Back


Newsgroup sci.math.num-analysis 28837

Directory

Subject: Re: red-black trees in fortran -- From: rav@goanna.cs.rmit.edu.au (robin)
Subject: Re: red-black trees in fortran -- From: rav@goanna.cs.rmit.edu.au (robin)
Subject: Stability of Non symmetric-FDTD-methods -- From: br00037@binghamton.edu (Nana Saheb)
Subject: Re: Just try this SCAM & LOSE $$$$ -- From: Joe Krolikowski
Subject: Re: Complex Numbers in C -- From: Petri Hakola
Subject: Re: Just try this SCAM & LOSE $$$$ -- From: DrKram
Subject: Re: BLAS packages -- From: Bo Thide'
Subject: Re: Gauss-Newton Method Non-Linear Regression -- From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Subject: Re: Help on nonlinear ODE -- From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Subject: Re: BLAS packages -- From: nmm1@cus.cam.ac.uk (Nick Maclaren)
Subject: Re: URGENT: help needed in spline approximation -- From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Subject: Re: complex Newton's method -- From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Subject: Re: Computing derivative of det(A), A singular -- From: j.stark@ucl.ac.uk (Jaroslav Stark)
Subject: Re: Just try this SCAM & LOSE $$$$ -- From: ham@ix.netcom.com(William Mayers)
Subject: Re: Complex Numbers in C -- From: pecora@zoltar.nrl.navy.mil (Lou Pecora)
Subject: Re: Help with curve fitting... -- From: jbrush@pioneerdt.com (Jeff Brush)
Subject: Re: Why is the linesearch problem non-linear? -- From: jbrush@pioneerdt.com (Jeff Brush)
Subject: Re: Help on nonlinear ODE -- From: bp887@FreeNet.Carleton.CA (Angel Garcia)
Subject: Re: nonequispaced fft -- From: michael@amo (Michael Courtney)
Subject: Re: Errata for Abramowitz/Stegun? -- From: pm@katz.cc.univie.ac.at (Peter Marksteiner)
Subject: HELP - iterativ methods for linear problems -- From: cdourthe@cervin.inria.fr (Cedric Dourthe)
Subject: Finding constant regions on a grid -- From: Konrad Hinsen
Subject: Re: Computing derivative of det(A), A singular -- From: Hans D Mittelmann
Subject: Re: HELP - iterativ methods for linear problems -- From: snowback
Subject: Fast factorization with workstation ! -- From: Daniel Hilding
Subject: CLAPACK -- From: dave becker
Subject: Re: numerical integration of non linear equ -- From: "Michael E. Hosea"
Subject: Re: Complex Numbers in C -- From: davis@space.mit.edu (John E. Davis)
Subject: Re: help: solve this functional relation -- From: rusin@vesuvius.math.niu.edu (Dave Rusin)
Subject: ScaLAPACK software update -- From: Jack Dongarra
Subject: Re: CLAPACK -- From: "Hans D. Mittelmann"
Subject: Transpose of a Complex Matrix -- From: Bala
Subject: scholarships -- From: Kevin Burrage
Subject: scholarships -- From: Kevin Burrage
Subject: Re: Complex Numbers in C -- From: psalzman@landau.ucdavis.edu (Homer Simpson of the Borg)
Subject: Re: Matrix Subset Problem -- From: stewart@cs.umd.edu (G. W. Stewart)
Subject: Fortran 90/95 Information (November) -- From: metcalf@sp060.cern.ch (Michael Metcalf)

Articles

Subject: Re: red-black trees in fortran
From: rav@goanna.cs.rmit.edu.au (robin)
Date: 25 Nov 1996 18:19:34 +1100
	shilkrot@engin.umich.edu (Leonid Evguenievich Shilkrot) writes:
	>Does anybody know where to find an implementation of red-black trees
	>in FORTRAN
	>Thanks a lot.
	>Leo.
	>-- 
	>Leonid Shilkrot                                   shilkrot@engin.umich.edu
	>Dept. of Materials Science                        (313)213-0807(h)
	>University of Michigan                            (313)647-2780(w)
	>Ann Arbor, MI 48109-2136                          (313)763-4788(fax)
You'll find them in "Introduction to Fortran 90/95,
Algorithms, and Structured Programming", by R. Vowels.
Return to Top
Subject: Re: red-black trees in fortran
From: rav@goanna.cs.rmit.edu.au (robin)
Date: 25 Nov 1996 18:21:09 +1100
shilkrot@engin.umich.edu (Leonid Evguenievich Shilkrot) writes:
	>Does anybody know where to find an implementation of red-black trees
	>in FORTRAN
	>Thanks a lot.
	>Leo.
	>-- 
	>Leonid Shilkrot                                   shilkrot@engin.umich.edu
	>Dept. of Materials Science                        (313)213-0807(h)
	>University of Michigan                            (313)647-2780(w)
	>Ann Arbor, MI 48109-2136                          (313)763-4788(fax)
You'll find them in "Introduction to Fortran 90/95,
Algorithms, and Structured Programming", by R. Vowels.
Return to Top
Subject: Stability of Non symmetric-FDTD-methods
From: br00037@binghamton.edu (Nana Saheb)
Date: 25 Nov 1996 05:34:18 GMT
Hi All,
	I am interested in studying the stability of FDTD methods
of the form
		U_n+1 = C U_n
where, U_n is a M X 1 vector, and C is an mXm martix.  The usual
text defintion of stability seems to be determined by the spectral
radii of C ( rho(C) being less than one gurentees stability for
methods when C is real and symmetric).
However, in my case C is real but not symmetric, also there are
multiple eigen values of C that are identical and lie on the unit 
circle.  
Is there any condition based on the spectral radius of the matrix
C or otherwise, which I can use to comment on the stability in 
the time domain of the FDTD method, with the form of the 
matrix C that I am considering?
All comments and ponters to references will be greatly appreciated.
Thanks,
Nana
--
== Nana S. Banerjee ==========================(607)770-4979 (H)====
== br00037@binghamton.edu ====================(607)777-2889 (Fax)== 
Return to Top
Subject: Re: Just try this SCAM & LOSE $$$$
From: Joe Krolikowski
Date: Sun, 24 Nov 1996 23:46:36 -0800
Jeremy Michael May wrote:
> 
> AngelEyes (bluhme@post3.tele.dk) wrote:
> : geof wrote:
> : >
> : > ILLEGAL SCAM!!
> : >
> : > YOU WILL NEVER SEE A DOLLAR OF YOUR MONEY AGAIN!!!
> : >
> : Even tho(deleted)
> --
> 
> Jeremy Michael May     |----------------------------|        Whittington 313
> Post Office Box 5047   |   *** HAVE A NICE DAY ***  |        (601)-925-3074
> Clinton MS  39058      |____________________________|   Home (601)-947-7980
Hey Jeremy,
Do yourself (and everyone else) a favor.  Go to the bookstore and buy a
dictionary.  After all, you only make yourself look like a complete fuck
up with that sort of grammar.  If you are really in college, as your
address implies, it is obvious as hell that you are wasting your money
AND you time.
Incidentally, everthing in the post that you replied to is CORRECT, you
whiny little bastard.
Return to Top
Subject: Re: Complex Numbers in C
From: Petri Hakola
Date: 25 Nov 1996 09:36:30 +0200
psalzman@landau.ucdavis.edu (I hate grading almost as much as taking
in class exams) writes: 
> Like I said, my knowledge of stuctures is sketchy.  Is what I just said
> approximately correct?  Is there a better way of doing it in ANSI C?
	You are correct. It's the best way to do it. Only "problem"
	that might occur is lack of memory. So might need to implement
	some sort of dynamic stack or linked list, but in general you
	are correct.
							- Petri -
			From the ice-age to the dole-age
			there is but one concern
			And I have just discovered
			Some girls are bigger than others
			Some girls' mothers are bigger 
			than other girls' mothers
Return to Top
Subject: Re: Just try this SCAM & LOSE $$$$
From: DrKram
Date: Mon, 25 Nov 1996 10:09:23 -0800
(601)-947-7980
> 
> Hey Jeremy,
> 
> Do yourself (and everyone else) a favor.  Go to the bookstore and buy a
> dictionary.  After all, you only make yourself look like a complete fuck
> up with that sort of grammar.  If you are really in college, as your
> address implies, it is obvious as hell that you are wasting your money
> AND you time.
> 
> Incidentally, everthing in the post that you replied to is CORRECT, you
> whiny little bastard.
who cares what his gramer is like its not important.
If you think it is your just a little small minded and pety.
DrKram
**************
*well i never*
**************
Return to Top
Subject: Re: BLAS packages
From: Bo Thide'
Date: Sun, 24 Nov 1996 13:17:30 +0100
OMR@TIGGER.JVNC.NET wrote:
> 
> Hi, everybody,
> 
> Does anybody know a decent BLAS package that supports such
> platforms as VAX VMS, Alpha VMS, Digital UNIX, SUN Solaris,
> HP UX, IMB AIX and NT?
> 
> Any advice, comments or suggestions will be appreciated.
In HP-UX, you will find a library for optimized BLAS in
/opt/fortran/lib/libblas.a
Bo
-- 
  ^    Bo Thide'---------------Director of Science----------------SM5DFW
 |I|   IRFU Swedish Institute of Space Physics, S-755 91 Uppsala, Sweden
 |R|   Office Phone: (+46) 18-30 36 71     Office Fax: (+46) 18-40 31 00 
/|F|\  Home Phone:   (+46) 18-52 79 11     Home Fax:   (+46) 18-55 41 84 
~~U~~  mailto:bt@irfu.se           WWW: http://www.wavegroup.irfu.se/~bt
Return to Top
Subject: Re: Gauss-Newton Method Non-Linear Regression
From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Date: 25 Nov 1996 10:08:50 GMT
In article <56re6m$s7m@villagenet.com>, AlanLivingston@acm.org (Alan J. Livingston) writes:
|> Hi all,
|> 
|> Can anyone point me to some code that implements the Gauss-Newton
|> method for non-linear regression?
|> 
|> Thanks,
|> 
|> Alan
|> 
nlscon in elib/codelib does the job. 
telnet elib.zib-berlin.de
login as elib (no password) 
choose linrary index and then codelib. by "preftp" you can
download nlscon into to elib's pub-directory and afterwards 
anonymous ftp it from there.
hope this helps.
cheers peter
Return to Top
Subject: Re: Help on nonlinear ODE
From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Date: 25 Nov 1996 10:26:38 GMT
In article <577g5f$ih2@Masala.CC.UH.EDU>, mece2gn@jeston.uh.edu (Gopinath Warrier) writes:
|> Hello,
|> 
|> 	I need to integrate a nonlinear ODE of the form 
|> 
|> f1(x,y)*(y'') + f2(x,y)*(y')^2 + f3(x,y)*(y') + f4(x,y) = g    ---- (1);
|> 
|> where, f1,f2,f3,f4 are polynomials.  At x = 0, y' = 0.  To find y(0), I
|> 
|> substitute x= 0 in (1), but it so turns out that f1=f2=f3=0 and the (1) 
|> 
|> becomes a nonlinear equation which can be solved for y(0).  
|> 
|> Thus it turns out that the condition y'(0) = 0, is not needed to find y(0), so 
|> 
|> does this mean that the solution of the ODE is independent of y'(0) ?.
|> 
|> I have tried to solve this ODE using an Adaptive Runge_Kutta-Fehlberg scheme 
|> 
|> and a fifth order Runge-Kutta (Lawson form) scheme but with no success.
|> 
|> Are there other ways of solving this problem ?.  Any help in this matter
|> 
|> will be greatly appreciated.
|> 
|> 
|> Gopinath Warrier 
|> 
|> Univ. of Houston
|> 
since, as you write, f1=f2=f3=0 at x=0 you have a singular point and you
cannot start the integration directly from there. the usual approach
is to try a series expansion (known in the ODE-field as
Frobenius' technique) at the singular point (hopefully (d/dx)f1(x,y(x)) !=0 )
using the series (has the form sum a_k*x**(alpha+k) or involves a log )
for a small interval [0,x0] and initalizing the numerical integration 
from x0>0 afterwards. 
hope this helps
peter
Return to Top
Subject: Re: BLAS packages
From: nmm1@cus.cam.ac.uk (Nick Maclaren)
Date: 25 Nov 1996 11:17:56 GMT
In article <32983CDA.746F@irfu.se>, Bo Thide'  writes:
|> OMR@TIGGER.JVNC.NET wrote:
|> > 
|> > Does anybody know a decent BLAS package that supports such
|> > platforms as VAX VMS, Alpha VMS, Digital UNIX, SUN Solaris,
|> > HP UX, IMB AIX and NT?
|> > 
|> > Any advice, comments or suggestions will be appreciated.
|> 
|> In HP-UX, you will find a library for optimized BLAS in
|> /opt/fortran/lib/libblas.a
NAG runs on all those platforms (and more) and includes a complete
set of BLAS.  But NAG recommends implementators to use a vendor's BLAS
(when appropriate) as the NAG BLAS code is tuned for general efficiency,
rather than a particular machine.  It isn't clear why you are asking for
a specific package.
Nick Maclaren,
University of Cambridge Computer Laboratory,
New Museums Site, Pembroke Street, Cambridge CB2 3QG, England.
Email:  nmm1@cam.ac.uk
Tel.:  +44 1223 334761    Fax:  +44 1223 334679
Return to Top
Subject: Re: URGENT: help needed in spline approximation
From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Date: 25 Nov 1996 11:03:45 GMT
In article <3292F7D4.446B9B3D@minerva.inesc.pt>, Joao Bastos  writes:
|> Hi !
|> 
|> 
|>        I am developing an application that deals with line extraction
|> from raster images and i have the following problem:
|> 
|> 	  - for example, given the following sequence of adjacent pixels on a
|> XY referential:  
|> 
|> 
|>     ^         xxxxxx 
|>  Y  |        x      x
|>     |        x       x
|>     |         x x     x
|>     |          x xx    x
|>     | x x x x      x                      x -> pixel
|>     |  x x x x      x
|>     |         x      x
|>     |          xx   x 
|>     |            xx x
|>     |              x
|>     +-------------------------------->
|>                                     X  
|> 
|>         i need to get the natural cubic spline (C2) that most
|> approximates these pixels.
|> 
|>         I would appreciate very much your advice and if such an
|> algorithm 
snip snip 
from your data I conclude that you need approximate these data by a
parametric spline, i.e. x=x(t) and y=y(t) approximated by two 
splines s1(t) and s2(t) in an least squares sense, with t artificially 
parametrized by e.g. the euclidean distance. check de Boor; a practical 
guide to splines. software is in netlib. you may also check directory
diercks in netlib. hope this helps
peter
Return to Top
Subject: Re: complex Newton's method
From: spellucci@mathematik.th-darmstadt.de (Peter Spellucci)
Date: 25 Nov 1996 11:14:46 GMT
complex Newton is equivalent to real newton in 2d using re z and Im z
as variables and d1=Re f and f2=Im f as functions. Newton's geometric interpretation
in 2d is eaxctly as in 1D. 
(x,y,f1(x,y)) is an surface in 3d, as well as (x,y,f2(x,y)).
at (x0,y0) these surfaces possess tangent planes (due to assumed differen-
tiability of f1 and f2, which follows from analycity of f)
given invertibility of the Jacobian of (f1,f2), these tangent planes
intersect the plane z=0 (in 3d) in two lines, which in turn intersect in a
point (x1,y1). this of course is also the point (x1,y1,z=0) on the intersecting
line of the two tangent planes. this is the next point. and so on.
hope this helps
peter
Return to Top
Subject: Re: Computing derivative of det(A), A singular
From: j.stark@ucl.ac.uk (Jaroslav Stark)
Date: Mon, 25 Nov 1996 11:38:34 GMT
In article <329621AF.A57@asu.edu>, "Hans D. Mittelmann"
 wrote:
> Jaroslav Stark wrote:
> > 
> > Can anyone point me to efficient ways of computing the derivative of
> > det(A) for non-invertible A, or alternatively an efficient way of
> > calculating the matrix of co-factors of A.
> > 
> > Thus for in general we have
> > 
> > D det(A) = trace(B.DA)
> > 
> > where B is the transpose of the matrix of co-factors of A. When A is
> > invertible, B is just det(A).A^-1, but what about the genral case?
> > 
> > Answers by e-mail would be appreciated.
> > 
> > J. Stark
> Hi,
> I really do not see which problem you are having. The matrix B must not
> be computed using the determinant of A at all. The elements of B are
> determinants of (n-1)x(n-1) submatrices of A and there is absolutely no
> problem in evaluating them. Just to make it complete, the element b_ij
> of B is (-1)^(i+j) times the determinant of the matrix which is obtained
> from A when scratching row j and column i.
> Or am I missing something?
> 
> Hope that helps.
> -- 
> Hans D. Mittelmann                      http://plato.la.asu.edu/
> Arizona State University                Phone: (602) 965-6595
> Department of Mathematics               Fax:   (602) 965-0461
> Tempe, AZ 85287-1804                    email: mittelmann@asu.edu
Sure, you can compute B this way - but its extremely slow - assuming you
compute the (n-1)x(n-1) determinants using LU decomposition, that's O(n^3)
per determinant, and there are O(n^2) of them, so overall you have a
O(n^5) calculation - which is just tto slow to be realistic. By comparison
if A is invertible, computing B as det(A).A^{-1} is just a O(n^3)
computation. Thus my question is effectively whether B, or D det(A), can
be computed in O(n^3) if A is invertible.
cheers
Jaroslav Stark
-- 
Dr. Jaroslav Stark,
Centre for Nonlinear Dynamics and its Applications
University College London,
Gower Street, WC1E 6BT, UK
Tel: +44-171-391-1368
Fax: +44-171-380-0986
E-Mail j.stark@ucl.ac.uk
Return to Top
Subject: Re: Just try this SCAM & LOSE $$$$
From: ham@ix.netcom.com(William Mayers)
Date: 25 Nov 1996 12:49:13 GMT
In <32994EDC.6C83@mail.idt.net> Joe Krolikowski 
writes: 
>
>Jeremy Michael May wrote:
>> 
>> AngelEyes (bluhme@post3.tele.dk) wrote:
>> : geof wrote:
>> : >
>> : > ILLEGAL SCAM!!
>> : >
>> : > YOU WILL NEVER SEE A DOLLAR OF YOUR MONEY AGAIN!!!
>> : >
>
>> : Even tho(deleted)
>> --
>> 
>> Jeremy Michael May     |----------------------------|       
Whittington 313
>> Post Office Box 5047   |   *** HAVE A NICE DAY ***  |       
(601)-925-3074
>> Clinton MS  39058      |____________________________|   Home
(601)-947-7980
>
>Hey Jeremy,
>
>Do yourself (and everyone else) a favor.  Go to the bookstore and buy
a
>dictionary.  After all, you only make yourself look like a complete
fuck
>up with that sort of grammar.  If you are really in college, as your
>address implies, it is obvious as hell that you are wasting your money
>AND you time.
>
>Incidentally, everthing in the post that you replied to is CORRECT,
you
>whiny little bastard.
Jeremy is correct despite his grammar, you mendacious son of a bitch.
Return to Top
Subject: Re: Complex Numbers in C
From: pecora@zoltar.nrl.navy.mil (Lou Pecora)
Date: Mon, 25 Nov 1996 08:15:37 -0400
In article ,
medtib@club-internet.fr (M. TIBOUCHI) wrote:
> In article (Dans l'article) <57851i$nlh@mark.ucdavis.edu>,
> psalzman@landau.ucdavis.edu (I hate grading almost as much as taking in
> class exams) wrote (écrivait) :
> 
> > Dear All,
> > 
> > I would like some advice on how to handle complex numbers in ANSI C.  
> > My knowledge of C stops at structs, but from what litle I know about 
> > structures, it seems like that would be the most clear way of handling 
> > complex numbers.
> The best way to deal with complexes is to hack in C++ : you don't use
> structs but classes, it's much more powerful. You can then create
> 'operands' and managing complexes like classic numbers. For example, you
> can initialize two complexes. Then, it's possible to add, substract,
> multiply, divide them, rise them to a power, and so on.
Having wrestled with this problem in C and C++, I would agree most
whole-heartedly.  Use C++ to construct your complex numbers. You really
don't need to know much beyond C to do it, i.e. you don't have to learn
all of C++.  You'll be happy you did it that way, believe me.  It'll also
be more fun.
Lou Pecora
code 6343
Naval Research Lab
Washington  DC  20375
USA
 == My views are not those of the U.S. Navy. ==
------------------------------------------------------------
  Check out the 4th Experimental Chaos Conference Home Page:
  http://natasha.umsl.edu/Exp_Chaos4/
------------------------------------------------------------
Return to Top
Subject: Re: Help with curve fitting...
From: jbrush@pioneerdt.com (Jeff Brush)
Date: Mon, 25 Nov 96 13:31:23 GMT
In article <3297E6A6.253B@asu.edu>,
   "Hans D. Mittelmann"  wrote:
>syzygy@vnet.net wrote:
>> 
>> I suspect this is very elementary but I need some software that will help 
with curve fitting:
>> 
>> If I have N sets of (x,y) data pairs I can attempt a best fit curve of any 
order up to (N-1) to it:
>> 
>> y=a0 + a1*x,
>> y=b0 + b1*x + b2*x^2
>> ....
>> y= q0 + q1*x + q2*x^2 .... q(N-1)*x^(N-1)
>> 
>> Does anyone know of such a software package that would do this?  I don't 
want a routine that will fit
>> the EXACT curve to the data, I want one that would present me with all the 
possible best fit (least
>> squares) power curves, from a straight line up to the (N-1) fit with a 
correlation coef.
>> 
>> Please reply directly to me at syzygy@vnet.net if you can help me.  Thanks!
>> 
>> - Bill
>> 
>> ======================================================================
>>          Fruit flies like an apple, time flies like an arrow
>> ......................................................................
>>                  William Schwittek -- syzygy@vnet.net
>>                http://www.vnet.net/users/syzygy/photo/
>> ======================================================================
>Hi,
>the package netlib/odrpack will help you. The link is in the
>least-squares section of   http://plato.la.asu.edu/guide.thtml
>There is even a graphical interface if you are interested.
>
>Hope that helps
>
>Hans Mittelmann
The software package 'TableCurve' by Jandel Scientific is what you want.  Most 
scientific software catalogs have it.
-- Jeff Brush
Return to Top
Subject: Re: Why is the linesearch problem non-linear?
From: jbrush@pioneerdt.com (Jeff Brush)
Date: Mon, 25 Nov 96 13:36:13 GMT
In article <57ajbc$o4k@rosebud.sdsc.edu>,
   u13839@pauline.sdsc.edu (Jose Unpingco) wrote:
>
>hi
>
>I'm reading Fletcher's 2nd edition on Practical Methods of
>Optimization and on page 21, in the middle of the page, he states
>
>"...the exact minimizing value of alpha is required and cannot be
>implemented in parctice in a finite number of operations. (Essentially
>the nonlinear equation df/dalpha=0 must be solved.)"
>
>He's refering to the linsearch subproblem
>
>   Find alpha^k to minimize f(x^k + alpha*s^k) w/r to alpha.
>
>The df/dalpha=0 is the directional derivative of f in the direction
>specified by s^k, which is unit direction. Thus,
>
>df
>--      = |grad f| * cos(theta) = 0
>dalpha
>
>I don't understand why this is a non-linear equation. I thought that
>if an equation was linear in the derivatives of f, then it was a
>linear differential equation. df/dalpha = 0 looks pretty linear to me.
>
>I'm confused.
>
>thanks.
You are not 'solving df/dalpha = 0', you are looking for the alpha that when 
plugged into the function g(alpha) gives zero, where g(alpha) is the function 
df/dalpha.  If you are not at an extrema (i.e. your desired minimum), then of 
course df/dalpha will be non-zero.
You're welcome.
Return to Top
Subject: Re: Help on nonlinear ODE
From: bp887@FreeNet.Carleton.CA (Angel Garcia)
Date: 25 Nov 1996 14:00:01 GMT
Peter Spellucci (spellucci@mathematik.th-darmstadt.de) writes:
> In article <577g5f$ih2@Masala.CC.UH.EDU>, mece2gn@jeston.uh.edu (Gopinath Warrier) writes:
> |> Hello,
> |> 
> |> 	I need to integrate a nonlinear ODE of the form 
> |> 
> |> f1(x,y)*(y'') + f2(x,y)*(y')^2 + f3(x,y)*(y') + f4(x,y) = g    ---- (1);
> |> 
> |> where, f1,f2,f3,f4 are polynomials.  At x = 0, y' = 0.  To find y(0), I
> |> 
> |> substitute x= 0 in (1), but it so turns out that f1=f2=f3=0 and the (1) 
> |> 
> |> becomes a nonlinear equation which can be solved for y(0).  
> |> 
> |> Thus it turns out that the condition y'(0) = 0, is not needed to find y(0), so 
> |> 
> |> does this mean that the solution of the ODE is independent of y'(0) ?.
> |> 
> since, as you write, f1=f2=f3=0 at x=0 you have a singular point and you
> cannot start the integration directly from there. the usual approach
> is to try a series expansion (known in the ODE-field as
> Frobenius' technique) at the singular point 
     There are various types of singularities: ports, nodes, etc.:
the best bet, as I indicated already, is to directly start finding
solutions at the 'vicinity' of x=0 with various (arbitrary) values
for y'(a)  (with a=0.001 and y'(a)=0.001, 0.002, etc. to meet your
requirement y'(0)=0). With a set of solutions you will get an idea
of the type of singularity at x=0.
--
Angel, secretary (male) of Universitas Americae (UNIAM).
     http://www.ncf.carleton.ca/~bp887
Return to Top
Subject: Re: nonequispaced fft
From: michael@amo (Michael Courtney)
Date: 25 Nov 1996 14:25:01 GMT
root (root@trev.seismology.hu) wrote:
: On 13 Nov 1996, Michael Courtney wrote:
: > Numerical recipes has algorithms for non-power-of-two numbers of points
: > but not nonequispaced points.  Nonequispaced points is tough.  There are
:   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^
:   in Numerical Recipes:
:   13.6 Spectral Analysis of Unevenly Sampled Data,  page 569 
My apologies.  This section was added to the second edition, but be
aware that it is not in the first edition.
--
Michael Courtney, Ph. D. 
michael@amo.mit.edu  
Return to Top
Subject: Re: Errata for Abramowitz/Stegun?
From: pm@katz.cc.univie.ac.at (Peter Marksteiner)
Date: 25 Nov 1996 15:10:49 GMT
John Harper  wrote:
: In article <32836B43.55A8@BBN.com>, Bill Marshall   wrote:
: >Is there an errata list for Abramowitz & Stegun?
: My copy is the 9th Dover printing. Errata to that are:
[errata list deleted]
I have found one more in the same edition: formula 25.4.45 for the
weights in Gauss-Laguerre integration is wrong (presumably it is right
in conjunction with a different normalization of Laguerre polynomials 
than the one used by A & S). The correct formula is
w_i = x_i / ( n^2 [ L_(n-1)(x_i) ]^2 )
I can't remember where I got it from, I guess I derived it using the
Christoffel-Darboux formula. The numerical values given in Table 25.9
are correct.
-- 
Peter Marksteiner                       e-mail: Peter.Marksteiner@univie.ac.at
Vienna University Computer Center                   Tel: (+43 1) 406 58 22 255
Universitaetsstrasse 7, A-1010 Vienna, Austria      FAX: (+43 1) 406 58 22 170
Return to Top
Subject: HELP - iterativ methods for linear problems
From: cdourthe@cervin.inria.fr (Cedric Dourthe)
Date: 25 Nov 1996 15:22:07 GMT
I'm looking for iterativ methods package in order to solve linear problems 
I found C and fortran routines but only for sparse matrix
1) where can I find the same packages for dense and complex matrix?
2) Comparisons iterative methods/direct methods for this type of matrix?
cedric Dourthe
-- 
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 Cedric Dourthe  projet:CAIMAN  e-mail: cdourthe@sophia.inria.fr
 CERMICS,INRIA, 2004  route des lucioles BP 93
 TEL: (33) 93 65 79 04  FAX: (33) 93 65 77 40
 http://www.inria.fr/cermics/personnel/Cedric.Dourthe/cdourthe-fra.html
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Return to Top
Subject: Finding constant regions on a grid
From: Konrad Hinsen
Date: 25 Nov 1996 16:28:20 +0100
I am looking for an efficient algorithm to locate regions on a lattice
on which a certain quantity (scalar or vector) is constant within a
prescribed tolerance. Note that I am not interested in regions of slow
variation (which can be characterized by a small derivative), but the
largest possible regions in which *all* points are approximatively
equal.
The best I can think of is to start from any point and search in
successively larger regions around until I hit points that are
too different. But I would prefer something simpler.
-- 
-------------------------------------------------------------------------------
Konrad Hinsen                          | E-Mail: hinsen@ibs.ibs.fr
Laboratoire de Dynamique Moleculaire   | Tel.: +33-4.76.88.99.28
Institut de Biologie Structurale       | Fax:  +33-4.76.88.54.94
41, av. des Martyrs                    | Deutsch/Esperanto/English/
38027 Grenoble Cedex 1, France         | Nederlands/Francais
-------------------------------------------------------------------------------
Return to Top
Subject: Re: Computing derivative of det(A), A singular
From: Hans D Mittelmann
Date: Mon, 25 Nov 1996 08:54:49 -0700
Jaroslav Stark wrote:
> 
> Can anyone point me to efficient ways of computing the derivative of
> det(A) for non-invertible A, or alternatively an efficient way of
> calculating the matrix of co-factors of A.
> 
> Thus for in genral we have
> 
> D det(A) = trace(B.DA)
> 
> where B is the transpose of the matrix of co-factors of A. When A is
> invertible, B is just det(A).A^-1, but what about the genral case?
> 
> Answers by e-mail would be appreciated.
> 
> J. Stark
> 
> --
> Dr. Jaroslav Stark,
> Centre for Nonlinear Dynamics and its Applications
> University College London,
> Gower Street, WC1E 6BT, UK
> Tel: +44-171-391-1368
> Fax: +44-171-380-0986
> 
> E-Mail j.stark@ucl.ac.uk
Hi,
here is my theorem. Unless it can be found in the literature, I'd like
to be quoted as the source.
    D det(a) = sum(i=1,n) product(j.ne.i) lambda_j(A)
This requires one call of, say, the QR algorithm and is thus a O(n^3)
method.
Hans Mittelmann
-- 
Hans D. Mittelmann			http://plato.la.asu.edu/
Arizona State University		Phone: (602) 965-6595
Department of Mathematics		Fax:   (602) 965-0461
Tempe, AZ 85287-1804			email: mittelmann@asu.edu
Return to Top
Subject: Re: HELP - iterativ methods for linear problems
From: snowback
Date: Mon, 25 Nov 1996 11:10:02 -0500
Cedric Dourthe wrote:
> I'm looking for iterativ methods package in order to solve linear problems
> I found C and fortran routines but only for sparse matrix
> 1) where can I find the same packages for dense and complex matrix?
> 2) Comparisons iterative methods/direct methods for this type of matrix?
Cedric, as I'm sure you know, for direct methods you need
to keep the whole matrix in storage whereas for iterative methods
you need only store the non-zero elements.
For large problems involving sparse matrices, often we just don't have
enough RAM to store the whole matrix so we HAVE to use an iterative
method such as conjugate gradient etc.
If you have a non-sparse matrix, chances are you would be better off
using a direct method.
--snowback
Return to Top
Subject: Fast factorization with workstation !
From: Daniel Hilding
Date: Mon, 25 Nov 1996 18:32:22 +0100
Hello !
I'm looking for a FAST code to factorize (LDL^T ) a positive definite =
symmetric matrix stored i the so called skyline format.
The code should be optimized for modern workstations,
that means it should use some sort of blocking =
method to reduce the communication overhead.
Does anyone know where to find =
such a code (FORTRAN or C) or information about =
where look for information for the construction of such a code ...
Thanks in advance. =
---
Daniel Hilding
Link=F6ping Institute of Technology
Dept. of Mech. Eng.
Div. of Mechanics
S-581 83  Link=F6ping
Phone: +46 (0)13 281712
Fax:   +46 (0)13 281101
E-mail: danhi@ikp.liu.se
Return to Top
Subject: CLAPACK
From: dave becker
Date: Mon, 25 Nov 1996 11:06:56 -0700
I'm solving the problem Ax = (lambda)Bx with
dsygv.  The routine re-orders the eigensolutions
in ascending order.  Is there a way to trace that
re-ordering?  In other words, how can I find out
which degee of freedom in the original matrices corresponds to
which degee of freedom in the eigenvector?
Thanks,
Dave
Return to Top
Subject: Re: numerical integration of non linear equ
From: "Michael E. Hosea"
Date: Mon, 25 Nov 1996 13:44:21 -0600
U Lange wrote:
> 
> Michael T. Vaughn (mtvaughn@neu.edu) wrote:
> 
> : slightly off this path, but what about the Bulirsch-Stoer method, as
> : advertised in "Numerical Recipes" and also in a book on numerical
> : analysis by Stoer and Bulirsch (and also introduced by other people
> : in the early 1980s).
> :
> : The method seems attractive in principle, and I have seen it work
> : faster (by a factor of about 2 or so) than traditional R-K methods on
> : a problem. Yet I see very little comment on it. Does anyone have
> : either comments or a pointer to comments on the method??
> 
> I found that the embedded Runge-Kutta method in numerical recipes was
> always significantly faster than their Bulirsch-Stoer method for the
> (nonlinear) ODEs I was interested in.
This should depend on the tolerance and the problem.  Shampine wrote a
paper with Lorraine Baca that does a numerical comparison between an 
implementation of the Prince-Dormand (7,8) pair and a GBS-type
polynomial
extrapolation code.  
  L.F. Shampine and L.S. Baca,"Fixed versus variable order Runge-Kutta, 
  ACM TOMS 12 (1986), 1, pp. 1-23.
When the tolerance was moderate or looser, the RK code was faster. 
However, 
as the tolerance tightened, the GBS code was eventually faster (because
it 
could go to high orders).  The cross-over point depends on the problem,
but 
I think it is safe to say that it occurrs when the tolerance would be 
considered quite "stringent."
Later, Shampine and I wrote a little theoretical comparison paper
  M.E. Hosea and L.F. Shampine,"Efficiency Comparisons of Methods for
  Integrating ODEs," Computers & Mathematics with Applications 28, 6,
1994.
that supports the same conclusion.
To really understand what is going on, forget all that and consider
this.
Researchers have spent years trying to derive more and more efficient
and 
reliable Runge-Kutta pairs.  They play with the degrees of freedom
afforded
by the nonlinear equations they must solve, trying to find the "best" 
solutions.  It's an art and a science.  So what?  Well, consider that
GBS 
(with polynomial extrapolation) really *IS* a Runge-Kutta method at each
order.  You can write it's Butcher array down in the conventional way.  
I even wrote a little code that takes the extrapolation sequence (asks 
whether you want smoothing) and spits out the RK coefficients.  We would 
be unbelievably fortunate if RK methods derived from extrapolation
turned 
out to be the most efficient available at each order, and they simply 
aren't.  ("There ain't no such thing as free lunch.")  Now, it could be 
that rational extrapolation would make all the difference, but as yet I 
have seen no evidence that rational extrapolation results in the kinds
of 
performance improvements that would be required to catch up with modern 
RK pairs.  Indeed, most people think polynomial extrapolation is better.
On the other hand, because extrapolation methods are variable order, 
like the Adams methods, they may be faster in general when the tolerance
is tight enough.  Still, at tight tolerances I'd put my money on a good
Adams code.
I think extrapolation methods are elegant and comparatively easy to 
understand.  I just wish they were more efficient.
-- 
Mike Hosea (mhosea@ti.com)	Texas Instruments Inc.
phone	(972) 917-2958		PO Box 650311, MS 3908
fax	(972) 917-7103		Dallas, TX  75265
Return to Top
Subject: Re: Complex Numbers in C
From: davis@space.mit.edu (John E. Davis)
Date: 25 Nov 1996 20:24:36 GMT
On 24 Nov 1996 00:31:46 GMT, I hate grading almost as much as taking in class exams 
wrote:
>I would like some advice on how to handle complex numbers in ANSI C.  
>My knowledge of C stops at structs, but from what litle I know about 
>structures, it seems like that would be the most clear way of handling 
>complex numbers.
You might try using gcc.   For example, the following code
#include 
#include 
int main ()
{
   __complex__ double z;
   double z2;
   z = 3.0 + 4.0i;
   z2 = z * ~z;
   fprintf (stdout, "z = %f + i%f; |z|^2 = %f\n",
	    __real__ z, __imag__ z, z2);
   return 0;
}
produces:   
z = 3.000000 + i4.000000; |z|^2 = 25.000000
-- 
John E. Davis                   Center for Space Research/AXAF Science Center
617-258-8119                    MIT 37-662c, Cambridge, MA 02139
http://space.mit.edu/~davis
Return to Top
Subject: Re: help: solve this functional relation
From: rusin@vesuvius.math.niu.edu (Dave Rusin)
Date: 25 Nov 1996 21:08:24 GMT
In article <56maqc$dlo@hecate.umd.edu>,
Jason Stratos Papadopoulos  wrote:
>Hello. I've run across a problem that has me stumped. How would
>you go about finding a function "f" such that
>
>         1                  1
>f ( ----------- ) =  j  f( --- )  ?
>    2(1+j)(1-j)            1-j
>
...
>Anyway, j is supposed to be close to 1, and an asymptotic series for f is
>
>                          2        3            4            5
>             (j-1)   (j-1)    (j-1)     23 (j-1)    263 (j-1) 
>f(j) =  1 +  ----- - ------ + ------ -  --------- + ---------- -  ....
>               3       45      189        14175      4677775
>
>Can such a problem even be solved in closed form?
I'm a little confused here; if you take  j  close to  1  in the top
equation, you'll find yourself evaluating  f  at very large arguments;
in the final line, you are evaluating  f  near  1. Is that really your intent?
I also feel something must be amiss here: I don't think there are 
any nice nonzero functions satisfying the proposed functional equation.
Functional equations such as this arise frequently in this newsgroup
so if you don't mind I'll generalize your question a little (you can
keep generalizing much more). The typical question here reads
"What function  f  satisfies  f(h(x))= G(x, f(x))  for all  x?"
(where the functions  h  and  G  are given explicitly).
The first thing to keep in mind is that _the solution is not unique_
(usually). For example, in the original poster's situation, if  f   is
any function satisfying the functional equation, then any scalar
multiple  c.f  also satisfies that relation. 
The second thing to worry about is that _you need to be clear about
the domain of f_ (or more precisely, the range of x's for which the
purported functional equation is to hold). For example, there may be
many more functions with a complex domain which match the given
requirements, but fewer on the real line. And a restriction on the
domain of  f  will mean the functional equation holds for fewer  x
(giving fewer restrictions on  f).
Finally, you need to decide _what you want to assume about continuity_
(and/or differentiability). Assume nothing and you'll get nowhere. 
Assume too much and you may find no nontrivial solutions  f.
(That is, you must be careful not to "throw out the baby with the
dishwater" as my grandmother used to say.)
Let me clarify this last point. Given any value of  x  such that both
x and  h(x)  are (defined and) in the domain of  f, the assumed
functional equation will give some information relating  f(x)  and
f(h(x)). So let us declare  x  and  h(x)  to be _equivalent_, and let
" ~ "  denote the equivalence relation this generates on the real
number line (or whatever the domain of  f  is assumed to be). One can
check that this means
	x1 ~ x2  iff  there exist m,n >= 0 s.t.  h^n(x1) = h^m(x2).
Now the crucial observation is this: the given functional equation will
_only_ give some information about the relationships between the
values of  f(x)  among points  x  in a single equivalence class. 
This is a telling statement in situations like the proposer's problem:
since  h  is at worst a two-to-one map, it is easily verified that
the equivalence class of  x  is at most countable, and thus there are
uncountably many equivalence classes. In most cases we have more than
one solutions for the behaviour of  f  on each equivalence class, so
we obtain uncountably many possible solutions  f  in toto!
Therefore in order to make some progress we try to assume  f  is, say,
continuous at  x=1. I believe in that case, however, the number of
such functions drops to  1:  f  must be identically zero.
Let us see what information we do glean about the behaviour of  f
on each equivalence class  C. Note that  C  is actually a directed
graph, with an edge from  x  to  y  iff  h(x) = y. If the (corresponding
undirected) graph is a _tree_, then we can pretty easily determine the
values of  f  on all of  C.  Pick a point  x0  to be the root of this
tree; define  f(x0)  to be any value you wish. Then the functional
equation forces  f(h(x0)) = G(x, f(x0)) to be a certain value; similarly,
the value of  f(h^n(x0))  is forced for any  n. For any other point  x  in  C
there exist unique minimal  n  and  m  such that  h^m(x) = h^n(x0); if
for example  m=1  we may then deduce the value of  f(x)  from the equation
f(h(x)) = G(x, f(x)), which we solve as a single equation in the single
unknown  "f(x)". Proceeding by induction we may compute  f(x)  for those
values of  x  corresponding to higher values of  m.  
(Here we're using the fact that  G(x, y)  is linear in  y  for the
proposer's problem, so that a unique solution for  f(x)  exists.
In more general settings of course the equations to be solved do not
have a unique solution for  f(x), so we will find more than one 
possibility for the function  f: C -> R. Or there may
be occasions in which f(h(x)) = G(x, f(x)) admits no solution for  f(x);
in these cases we would need to backtrack and see if a different choice
for  f(h(x)) would enable a solution.)
More interesting is the case in which  C  contains some cycles. One can
check that this can only happen if  C  contains a point  x  for which
h^n(x) = x  for some  n. When this occurs we usually have an equation which
limits the possible values of  f(x). For example, if  x  is a  fixed
point of  h  then we must have  f(x) = G(x, f(x)). Of course, once the
values of  f  on the points within cycles have been determined, the
values of  f  on the rest of  C  are determined as in the previous paragraphs.
So we see that the cycles under  h  play a special role. I will look for
some of them in the poster's specific problem. I suppose I should reiterate
that the domain of  f  is assumed to include all these points, otherwise
the functional equation does not give any further information (that is,
the graph  C  loses this cycle).
As I remarked at the beginning I'm not sure a mistake in notation hasn't
been made, but I'll take it as is. Rather than write
>         1                  1
>f ( ----------- ) =  j  f( --- )  
>    2(1+j)(1-j)            1-j
I would prefer to let  x=1/(1-j) so that this equation reads
(*).....f(x^2/(4x-2)) = (x-1)/x f(x)
that is,  h(x) = x^2/(4x-2) and  G(x,y) = ((x-1)/x) * y .
Now, the fixed points of  h  are  0  and  2/3. What do we learn here?
From (*)  with  x=0  we have  f(0) = 0*f(0), and so  f(0)=0.
Note that  h(0)=0 and  h(x)=0 implies  x=0: the equivalence class of  0
is just  { 0 }. 
Taking the other fixed point  x=2/3  gives  f(2/3) = -1/2 * f(2/3), which 
requires f(2/3)=0, too. This time the graph  C  is more complicated; here is 
a portion of it:
...-> 29.347... -> 4+sqrt(12) -> 2 -> 2/3 (loops back)
...->  0.508... -----^           ^
                                 |
...->  1.349... -> 4-sqrt(12) ---|
...->  0.794... -----^
Well, since  f(2/3)=0, we have  0= f(h(x))=(x-1)/x f(x) for both  
x=4 +- sqrt(12); so  f  vanishes there as well. Similarly, working back over
the graph, we see f(x) = 0 for all  x  in  C.
And now we see more possibilities. The only cycle of length of  2  is the
one containing  1 +- sqrt(1/5) = {x1, x2} , say. Then we have
f(x1) = (x2-1)/x2 f(x2) and f(x2) = (x1-1)/x1 f(x1), so that
f(x1) = (x2-1)/x2 * (x1-1)/x1 * f(x1)= (-1/4) f(x1); again f(x1)=f(x2)=0.
There are two cycles of length 3; on these as well we have
f(2.66)=f(.818)=f(.526)= f(4.27)=f(1.21)=f(.515)=0. I think one can show
that  f(x)=0  for all elements in _any_ finite orbit under  h, although I
have not carried this out.
In this way, one obtains a large number of points at which  f  must
vanish. Since for any  x > 0.5  there are two points  y  with  h(y)=x,
both with  y>0.5, we find that the number of points in the tree doubles
with each lengthening to the left. 
So a picture of the behaviour of  f  begins to emerge. There seems to
be a countable collection of families of graphs such that  f(x)=0  for
all  x  in the graphs; these graphs end in cycles ("on the right") but
go arbitrarily far to the left, splitting in two at each stage.
All the other values of  x  lie in equivalence classes which are
trees -- roughly as above but with no terminal points. On each tree
f(x) may be chosen  arbitrarily at one point  x0, and is then determined
everywhere else. (Well, in the equivalence class of  1  we must take  x0
to be "to the left of"  1.)
Ah, but you object, what does f "look like"? The answer: it's a mess.
As far as I can tell, the equivalence class containing 2/3, for
example, is dense in the interval (1/2 , oo). Certainly the 1024
points obtained as (h^n)^(-1) (2/3) ( for 0 <= n <= 10) show no sign of
leaving any gap, although there is no upper bound on the magnitude of
the points in the equivalence class.
If this hunch is correct, then we have some bad news: wherever  f  is
continuous, it must be zero. (This follows since at each of the points in
this equivalence class,  f(x)=0.)
In particular, it seems difficult to believe there can be a function  f
expressible as a power series near  1,  as the poster suggested; this
function must vanish at the points
...,  .98987715, .99188524, .99592606, .99795886, 1.0020494, 
	      1.0041074, 1.0082486, 1.0103320, ...
as well, surely, as many points in between.
Summary: Chase through the trees, use continuity if you think it's
appropriate -- and make sure you've expressed the problem correctly.
dave
Return to Top
Subject: ScaLAPACK software update
From: Jack Dongarra
Date: Mon, 25 Nov 1996 17:07:05 -0500
ScaLAPACK is a collection of software for performing dense and band
linear
algebra computations on distributed-memory parallel computers. 
ScaLAPACK,
version 1.4, includes routines for the solution of:
 * Dense, band, triangular, and tridiagonal linear systems of equations,
 * Condition estimation and iterative refinement for LU and Cholesky
   factorizations,
 * Matrix inversion,
 * Full-rank linear least squares problems,
 * Orthogonal and generalized orthogonal factorizations,
 * Orthogonal transformation routines,
 * Reductions to upper Hessenberg, bidiagonal and tridiagonal form,
 * Reduction of a symmetric-definite/Hermitian-definite generalized
   eigenproblem to standard form,
 * Symmetric/Hermitian eigenproblem,
 * Generalized symmetric/Hermitian eigenproblem, and
 * Nonsymmetric eigenproblem.
Most routines are available in four data types: single precision real,
double precision real, single precision complex, and double precision
complex.
In addition, we have provided prototype software to handle the following
areas:
 * Singular value decomposition,
 * Out-of-core linear solvers for LU, Cholesky, and QR,
 * HPF wrappers for a subset of ScaLAPACK routines, and
 * The matrix sign function for eigenproblems.
Our software has been written to be portable across a wide range of
distributed-memory environments such as the Cray T3, IBM SP, Intel
series,
TM CM-5, clusters of workstations, and any system for which PVM or MPI
is available.  A draft ScaLAPACK Users' Guide and a comprehensive
Installation Guide is provided, as well as test suites for the
collection.
The ScaLAPACK software is or will be part of the following vendor's
provided numerical software libraries: IBM, SGI/Cray, Fujitsu, NAG, 
and Visual Numerics(IMSL).
For more information on the availability of each of these packages and
their documentation, consult the scalapack index on netlib.  The URL is:
     http://www.netlib.org/scalapack/
Comments/suggestions may be sent to scalapack@cs.utk.edu.
This software was developed in collaboration between researchers at the
Univ. of Tennessee, Univ. of California, Berkeley, and Oak Ridge
National Lab.   
ScaLAPACK is part of a larger project called the Scalable Libraries
Project.
The Scalable Libraries project is made up of 4 components:
  dense matrix software (ScaLAPACK)
  large sparse eigenvalue software (PARPACK)
  sparse direct systems software (CAPSS)
  preconditioners for large sparse iterative solvers (PARPRE)
and is a collaborative effort between:
  Oak Ridge National Laboratory      Rice University
  Univ. of Tennessee, Knoxville      Univ. of California, Berkeley
  Univ. of California, Los Angeles   Univ. of Illinois, Champaign-Urbana
Funding for this effort comes in part from DARPA, DOE, NSF, and CRPC.
Regards,
Jack Dongarra
**************************************************************
Jack Dongarra     dongarra@cs.utk.edu      104 Ayres Hall
423-974-8295      fax: 423-974-8296        Knoxville TN, 37996
http://www.netlib.org/utk/people/JackDongarra.html
Return to Top
Subject: Re: CLAPACK
From: "Hans D. Mittelmann"
Date: Mon, 25 Nov 1996 16:44:12 -0700
dave becker wrote:
> 
> I'm solving the problem Ax = (lambda)Bx with
> dsygv.  The routine re-orders the eigensolutions
> in ascending order.  Is there a way to trace that
> re-ordering?  In other words, how can I find out
> which degee of freedom in the original matrices corresponds to
> which degee of freedom in the eigenvector?
> 
> Thanks,
> Dave
Hi,
I don't think what you are looking for exists. Maybe, I'm missing
something but the order in which the eigenvalues actually are computed
depends on several details of the algorithm such as shifts etc. What do
you exactly mean by "degree of freedom"?
-- 
Hans D. Mittelmann			http://plato.la.asu.edu/
Arizona State University		Phone: (602) 965-6595
Department of Mathematics		Fax:   (602) 965-0461
Tempe, AZ 85287-1804			email: mittelmann@asu.edu
Return to Top
Subject: Transpose of a Complex Matrix
From: Bala
Date: Mon, 25 Nov 1996 17:50:15 -0600
Hi all,
My question is,
Do u have  to take the Conjugate of the elements while finding the
Transpose of a Complex Matrix.?
I find this so confusing as MATLAB gives a conjugated transpose while
MAPLE does not!!!
Pl, forward the email to my personal email id as i dont closely follow
this newsgroup.
Thanks in Advance for any help.
Bala
Fundamentally,things never change.
________________________________________________________________________________
Raju Balasubramanian               | 701-107 Cumberland Ave. S
Dept of Electrical Engineering     | Saskatoon S7N 2R6
Univ of Saskatchewan               | SK, Canada
SK Canada. S7N 5A9                 | Phone :(306)653-1513 Home
http://www.engr.usask.ca/~bar553   |       :(306)966-5400 Lab 
--------------------------------------------------------------------------------
Return to Top
Subject: scholarships
From: Kevin Burrage
Date: Tue, 26 Nov 1996 10:55:35 +1000
		PhD or Masters Scholarship
		at the University of Queensland
This is an opportunity for a student to work in a new and exciting area which
involves sophisticated computational techniques with important real-life applications.		
Research project:
"The development of stochastic models and efficient numerical techniques for
solving stochastic differential equations in environmental modelling"
Funding:
$15,000 is available either as a top-up over 3 years (at $5,000 per annum
for 1997-1999) to an existing APA, or as a one year scholarship (1997).
The successful student would work under the guidance of the principal investigators: Professor Kevin Burrage (Computational Mathematics)
and Professor Ray Volker (Civil Engineering).
Equipment:
The successful student would have access to state-of-the-art SGI workstations 
as well as the University Of Queensland's 20 processor parallel supercomputer.
Potential applicants should contact
Professor Kevin Burrage, Department of Mathematics,
University of Queensland, Brisbane 4072, Australia
email: kb@maths.uq.oz.au 
phone +61 07 33653487
or
Professor Ray Volker
Deparrtment of Civil Engineering
University of Queensland, Brisbane 4072, Australia
email:volker@uq_civil.civil.uq.oz.au 
phone +61 07 33653619
Return to Top
Subject: scholarships
From: Kevin Burrage
Date: Tue, 26 Nov 1996 10:55:07 +1000
		PhD  Scholarship(s)
		at the University of Queensland
This is an opportunity for a student to work in a new and exciting area which
involves sophisticated computational techniques with important real-life applications.		
Research project:
"Large-scale parallel numerical methods for differential-algebraic equations 
in process engineering"
Funding:
A PhD scholarship of $15,000 per annum over 3 years for 1997-1999 is available.
Alternatively, several top-ups to an existing APA will be granted for suitable applicants based on their ability.
The successful student would work under the guidance of the principal investigators: Professor Kevin Burrage, Dr Roger Sidje (Computational Mathematics) and A/Professor Ian Cameron (Chemical Engineering).
Equipment:
The successful student would have access to state-of-the-art SGI workstations 
as well as the University Of Queensland's 20 processor parallel supercomputer.
Potential applicants should contact
Professor Kevin Burrage, Department of Mathematics,
University of Queensland, Brisbane 4072, Australia
email: kb@maths.uq.oz.au 
phone +61 07 33653487
Return to Top
Subject: Re: Complex Numbers in C
From: psalzman@landau.ucdavis.edu (Homer Simpson of the Borg)
Date: 26 Nov 1996 06:02:53 GMT
dear all
i just got my complex code working.  it's general enough that i can use
it (or anyone in my research group) for any application involving complex
numbers.
just wanted to thank the group; i've gotten alot of good responses and learned
a great deal to boot.
peter
Return to Top
Subject: Re: Matrix Subset Problem
From: stewart@cs.umd.edu (G. W. Stewart)
Date: 26 Nov 1996 01:42:02 -0500
In article <3296297B.1458@spot.neurodyn.hscbklyn.edu>,
David B. Chorlian  wrote:
#Problem:
#Given a set of n dimensional vectors X of cardinality m, 
#with m << n, find the subset Y of X with given cardinality r, 
#which gives the "best" approximation to X in the sense that
#the sum of the norms of the residuals of approximating each
#element of X by the best linear combination of elements of Y
#is a minimum.  This is related to the problem in section 12.2
#of Golub and van Loan's _Matrix Computations_ called 
#"Subset Selection".  The problem might be broadened by
#making r depend on the size of the residuals.
#
#Clearly an exhaustive method will work.  Are there better
#methods?  For example, one could use the greedy algorithm
#of starting with the vector y from X such that the sum of 
#^2/() was a maximum, then form
#the set X' such that xi' = xi - y, and continuing
#in a similar manner.  This would be a nice solution if r
#was also to be determined.  One might think that some application
#of SVD would be better.  Pointers to any discussions would
#be appreciated.
#
#-- 
#David B. Chorlian
#Senior Scientific Programmer, Neurodynamics Lab, SUNY/HSCB
#voice: 718-270-2231; fax: 718-270-4081
#chorlian@spot.neurodyn.hscbklyn.edu
The greedy algorithm you propose computes a pivoted QR decomposition
via the Gram--Schmidt algorithm.  The decomposition is very effective
in isolating a linearly independent set of columns.  However, the
naive Gram-Schmidt algorithm is ustable.  Instead you should use
orthogonal triangularization by Householder transformations.
I beleive the algorithms is described in Golub and Van Loan.
Pete Stewart
Return to Top
Subject: Fortran 90/95 Information (November)
From: metcalf@sp060.cern.ch (Michael Metcalf)
Date: Tue, 26 Nov 1996 08:21:28 GMT
 *********************************************************************
 * Information file, on compilers, tools, books, courses, tutorials, *
 * and the standard for the Fortran language.                        *
 *                                                                   *
 * Additional information on Fortran products is available on the    *
 * WWW at the URL http://www.fortran.com/fortran.                    *
 *********************************************************************
WHAT'S NEW? Since 21 October:
                HP announces its optimizing f90 compiler.
                Revised Fujitsu and Salford entries.
WHERE CAN I OBTAIN A FORTRAN 90 COMPILER?
Absoft sells its native version of Cray's CF90 for the Power Macintosh
(sales@absoft.com or http://www.absoft.com).
ACE of Holland provides f90 and HPF for Parsytec PowerPC-based machines
(marco@ace.nl, http://www.ace.nl/).
Apogee's f90 compiler is highly optimized for SPARC architectures
(sales@apogee.com or http://www.apogee.com).
Cray Research has a fully-optimizing, native compiler, CF90, that is
being marketed by them for the YMP, J90, C90, T90 and T3E, and by Visual
Numerics for workstations, starting with Suns (craysoft@cray.com or
http://www.cray.com/PUBLIC/product-info/craysoft/Fortran_90.html).
Digital has Digital Fortran 90, a native, optimizing compiler for Digital 
UNIX Alpha systems (with HPF and parallel processing as an option), and for
OpenVMS Alpha (with HPF syntax). Versions for Windows NT (Alpha and Intel)
and Windows 95 (Intel) are under development and will have an integrated
development environment - planned for 1997. Fortran 95 support is planned
for mid-1997 (fortran@digital.com or http://www.digital.com/info/hpc/fortran)
EPC has optimizing, native compilers for x86, Sun, RS/6000, SGI and MIPS
(http://www.epc.co.uk, info@epc.com, support@epc.co.uk). HPF is also available.
FORTNER Research (formerly Language Systems Corp) expects to deliver
f90 for Macintoshes at some unspecified date.
Fujitsu is marketing a native Fortran 90 Workbench for Solaris 1.1 and 2.x.
Also HPF. Contact Unicomp (walt@fortran.com), Fujitsu (info@fsc.fujitsu.com
or http://www.adtools.com/lpg/fortranhp.htm).
HP has collaborated with EPC to produce an optimizing compiler for HP-UX and
SPP-UX platforms; see http://www.hp.com/go/hpfortran.
IBM has been shipping its optimizing, native compiler for the RS/6000,
xlf Version 3, since 31 December, 1993. HPF is now available too.
See http://www.software.ibm.com/ap/fortran.
Imagine1 Inc offers F, the subset language for Unix and Windows that they
hope will be the true stepping stone to HPF and at the same time
replace Basic, Pascal and C for teaching purposes. The version for Linux
is free. See http://www.imagine1.com/imagine1 and the book section below.
Lahey has a native LF90 compiler for Windows and DOS (sales@lahey.com or
http://www.lahey.com). Version 3.0 provides an integrated Windows development
environment. There is also elf90, a subset language without old features 
like storage association that is designed for teaching, and is very cheap.
In fact, the elf90 compiler itself can be downloaded free from the Web site.
Microsoft has released its Fortran Powerstation V4.0 that includes f90
for Windows NT 3.51 and Windows 95 (fortran@microsoft.com or
http://www.microsoft.com/fortran). It is a 32-bit compiler with
optimizations for Pentium and 486.
Microway NDP Fortran 90 for 386/486 and Pentium is available
(nina@microway.com).
NAG provides a compiler for most unix platforms, VMS and PCs (including
Linux). This was the first f90 compiler, in 1991. An optimizing version
produced in collaboration with ACE (see above) for Suns is also
available. The NAGWare f90 Tools are a suite of Fortran 90 tools derived
from the same technology as the NAGWare f90 compiler (infodesk@nag.com, 
infodesk@nag.co.uk or http://www.nag.co.uk/).
NA Software supplies Fortran 90 Plus on PCs (including Windows 95 and
Linux), Sparc, and T800 transputers. There is a cheap student version
available. They also supply an F77 to f90 syntax convertor, LOFT90,
and as well as HPF (http://www.nasoftware.co.uk/home.html).
NEC has released a native, optimizing Fortran90 compiler, 
FORTRAN90/SX, with an automatic vectorization and parallelization
capability, for its supercomputer SX series (sx-4@sxsmd.ho.nec.co.jp).
PSR's VAST/f90 compiler for unix, VMS and Convex includes a vectorizer.
PSR also supplies VAST/77to90, to convert FORTRAN 77 programs into
Fortran 90 syntax, as well as HPF (info@psrv.com or http://www.psrv.com/)
ParaSoft has a compiler (f90-info@parasoft.com, or
http://www.parasoft.com/f90.html).
PGI has a Fortran 90/HPF compiler for SGI, IBM SP2, HP/Convex, etc.
(sales@pgroup.com or http://www.pgroup.com/). It supplies HPF to Cray
and Intel.
Salford Software markets a PC version of the NAG compiler, also for
Windows 95 and NT (http://www.salford.ac.uk/ssl/ss.html or
sales@salford-software.com). A very cheap student version is available.
SGI has the MIPSpro Fortran 90 64-bit compiler, version 6.2. It can
be configured with an optional MIPSpro Power Fortran 90 Accelerator
(PFA90) to optimize Fortran 90 code for SGI's multiprocessor systems 
(http://www.sgi.com/Technology/TechPubs/lib/0620bom.html).
SofTech has a licence to sell its own versions of DEC's HPF/f90 compiler.
Sun has released an f90 compiler based on Cray's CF90, initially for
Solaris 2 (tel. 1-800-SUNSOFT or URL
http://www.sun.com/sunsoft/Products/Developer-products).
OTHER USEFUL PRODUCTS
FORCHECK is a static analyzer for Fortran programs. It analyses both the 
individual program units and the whole program. It optionally verifies the 
syntax for conformance to the Fortran 90 standard, and provides warnings 
on undefined and unreferenced syntax items, inconsistent argument lists,
and much more. FORCHECK generates documentation, such as  
cross-reference tables. See http://www.medfac.leidenuniv.nl/forcheck.
FORGE90 and an HPF processor from APR (support@apri.com or 
http://www.infomall.org/apri/) are available.
HPF is apparently available not only as listed above, but also from CDAC,
Hitachi, Intel, Motorola, Meiko, NEC, Transtech and Thinking Machines.
A source form convertor, convert.f90, is obtainable by ftp
from jkr.cc.rl.ac.uk in the directory /pub/MandR. Latest version is 1.4.
A graphics interface, f90gl, is obtainable at http://math.nist.gov/f90gl.
NAG (see above) and IMSL (now Visual Numerics, mktg@houston.vni.com)
offer f90 versions of their maths libraries that take
full advantage of the language's library building capabilities.
An f90 mode is included in the official Emacs distribution
(GNU Emacs-19.28/XEmacs-19.13 or later).
For make files, a perl5 script, which behaves like an X11 makedepend
program (it edits an existing Makefile) and recursively searches
include files for more dependencies, is available from Kate Hedstrom:
     ftp://ahab.rutgers.edu/pub/perl/sfmakedepend
     http://marine.rutgers.edu/po/perl.html
For a makemake perl script: http://www.fortran.com/fortran/makemake.html.
WHAT BOOKS ARE AVAILABLE?
English:
  Advanced Scientific Computing - Wille, Wiley, 1995, ISBN 0471-95383-0.
  Fortran 90 - Meissner, PWS Kent, Boston, 1995, ISBN 0-534-93372-6.
  Fortran 90 - Counihan, Pitman, 1991, ISBN 0-273-03073-6.
  Fortran 90 and Engineering Computation - Schick and Silverman, John
  Wiley, 1994, ISBN 0-471-58512-2.
  Fortran 90, A Reference Guide - Chamberland, Prentice Hall PTR, 1995,
  ISBN 0-13-397332-8.
  Fortran 90/95 Explained - Metcalf and Reid, Oxford University Press,
  1996, ISBN 0-19-851888-9, about $33. This book is a complete, audited
  description of the Fortran 90 and Fortran 95 languages in a more
  readable style than the standards themselves. It incorporates all X3J3
  and WG5's interpretations and has a complete chapter on Fortran 95.
  It has seven Appendices, including an extended example program that is
  available by ftp and solutions to exercises, as well as an Index.
  US e-mail orders may be sent to: orders@oup-usa.org. The Fortran 90
  version is also available in French, Japanese and Russian (see below).
  Fortran 90 for Scientists and Engineers - Brian D. Hahn, Edward
  Arnold, 1994, ISBN 0-340-60034-9.
  Fortran 90 Handbook - Adams, Brainerd, Martin, Smith and Wagener,
  McGraw-Hill, 1992, ISBN 0-07-000406-4.
  Fortran 90 Language Guide - Gehrke, Springer, London, 1995,
  ISBN 3-540-19926-8.
  Fortran 95 Language Guide - Gehrke, Springer, London, 1996,
  ISBN 3-540-76062-8.
  Fortran 90 Programming - Ellis, Philips, Lahey, Addison Wesley,
  Wokingham, 1994, ISBN 0-201-54446-6.
  Fortran Top 90-Ninety Key Features of Fortran 90 - Adams, Brainerd,
  Martin and Smith, Unicomp, 1994, ISBN 0-9640135-0-9.
  Introducing Fortran 90 - Chivers and Sleightholme, Springer-Verlag
  London, 1995, ISBN 3-540-19940-3.
  Introduction to Fortran 90/95, Algorithms, and Structured Programming,
  Part 1: Introduction to Fortran 90, Part 2: Algorithms and Fortran 90.
  R. Vowels: 93 Park Drive, Parkville 3052, Victoria, AUSTRALIA,
  (rav@goanna.cs.rmit.edu.au). $41 Aust, ISBN 0-9596384-8-2.
  Introduction to Fortran 90 for Scientific Computing - Ortega, Saunders
  College Publishing, 1994, ISBN 0-030010198-0.
  Numerical Recipes in Fortran 90: The Art of Parallel Scientific
  Computing, Volume 2 of Fortran Numerical Recipes - Press, Teukolsky,
  Vetterling and Flannery, Cambridge U. Press, ISBN 0-521-57439-0, 1996.
  Code can be downloaded (purchased) from http://nr.harvard.edu/nr/store.
  A CDROM is also availble (see Web site).
  Programmer's Guide to Fortran 90, third edition - Brainerd, Goldberg
  and Adams, Springer, 1996, ISBN 0-387-94570-9.
  Programming in Fortran 90 - Morgan and Schonfelder, Alfred Waller/
  McGraw-Hill, Oxfordshire, 1993, ISBN 1-872474-06-3.
  Programming in Fortran 90 - I.M. Smith, Wiley, ISBN 0471-94185-9.
  Schaum's Outline of Theory and Praxis -- Programming in Fortran 90 -
  Mayo and Cwiakala, Mc Graw Hill, 1996. ISBN 0-07-041156-5.
  The F Programming Language - Metcalf and Reid, Oxford University Press,
  1996, ISBN 0-19-850026-2, about $33. This book is the definitive
  description of the F programming language - a carefully crafted subset
  of Fortran 90 that is highly regular and stripped of Fortran's older,
  dangerous features, but retains the powerful array language, data
  abstraction and pointers. It has six Appendices, including an extended
  example program that is available by ftp and solutions to exercises, as
  well as an Index. US orders may be sent to: orders@oup-usa.org.
  Upgrading to Fortran 90 - Redwine, Springer-Verlag, New York, 1995,
  ISBN 0-387-97995-6.
Chinese:
  Programming Language Fortran 90 - He Xingui, Xu Zuyuan, Wu Qingbao and
  Chen Mingyuan, China Railway Publishing House, Beijing,
  ISBN 7-113-01788-6/TP.187, 1994.
Dutch:
  Fortran 90 - W.S. Brainerd, Ch.H. Goldberg, and J.C. Adams, translated
  by J.M. den Haan, Academic Service, 1991, ISBN 90 6233 722 8.
French:
  Fortran 90; Approche par la Pratique - Lignelet, Se'rie Informatique
  E'ditions, Menton, 1993, ISBN 2-090615-01-4.
  Fortran 90.  Les concepts fondamentaux, the translation of "Fortran 90
  Explained" M. Metcalf, J. Reid, translated by M. Caillet and B. Pichon,
  AFNOR, Paris, ISBN 2-12-486513-7.
  Fortran 90; Initiation a` partir du Fortran 77 - Aberti, Se'rie
  Informatique E'ditions, Menton, 1992, ISBN 2-090615-00-6.
  Les specificites du Fortran 90, DUBESSET, M. et VIGNES, J.,
  editions Technip, 1993. ISBN 2-7108-0652-5
  Manuel complet du langage Fortran 90, et guide d'application,
  LIGNELET, P., S.I. editions, Jan. 1995. ISBN 2-909615-02-2
  Manuel Complet du Langage FORTRAN 90 et FORTRAN 95, Calcul intensif et 
  Genie Logiciel (MASSON Editions, Paris; ISBN: 2-225-85229-4).
  Programmer en Fortran 90, DELANNOY, C., Eyrolles, 1992.
  ISBN 2-212-08723-3
  Traitement des donnees numeriques avec Fortran 90, OLAGNON M., Masson,
  1996, ISBN 2-225-85259-6.
  Savez-vous parler Fortran, AIN, M., Bibliotheque des universites
  (de Boeck), 1994. ISBN 2-8041-1755-3
  STRUCTURES DE DONNEES (et leurs algorithmes) EN FORTRAN 90/95, P. Lignelet,
  Les Editions MASSON (Paris, Milan, Barcelone ISBN: 2-225-85373-8).
German:
  Fortran 90 - B.Wojcieszynski and R.Wojcieszynski, Addison-Wesley,
  1993, ISBN 3-89319-600-5.
  Fortran 90: eine informelle Einfu"hrung - Heisterkamp,
  BI-Wissenschaftsverlag, 1991, ISBN 3-411153-21-0.
  Fortran 90, Lehr- und Arbeitsbuch fuer das erfolgreiche Programmieren -
  W.S. Brainerd, C.H. Goldberg, and J.C. Adams, translated by
  Peter Thomas and Klaus G. Paul, R. Olbenbourg Verlag, Muenchen, 1994,
  ISBN 3-486-22102-7.
  Fortran 90 Lehr- und Handbuch - T. Michel, BI-Wissenschaftsverlag,
  1994.
  Fortran 90 Referenz-Handbuch: der neue Fortran-Standard - Gehrke,
  Carl Hansen Verlag, 1991, ISBN 3-446163-21-2.
  Programmierung in Fortran 90 - Schobert, Oldenburg, 1991.
  Programmieren in Fortran - Erasmus Langer, Springer-Verlag,
  Wien  New York, 1993. ISBN 3-211-82446-4, 0-387-82446-4.
  Software Entwicklung in Fortran 90 - U"berhuber and Meditz, Springer
  Verlag, 1993, ISBN 0-387-82450-2.
Japanese:
  Fortran 90 Explained - Metcalf and Reid, translated by H. Nisimura,
  H. Wada, K. Nishimura, M. Takata, Kyoritsu Shuppan Co., Ltd., 1993,
  ISSN 0385-6984.
Russian
   An Explanation of the Fortran 90 Programming Language (translation of
   Fortran 90 Explained - Metcalf and Reid), translated P. Gorbounov,
   Mir, Moscow, 1995, ISBN 5-03-001426-8. Available also from
   Petr.Gorbounov@cern.ch.
Swedish
    Fortran 90 - en introduktion - Blom, Studentlitteratur, Lund, 1994,
    ISBN 91-44-47881-X.
WHERE CAN I OBTAIN COURSES, COURSE MATERIAL OR CONSULTANCY?
Copyright but freely available course material is available
on the World Wide Web from the URLs:
     Manchester Computer Centre:
     http://www.hpctec.mcc.ac.uk/hpctec/courses/Fortran90/F90course.html
     or via ftp: ftp.mcc.ac.uk, in the directory /pub/mantec/Fortran90.
     The University of Liverpool:
     http://www.liv.ac.uk/HPC/HPCpage.html.
     CERN: http://wwwcn.cern.ch/asdoc/f90.html or via anonymous ftp 
     from asisftp.cern.ch in the directory cnl as the file f90tutor.ps.
     In French: Support de cours Fortran 90 IDRIS - Corde & Delouis (from
     ftp.ifremer.fr, file pub/ifremer/fortran90/f90_cours_4.ps.gz).
     A course on HPF is freely available from Edinburgh: http://
     www.epcc.ed.ac.uk/epcc-tec/course-packages/HPF-Package-form.html
Courses are available from:
   Walt Brainerd, a member of X3J3, also on HPF (walt@fortran.com);
   Tom Lahey (sales@lahey.com).
   PSR (see above);
   CETech, Inc. (also on HPF)
   8196 SW Hall Blvd., Ste. 304, Beaverton, Oregon 97008, USA.
   Phone: (503)644-6106   Fax: (503)643-8425 (cetech@teleport.com).
European companies offering courses and conversion consultancy are:
      IT Independent Training Limited,
      2 Windlebrook Green, Bracknell, Berkshire, UK
                   tel. +44 1344 860172   fax. +44 1344 867992
      Salford Software (see above);
      Simulog, attn. Mr. E. Plestan,
      1 rue James Joule, F-78286 Guyancourt Cedex, France
                   tel: +33 1 30 12 27 80   fax: +33 1 30 12 27 27
                   e-mail: plestan@simulog.fr
      Allgemeiner Software Service
      Prinz-Otto Str.7c, D-85521 Ottobrunn, Germany
                   tel: +49-89-6083758   Fax: +49-89-6083758
                   e-mail: 100722.746@compuserve.com
                   URL: http://www.wp.com/AllSoftServe
WHERE CAN I FIND THE STANDARD?
Fortran 90 was adopted as an International Standard by ISO in July, 1991,
as ISO/IEC 1539:1991, and is obtainable for 185 Swiss francs from
          ISO Publications, 1 rue de Varembe, Case postale 56
          CH-1211 Geneva 20, Switzerland
          Fax. + 41 22 734 10 79
It may also be obtained from national member bodies such as
          ANSI, 1430 Broadway, New York, N.Y. 10018
(where it is also known as ANSI X3.198-1992), or in electronic PostScript
or ASCII form from Unicomp (walt@fortran.com) at a cost and
under conditions agreed by ISO.
Corrigenda 1 and 2 were published by ISO in 1993 and 1995, respectively,
and are available from them (cost about 30 Swiss francs). Corrigendum 3
was approved for publication in 1996.
A Russian translation of the standard (translator S.G.Drobyshevich)
is available from the editor, Alla Gorelik (gorelik@applmat.msk.su).
                               *****
This information is compiled on a 'best-effort' basis and is without
prejudice. It may be freely copied and disseminated. Corrections and
additions are solicited.
               Mike Metcalf
               (metcalf@cern.ch)
Version of 12 November, 1996.
Return to Top

Downloaded by WWW Programs
Byron Palmer