NA Digest Sunday, January 14, 1996 Volume 96 : Issue 02

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

Submissions for NA Digest:

Mail to

Information about NA-NET:

Mail to

URL for the World Wide Web: -------------------------------------------------------

From: Jesse H. Poore <wittenbe@UTKVX.UTCC.UTK.EDU>
Date: Tue, 9 Jan 96 09:21:44 EST
Subject: Harlan Mills

Dear Colleagues,

Harlan D. Mills died at his residence in Vero Beach, FL on January 8,
1996. Dr. Mills was born May 14, 1919 in Liberty Center, Iowa and moved
to Florida from Maryland nine years ago. Dr. Mills was Professor of
Computer Science at the Florida Institute of Technology and founding
Chairman of Software Engineering Technology, Inc. of Vero Beach, FL
and Knoxville, TN. He was a member of the Trinity Episcopal Church,
John's Island Club, and Vero Beach Center for the Arts.

Surviving are his wife, Luella C. Mills, and two brothers Eldon Mills of
Orlando, FL and Orval Mills of Sun Lakes, AZ. A memorial service will be
held at noon on Thursday January 11 at Trinity Episcopal Church, Vero
Beach. The family suggests that in lieu of flowers, donations be made in
memory of Harlan to the Harlan D. Mills Scholarship Fund, University of
Tennessee, Knoxville, TN 37996; VNA Hospice, 1111 36th St., Vero
Beach, FL 32960; or the Vero Beach Choral Society, P.O. Box 2801, Vero
Beach, FL 32961.

The following paragraphs are a brief summary of Harlan's distinguished
career and productive life. It was my privilege to work with Harlan during
the last decade of his life; he was a joy to work with. The clarity and
simplicity of his approach to problem solving will be an enduring lesson.
Harlan will be missed by many friends in many circles beyond those known
to me. Please feel free to send this message on to others.

Jesse H. Poore
January 8, 1996

Dr. Harlan D. Mills' contributions to computer science have had a profound
and enduring effect on theory, education, and industrial practice, and his
service to the profession and the nation have magnified the impact of his
contributions manyfold. Since earning his Ph.D. in Mathematics at Iowa
State in 1952, Dr. Mills has led a distinguished career. Highlights of his
many contributions follow.

Contributions to Theory
Dr. Mills' explication of the mathematical foundations of software have
had a signal influence on the discipline. His understanding that a program
is a mathematical function enabled the application of a host of function-
theoretic principles to software development and verification. His view
of software testing as a statistical experiment enabled a scientific
approach to software evaluation and certification. He contributed his
ideas to the profession in six books and over fifty refereed articles in
technical journals.
- His function-theoretic approach to program verification was presented
in "Structured Programming: Theory and Practice" (1979), co-authored by
Linger and Witt.
- A collection of his seminal papers on chief programmer teams, top-down
design, structured programming, program correctness, and other
fundamental ideas in software engineering was published in "Software
Productivity" (1983)
- His reduction of the mathematics of specification and design to
to practice was published in "Principles of Information Systems
Analysis and Design" (1986), co-authored by Linger and Hevner.

Contributions to Education
Dr. Mills has served on the faculties of Iowa State, Princeton, New York
and Johns Hopkins Universities, the Universities of Maryland and Florida,
and Florida Institute of Technology.
- At Johns Hopkins and Maryland, he initiated one of the first American
university courses in structured programming.
- At Maryland, he developed a new two-semester freshman
introduction to computer science and textbook "Principles of
Computer Programming: A Mathematical Approach," with co-authors
Basili, Gannon, and Hamlet.
- At FIT, he developed a new freshman and sophomore curriculum for
software engineering using Ada as the underlying language with
colleagues Engle and Newman.

Contributions to Industry
Dr. Mills was an IBM Fellow and Member of the Corporate Technical
Committee at the IBM Corporation, a Technical Staff Member at GE
and RCA, and President of Mathematica and Software Engineering
- At GE, he developed a three-month curriculum in management science
attended by hundreds of GE executives.
- At IBM, he was the primary architect of the IBM Software
Engineering Institute where thousands of IBM software personnel
were trained in the mathematical foundations of software. He later
embodied the mathematical and statistical principles for software
in the Cleanroom software engineering process.
- As founder of Software Engineering Technology, he created an
enterprise for Cleanroom technology transfer.

Service to the Nation
Dr. Mills has had an abiding interest in fostering sound software
engineering practices through federal programs.
- During the formative period of the DoD DARPA STARS Program in the
1980s, he provided fundamental concepts for development of high
quality software at high productivity.
- In 1986, he served as Chairman of the Computer Science Panel for
the U.S. Air Force Scientific Advisory Board.
- During 1974-77, he was Chairman of the NSF Computer Science
Research Panel on Software Methodology.

