## NA Digest Sunday, July 9, 2006 Volume 06 : Issue 28

Today's Editor:
Tamara G. Kolda
Sandia National Labs
tgkolda@sandia.gov

### Submissions for NA Digest:

Mail to na.digest@na-net.ornl.gov

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Mail to na.help@na-net.ornl.gov

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From: Tim Davis <davis@cise.ufl.edu>
Date: Wed, 05 Jul 2006 13:57:02 -0400
Subject: Horror Matrices for iterative methods

After posting the little-known Jabberwocky variant last week,
I've received a number of calls for a similar poem for iterative
methods (zero being the most important number to a sparse matrician,
after all). Thus ...

Horror Matrices for Iteratve Methods.

`Twas normig, and the A 2-norms
Did tire and scale in conjugate:
All flimsy were the direct codes,
And matrices outgave.

"Beware the 'OrrorMat, my son!
The Poisson teeth, the scales of ill!
Beware the Netlib blurb; don't lose
Orthogonality!

With Matvec at his right-hand side,
(or Hamlet, say?) he SPAI'd him fast --
My tale cannot end, he thought, just
Converge to stanza last.

Yet, in while(epsilon) he waits,
Came 'OrrorMat, with random eigs,
Descending steeply through N-space,
in lost normality!

One, two! One, two! And through and through
At low resid, and with its x
He went Galerkin' back.

"And, hast converged the 'OrrorMat?
Residual eps, my GMRES!
Don't kry, luv! tril(U)! tril(A)!'
He came at last to rest.

`Twas normig, and the A 2-norms
Did tire and scale in conjugate:
All flimsy were the direct codes,
And matrices outgave.

p.s. "normig" is a Middle Saxon term, no longer in use,
which is the time of day when well-behaved matrices all
come out to take their norm (about noon, or a little after).

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From: Kees Vuik <tgkolda@sandia.gov>
Date: Fri, 7 Jul 2006 14:36:49 -0400
Subject: Iterative solver (in Fortran) for the 2D Helmholtz equation

From: c.vuik@tudelft.nl

An efficient iterative solver (in Fortran) for the 2D Helmholtz equation
is now freely available:

http://ta.twi.tudelft.nl/nw/users/vuik/software/helmholtz/helmholtz.html

It is based on the paper:

Y.A. Erlangga and C.W. Oosterlee and C. Vuik
A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems
SIAM J. Sci. Comput.,27, pp. 1471-1492, 2006

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From: "Tammy Kolda" <tgkolda@sandia.gov>
Date: Wed, 05 Jul 2006 14:56:27 -0700
Subject: Announcing APPSPACK 5.0 for derivative-free optimization

Announcing APPSPACK 5.0 (a major update) which can now solve
linearly-constrained optimization problems.

APPSPACK is derivative-free optimization software for solving nonlinear
unconstrained, bound-constrained, and linearly-constrained optimization
problems, with possibly noisy and expensive objective functions.
APPSPACK implements asynchronous parallel generating set search, which
handles bound and linear constraints by choosing search directions that
conform to the nearby boundary. APPSPACK is written in C++ and uses MPI
for parallelism. Constraint degeneracy is handled using the software
package cddlib by Komei Fukuda. Using APPSPACK to solve optimization

* Only function values are required for the optimization, so it can be
applied to a wide variety of problems. The user need simply provide a
program that can evaluate the objective function at a given point.
* The target applications are simulation-based optimization problems
characterized by a small number of variables (i.e., 2-100) and by
expensive objective function evaluations (typically complex simulations
that take minutes or hours to run).
* The code can be run in parallel on a cluster of computers, greatly
reducing the total solution time.
* The software is freely available under the terms of the GNU Lesser

Keywords: optimization, derivative-free, parallel, direct search,
pattern search, engineering design

Tammy Kolda (tgkolda@sandia.gov) or Josh Griffin (jgriffi@sandia.gov).

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From: "Sarah M. Granlund" <Granlund@siam.org>
Date: Fri, 7 Jul 2006 13:33:33 -0400
Subject: New book on mathematical biology

SIAM publishes

A Course in Mathematical Biology: Quantitative Modeling with Mathematical and
Computational Methods

Gerda de Vries, Thomas Hillen, Mark Lewis, Johannes Muller, and Birgitt
Schonfisch

Mathematical Modeling and Computation 12

2006 / xii + 309 pages / Softcover
ISBN 13: 978-0-898716-12-2 / ISBN 10: 0-89871-612-8
List Price \$69.00 / SIAM Member Price \$48.30 / Order Code MM12

The field of mathematical biology is growing rapidly. Questions about
infectious diseases, heart attacks, cell signaling, cell movement, ecology,
environmental changes, and genomics are now being analyzed using mathematical
and computational methods. A Course in Mathematical Biology: Quantitative
Modeling with Mathematical and Computational Methods teaches all aspects of
modern mathematical modeling and is specifically designed to introduce
undergraduate students to problem solving in the context of biology.

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From: Walter Murray <walter@stanford.edu>
Date: Fri, 7 Jul 2006 14:35:07 -0400
Subject: Stanford 50: A Conference on Computational Mathematics, Mar 29-31, 2007

Stanford 50: A Conference on Computational Mathematics
http://www.stanford.edu/group/compmath50/

2007 will mark the 50th anniversary of the arrival of George
Forsythe at Stanford University. George ushered in a new era of
computational mathematics both at Stanford and elsewhere. Over
the past 50 years, Stanford has produced a continuous stream of
outstanding scholars in computational mathematics. This progeny
now inhabits the higher reaches of a great number of universities
and has contributed much to science, industry, and commerce.

2007 will also mark the 75th birthday of Gene Golub, who can
rightfully claim to have carried the mantle after Forsythe's
death in 1972. Gene is universally recognized as ambassador
at large for scientific computation. The conference is to
celebrate these milestones and to explore the rich future of this
important field.

The conference will be held at Stanford during March
29--31, 2007. There will be no parallel sessions, and talks will
be by invitation only. However, there will be a poster session
for students and for those who completed their Ph.D. within the
ten years prior to the meeting. Judges and attendees will select
the best posters in both categories, and the authors will be invited
to talk on the final day. We hope to obtain funding in order to forgo
a registration fee and to assist the travel of students and young
researchers.

Organizers: Charbel Farhat, Walter Murray, Michael Overton,
Michael Saunders and James Varah.

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From: "Connie Young" <Young@siam.org>
Date: Mon, 3 Jul 2006 16:08:02 -0400
Subject: Submission Deadline Extended, SIAM CSE07, Feb 19-23, 2007

SIAM Conference on Computational Science & Engineering
February 19-23, 2007
Hilton Orange County/Costa Mesa, Costa Mesa, California

The minisymposium deadline has been extended to August 23, 2006!

To submit go to http://meetings.siam.org/start.cfm?CONFCODE=cs07

August 23 , 2006: Minisymposium proposals
August 23 , 2006: Abstracts for contributed and minisymposium
presentations
Deadlines are midnight Eastern Daylight Time (EDT.)

contact the SIAM Conference Department at meetings@siam.org.

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From: "B Willoughby" <brenda@maths.ox.ac.uk>
Date: Fri, 7 Jul 2006 10:53:36 +0100
Subject: University Lecturer position in Applied Mathematics at Oxford University

UNIVERSITY OF OXFORD
Mathematical and Physical Sciences Division
Mathematical Institute
in association with Somerville College
UNIVERSITY LECTURER IN APPLIED MATHEMATICS

The Mathematical Institute proposes to appoint a University Lecturer in
Applied Mathematics with effect from 1 October 2007, or possibly earlier. The
successful candidate will be offered a Tutorial Fellowship by Somerville
College, under arrangements described in the further particulars. The
combined university and college salary will be on a scale up to £49,116 per
annum.

The successful candidate must have a record of internationally excellent
research in applied mathematics. He or she will be expected to contribute to
the work of the Oxford Centre for Industrial and Applied Mathematics (OCIAM).

Further particulars, containing details of the application procedure and of
the duties, may be obtained from The Administrative Assistant (Vacancies), The
Mathematical Institute 24-9 St Giles', Oxford OX1 3LB
(vacancies@maths.ox.ac.uk) or by visiting
http://www.maths.ox.ac.uk/notices/vacancies/. The closing date for
applications is 29 September 2006. Please quote reference BK/06/014 in all
correspondence.

The University is an Equal Opportunities Employer

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From: PerLtstedt <perl@it.uu.se>
Date: Fri, 07 Jul 2006 14:59:26 +0200
Subject: Research Associate Position at Uppsala University in Sweden

Scientific Computing at Uppsala University in Uppsala, Sweden

The Department of Information Technology at Uppsala University
invites applications for a research associate (or forskarassistent
in Swedish or assistant professor without tenure track) in
scientific computing to begin in the spring of 2007. Priority is
given to applicants who have completed their PhD degree within 5
years of the application deadline September 14, 2006, and with a
background in numerical solution of differential equations,
numerical optimization, multiscale algorithms and numerical
modelling in different fields of science and engineering. The
homepage of the Division of Scientific Computing is at
http://www.it.uu.se/research/tdb

More information how to apply is found at the homepage of the
University
http://www.personalavd.uu.se/ledigaplatser/engindex.html

Gunilla Kreiss and Per Lotstedt

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From: V Styles <v.styles@sussex.ac.uk>
Date: Tue, 4 Jul 2006 14:38:04 +0100 (BST)
Subject: Postdoc position at the University of Sussex

University of Sussex
Department of Mathematics

Research Fellow in Numerical Analysis and Computational Applied Mathematics
(2 year fixed term contract)

The goal of the project is to develop numerical methodology and analysis
in the context of solving a partial differential equation on a surface
that is evolving with a curvature dependent motion.
It is proposed to derive and analyse finite element discretizations
of sharp interface and diffuse interface models for this problem
which arises from a model for grain boundary motion in alloys.

For full further particulars and application details see our jobs
website
www.sussex.ac.uk/jobs
Or email recruitment@sussex.ac.uk.
Closing date for applications is 31st July 2006.
Interviews are likely to be held in the beginning of August 2006.

Informal enquiries may be addressed to:-
Vanessa Styles
Email: V.Styles@sussex.ac.uk

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From: Marek Behr <behr@cats.rwth-aachen.de>
Date: Mon, 03 Jul 2006 11:03:47 +0200
Subject: PhD position in Optimization with PDEs at RWTH Aachen University

The Chair for Computational Analysis of Technical Systems
at the RWTH Aachen University seeks a 75% scientific co-worker
(BAT IIa salary scale). The position will support the German
Science Foundation focus program SPP 1253 ``Optimization with
PDEs'' project ``Shape Optimization for Artificial Blood Pumps''.

The candidate is expected to conduct research leading to a
doctoral thesis in the area of shape optimization problems
in computational design of implantable blood pumps.

Applications are being reviewed now. The position is expected
to be filled in the second half of 2006. Application materials
and inquiries should be directed to:

Prof. Marek Behr (behr@cats.rwth-aachen.de).

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From: Charlie Elliott <C.M.Elliott@sussex.ac.uk>
Date: Fri, 7 Jul 2006 17:39:58 +0100
Subject: PhD Studenthips available (Sussex,UK)

The Department of Mathematics, University of Sussex invites applications for
research studentships leading to a PhD. Research areas include Numerical
Analysis, Finite Element Method, Partial Differential Equations, Mathematical
Biology, Evolutionary Game Theory.

For UK/HEU students, these studentships include both the fees and a
maintenance allowance of 12,300 ppa; for EU (non-UK) students, they include
the fees and a contribution towards the living costs. Non-EU students are not
elligible unfortunately.

http://www.sussex.ac.uk/maths/1-2-9-5.html
http://www.sussex.ac.uk/maths/1-2-9-5-2.html
http://www.sussex.ac.uk/maths/1-2-9-5-1.html

Applications should preferably be received by July 18.

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Date: Mon, 3 Jul 2006 09:02:43 -0500
Subject: Contents, ACM Transactions on Mathematical Software

ACM Transactions on Mathematical Software
June 2006, Volume 32, Number 2

Accumulating Householder transformations, revisited
Thierry Joffrain, Tze Meng Low, Enrique S. Quintana-Ortí, Robert van de Geijn, Field G. van Zee
Pages: 169 - 179

Improving the performance of reduction to Hessenberg form
Gregorio Quintana-Ortí, Robert van de Geijn
Pages: 180 - 194

An efficient overloaded implementation of forward mode automatic differentiation in MATLAB
Shaun A. Forth
Pages: 195 - 222

Optimizing FIAT with level 3 BLAS
Robert C. Kirby
Pages: 223 - 235

Computing machine-efficient polynomial approximations
Nicolas Brisebarre, Jean-Michel Muller, Arnaud Tisserand
Pages: 236 - 256

Sequential reservoir sampling with a nonuniform distribution
M. Kolonko, D. Wäsch
Pages: 257 - 273

A matlab package for automatically generating Runge-Kutta trees, order conditions, and truncation error coefficients
Frank Cameron
Pages: 274 - 298

FILIB++;, a fast interval library supporting containment computations Michael Lerch, German Tischler, Jürgen Wolff Von Gudenberg, Werner Hofschuster, Walter Krämer
Pages: 299 - 324

Error bounds from extra-precise iterative refinement
James Demmel, Yozo Hida, William Kahan, Xiaoye S. Li, Sonil Mukherjee, E. Jason Riedy
Pages: 325 - 351

Algorithm 854: Fortran 77 subroutines for computing the eigenvalues of Hamiltonian matrices II
Peter Benner, Daniel Kressner
Pages: 352 - 373

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From: Joseph Traub <traub@cs.columbia.edu>
Date: Wed, 5 Jul 2006 17:36:39 -0400 (EDT)
Subject: Contents, Journal of Complexity

JOURNAL OF COMPLEXITY
VOLUME 22, # 4, AUGUST, 2006

ANNOUNCEMENTS

J.Dick, F. Pillichshammer, and Y.Yomdin Share the 2005 Best Paper Award

Leszek Plaskota Wins the 2006 Information-Based Complexity Prize

2006 Information-Based Complexity Young Researcher Award Committee

REGULAR ARTICLES

A central limit theorem and improved error bounds for a
hybrid-Monte Carlo sequence with applications in computational
finance
Giray Okten, Bruno Tuffin, Vadim Burago

Optimal approximation of SDE's with additive fractional noise
Andreas Neuenkirch

A numerical-symbolic algorithm for computing the multiplicity of a
component of an algebraic set
Dan Bates, Chris Peterson, Andrew J. Sommese

Vassil Grozdanov

Complexity of initial-value problems for ordinary differential
equations of order k
Marek Szczesny

Uniqueness of the singular point of vector field on Riemannian
manifold under the y-condition
Chong Li, Jinhua Wang

Optimal approximation of elliptic problems by linear and nonlinear
mappings II
Stephen Dahlke, Erich Novak, Winfried Sickel

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From: eal@aueb.gr
Date: Mon, 03 Jul 2006 12:55:56 +0300
Subject: Contents, HERMIS Journal, Vol. 7

Journal: HERMIS- An International Journal of
Computer Mathematics and its Applications
ISSN: 1108-7609
Volume: 7 - Special Issue
Date: June 2006

Part I: Differential and Integral Equations in Epidemiology, Medicine and
Physics: Applications and Numerics

M.T. DIOGO, P.M. LIMA and M.S. REBELO
Comparative study of numerical methods for a nonlinear weakly singular
Volterra integral equation

A. MAKROGLOU and Y. KUANG
Some analytical and numerical results for a nonlinear Volterra integro-
differential equation with periodic solution modelling hematopoiesis

M. HAQUE and E. VENTURINO
Increase of the prey may decrease the healthy predator population
in presence of a disease in the predator

P. PALUMBO, W.H. ONG-CLAUSEN, S. PANUNZI and A. DE GAETANO
Linear periodic models of subcutaneous insulin absorption:
mathematical analysis

Part II: Actuarial Risk Models: Theory and Computations

S.M. PITTS
The fast Fourier transform algorithm in ruin theory for the classical risk
model

S.M. PITTS and K. POLITIS
Some notes on approximations for the deficit at ruin in the compound
Poisson risk model

H. ALBRECHER and J. HARTINGER
On the non-optimality of horizontal barrier strategies in the
Sparre-Andersen model

A. MAKROGLOU and D.G. KONSTANTINIDES
Numerical solution of a system of two first order Volterra
integro-differential
Equations arising in ultimate ruin theory

M. MORALES
Implementing importance sampling in the Least-Squares Monte Carlo
approach for American options

G. PITSELIS
Credibility when risk characteristics vary with time

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End of NA Digest

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