HDTenEightyP/NetNews huggingface dataset:
From: mcclella@yertle.Colorado.EDU (Gary McClelland)
Subject: Re: mathematica stepwise regression package
Keywords: mathematica stepwise regression
Organization: University of Colorado, Boulder
Date: Wed, 16 Dec 1992 21:50:10 GMT


[in an earlier note I (mcclella@yertle.colorado.edu) suggested
that one reason not to use stepwise regression was because it
"demonstrably suboptimal;" in particular, it is dominated by all
subsets regression which most computers can now do efficiently]

thompson@atlas.socsci.umn.edu (T. Scott Thompson) responds:

>Your criteria that we use only strategies that are not "demonstrably
>suboptimal" would rule out the use of least squares regression for
>estimating linear models in most cases, since least squares is not an
>admissible procedure for most of the statistical decision problems to
>which it is applied.  In fact least squares is dominated by at least
>one form of stepwise regression -- backwards elimination -- provided
>the cutoff values for elimination are chosen appropriately.  Backwards
>elimination is essentially a form of pretesting.  The discovery of
>pretest estimators (and of the closely related shrinkage estimators),
>which typically dominate their non-pretest cousins, showed that more
>conventional methods (e.g. ordinary least squares) typically are not
>admissible.

Scott rightfully takes me and others to task for not adequately
considering the implications of our loss functions (which are
often only implicit) for the statistical decision rules we adopt. 
We ought to do a better job of that.  However, for many types of
regression problems with which I deal backwards elimination 
definitely does _not_ dominate ordinary least squares.  This
class of problems invovles predictors which are products of other
predictors.  Unless one has ratio scales (a rarity in my areas of
substantive interest) it is very important to include each
component of a product in the model even if individual components
are not "statistically reliable."  For example, if one has the
component XZ^2 in a model, then it is important to also include
X, Z, XZ, and Z^2.  The problem with backwards elimination (or
any other steplike procedure) is that it isn't aware of such
constraints and often as not will not satisfy them.  Hierarchical
tests under the control of the data analyst are better.  For
this example, one would consider the model with X, Z, XZ, and Z^2
and then see if there is any improvement over and beyond that
model when adding XZ^2 as a predictor.

But I will follow Scott's advice to read:

>"Introduction to the theory and practice of econometrics" by George
>Judge et. al., chapter 20.

gary mcclelland
univ of colorado
mcclella@yertle.colorado.edu
Newsgroups: sci.math.num-analysis,sci.math.symbolic
From: pa@verano.sba.ca.us (Pierre Asselin)
Newsgroups: sci.math.num-analysis
Subject: Re: Nonlinear systems of equations
Date: 19 Dec 92 18:55:21 GMT
Organization: None.  Santa Barbara, CA

In <92Dec17.174419.27750@acs.ucalgary.ca>
	mgh@hobbes.phys.ucalgary.ca (Mike Henderson) writes:

>I am trying to solve a set of 8 nonlinear equations in 8 unknowns.
>I have tried the Newton-Raphson technique given in NR (I know
>roughly what the solution should be) but havent had much luck. Are
>there any more robust methods to choose from?

In <1992Dec17.173036@roper.mc.ti.com>
	a722756@roper.mc.ti.com (W. Donald Rolph) writes:

>It depends on how you are failing, and the nature of the nonlinearity.
>If the solution is continuous in slope,  you might explore using full
>newton-raphson with line search.  The line search provides a dynamically
>computed over/under acceleration factor which can sometimes stablize
>certain problems, and can sometimes speed up the rate of convergence.

I agree with Don, although I am not entirely sure how to proceed in the
general case.  You need a way to detect divergence and, if you see it, a
way to step on the brakes.  A line search works nicely if you can decide
on 1) what you are searching for, and 2) what triggers an alarm.  The
two can be the same.

In my own work, the nonlinear equations arise from the minimization of a
nonquadratic finite-element functional.  This means that the Hessian
matrix is symmetric, and ultimately positive-definite.  Positive-
definite matrices are sooo easy :)

I guard-band the Newton step with a line search for a minimum, with
initial step length 1.0.  I actually look for a zero in the directional
derivative, but I do make sure that the cost function never increases.
The result is absolutely bullet-proof.  It's reasonably fast, too.  The
trickiest problem I've done is the magnetostatics of a transformer
with a hard-saturating core.  The solver has several hiccups, but it
zeroes in on the answer just the same.