Service to the Profession
Dr. Mills has been a program committee member and invited speaker for
many professional conferences, and a referee for many mathematics and
computer science journals.
- From 1980-83, he was Governor of the IEEE Computer Society.
- In 1981, he was the Chairman for IEEE Fall CompCon.
- During 1975-81, he served as Editor for IEEE Transactions on
Software Engineering.
- In 1977, he was the U.S. Representative for Software at the IFIP
- In 1975, he was the Chairman of the First National Conference on
Software Engineering.


From: Peter Benner <Peter.Benner@Mathematik.TU-Chemnitz.DE>
Date: Sun, 07 Jan 1996 18:45:22 MEZ
Subject: Riccati Equation Benchmark Collection


CAREX is a collection of benchmark examples for the numerical solution
of continuous-time algebraic Riccati equations (CARE) of the form

        0  =  Q  +  A  X  + X A  -  X G X
where A, G, Q, X are n-by-n matrices and X is the desired solution
matrix. The symmetric matrices G and Q can be given in factored form
as they often occur in control theory, i.e.,
             T                 T  -1
        Q = C  Q0 C,    G = B R  B  .
This collection may serve for testing purposes in the construction of
new numerical methods, but may also be used as a reference set for the
comparison of methods.

The examples can be generated via a Fortran 77 subroutine or a MATLAB
function. A postscript version of a preprint describing the benchmark
collection as well as the software is available by anonymous FTP at

from the directory


The (compressed) files are

Here, is a compressed postscript version of the
abovementioned preprint and the tar files carex_f.tar, carex_m.tar,
respectively, contain directories with the subroutines, functions,
and data files necessary to generate the benchmark examples. Both
directories also contain introductory README files.

The MATLAB codes are also available via anonymous ftp from the
MathWorks ftp site ( The M-files, data files, and
the README file are located in


The Fortran 77 codes are available via anonymous ftp from Netlib
(e.g.,, The file carex_f.tar.gz
can be found in the directory


Since this is an on-going project, we will greatly appreciate further
contributions of examples concerning the abovementioned CARE as well
as discrete-time and generalized AREs.

Authors: P. Benner, A.J. Laub, V. Mehrmann

If you have any comments, suggestions, or if further information is
required, please send an e-mail message to

Peter Benner Tel.: (+49) (0) 371-531-3955
Fakultaet fuer Mathematik Fax: (+49) (0) 371-531-2657
TU Chemnitz-Zwickau
09107 Chemnitz, Germany


From: Julio G. Dix <>
Date: Thu, 11 Jan 1996 13:00:44 -0600
Subject: Computing Eigenvalues of Sturm-Liouvile Problems

Fortran code for Computing Eigenvalues of Sturm-Liouvile Problems

The Electronic Journal of Differential Equations has published a Fortran
implementation to the main algorithm in the article
H.I. Dwyer, A. Zettl, Computing Eigenvalues of regular Sturm-Liouville
Problems, Eletrc. J. Diff. Eqns. Vol. 1994(1194) No. 6, pp. 1-10.

Theoretical aspects of the algorithm are shown in the above article, and in
H.I. Dwyer, A. Zettl, Eigenvalue Computations for Regular Matrix Sturm-
Liouville Problems, Eletrc. J. Diff. Eqns. Vol. 1995(1195) No. 5, pp. 1-13.

The fortran code is under the name Dwyer.fort in the directory
at our World Wide Web sites. You are welcome pay us a visit.

USA servers
gopher, telnet (login ejde), or ftp (login ftp): (

gopher, telnet (login ejde), or ftp (login ftp): (

EUROPEAN servers
ftp access:

ftp access:





All comments and suggestions about the EJDE are welcome. Please send
them to
Free subscriptions to abstracts of new articles can be requested by
sending an e-mail message to


From: Russ Merris <>
Date: Thu, 11 Jan 1996 10:00:29 PSD8PDT
Subject: New Book on Combinatories

Russ Merris, Combinatorics, PWS Publ. Co., Boston, 1996, 367+x pages,
ISBN 0-534-95154-6

The book is intended to be used as a text for a course in
combinatorics at the junior level. The author's goal has been to
provide a tool of sufficient flexibility to be useful in a wide
variety of approaches to the subject. Following the basic foundation
in Chapters 1 & 2, the instructor is free to pick and choose the most
appropriate topics from the remaining four chapters, each of which is
independent of the other three.
The material in Chapter 3, Polya's Theory of Enumeration, is
typically found closer to the end of comparable books, perhaps
reflecting the notion that it is the _last_ thing that should be
taught in a junior level course. The author has endeavored both to
make Polya's theory more accessible and make it possible for the
topic to be addressed right after Chapter 2. It's placement in the
middle of the book is intended to signal that it _can_ be fitted in
there, not that it must be.


