable" matter now to roast the beef. 

Or else, let's start from the basics: take some F.E. ingredients for the solid
parts, take some F.V ingredients for the fluid parts. Then ... take a BIG MAMA,
and "the problem easily reduces to a tractable form".

One world or no world. Once F.V. and F.E. have been unified into ONE universal
numerical method, the true practical problems will remain hard enough to solve.
-- 
* Han de Bruijn; Applications&Graphics | "A little bit of Physics * No
* TUD Computing Centre; P.O. Box 354   | would be NO idleness in  * Oil
* 2600 AJ  Delft; The Netherlands.     | Mathematics" (HdB).      * for
* E-mail: Han.deBruijn@RC.TUDelft.NL --| Fax: +31 15 78 37 87 ----* Blood
Newsgroups: sci.math.num-analysis
From: ssailer@portal.hq.videocart.com (Steve Sailer)
Subject: Need Help w/Scanner Data Analysis
Organization: VideOcart Inc.
X-Newsreader: Tin 1.1 PL3
Date: Mon, 25 Jan 1993 20:44:41 GMT

I'd appreciate any thoughts you might have on this stumper in
marketing statistics:

Information Resources, Inc. (IRI) publishes statistics describing
the purchasing of tens of thousands of different products sold in
supermarkets. Among the statistics are "% of households buying."
This measure cannot be simply aggregated across time. For
example, if you know that 30% of all households buy cat food in
one 13 week quarter, you would not assume that over the course of
a 52 week year, the % of households buying cat food is 4 time 30%
or 120%. Typically, you would have to pay IRI to retabulate
purchasing for each household over the desired time period.
However, we want to find a another way.

What we need is a rough way to quickly estimate % of households
buying various products during typical 2 week periods, assuming
we already know from IRI the exact statistics for 52 and 13 weeks
periods.

The other statistic of relevance that we already have for the 52
and 13 week periods is "# of purchase occasions among buyers." If
you multiply % of households buying times number of purchase
occasions among those buyers, you get the average number of
purchase occasions among all shoppers. For example, if 30% of the
shoppers bought cat food, and on average those cat food buyers
bought it 3.33 times per quarter, then the overall average
shopper (including both cat lovers and cat haters) bought cat
food 1.0 times per quarter. For this statistic, in contrast to
the other two, it _is_ reasonable to extrapolate the average
annual number of cat food purchases among all shoppers: 1.0 times
4 = 4 (assuming no seasonal fluctuations or long term growth or
decline).

All right, here are some examples to help you think:

                               52 Weeks 13 Weeks  2 Weeks
Cold Cereal - All Brands       -------- --------  -------
  % of Households Buying           94.7%    77.0%       ?
  Purchase Occasions/Buyer         11.7      3.6        ?
                                  -----     ----     ----
  Pur Occ/All Shoppers            11.08     2.77     0.43

Kellogg's Corn Flakes
  % of Households Buying           36.7%    17.6%       ?
  Purchase Occasions/Buyer          2.9      1.5        ?
                                   ----     ----     ----
  Pur Occ/All Shoppers             1.06     0.26     0.04

Dry Dog Food - All Brands
  % of Households Buying           31.3%    21.3%       ?
  Purchase Occasions/Buyer          6.8      2.5        ?
                                   ----     ----     ----
  Pur Occ/All Shoppers             2.13     0.53     0.08


It has been suggested that a negative binomial distribution is
the key to the problem, but I'm not qualified to comment on that.

Once again, we greatly appreciate your help with any suggestions
you might have. Please E-mail or post if you think the question
is of general interest.

-- 
Steve Sailer
VideOcart, Inc.      ssailer@hq.videocart.com
Newsgroups: sci.math.num-analysis
From: dchin@msc.cornell.edu (David W. Chin)
Subject: Re: Numerical Recipes
Keywords: Press et al.
Organization: Cornell-Materials-Science-Center (not any more)
Date: Fri, 22 Jan 1993 00:50:07 GMT

But, can I distribute the executable without the source?  I was at Cornell,
and worked on a project in the physics dept writing PD software.  Teukolsky
is at Cornell, and supposedly (according to my boss) he said that it's OK to
distribute it after it's been compiled, but not the source.


