krj@na.toronto.edu (Ken Jackson) (10/02/89)
NA Digest Sunday, October 1, 1989 Volume 89 : Issue 38 Today's Editor: Cleve Moler Today's Topics: Software for Mixed Integer Programming Problem Fluid Dynamics Conference at Oxford MATLAB User's Group Generating Eigenvalues in a Particular Order Out of Core Solvers Multi-dimensional Quadrature Software Replacement of EISPACK RSP Position at Argonne Positions at Boeing Computer Services Position at NC State ------------------------------------------------------- From: Steve Horne <horne@alcvax.pfc.mit.edu> Date: Mon, 25 Sep 89 09:20 EDT Subject: Software for Mixed Integer Programming Problem I have the following problem in Mixed Integer Linear Programming. S_0 is a point (vector) in Euclidean n-space En A is an n x m matrix containing m vectors in n-space, m>n. d is a vector of m distances from S_0 to each column in A x is an unknown vector of m weights, n+1 of which are gt 0, the rest zero y is an unknown vector whose components contain (n+1) ones and (m-n-1) zeros. e is a vector with m components, all ones. The Problem: minimise d.y with constraints A.x = S_0 e.x = 1 x le y y is (0,1) x ge 0 In words, select from m points the n+1 points whose convex hull contains S_0, and the sum of whose distances from S_0 is a minimum. Typical dimensions -- S has 5-7 components; m is about 30. I need a subroutine which solves the above, preferably in Fortran or C. Ideally, the routine would not be a general mixed integer routine, but would take advantage of some of the special structure. However, I'll take anything I can get. The application is approximation of a function whose value is known in scattered points in n-space. The subroutine(s) would become part of a package to be used in programming the feedback control computer for Alcator C-Mod, a tokamak under construction at MIT. Any contribution used in the package will be carefully and gratefully acknowledged. Thanks for your help Steve Horne (617) 253-8663 Horne@alcvax.pfc.mit.edu ------------------------------ From: Bette Byrne <bette%na.oxford.ac.uk@nsfnet-relay.ac.uk> Date: Mon, 25 Sep 89 15:07:21 BST Subject: Fluid Dynamics Conference at Oxford 12TH INTERNATIONAL CONFERENCE ON NUMERICAL METHODS IN FLUID DYNAMICS University of Oxford 9-13 July 1990 The conference will cover all areas of Computational Fluid Dynamics with particular emphasis on: Algorithm Development Parallel Computing Hypersonic Flows Transition and Turbulence Environmental Flows Propulsion Systems It will be held in the Lecture Theatre of the Zoology and Psychology Building and hosted by the Computing Laboratory, Department of Engineering Science and the Mathematical Institute. Accommodation has been arranged in a number of Oxford colleges and the Randolph Hotel for the duration of the Conference. Details of this and other accommodation in Oxford or its surrounding countryside will be made available upon request. There will be six invited speakers as well as contributed papers. Two page abstracts (including sample figures) of contributed papers should be submitted before December 8, 1989: five copies are required. Notifications of acceptance will be given by March 12, 1990. Camera ready copies of the final manuscript will be due at the conference for publication in the proceedings. Abstracts should be submitted according to the author's home country as follows: USA USSR and Eastern Europe Professor M Holt Professor V Rusanov Dept of Mechanical Engineering Keldysh Inst Appl Mathematics University of California Miusskaya Pl.4 Berkeley,CA 94720 125047 Moscow A-47 India, Asia, Pacific Rim Canada, Western Europe, Israel Professor K Oshima (and all other countries) Inst Space & Astro Science Professor R Temam 3-1-1 Yoshinodai Laboratoire D'Analyse Numerique Sagamihara Universite Paris Sud/Bat.425 Kanagawa 229, Japan 91405 Orsay, France A limited number of bursaries will be made available to young potential contributors born after 9 July 1960. Applications with abstracts should be sent to Prof. P. J. Zandbergen, Department of Applied Mathematics, Twente University Technology, PO Box 217, 7500 AE Enschede, The Netherlands. For further details contact: Mrs Bette Byrne Institute for Computational Fluid Dynamics Oxford University Computing Laboratory 8-11 Keble Road Oxford OX1 3QD Tel.+44-865-273883 Fax.+44-865-273839 ------------------------------ From: Chris Bischof <bischof@antares.mcs.anl.gov> Date: Tue, 26 Sep 89 09:27:53 CDT Subject: MATLAB User's Group In response to an initiative by Howard Wilson from the University of Alabama, there is now a MATLAB User group mailing list and software repository. If you are interested in joining and are not on the mailing list yet (i.e. you have not yet received the message describing the setup of the user group and library), send a message to matlab-users-request@mcs.anl.gov and I will add you to the mailing list and send you information about the mailing list and library. -- Chris Bischof Mathematics and Computer Science Division Argonne National Laboratory Argonne, IL 60439 (312) 972-8875 bischof@mcs.anl.gov ------------------------------ From: Farid Alizadeh <alizadeh@UMN-CS.CS.UMN.EDU> Date: 26 Sep 89 19:44:54 GMT Subject: Generating Eigenvalues