A generalization of what works for me would be to search for
(NL residual).(search direction)=0.  Then again, I have it easy.  I know
that my line search need only look forward, and I know that if I go far
enough I will pick up a sign change and bracket a zero.  If your problem
is not a minimization, or if your equations are not even self-adjoint,
various pathological things can happen.  And if your system of equations
has no solution, no amount of armor-plating will give you one!
-- 

--Pierre Asselin, Santa Barbara, California
  pa@verano.sba.ca.us
From: steve@fisher.bio.uci.edu (Steve Frank)
Subject: PDE packages by FTP ?? (Reaction-diffusion systems)
Newsgroups: sci.math.num-analysis
Reply-To: steve@fisher.bio.uci.edu (Steve Frank)
Keywords: PDE software package reaction-diffusion
Date: 18 Dec 92 17:05:30 GMT


I am looking for PDE numerical packages available by ftp.  I am aware of  
the netlib stuff, but that is not what I need.  I am studying  
reaction-diffusion system with several reactants.

In particular, there are several packages listed in pages 3-6 in Ames, WF  
1992. Numerical Methods for Partial Differential Equations, 3rd ed.  
Academic Press.

For my problem, a parabolic reaction-diffusion system with several  
reactants, the packages that seem most appropriate from Ames's  
descriptions are:

1.  SLDGL, this is a package written in Germany.

2.  FORSIM, written at Chalk River Labs in Canada.

3.  PDELIB, written at Los Alamos (does not support coupled systems??)

4.  DISPL, written at Argonne National Lab (oes not support coupled  
systems??)

I have searched the net with Archie but have had no luck finding these or  
other packages that are useful to me.

Also, I would appreciate any general advice on numerical solutions of  
reaction-diffusion systems.

--
----------------------------------------------------------
Steven Frank        	| Tel: 714-725-2244
Dept. of Ecology and 	| Fax: 714-725-2181
  Evolutionary Biology	| email: safrank@uci.edu
Univ. of California   	| bitnt: safrank@uci.bitnet
Irvine, CA 92717      	|		
Newsgroups: sci.math.num-analysis
From: harold@odie.cs.mun.ca (Harold Wareham(Todd))
Subject: seeking GMRES code
Organization: CS Dept., Memorial University of Newfoundland
Distribution: na
Date: Thu, 10 Dec 1992 17:05:49 GMT

Does anyone know where I can get fortran code for GMRES,
and/or other iterative solvers, eg row projection methods,
for linear systems with non-symmetric, indefinite, 
coefficient matrices? Please respond to e-address below.

Thanks,
H. Roth
helmut@cs.mun.ca
Newsgroups: sci.math.num-analysis
From: jamesk@ust.hk (Kwok Tin Yau)
Subject: function minimization
Reply-To: jamesk@ust.hk
Organization: Hong Kong University of Science and Technology
Date: Wed, 16 Dec 1992 15:35:34 GMT

Hi,
    In function minimization problems using gradient descent
method (with/without derivative information), is there any
relation between the rate of convergence and the dimension of
the problem in general?  Can anyone suggest any references at
the pros and cons of using gradient descent method in minimization
problems?

    Thanks a lot.

---
James Kwok                       |   The Hong Kong University of     |
Internet: jamesk@uxmail.ust.hk   |     Science and Technology        |
                                 |  Department of Computer Science   |
From: gchow@xihu.inria.fr (Gloria Chow)
Newsgroups: sci.math.num-analysis
Subject: Re: Num Recipies Source
Keywords: Numerical Recipes Source FAQ
Date: 10 Dec 92 13:11:22 GMT
Organization: INRIA, Sophia-Antipolis (Fr)

In article <Byou7o.q3@world.std.com>, jbk@world.std.com (Jeffrey B Kane) writes:
|> Does anyone know where (if anywhere) source code and eratas are posted for the
|> numerical recipies series of books?
|>       Jeffrey

Well, I could be wrong because I don't have one of the numerical recipe books 
with me.  BUT, I thought on the back of the title page, it said something about
they could send you the source code for a price.  Maybe not be what you are
looking for...

Gloria Chow
From: ingber@umiacs.umd.edu (Lester Ingber)
Newsgroups: sci.math.num-analysis
Subject: Re: Nonlinear systems of equations
Date: 19 Dec 92 18:49:22 GMT
Organization: UMIACS, University of Maryland, College Park, MD 20742


Perhaps I can be of some help since I developed the code.  It might be
of use to the general community if you would post all your replies.