Dave Chin
Physics Slav..err Grad Student
Oregon State University
Newsgroups: sci.math.num-analysis
From: kbriggs@mundoe.maths.mu.OZ.AU (Keith Briggs rba8 7088)
Subject: LAPACK machine constants
Keywords: LAPACK, machine constants
Organization: Computer Science, University of Melbourne, Australia
Date: Wed, 27 Jan 1993 06:31:02 GMT

The routine DLAMCH in LAPACK is supposed to return machine constants.
Here is the output when compiled and run with xlf on a IBM RISC/6000:

 eps      = 0.111022302462515654E-15  (machine eps)
 sfmin    = 0.22250738585072015E-307  (safe minimum)
 base     =  2.00000000000000000     
 eps*base = 0.222044604925031308E-15 
 t        =  53.0000000000000000      (digits)
 rnd      =  1.00000000000000000     
 emin     = -1021.00000000000000     
 rmin     = 0.22250738585072015E-307 
 emax     =  1024.00000000000000     
 rmax     = 0.17976931348623157E+309 

No problems!   However, after converting the type declarations to 
quadruple precision we get

 eps      =-0.1112536929253600691545116358666202E-307 
 sfmin    =-0.46566128730773925781250000000000000E-09 
 base     = -2147483648.0000000000000000000000000     
 eps*base = 0.2389154863368240330214629234492972E-298 
 t        =  34.000000000000000000000000000000000     
 rnd      = 0.00000000000000000000000000000000000E+00 
 emin     = 0.00000000000000000000000000000000000E+00 
 rmin     =-0.46566128730773925781250000000000000E-09 
 emax     =  1.0000000000000000000000000000000000     
 rmax     = -2147483648.0000000000000000000000000     


The weird (and unusable) results are caused by the IBM representation of
quadruple as two doubles.    In other words, DLAMCH has not been written
in a sufficiently portable way.

DOES ANYBODY KNOW THE CORRECT VALUES?

Keith.
From: scc26mf@centauri.unm.edu (Mark Fleharty)
Newsgroups: sci.math.num-analysis
Subject: infinity?
Date: 22 Jan 1993 03:48:02 GMT
Organization: University of New Mexico, Albuquerque
Distribution: usa
NNTP-Posting-Host: pioneer.unm.edu



I know that tan of 90 is considered undefined but could it be infinity?

Also if 8/4 = 2 and 2*4 = 8 couldn't it work with zero too?

Ex.  If x = 2/0 would x*0 = 2?
or would that = 0?

Just out of curiosity.

Mark Fleharty
scc26mf@carina.unm.edu 

-----------------------
"People who are always board are boring people."
From: stewart@cs.umd.edu (G. W. Stewart)
Newsgroups: sci.math.num-analysis
Subject: Re: best fit linear transformation
Date: 22 Jan 93 18:13:44 GMT
Distribution: sci
Organization: U of Maryland, Dept. of Computer Science, Coll. Pk., MD 20742

In article <1993Jan19.113428.9224@ms.uky.edu> clarkp@ms.uky.edu (Clark Wells) writes:
#niall@nmsu.edu (Niall Graham) writes:
#
#
#>The following straight-forward problem has probably been studied
#>extensively.  Any references to it would be greatly appreciated.
#
#>Given a pair of matrices X & Y , find a transformation T for which
#>TX = Y.  In general X & Y are inconsistent, so instead of solving
#>directly for T, we instead seek T which minimizes the sum of the
#>errors squared in the equation TX-Y = 0.
#
#>Thanks in advance,
#>Niall Graham
#>NMSU, Las Cruces
#
#What you have described is known as the Orthogonal Procustes
#Problem, and is an application of the Singular Value
#Decomposition.  A good handling of it can be found in _Matrix
#Computations_ by Gene Golub and Charles van Loan, in their
#Special Topics section.(I have the 2nd ed.)  
#
#I hope the reference is meaningful, and I hope it helps.

Actually the Procrustes problem requires that T be orthogonal.
The present problem can be solved more easily.  The problem
of minimizing the sum of squares of R = TX-Y is equivilent
to minimizing the sum of squares of the components of each
row of R.  Thus if t_i is the i-th row of T and y_i is the
i-th row of Y, the sum of squares of the components of
r_i = t_iX - y_i is to be minimized.  This is an ordinary least
squares problem.