in a Particular Order Here is a problem I have come across in the course of some optimization problem. Let A(x) be a real, symmetric n x n matrix with some or all of its entries variables. (the vector x consists of variables from the first row to the last and in each row from the first column to the last. Also, since the matrix is symmetric the variable at ij entry is the same as the variable at ji.) It is well-known that the eigenvalues of A(x) are real valued continuous and smooth functions of x. At a given point x_0 compute the eigenvalues and impose an arbitrary order on them; so we will get l_1(x_0), l_2(x_0), ..., l_n(x_0). Now compute the eigenvalues at new points x_1, x_2, ..., x_k, ... The problem is that at each new point x_k I also need to compute a permutation that reorders eigenvalues so that all eigenvalue functions l_r are continuous and smooth. That is l_r(x_0), l_r(x_1), ..., l_r(x_k), ... are the values of the SAME continuous and SMOOTH function. For a simple example consider the matrix with one variable: 1 x x 1 Then, the eigenvalues of this matrix are: l_1(x)=1+x l_2(x)=1-x. Now, for various values of x, say, QR method sometimes produces l_1(x) as the first eigenvalue and sometimes l_2(x). This is true of just about any other algorithm that I am aware of. (Notice that eigenvalues generated in increasing or decreasing order do not represent smooth functions.) The problem is this: Assuming that we can easily compute the eigenvalues with enough precision, how can I reorder the eigenvalues at each x_k so that the r'th eigenvalue in my list is the value of the continuous and smooth function l_r. Does anyone know how to do this or know of any reference? Farid Alizadeh CSci Dept., University of Minnesota, Mpls. ------------------------------ From: Jeff Simon <simon@ncsa.uiuc.edu> Date: Thu, 28 Sep 89 07:22:21 CDT Subject: Out of Core Solvers I am seeking information on software for the solution of non-symmetric linear systems implemented for out of core operation. The matrix is banded and solver may be direct or iterative. I greatly appreciate information forwarded and replies may be sent to: simon.ncsa.uiuc.edu Thank you, Jeff Simon ------------------------------ From: George Corliss <georgec@marque.mu.edu> Date: 28 Sep 89 03:06:58 GMT Subject: Multi-dimensional Quadrature Software I would appreciate pointers to public domain software (Fortran preferred) for multi-dimensional quadrature. I checked netlib, but did not see anything promising. Did I miss something? The application in question is 4-dimensional. The integrand is moderately smooth, of no special form. Thanks in advance. George Corliss, Marquette University, Milwaukee, WI 53233 georgec@marque.mu.edu, ...!uwvax!marque!georgec, 6591CORL@MUCSD.BITNET ------------------------------ From: Jerzy Wasniewski <mfci!wasniews@uunet.UU.NET> Date: Thu, 28 Sep 89 13:23:44 EDT Subject: Replacement of EISPACK RSP What we need is an (IEEE 64-bit) accurate, more efficient replacement of the RSP EISPACK routine which calculates the eigenvalues and eigenvectors of a dense, real symmetric (packed) matrix. The algorithms used by RSP are Fortran translations of the ALGOL TRED3, TQL2, and TRBAK3 procedures described in Num. Math. 11 (1968) authored by Bowdler, Martin, Reinsch, and Wilkinson. Jerzy Wasniewski c/o Multiflow Computer, Inc., 31 Business Park Drive, Branford, CT 06405, U.S.A Tel. office: 203 488 6090 Tel. home (temporary): 203 387 0171 Email address: wasniewski@multiflow.com or na.wasniewski@na-net.stanford.edu [Editor's comments: What's wrong with RSP? How much more efficient, or more accurate, do you want or expect? RSP is pretty hard to beat. Some speedup is available by replacing the QR accumulation of transformations by inverse iteration using the EISPACK path TRED3, IMTQLV, TINVIT, TRBAK3. Humberto Madrid wrote a Ph. D. thesis at the University of New Mexico four years ago where he investigated "perfect shifts" and "fast Givens" transformations. Jack Dongarra and Danny Sorensen at Argonne have been touting a divide and conquer approach for several years. Some recent contributions by Peter Tang at Argonne and by W. Kahan at Berkeley appear to guarantee orthogonal of eigenvectors. This approach should find its was into LAPACK, now under development at Argonne, NYU and NAG. I guess all this may lead to a 20 to 40% improvement in execution time, and about the same accuracy, as RSP. That's certainly worthwhile, but you'll have to wait a little while to have portable, robust software comparable to that in EISPACK. --Cleve Moler.] ------------------------------ From: Jorge More <more@antares.mcs.anl.gov> Date: Wed, 27 Sep 89 14:45:16 CDT Subject: Position at Argonne ARGONNE NATIONAL LABORATORY MATHEMATICS AND COMPUTER SCIENCE DIVISION Advanced Scientific Computing The Mathematics and Computer Science (MCS) Division of Argonne National Laboratory invites applications for a regular staff position in the area of advanced scientific computing and parallel architectures, with emphasis on numerical linear algebra, optimization, or partial differential equations. Qualified candidates will also be considered for the position of Scientific Director of the Advanced Computing Research Facility. Applicants with a Ph.D. in (applied) mathematics or computer science will be given preference; however, outstanding candidates with degrees from other disciplines will be considered. The position requires extensive knowledge of methods of computational mathematics, intimate knowledge of advanced computer architectures, and familiarity with modern visualization techniques. Applicants must have an established record of research accomplishments, as evidenced by publications in refereed journals and conference proceedings. The MCS Division offers a stimulating environment for basic research. Current research programs cover areas of applied analysis, computational mathematics, and software engineering, with emphasis on advanced scientific computing. The division operates the Advanced Computing Research Facility (ACRF), which comprises a network of advanced-architecture computers, ranging from an 8-processor Alliant FX/8 to a 16,384-processor Connection Machine CM-2. A network of Sun and NeXT workstations supports the general computing needs of the division. Argonne's central computing facilities include a CRAY X/MP-14; additional access to supercomputers is provided through the major networks. The Scientific Director of the ACRF is responsible for keeping abreast of current developments in advanced scientific computing and maintaining the facility and the research program that it supports in the forefront of computer science research. The Director is assisted by a Deputy Scientific Director. The day- to-day operation of the facility is the responsibility of the Manager of the MCS Computing Facilities. Argonne is a multipurpose national laboratory operated by The University of Chicago for the U.S. Department of Energy. It is located 25 miles southwest of Chicago. Applicants are requested to send a detailed resume to Rosalie L. Bottino, Employment and Placement, Box J-MCS-37017-83, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439. Further information about the position can be obtained from Dr. Hans G. Kaper, Director, MCS Division (kaper@mcs.anl.gov), telephone 312-972-7162. Argonne is an equal opportunity/ affirmative action employer. Women and minorities are especially encouraged to apply. ------------------------------ From: Roger Grimes <rgrimes@atc.boeing.com> Date: Thu, 28 Sep 89 06:45:06 PDT Subject: Positions at Boeing Computer Services Applied Mathematics Boeing Computer Services The Applied Mathematics group in Boeing Computer Services, located in Seattle, Washington, anticipates openings in early 1990 for well qualified individuals in applied numerical analysis, especially numerical linear algebra. We are looking for entry level or experienced PhDs with either a dissertation or post-graduate experience in numerical analysis and an interest in applying this experience to challenging real world problems. Problems will be oriented towards applications of numerical analysis but will include parallel computing and the environment for large scale computation, with concerns for distribution of tasks and visualization. Our group consists of about 40 mathematicians performing consulting and research work for other parts of The Boeing Company, for commercial customers, and for governmental agencies. We require individuals capable of working independently in a dynamic, multidisciplinary environment on complex algorithm, analysis, and application software problems. Permanent U.S. residency is required; U.S. citizenship is perferred. Qualified applicants should send a resume to: Roger G. Grimes Manager, Computational Mathematics Boeing Computer Services P.O. Box 24346, M/S 7L-21 Seattle, WA 98124-0346 USA Questions regarding the position may be sent, via e-mail, to Roger Grimes at na.grimes@na-net.stanford.edu or rgrimes@atc.boeing.com. Boeing is an Equal Opportunity Employer. ------------------------------ From: Tim Kelley <ctk@matctk.ncsu.edu> Date: Sun, 1 Oct 89 14:03:17 EDT Subject: Position at NC State NORTH CAROLINA STATE UNIVERSITY Department of Mathematics Our department intends to make a senior level appointment in PDE-related applied mathematics, beginning in the Fall of 1990. Mathematical analysts working on optimization or control problems and related computational questions are especially encouraged to apply. Candidates must have outstanding research credentials and a demonstrated competence in teaching. Send a vita and arrange to have at least three letters of recommendation sent to: J.C.Dunn, Search Committee Chairman, Department of Mathematics, Box 8205, North Carolina State University, Raleigh, NC 27695- 8205. Address electronic mail inquiries to jcd@ncsumath.bitnet. The closing date for applications is January 26, 1990. North Carolina State University is an equal opportunity / affirmative action employer. ------------------------------ End of NA Digest ************************** ------- Reposted by Prof. Kenneth R. Jackson, krj@na.toronto.edu (on Internet, CSNet, Computer Science Dept., ARPAnet, BITNET) University of Toronto, krj@na.utoronto.ca (on CDNnet and other Toronto, Ontario, X.400 nets (Europe)) Canada M5S 1A4 ...!{uunet,pyramid,watmath,ubc-cs}!utai!krj (Phone: 416-978-7075) (on UUCP) (FAX: 416-978-4765)