In article <1992Dec18.193249.22059@murdoch.acc.Virginia.EDU> you write:
>Hi,
>
>  I am thinking about using VFSR (A Simulated Reannealing code from
>  NETLIB) on my problem which is to minimize a nonlinear function
>  subject to nonlinear inequality constraints. In addition, the
>  constraints are nondifferentiable wrt the parameters although
>  the objective function is differentiable.
>
>  I dont know anything about the theory behind VFSR and I wanted to
>  use it as a black box. My question is:
>  Can I use VFSR for this purpose? 

I've used similar constraints.  One case that was published was in
%A L. Ingber
%T Statistical mechanics of neocortical interactions:
A scaling paradigm applied to electroencephalography
%J Phys. Rev. A
%N 6
%V 44
%P 4017-4060
%D 1991

>  It is my understanding that VFSR requires the user to supply a
>  subroutine which returns with the cost fuction and a flag which
>  determines whether the (parameter) state at that point violates some
>  constraints or not. Apparently, if the constraints are violated, a
>  new set of trial parameters are generated. Is there a guarantee that
>  the new set of trial parameters are valid? If not, then it would seem
>  to me that you could get stuck at such points.

Yes, you could get stuck if the space being sampled had no other
good points.  I.e., on return from the cost function with an invalid
flag, a new random point is selected.  If you think your space might be
flooded with invalid points, you might set up some adaptive schedule to
change the ranges during the run.  I have done this in other problems,
e.g., by passing the parameter maximum and minimum values along with
the cost function.  On lines 133-135 in vfsr.h I have placed some
comment for this possibility.

>  I would appreciate any information on the issues above.
>  Thanks.
>
>
>  -sriram srinivasan
>   (ss4i@kelvin.seas.virginia.edu)

Lester
-- 
|| Prof. Lester Ingber                         [10ATT]0-700-L-INGBER ||
|| Lester Ingber Research                        Fax: 0-700-4-INGBER ||
|| P.O. Box 857                           Voice Mail: 1-800-VMAIL-LI ||
|| McLean, VA  22101                EMail: ingber@alumni.caltech.edu ||
From: cachoo@lincoln.ac.nz
Newsgroups: sci.math.num-analysis
Subject: Re: MINOS
Date: 20 Dec 92 21:13:26 GMT

In article <1992Dec17.053004.19679@news.duc.auburn.edu>, bvaddi@eng.auburn.edu (Bala V. Vaddi) writes:
> 
> Instead buy GAMS. It comes with MINOS and lots of other packages. Further it is a 4GL language, i.e. easy to use.

Were can I find GAMS and or MINOS?, can someone provide an address,
Email or Fax?
From: cachoo@lincoln.ac.nz
Newsgroups: sci.math.num-analysis
Subject: Re: Num Recipies Source
Date: 20 Dec 92 21:20:04 GMT

In article <35910@sophia.inria.fr>, gchow@xihu.inria.fr (Gloria Chow) writes:
> In article <Byou7o.q3@world.std.com>, jbk@world.std.com (Jeffrey B Kane) writes:
> |> Does anyone know where (if anywhere) source code and eratas are posted for the
> |> numerical recipies series of books?
> |>       Jeffrey
> 
> Well, I could be wrong because I don't have one of the numerical recipe books 
> with me.  BUT, I thought on the back of the title page, it said something about
> they could send you the source code for a price.  Maybe not be what you are
> looking for...
You can download the source code from Garbo.uwasa.fi, the Pascal code is 
available for sure, I don't know about the Fortran and C code. It is in the 
form of a .ZIP file. In the README file the authors state that they make the
source code available because: 1) is is the older version (you can get a 
diskette with the new version for $20 or so) 2) they hope that once you 
have the code you will feel compelled to buy their book.
Newsgroups: sci.math.num-analysis
From: ss4i@kelvin.seas.Virginia.EDU (Sriram  Srinivasan)
Subject: A question about VFSR
Originator: ss4i@kelvin.seas.Virginia.EDU
Organization: University of Virginia
Date: Fri, 18 Dec 1992 19:32:49 GMT

Hi,

  I am thinking about using VFSR (A Simulated Reannealing code from
  NETLIB) on my problem which is to minimize a nonlinear function
  subject to nonlinear inequality constraints. In addition, the
  constraints are nondifferentiable wrt the parameters although
  the objective function is differentiable.

  I dont know anything about the theory behind VFSR and I wanted to
  use it as a black box. My question is:
  Can I use VFSR for this purpose? 