Pete Stewart
Newsgroups: sci.math.num-analysis
From: oghattas+@cs.cmu.edu (Omar Ghattas)
Subject: Re: Theory about Fluid-Structure ?
Organization: School of Computer Science, Carnegie Mellon
Date: Sat, 23 Jan 1993 06:09:30 GMT

In article <1993Jan21.154511@roper.mc.ti.com> a722756@roper.mc.ti.com (W. Donald Rolph) writes:
>
>The proposed method of either Han or myself will couple the navier-stokes
>(actually the energy equation is more general I think - comments Han), and the 
>dynamic equations of the solid.  It was exactly the elasticity of the fluid 
>acting against the dynamic behavior of the soldi which Olsen writes about.
>-- 
>
>Regards.
> 
>Don Rolph  a722756@pan.mc.ti.com WD3 MS10-13 (508)-699-1263

If my memory serves me correctly (and it often doesn't), the 1985 
Olsen-Bathe paper considers a linear solid and a stationary, inviscid 
fluid. The governing equation of the fluid is then the wave equation, 
while the solid is described by Navier's elastodynamics equations. 
Such problems arise in the study of structural acoustics, in which one 
is interested in the scattering and radiation of pressure waves from 
an elastic body. However, this problem is not really one of aeroelasticity 
(about which Olivier asked), since the fluid domain is not affected by 
solid deformations. 

Don is right is saying that the general nonlinear equations of both media 
can be coupled, and the problem solved (in principle) straightforwardly. 
In fact, we are developing a variationally-based FEM approach to the 
solution of finite elasticty--viscous flow interaction problems. I hope 
to have a paper ready by Spring; drop me a line if you're interested in 
receiving a copy.

Cheers,
Omar

========================================================================
Omar Ghattas                                 ghattas@cmu.edu
Computational Mechanics Group                (412) 268-2949 (office)
Department of Civil Engineering              (412) 268-7813 (fax) 
Carnegie Mellon University                   (412) 268-2940 (secretary)
Pittsburgh, PA 15213                         (412) 441-5940 (home)
Newsgroups: sci.math.num-analysis
From: shou@vms.ucc.okstate.edu
Subject: FEM for waveguide problem
Organization: Oklahoma State University Computer Center
Date: Sun, 24 Jan 1993 17:54:22 GMT

I am using Finite Element method to find the cutoff frequencies of
inhomogeneous waveguide. Is there anyone know wheather the eigenvalues I got 
( AX=(eigenvalue)BX )are the cutoff frequencies for different modes?
Thanks in advance.

Shou




Newsgroups: sci.math.num-analysis
From: rairan@ecf.toronto.edu (RAI Ranjan)
Subject: Convex Quadratic Programming
Organization: University of Toronto, Engineering Computing Facility
Date: Fri, 22 Jan 1993 11:55:04 GMT

  Hello.  Does anyone know of any interesting applications of CONVEX
quadratic programming in optimal control theory.  This is for a project
I'm working on, and any references would be appreciated.

  Thanks.
 
-- 
Ranjan Rai                             <rairan@ecf.toronto.edu> 
Engineering Science 9T3                <rr@odin.control.toronto.edu> 
University of Toronto                    
Newsgroups: sci.math.num-analysis
From: ricou@menusin.inria.fr (Olivier Ricou)
Subject: Re: Theory about Fluid-Structure ?
Organization: Universite Pierre et Marie Curie, Paris, France
Date: Thu, 21 Jan 1993 18:35:49 GMT

 
Han de Bruijn writes :

>Oh yeah? Let's take a combustion engine as an example. I have a the solid parts
>modeled with MARC, and the fluid parts modeled with PHOENICS. According to Don,
>it would be a "tractable" matter now to roast the beef.

 I'm not sure, but I don't think in that case the shape of the solid part
will be changed by the fluid. And if it does. In my case you need to couple
the Navier-Stokes and the dynamic (?) equations, with all the problems you
will get on the interface.

 I beleive the aeroelasticity is what I was looking for, even if I don't
need compressible equations in my case. Now I have to look the articles
concerning this field.


				Thanks for all,

		
						Olivier.


ps : I'm still curious if you have more informations :)