1. The Mathematics of Choice
2. The Combinatorics of Finite Functions
3. Polya's Theory of Enumeration
4. Generating Functions
5. Enumeration in Graphs
6. Designs and Codes

Requests for the text can be sent to or (in the United
States) placed through the PWS Faculty Support Division at


From: Andrew Ilin <>
Date: Mon, 08 Jan 1996 11:43:02 -0600 (CST)
Subject: Texas Finite Element Rodeo

The Texas Finite Element Rodeo will be held March 1-2, 1996 at
the University of Houston. Information about the meeting is
available at

We plan to gather on Friday about 10:00 am and start our work in
an informal manner using the well-known "circus" format. (In the
beginning we shall ask who is willing to speak and according to
the number of the speakers we shall arrange the schedule and the
length of the talks.) Based on past experience, we expect to be
finished by Saturday noon.

Andrew Ilin


From: Mei Kobayashi <>
Date: Wed, 10 Jan 96 13:39:25 JST
Subject: Correction: Special Issue on Wavelets

Special issue of the Japanese transactions of the IEICE (A)
(The Engineering Science Society), to be published Dec. 1996

Topic: Wavelets: theory and applications
Submissions due: April 20, 1996
Recommended length: 6-8 pages (when published)
Languages: Japanese

Author(s) should submit paper in Japanese, and please clearly indicate
"wavelets issue in Japanese transaction (A)" on your submission form.
An English paper should be submitted to English transaction of IEICE
as a normal paper.

Manuscripts should be sent to:
Publishing office, IEICE JC Bldg. 3-6-22,
Shiba-kouen, Minato-ku, Tokyo 105, JAPAN

Inquiries: Mutsumi Ohta,
NEC Corp.
4-1-1 Miyazaki,
Miyamae-ku, Kawasaki,
Kanagawa 213 Japan
(within Japan) tel: 044-856-2264 fax: 044-856-2232
(from overseas) tel: +81-44-856-2264 fax: +81-44-856-2232

Further info. and a guide is available at


From: Jeanne C. Butler <>
Date: Wed, 10 Jan 1996 07:11:50 -0500
Subject: Supercomputing Program for Undergraduate Research

June 2 - August 3, 1996


This program offers undergraduate students the opportunity to pursue a
computational science research project while developing skills in the use
of high performance computing technologies. Students apply to work on a
specific research project under the guidance of a faculty or staff member
at Cornell University. The proposed projects explore current research
problems in areas such as acoustics, chemistry, social dynamics, earthquake
modeling, pollution remediation, and fractals. Several of the projects
include a strong visualization component.

Successful applicants will attend a nine-week training and research program
at Cornell University and will pursue the research projects using the high
performance computing resources of the Cornell Theory Center. Students
will receive a $2,000 stipend, travel allowance, room (shared dorm room),
and partial board (dinner allowance at campus dining facilities).


Applicants must be undergraduate students (graduating not before December
1996) who are U.S. citizens or permanent residents. Students must have
relevant coursework for their research areas, as well as coursework or
programming experience in FORTRAN or C. Students who participated in
previous SPURs are not eligible in 1996.

Women, minorities, and persons with disabilities are strongly encouraged to
apply. Students from four-year colleges with limited research facilities
are also encouraged to apply.


Applicants must submit a completed application form, two letters of
recommendation, and college transcript(s). Applications must be received
by February 28, 1996. Students will be notified of their acceptance no
later than March 22. For more information or an application form (email or
hard copy), contact:

Jeanne Butler, Conference Assistant
Cornell Theory Center
427 Rhodes Hall
Ithaca, NY 14853-380
Telephone: 607/254-8813
Fax: 607/254-8888

Information and application also available via the World Wide Web at

It is anticipated that this program will be sponsored by the National
Science Foundation; the program is dependent upon approval of funding
through the Researach Experiences for Undergraduates Program.


From: Domingo Tavella <>
Date: Thu, 11 Jan 96 17:00:37 PST
Subject: Computational Finance Conference

First Annual Computational Finance Conference
August 23, 1996
Stanford Graduate School of Business
Stanford University
Palo Alto, CA

The International Association of Financial Engineers invites academics and
practicioners to participate in its First Annual Conference on Computational
Finance at Stanford University, on August 23, 1996. This one-day meeting
will emphasize practical, state-of-the-art applications of computational
technology to solve financial problems.

Papers are invited in the following areas:

- Stochastic differential equations in finance
- Financial applications of partial differential equations and numerical methods
- Simulation technology in finance
- Parallelism and distributed computing in financial applications
- Other areas of interest in computational finance

Please submit a two-page abstract by March 1, 1996. Authors will be
notified of review decisions by March 31, 1996. Authors must submit
complete papers by June 30, 1996.

Darrell Duffie, Stanford University
Domingo Tavella, Integral Development Corporation

Peter Glynn, Stanford University (Operations Research Dep.)
Gene Golub, Stanford University (Computer Sciences Dep.)
Terry Marsh, UC Berkeley (Haas Business School)
George Papanicolau, Stanford University (Mathematics Dep.)

Send abstracts to:
Prof. Darrell Duffie
Graduate School of Business
Stanford University
Stanford, CA 94305-5015

For registration materials and more information, please contact:
Domingo Tavella
Integral Development Corporation
Tel: (415)462-2145
FAX: (415)462-2131


From: Iain Duff <>
Date: Sat, 13 Jan 96 10:11:15 GMT
Subject: Postdoc Advertisements for PARASOL Project


I broadcast two announcements in the Christmas issue of the nadigest (95:51)
for postdoc positions at CERFACS and RAL to support this EU LTR Project on
developing new parallel algorithms for the solution of sparse systems
of equations. CERFACS and RAL are in charge of the direct solution

I would like to emphasisize that these are two distinct posts (although
cooperating closely) and that it is in order for someone to apply for both
(although then we can choose which, if either, to offer).

People applying to RAL should contact:
Dr Jennifer Scott
Rutherford Appleton laboratory
Chilton, Didcot
Fax: +44-1235-446626

and people applying to CERFACS should contact:
Dr Chiara Puglisi
Parallel Algorithms Project
42 Ave G Coriolis
31057 Toulouse Cedex
Fax: +33-61-19-30-00

There are no nationality restrictions but interested parties should note
the deadline for applications is JANUARY 31st 1996 [omitted in earlier

Iain Duff


From: Petr Prikryl <>
Date: Tue, 09 Jan 96 13:29:56 MET
Subject: Contents, Applications of Mathematics

Applications of Mathematics
Volume 41, Number 1

On the solvability of some multipoint boundary value problems
C. P. Gupta, S. K. Ntouyas, and P. C. Tsamatos

Combining the preconditioned conjugate gradient method and
a matrix iterative method
Jan Zitko

Seasonal time series with missing observations
Tomas Ratinger

Reissner-Mindlin model for plates of variable thickness.
Solution by mixed-interpolated elements
Ivan Hlavacek


From: SIAM <>
Date: Wed, 10 Jan 96 12:55:54 EST
Subject: Contents, SIAM Optimization

SIAM Journal on Optimization
FEBRUARY 1996, Volume 6, Number 1

A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm
for LCP
R. D. C. Monteiro and S. J. Wright

An Infeasible Interior-Point Predictor-Corrector Algorithm for
Linear Programming
Florian A. Potra

On Long Step Path Following and SUMT for Linear and Quadratic
Kurt M. Anstreicher

The Mehrotra Predictor-Corrector Interior-Point Method as a
Perturbed Composite Newton Method
R. Tapia, Y. Zhang, M. Saltzman, and A. Weiser

On the Relationship Between the Curvature Integral and the
Complexity of Path-Following Methods in Linear Programming
Gongyun Zhao

An Efficient Newton Barrier Method for Minimizing a Sum of
Euclidean Norms
Knud D. Andersen

Augmented Lagrangian-SQP-Methods in Hilbert Spaces and Application
to Control in the Coefficients Problems
Kazufumi Ito and Karl Kunisch

An Infinite-Dimensional Convergence Theory for Reduced SQP Methods
in Hilbert Space
F.-S. Kupfer

Convex Analysis on the Hermitian Matrices
A. S. Lewis

Classical Optimality Conditions Under Weaker Assumptions
Simon Di

Dini Derivatives of the Marginal Function of a Non-Lipschitzian
D. E. Ward

A Generalized Convexity and Variational Inequality for Quasi-Convex
Phan Thien Thach and Masakazu Kojima

Restricted Step and Levenberg-Marquardt Techniques in Proximal
Bundle Methods for Nonconvex Nondifferentiable Optimization
Krzysztof C. Kiwiel

On the Complexity of the Production-Transportation Problem
Dorit S. Hochbaum and Sung-Pil Hong


End of NA Digest