  It is my understanding that VFSR requires the user to supply a
  subroutine which returns with the cost fuction and a flag which
  determines whether the (parameter) state at that point violates some
  constraints or not. Apparently, if the constraints are violated, a
  new set of trial parameters are generated. Is there a guarantee that
  the new set of trial parameters are valid? If not, then it would seem
  to me that you could get stuck at such points.

  I would appreciate any information on the issues above.
  Thanks.


  -sriram srinivasan
   (ss4i@kelvin.seas.virginia.edu)
Newsgroups: sci.math.num-analysis
Subject: Re: FEA help!
From: roger@am.dsir.govt.nz (Roger Young)
Date: 18 Dec 92 10:37:13
Organization: Dept. of Scientific and Industrial Research, NZ.


In article <1992Dec14.212505.27326@cs.wayne.edu> landman@splat.physics.wayne.edu writes:
>       I have a question about FEA, specifically software and hardware
>   platforms.  A friend is looking into the possibility of purchasing 
>   hardware and software to perform FEA calculations for his company.
>   I was wondering what software exists (commercial and PD) and what
>   platforms are recommended.

I have recently been asking the same question. Two avenues which may 
be worth following up are:

The NAG finite element library (FE03). This is a collection of 
subroutines from which one may assemble an FE program. Well-annotated 
(FORTRAN) source code is included. In addition there is an applications 
library (with source code) which uses the basic routines. The idea is 
solve ones own FE problem by suitably altering the template of the 
application programs. As a bonus one learns a lot about finite element
programming. The manuals which come with the library are excellent and
constitute a good introduction to finite elements. The library is quite 
cheap by commercial standards (about US$500). FAX numbers for UK, US 
and Germany are +44 865 310139, +1 708 9712706, +49 89 3207396.

A second source of FE routines is the book by Zienkiewicz and Taylor
_The Finite Element Method, vol 1_ (McGraw-Hill 1989). This book contains
an extensive chapter on FE programming, and incudes the source code to a 
suite of programs called PCFEAP. The code can be compiled to run on PC's
or on Unix machines. The FORTRAN 66 is of the spaghetti variety, but I
have hopes of understanding it one day!

Both these programs naturally lack the sophisticated front and rear ends
of the commercial packages. On the other hand, if one has a non-standard 
application then this may be the only way to go. It requires some effort
but is worthwhile in the end!

Roger Young
From: rma93758@zach.fit.edu ( Pavlos Kairis /ADVISOR-Gary Howell)
Newsgroups: sci.math.num-analysis
Subject: Does this product converge ???
Date: 17 Dec 92 18:04:22 GMT
Followup-To: rma93758@zach.fit.edu
Distribution: na
Organization: Florida Institute of Technology, Melbourne USA

Does the following product converge; if so what is the limit ?

     Product(k=3,infinity,cos(pi/k))

An upper bound of a limit appears to be pi/25.  Thanks.

-Pavlos
**********************************************************************
* FLORIDA INSTITUTE of TECHNOLOGY //  " Porsche: Fahren in           * 
* Dept. of Applied Mathematics   //     seiner schoensten Form."     *
* 150 W. University Blvd.       //                                   *
* Melbourne, FL 32901          //  e-mail: kairis@zach.fit.edu       *
**********************************************************************
Newsgroups: sci.math.num-analysis
From: rowan@rigel.epm.ornl.gov (Tom Rowan)
Subject: SUBPLEX optimization software available through NETLIB
Organization: Oak Ridge National Laboratory
Date: Tue, 15 Dec 1992 19:17:06 GMT



I've recently made my subplex optimization software available through
NETLIB and XNETLIB.  From the README file:

DESCRIPTION
     Subplex is a subspace-searching simplex method for the
     unconstrained optimization of general multivariate functions.
     Like the Nelder-Mead simplex method it generalizes, the subplex
     method is well suited for optimizing noisy objective functions.
     The number of function evaluations required for convergence
     typically increases only linearly with the problem size, so for
     most applications the subplex method is much more efficient than
     the simplex method.


To receive this software from NETLIB, send the message

	send subplex from opt 

to netlib@ornl.gov.  The shar file you'll receive contains a README
file, a Makefile, a sample driver, a sample input file, and all
necessary source code for subplex (in Fortran 77, double precision).

Please send comments, suggestions, or bug reports to
na.rowan@na-net.ornl.gov.



