NA Digest Saturday, October 19, 2002 Volume 02 : Issue 42

Today's Editor:
Cleve Moler
The MathWorks, Inc.

Submissions for NA Digest:

Mail to

Information via e-mail about NA-NET: Mail to


From: Erling Andersen <>
Date: Fri, 18 Oct 2002 13:19:26 +0200
Subject: Iterative Methods for a Structured Linear System


I am interested in a linear equation system having the coefficient matrix

[M (u+v)]
[(u-v)^T beta]

The matrix M is positive definite and symmetric, u and v are vectors and
beta is scalar. This system is almost symmetric but not quite.
[Due to the special structure in the problem I might be able to prove

M - (u+v)(u-v)^T/beta

is positive definite. I do not know if that is of any use.]

What would be the best iterative method. I think conjugate gradient cannot be
used. QMR could be the answer. However, is there a method would exploit the
near symmetry and the problem structure?

[This has application in optimization alg. for linear and convex problems.]



C/O Symbion Science Park
Fruebjergvej 3, Boks 16
DK-2100 Copenhagen O


From: Heike Fassbender <>
Date: Wed, 16 Oct 2002 10:09:38 +0200
Subject: Change of Address for Heike Fassbender

My new address is

Heike Fassbender
Abteilung fuer Numerische Mathematik
Institut fuer Angewandte Mathematik
Fachbereich 1 - Mathematik und Informatik
Technische Universitaet Braunschweig
D-38023 Braunschweig

Phone.: +49(0)-531-391-7535/7537(Secretary)
Fax : +49(0)-531-391-8206
Email :


From: Bernd Simeon <>
Date: Wed, 16 Oct 2002 14:53:41 +0200
Subject: Change of Address for Bernd Simeon

Dear na-net friends and colleagues,

my new affiliation is the
Centre for the Mathematical Sciences
at the Technische Universitaet Muenchen
(Munich University of Technology).

Bernd Simeon
Zentrum Mathematik der
Technischen Universitaet Muenchen

Phone: +49 89 289 17485


From: David Handscomb <>
Date: Wed, 16 Oct 2002 15:09:25 +0000
Subject: New Book, Chebyshev Polynomials

We are pleased to announce the publication of a new book, suitable for use
as a text for undergraduate or graduate students:

Chebyshev Polynomials
by J.C. Mason (University of Huddersfield, UK)
and D.C. Handscomb (lately of Oxford University)
Chapman & Hall / CRC Press, 2002, xiii+341 pp.
Hardback ISBN 0-8493-0355-9, $99.95 / =9C69.95

Contents: Definitions - Basic properties and formulae - The minimax property
and its applications - Orthogonality and least-squares approximation -
Chebyshev series - Chebyshev interpolation - Near-best ... approximations -
Integration using Chebyshev polynomials - Solution of integral equations -
Solution of ordinary differential equations - Chebyshev and spectral methods
for partial differential equations - Conclusion - Bibliography - Appendices:
Biographical note; Summary of notations, definitions and important
properties; Tables of coefficients

Each chapter is well supplied with problems, ranging in difficulty frm
elementary to quite advanced.


From: Michela Redivo Zaglia <>
Date: Mon, 14 Oct 2002 11:01:21 +0200 (MET DST)
Subject: Reprinted Book, Extrapolation Methods, Theory and Practice

Dear NA community,
we are happy to inform you of the 1st reprint of the book

C. Brezinski, M. Redivo Zaglia
Extrapolation Methods. Theory and Practice
North-Holland, Amsterdam, 1991
x + 464 pages
ISBN: 0-444-88814-4

This book contains a 3.5" (instead of a 5.3" as in the first edition)
diskette with FORTRAN programs and subroutines of many convergence
acceleration methods.

In numerical analysis, applied mathematics and engineering, many methods
produce sequences and series. When the convergence is slow, the sequence
can be transformed, by an extrapolation method, into a new sequence
converging faster, under some assumptions, to the same limit.
This volume presents the theory of such convergence acceleration methods,
with applications, numerical results, and the corresponding software.

The contents is: introduction to the theory, scalar extrapolation
algorithms, special devices, vector extrapolation algorithms, continuous
prediction algorithms, applications, software.

For more informations about this book, see

Claude Brezinski
University of Lille - France

Michela Redivo-Zaglia
University of Padova - Italy


From: Joanna Littleton <>
Date: Mon, 14 Oct 2002 15:24:31 -0400
Subject: SIAM Activity Group on Linear Algebra Prize


SIAM Activity Group on Linear Algebra Prize

The SIAG/LA Prize

The SIAM Activity Group on Linear Algebra (SIAG/LA) will present the award
at the SIAM Conference on Applied Linear Algebra in July 2003 at The
College of William & Mary, Williamsburg, Virginia. The prize is awarded to
the author(s) of the most outstanding paper on a topic in applicable linear
algebra published in a peer-reviewed journal.


Candidate papers must be published in English in a peer-reviewed journal
bearing a publication date between January 1, 2000 and December 31,
2002. The papers must contain significant research contributions to the
field of linear algebra, as commonly defined in the mathematical
literature, with direct or potential applications. Nominations should
include a full bibliographic citation for the paper and a brief statement
outlining the justification for the nomination in terms of its importance
and impact.

Description of Award

The award consists of a plaque and a certificate containing the citation.

Recent winners

Winners of the last two awards are: Olga V. Holtz, Alan Edelman, Erik
Elmroth and Bo Kagstrom (2000), and Stanley Eisenstat, Ming Gu, Gerard
Sleijpen, and Henk van der Vorst (1997).


Nominations, including a copy of the nominated paper, should be sent by
January 31, 2003, to:

Professor Stephen Vavasis
Chair, SIAG/LA Prize Selection Committee
c/o A. G. Bogardo
3600 University City Science Center
Philadelphia, PA 19104-2688
Telephone: 215-382-9800 ext. 302
Fax: 215-386-7999

Selection Committee

The members of the selection committee for the award are Stephen Vavasis
(Cornell University), Chair; Anne Greenbaum (University of Washington),
Roger Horn (University of Utah), Bo Kagstrom (University of Umea, Sweden),
and Lloyd N. Trefethen (Oxford University, UK).


From: Hans Schneider <>
Date: Tue, 15 Oct 2002 20:17:35 -0500 (CDT)
Subject: Special Issue of Linear Algebra and its Applications

Special issue on Positivity in Linear Algebra

Call for papers

Positivity in linear algebra arises in many different forms and flavors.
It includes the study of matrices with nonnegative entries
(Perron-Frobenius theory), matrices with positive principle minors
(P-matrices, positive definite matrices, totally positive matrices), as
well as linear maps with characteristics that generalize or combine these
notions of positivity (e.g., positive operators, cone preserving maps).

The applications of positivity as a linear algebraic notion are indeed
numerous, ranging from the physical and social sciences to other
mathematical areas like graph theory, optimization, stochastic processes,
statistics, dynamical systems and numerical analysis. The benefit is
mutual as many advances in these areas are being achieved with the aid of
linear algebra and its notions of positivity, which in turn are enriched
by ideas, challenges and goals for the future.

For this special issue, we are looking for papers that primarily advance
knowledge about positivity in linear algebra and the associated matrix
classes, or that extend the reach of their theory in applications and in
other mathematical fields.

Areas and topics of interest include, but are not limited to the

Entrywise positive (nonnegative) matrices.
M-matrices and their inverses.
Eventually nonnegative matrices.
Positive (semi-)definite matrices.
Totally positive (nonnegative) matrices.
Cone preserving maps.
Positive stability.
Generalizations of the above in the context of operator theory
and matrix functions.

All papers submitted must meet the publication standards of Linear Algebra
and its Applications and will be refereed in the usual way. They should be
submitted to one of the special editors of this issue listed below by 31
August 2003.

Shaun Fallat Judith McDonald
Department of Mathematics Mathematics Department
University of Regina Washington State University
Regina, Saskatchewan Pullman, WA 99164-3113
Canada S4S 0A2 U.S.A.

Juan Pena Michael Tsatsomeros
Departamento de Matematica Aplicada Mathematics Department
Universidad de Zaragoza Washington State University
Edificio de Matematicas Pullman, WA 99164-3113
50009 Zaragosa, Spain U.S.A.


From: Gabriel Lord <>
Date: Wed, 16 Oct 2002 12:50:13 +0100 (BST)
Subject: Workshop in Edinburgh on SDEs and SPDEs

SDEs and SPDEs : Numerical methods and applications
31 March to 4th April 2003
ICMS, Edinburgh, UK

The meeting will focus on recent advances in Stochastic (Partial)
Differential Equations, especially numerical methods and applications.

Contributed talks are invited, though the number of slots is limited. Some
financial support for local expenses may be available.
Early application is recommended.

Scientific Committee:

K. Burrage (Queensland) R. Kuske (Minnesota)
C. Doering (Michigan) K. Lindenberg (San Diego)
D. Higham (Strathclyde) A. Stuart (Warwick)
P. Kloeden (Frankfurt)

The following have provisionally agreed to speak:

Chris Van den Broeck (Limburg) Pamela Burrage (Queensland)
Hans Crauel (Ilmenau) Arnaud Debussche (ENS-Cachan)
Weinan E (Princeton) Eric Vanden-Eijnden (NYU)
Jean-Pierre Fouque (NCSU) Istvan Gyongy (Edinburgh)
Jordi Garcia-Ojalvo (UP Catalunya) Kalvis M. Jansons (UCL)
Andre Longtin (Ottawa) Jon Mattingly (Stanford)
Alan McKane (Manchester) James Robinson (Warwick)
Angel Sanchez (Madrid) Jose Maria Sancho (Barcelona)
Christoph Schwab (ETHZ) David Silvester (UMIST)
Ronnie Sircar (Princeton) Michael Tretiakov (Leicester)

Organising Committee:

Gabriel Lord (Heriot-Watt), Grant Lythe (Leeds), Tony Shardlow (Manchester).

For further details see


From: Paolo Foschi <>
Date: Wed, 16 Oct 2002 16:22:50 +0200
Subject: Workshop in Neuchatel on Parallel Matrix Algorithms


2nd International workshop on
Parallel Matrix Algorithms and Applications (PMAA'02)


3rd workshop of the ERCIM Working Group on
Matrix Computations and Statistics

9-10 November 2002, Neuchatel, Switzerland


Paolo Foschi


From: Eilish Hathaway <>
Date: Wed, 16 Oct 2002 18:58:21 -0700
Subject: Workshop at UCLA on Modeling and Simulation for Materials

The Institute for Pure and Applied Mathematics (IPAM),, centrally located on the UCLA campus would
like to announce an upcoming workshop at IPAM that is part of the
semester program on "Mathematics in Nanoscale Science and Engineering"

Workshop IV: Modeling and Simulation for Materials
November 19 - 22, 2002
Information including workshop information and online registration form
is available at
Questions can be emailed to

Confirmed speakers include
Achi Brandt (The Weizmann Institute of Science)
Russel Caflisch (UCLA)
Roberto Car (Princeton)
Emily Carter (UCLA)
Weinan E (Princeton)
George Gilmer (Livermore Labs)
William Goddard (Caltech)
Michael Griebel (Institut fur Angewandte Mathematik, Bonn)
Mark Gyure (HRL Laboratories)
Gerhard Hummer (NIH)
Efthimios (Tim) Kaxiras (Harvard)
Rob Phillips (Caltech)
Tony Redondo (Los Alamos)
Tamar Schlick (New York University)
Peter Smereka (Univ Michigan)
David Srolovitz (Princeton University)
Arthur Voter (Los Alamos)=20
Dieter Wolf (Argonne National Lab.)
Christopher Wolverton (Ford Motor Company)
Boris Yakobson (Rice)
Weitao Yang (Duke University)


From: Eilish Hathaway <>
Date: Wed, 16 Oct 2002 18:59:57 -0700
Subject: Workshop at UCLA on Data Analysis and Imaging

The Institute for Pure and Applied Mathematics (IPAM),, centrally located on the UCLA campus would
like to announce an upcoming workshop at IPAM that is part of the
semester program on "Mathematics in Nanoscale Science and Engineering"

Workshop III: Data Analysis and Imaging
November 4 - 6, 2002
Information including program content and backgrouond, and an online
registration form is available at

Questions can be emailed

Confirmed Speakers
Supriyo Bandyopadhyay (Virginia Commonwealth Univ)
Peter Catrysse (Stanford University)
Horst Haussecker (Intel Corporation)
Frank Hoppensteadt (Arizona State University)
Richard Kiehl (Univ of Minnesota)
SukHwan Lim (Stanford University)
Tom Malzbender (HP Labs)
Wolfgang Porod (Notre Dame)
Jose Principe (CNEL, Univ of Florida)
Tamas Roska (Hungarian Academy of Science)
Vwani Roychowdhury (UCLA)
Martin Rumpf (University of Duisburg, Germany)
Guillermo Sapiro (University of Minnesota)
Richard Superfine (Univ of N. Carolina)
DeLiang Wang (Ohio State)
Stan Williams (HP Labs)
Eli Yablonovitch (UCLA)


From: Ben Leimkuhler <>
Date: Mon, 14 Oct 2002 11:20:26 +0100
Subject: Faculty Position at the University of Leicester

Professorship in Applied Mathematics at the University of Leicester

Applications are invited for a new Professorship in Applied Mathematics.
Applicants should have outstanding research records and be prepared to
assume a leadership role in a strong and growing program. Teaching
experience is essential. Preference will be given to candidates with
research interests in an area related to "the mathematics of imaging,"
including, for example, mathematical aspcts of data compression, image
reconstruction, multi-resolution methods, edge detection, and perception.
Outstanding candidates in other areas of applied mathematics meshing well
with the interests of the group's existing faculty and the University of
Leicester=B9s interdisciplinary Centre for Mathematical Modelling will also
receive full consideration. For information regarding the department,
please see our website at The post is tenable
from 1 May 2003. Application forms and further particulars are available
from the Personnel Office, Tel: 0116 252 5114. Fax: 0116 252 5140. Email: or via Please address informal
enquiries to Ben Leimkuhler (

Closing date: 6 December 2003


From: Stephen Thomas <>
Date: Thu, 17 Oct 2002 11:18:47 -0600
Subject: Postdoctoral Position at NCAR in Boulder, CO

NA Digest readers may be interested in the following position.

Stephen Thomas
National Center for Atmospheric Research
Boulder, CO 80305


From: Geert van Kempen <>
Date: Fri, 18 Oct 2002 16:48:55 +0200
Subject: Marie Curie Fellowship at Unilever Research

In the Oil-based Product Technology group of Unilever R&D Vlaardingen, a Marie
Curie fellowship position is available for the mathematical modelling and
optimisation of fat blend compositions. We are seeking somebody with a degree
in Applied Mathematics, Statistics or Chemical Engineering.
Marie Curie fellowships are available to young scientists with an
EU-citizenship. For more information, please contact Dr. Ir. G.M.P. van Kempen,

Additional Information:

G.M.P. van Kempen
Oil-based Product Technology
Unilever R&D Vlaardingen
Olivier van Noortlaan 120
PO Box 114
3130 AC Vlaardingen


From: Lester Ingber <>
Date: Sun, 13 Oct 2002 09:53:31 -0400
Subject: Staff Position at Dunn Capital Management

If you have very strong credentials for the position described below,
please email your resume to:

Lester Ingber <>
Director R&D
DUNN Capital Management
Stuart FL

Some recent press on DUNN can be seen on

Financial Engineer

A disciplined, quantitative, analytic individual proficient in
prototyping and coding (such as C/C++, Maple/Mathematica, or
Visual Basic, etc.) is sought for financial
engineering/risk:reward optimization research position with
established Florida hedge fund (over two decades in the
business and $1 billion in assets under management). A PhD in a
mathematical science, such as physics, statistics, math, or
computer-science, is preferred. Hands-on experience in the
financial industry is required. Emphasis is on applying
state-of-the-art methods to financial time-series of various
frequencies. Ability to work with a team to transform
ideas/models into robust, intelligible code is key. Salary:
commensurate with experience, with bonuses tied to the
individual's and the firm's performance.

Status of Selection Process

All applicants will be reviewed, and a long list will be
generated for phone interviews. Other applicants will not be
contacted further. Information on the status of this process
will be available in

From these phone interviews, a short list will be generated for
face-to-face interviews. During the visit for the physical
interview a small coding exam will be given.

Start date for this position may range anywhere from
immediately to six months thereafter, depending on both the
candidate's and the firm's needs.


End of NA Digest