-- 
Tom Rowan                                         rowan@msr.epm.ornl.gov
Oak Ridge National Laboratory / Math Sciences Section     (615) 574-3131
P.O. Box 2008, Bldg. 6012 / Oak Ridge, TN 37831-6367  Fax:(615) 574-0680
From: MTURELLA@cmsa.gmr.com
Newsgroups: sci.math.num-analysis
Subject: Re: Nonlinear systems of equations
Date: 18 Dec 92 21:46:46 GMT
Organization: GM Research Labs

In article <92Dec17.174419.27750@acs.ucalgary.ca>
mgh@hobbes.phys.ucalgary.ca (Mike Henderson) writes:

>
>I am trying to solve a set of 8 nonlinear equations in 8 unknowns.
>I have tried the Newton-Raphson technique given in NR (I know
>roughly what the solution should be) but havent had much luck. Are
>there any more robust methods to choose from?
>
>Mike Henderson
>Dept. of Physics and Astronomy
>University of Calgary
>mgh@hobbes.phys.ucalgary.ca
>

 I had used the Newton-Raphson method in NR on a set of 5 non-linear
 equations in 5 unknowns.  I was happy to finally get the method to
 converge regulary.

 To get the method to converge on regular basis, it was necessary to
 re-order my equations, by placing:
      -- linear equations first
      -- slightly non-linear equations next
      -- non-linear equations last.

 I found this information in some documentation (???)  that I
 was reading.

 I hope this helps.

 Later,
 Mark
From: tim@ccwf.cc.utexas.edu
Newsgroups: sci.math.num-analysis
Subject: Re: 6th Copper Mountain Conference on Multigrid Methods
Date: 15 Dec 92 04:09:27 GMT

In article <4645@copper.Denver.Colorado.EDU> smccormi@copper.denver.colorado.edu (McCormick Steve) writes:
 
>			!!! REMINDER !!!
                                ****
>                           ANNOUNCEMENT
>                               and
>                          CALL FOR PAPERS
                                ****
>                     COPPER MOUNTAIN CONFERENCE
>                                ON
>                         MULTIGRID METHODS
 
>                     Copper Mountain, Colorado
>                          April 4-9, 1993

I have gotten the impression from human rights advocates that under current 
circumstances it is not very PC to be assisting in the stimulation of the
Colorado economy.  Perhaps there should be contingency plans to move the 
conference a few miles north to Cheyenne or Laramie pending recision or 
judicial overturning of Amendment 2.
From: ingber@umiacs.umd.edu (Lester Ingber)
Newsgroups: sci.math.num-analysis
Subject: Re: A question about VFSR
Date: 19 Dec 92 18:54:33 GMT
Organization: UMIACS, University of Maryland, College Park, MD 20742

Sorry, somehow my reply got posted to the wrong query.
_____________________

Perhaps I can be of some help since I developed the code.  It might be
of use to the general community if you would post all your replies.

In article <1992Dec18.193249.22059@murdoch.acc.Virginia.EDU> you write:
>Hi,
>
>  I am thinking about using VFSR (A Simulated Reannealing code from
>  NETLIB) on my problem which is to minimize a nonlinear function
>  subject to nonlinear inequality constraints. In addition, the
>  constraints are nondifferentiable wrt the parameters although
>  the objective function is differentiable.
>
>  I dont know anything about the theory behind VFSR and I wanted to
>  use it as a black box. My question is:
>  Can I use VFSR for this purpose? 

I've used similar constraints.  One case that was published was in
%A L. Ingber
%T Statistical mechanics of neocortical interactions:
A scaling paradigm applied to electroencephalography
%J Phys. Rev. A
%N 6
%V 44
%P 4017-4060
%D 1991

>  It is my understanding that VFSR requires the user to supply a
>  subroutine which returns with the cost fuction and a flag which
>  determines whether the (parameter) state at that point violates some
>  constraints or not. Apparently, if the constraints are violated, a
>  new set of trial parameters are generated. Is there a guarantee that
>  the new set of trial parameters are valid? If not, then it would seem
>  to me that you could get stuck at such points.

Yes, you could get stuck if the space being sampled had no other
good points.  I.e., on return from the cost function with an invalid
flag, a new random point is selected.  If you think your space might
be flooded with invalid points, you might set up some adaptive
schedule to change the ranges during the run.  I have done this
in other problems, e.g., by passing the parameter maximum and
minimum values along with the cost function.  On lines 133-135
in vfsr.h I have placed some comment for this possibility.

>  I would appreciate any information on the issues above.
>  Thanks.
>
>
>  -sriram srinivasan
>   (ss4i@kelvin.seas.virginia.edu)

Article 6507 of sci.math.num-analysis: