Subject: NA Digest, V. 95, # 47 NA Digest Sunday, November 26, 1995 Volume 95 : Issue 47 Today's Editor: Cleve Moler The MathWorks, Inc. moler@mathworks.com Today's Topics: Householder Fellow in Scientific Computing Change of Address for Kathy Brenan A Query about Block Matrices Eigenvalues of An Integral Operator Multisplitting Algorithm Needed New Version of ARPACK Available for Large Eigenproblems Past and Forthcoming Workshops at CERFACS European Conference on Parallel Processing Time-Frequency and Time-Scale Methods for Economics and Finance Proceedings of AMCA-95 Conference Graduate Fellowships in CAM at UT-Austin Position at Weidlinger Associates Submissions for NA Digest: Mail to na.digest@na-net.ornl.gov. Information about NA-NET: Mail to na.help@na-net.ornl.gov. URL for the World Wide Web: http://www.netlib.org/na-net/na_home.html ------------------------------------------------------- From: Esmond Ng Date: Tue, 21 Nov 1995 09:47:45 -0500 Subject: Householder Fellow in Scientific Computing Ren-Cang Li has joined the Mathematical Sciences Section at the Oak Ridge National Laboratory as the 1995 Householder Fellow in Scientific Computing. Ren-Cang will receive his Ph.D. in Mathematics from the University of California at Berkeley. His research interests include numerical linear algebra and numerical solution of ordinary differential equations. The Fellowship honors the late Alston S. Householder, founding Director of the Mathematics Division (now Computer Science and Mathematics Division) at ORNL, and recognizes his seminal research contributions to the fields of numerical analysis and scientific computing. The Householder Fellowship is supported by the Office of Mathematical, Information, and Computational Sciences of the U.S. Department of Energy. ------------------------------ From: Kathy Brenan Date: Wed, 22 Nov 1995 11:17:45 -0800 Subject: Change of Address for Kathy Brenan I have transferred with the Aerospace Corporation to their Engineering Group located in Herndon, VA. My new address is Kathryn Brenan The Aerospace Corporation The Hallmark Building, Suite 187 13873 Park Center Road Herndon, VA 22071 (703)318-5410 brenan@mustang.aero.org ------------------------------ From: Francois Robert Date: Mon, 20 Nov 1995 09:19:57 +0100 Subject: A Query about Block Matrices I have below a nice result, and also a nice question for the na-neters: B is an (n by n) nonnegative matrix decomposed into blocks Bij with square diagonal blocks Bii: B11... B1k B = .......... Bk1... Bkk Moreover, we are given a p-uple p=(p1, p2,...pk) of positive integers pi, and one defines the matrix Mp, with blocks Mij, as follows: Mii = (Bii)^pi Mij = (I+Bii+(Bii)^2+...(Bii)^(pi-1))*Bij (this matrix Mp comes from parallel asynchronous iterations on a linear fixed-point problem with matrix B) 1)a nice result (a Stein-Rosenberg-type theorem) We have the same result between B and Mp than between the usual Jacobi and Gauss-Seidel procedures for M-matrices (ro is the spectral radius): (i) if ro(B)=0, then ro(Mp)=0 (ii) if ro(B) is less than one, then ro(Mp) is less or equal to ro(B), and greater or equal to ( ro(B) )^(Max pi) (from which (i) follows) (iii) if ro(B) is equal to 1, the same for ro(Mp) (iv) if ro(B) is greater than one, then ro(Mp) is greater or equal to ro(B) and less or equal to ( ro(B) )^(Max pi) Moreover, the same result is valid for boolean matrices (with, of course, boolean operations and spectral radii) Please note that Mp is NOT a block-Gauss-Seidel matrix of B. Did you have you already seen this kind of result in the litterature? 2)a nice question In the case where ro(B)=0, (equivalently, there exists a positive integer q, less or equal to n, such that B^q = 0 (the null matrix), or B can be taken strictly triangular) The conjecture is that we have also: (Mp)^q = 0 (which gives again ro(Mp)=0) The result is quite simple for constant pi, but I'd like to proove it in the general case. Thanks a lot for any help, F.Robert Francois ROBERT, ENSIMAG, BP 53 F-38041 Grenoble Cedex 9 ------------------------------ From: Burt Simon Date: Tue, 21 Nov 1995 10:56:20 -0700 Subject: Eigenvalues of An Integral Operator HOW FAST DO THE EIGENVALUES APPROACH ZERO ? Let A be the real, positive definite, symmetric operator given by $ Af = \int_0^1 r(x,y)f(y) dy $ What can be said about the rate that the eigenvalues of A approach 0 ? A related question concerns the finite approximation of A based on the evenly spaced mesh on [0,1] with n points. Let $\lambda_n$ be the smallest eigenvalue of the approximate operator, $A_n$. How does $\lambda_n$ approach 0 ? Our numerical experiments seem to imply that when $ r(x,y) = exp(-k|x-y|) $ $\lambda_n$ is order $1/n$ for any k, and when $ r(x,y) = exp(-k(x-y)^2) $ $\lambda_n$ decreases exponentially fast. Any help would be greatly appreciated. Thanks, Burt Simon Dept. of Mathematics University of Colorado at Denver bsimon@tiger.cudenver.edu ------------------------------ From: Praveen Sharma Date: Tue, 21 Nov 1995 13:19:04 -0500 Subject: Multisplitting Algorithm Needed Hi: I am looking for parellel algorithm/code for multisplitting by BSOR (or any other method). Can anyone give me directions? Praveen sharma@pnge.psu.edu ------------------------------ From: Dan Sorensen Date: Wed, 22 Nov 1995 16:52:59 -0600 (CST) Subject: New Version of ARPACK Available for Large Eigenproblems NEW VERSION OF ARPACK AVAILABLE ARPACK is a collection of Fortran77 subroutines for solving large scale eigenvalue problems. The codes are available by anonymous ftp from ftp.caam.rice.edu or by connecting directly to the URL ftp://ftp.caam.rice.edu/pub/people/sorensen/ARPACK The package is designed to compute a few eigenvalues and corresponding eigenvectors of a general n by n matrix A. It is most appropriate for large sparse or structured matrices A where structured means that a matrix-vector product w <- Av requires order n rather than the usual order n**2 floating point operations. This software is based upon an algorithmic variant of the Arnoldi process called the Implicitly Restarted Arnoldi Method (IRAM). When the matrix A is symmetric it reduces to a variant of the Lanczos process called the Implicitly Restarted Lanczos Method (IRLM). These variants may be viewed as a synthesis of the Arnoldi/Lanczos process with the Implicitly Shifted QR technique that is suitable for large scale problems. For many standard problems, a matrix factorization is not required. Only the action of the matrix on a vector is needed. ARPACK software is capable of solving large scale symmetric, nonsymmetric, and generalized eigenproblems from significant application areas. The software is designed to compute a few (k) eigenvalues with user specified features such as those of largest real part or largest magnitude. Storage requirements are on the order of n*k locations. No auxiliary storage is required. A set of Schur basis vectors for the desired k-dimensional eigen-space is computed which is numerically orthogonal to working precision. Numerically accurate eigenvectors are available on request. Important Features: Reverse Communication Interface. Single and Double Precision Real Arithmetic Versions for Symmetric, Non-symmetric, Standard or Generalized Problems. Single and Double Precision Complex Arithmetic Versions for Standard or Generalized Problems. Routines for Banded Matrices - Standard or Generalized Problems. Routines for The Singular Value Decomposition. Example driver routines that may be used as templates to implement numerous Shift-Invert strategies for all problem types, data types and precision. TO GET THE SOFTWARE: Connect by ftp to ftp.caam.rice.edu and login as anonymous. Then change directories to pub/people/sorensen/ARPACK or connect directly to the URL as described above and follow the instructions in the README file in that directory. Users of previous versions of ARPACK are urged to replace what they have been using with this new version. This new software has improved numerical performance and many new features. Authors: R. Lehoucq, D. Sorensen, P. Vu, C. Yang For further information send e-mail to sorensen@caam.rice.edu ------------------------------ From: Jacko Koster Date: Fri, 24 Nov 1995 16:01:50 +0100 Subject: Past and Forthcoming Workshops at CERFACS THE INTERNATIONAL LINEAR ALGEBRA YEAR AT CERFACS The first two of a series of four workshops of the International Linear Algebra Year were held September 26-29 (Direct Methods) and October 17-20, 1995 (Eigenvalues and Beyond). The workshops were organized by CERFACS and took place in Toulouse, France. Each workshop was attended by about 90 academic and industrial researchers. From their reactions we conclude that both meetings were a great success and that they attained their objectives as well as the expectations of the participants. For both workshops, URLs exist that provide links to abstracts, posters and papers that have been made available by the speakers: *** Direct Methods, September 26-29, 1995 URL : http://www.cerfacs.fr/~wlay/LAY/direct.html *** Eigenvalues and Beyond, October 17-20, 1995 URL : http://www.cerfacs.fr/~wlay/LAY/eigen.html The two forthcoming workshops of the ILAY are scheduled for next year. The first workshop is: *** Linear Algebra in Optimization, April 22-25, 1996 URL : http://www.cerfacs.fr/~wlay/LAY/opti.html This workshop will be held in Albi, a town not far from Toulouse. The second workshop is: *** Iterative Methods, June 10-13, 1996 URL : http://www.cerfacs.fr/~wlay/LAY/iter.html More information about these workshops will appear in future issues of the NA-Digest. An interesting feature of the ILAY is the visitor programme that enables participants and speakers to visit CERFACS before or after the workshops or for longer periods during the year. More information about this and other ILAY features can be obtained in any of the following ways: - ILAY home page, URL: http://www.cerfacs.fr/~wlay/LAY/lay.html - anonymous ftp to ftp.cerfacs.fr, directory /pub/algo/workshops/ILAY/Info - email to wlay@cerfacs.fr ------------------------------ From: Yves Robert Date: Mon, 20 Nov 1995 10:14:38 +0100 Subject: European Conference on Parallel Processing CALL FOR PAPERS EURO-PAR'96 Ecole Normale Superieure de Lyon, France August 27-29, 1996 Euro-Par is THE European conference on parallel processing. It is the merging of CONPAR-VAPP and PARLE, which were already two major events in the field. The goal of Euro-Par'96 is to gather people interested in any aspects of parallel computing and architectures. Euro-Par'96 is split into workshops which focus on specific domains. Each workshop is chaired by a major leading researcher in the field. You are thereby ensured to have the best opportunity to meet colleagues and to discuss on-going science. Furthermore, there are invited talks to hear about hot topics, and, since many workshops run concurrently, you can meet a large spectrum of people and broaden your expertise. Workshops duration will be between 1/2 day up to 2 days depending on the number of selected papers. All the accepted papers will be published in the collection Lecture Notes in Computer Science by Springer-Verlag. The proceedings of Euro-Par'96 will contain full papers (12 pages), short papers (8 pages), and poster papers (4 pages). WORKSHOP LIST AND WOKSHOP CHAIRS: 01 Programming environment and tools Jack Dongarra, Knoxville, USA 02 Routing and communication in interconnection networks Robert Cypher, Baltimore, USA 03 Automatic parallelization and high performance compilers Chris Lengauer, Passau, D 04 Distributed systems and algorithms Friedemann Mattern, Darmstadt, D 05 Parallel languages, programming and semantics Ian Foster, Argonne, USA 06 Parallel non numerical algorithms Burkhard Monien, Paderborn, D 07 Parallel numerical algorithms Ian Duff, Didcot, UK 08 Parallel DSP and image processing Larry Davis and Joseph Jaja, College Park, USA 09 VLSI design automation Francky Catthoor, Leuven, B 10 Computer arithmetic Jean-Marc Delosme, Yale, USA 11 High performance computing and applications Wolfgang Gentzsch, Genias, D 12 Theory and models of parallel computing William McColl, Oxford, UK 13 Parallel computer architecture Chris Jesshope, Surrey, UK 14 Networks and ATM Paul Kuehn, Stuttgart, D 15 Optics and other new technologies for parallel computation Ahmed Louri, Tucson, USA 16 Neural networks Michel Verleysen, Louvain, B 17 Scheduling and load balancing Apostolos Gerasoulis, Rutgers, USA 18 Critical systems Amir Pnueli, Weizman, Is 19 Performance evaluation Francois Baccelli, Nice, F 20 Instruction level parallelism Guang R. Gao, Montreal, CA 21 High-level and meta-level control in parallel symbolic programs Jean-Pierre Briot, Paris, F 22 Parallel and distributed databases Erhard Rahm, Leipzig, D SUBMISSION: Submitted papers should be no longer than 15 pages. The cover page must clearly indicate the names, addresses, affiliations, and electronic addresses of the authors. The workshop number and the workshop name related to each submitted paper must also be clearly indicated on the cover page. Authors are encouraged to submit PostScript versions of their papers electronically at europar96@lip.ens-lyon.fr. Authors not having access to electronic facilities are invited to send 6 copies of their papers and a cover letter to : Euro-Par'96 LIP - CNRS Ecole Normale Superieure de Lyon, F-69364 Lyon Cedex 07, France Phone: +33 72 72 80 37, Fax: +33 72 72 80 80 IMPORTANT DATES: Electronic submission February 18, 1996 Non electronic submission February 4, 1996 Notification of acceptance/rejection May 10, 1996 Camera-ready of accepted papers June 10, 1996 INFORMATION: Please email to europar96@lip.ens-lyon.fr for any questions related to Euro-Par'96. Other information is available on W3 at : http://www.ens-lyon.fr/LIP/europar96 Organization: Euro-Par'96 is organized by LIP (Laboratoire de l'Informatique du Parallelisme URA CNRS 1398) and will take place at the Ecole Normale Superieure de Lyon. General chair: Pierre Fraigniaud Program co-chair: Luc Bouge' and Yves Robert Organization chair: Anne Mignotte ------------------------------ From: Seth Greenblatt Date: Tue, 21 Nov 1995 16:13:20 +0000 (GMT) Subject: Time-Frequency and Time-Scale Methods for Economics and Finance CALL FOR PAPERS Session on TIME-FREQUENCY AND TIME-SCALE METHODS FOR ECONOMICS AND FINANCE Society for Computational Economics Second International Conference on Computing in Economics and Finance Geneva, Switzerland, 26-28 June 1996 Economic and financial data are often analysed in either the time domain or the frequency domain. If the data is stationary, then these are useful approaches. However, it is often the case that economic and financial data are non-stationary, or non-homogeneous in some sense. In these cases, it is instructive to look at the data either on the time-frequency plane or on multiple scales over time. Time-frequency and time-scale methods allow us to do this. We can observe the changes in behaviour over time. Papers are sought that address these issues, as they relate to economics and finance, in areas including, but not limited to: wavelets, wavelet packets, time-frequency distributions (Wigner-Ville, etc.), atomic decompositions, matching pursuit, basis pursuit, windowed Fourier methods, and Gabor decompositions. Papers and abstracts for this session should be sent to the session organiser: Dr. Seth A. Greenblatt Director, Centre for Quantitative Economics and Computing Department of Economics Faculty of Letters and Social Sciences University of Reading PO Box 218 Whiteknights Reading RG6 6AA ENGLAND Email: S.A.Greenblatt@rdg.ac.uk FAX: +44(1734)750236 Phone: +44(1734)875123, Ext. 4059 Abstracts of up to two pages are due by 20th January 1996, and final papers are due by 20th March 1996. Abstracts may be sent by post, email (text, postscript, or LaTeX), or FAX. Final papers may be sent by post or email (postscript or LaTeX). For more information regarding the Society or the Conference, please consult the Society for Computational Economics Homepage: http://www.unige.ch/ce Dr. Seth A. Greenblatt Director, Centre for Quantitative Economics and Computing Department of Economics University of Reading S.A.Greenblatt@rdg.ac.uk ------------------------------ From: Valery P. Il'in Date: Tue, 21 Nov 95 17:45:34 +0700 Subject: Proceedings of AMCA-95 Conference For Researches, Universities, Libraries Announcement Proceedings of AMCA-95 Conference The International Conference "Advanced Mathematics, Computations and Applications" has been hold in Novosibirsk, June 20-24, 1995. The Proceedings will be published by Computing Center SD RAS (Novosibirsk) in December, 1995, with the support of Russian Foundation of Basic Research (RFBR) and Italien C.N.R (Consiglio Nazionale Delle Ricerche). The Proceedings are edited by Academicians A.S.Alekseev (Novosibirsk) and N.S.Bakhvalov (Moscow). The contents of Proceedings consist of 85 selected artictles on the following topics of the Conference: - Approximations and Applications - Circulation of Atmosphere and Ocean - Computational Algebra - Computer Architectures \& Technologies - Domain Decomposition \& Multigrid Methods - Incorrect and Inversed Problems - Industrial Mathematics - Mechanics of Continuous Media - Statistical Simulation The list of authors includes invited speakers (A.S.Alekseev, O.Axelsson, N.S.Bakhvalov, V.P.Dymnikov, R.Ewing, H.Fujita, Yu.A.Kuznetsov, M.M.Lavrentiev, E.Magenes, A.S.Sarkisyan, J.Sundermann, V.S.Vladimirov) and contributors - wellknown and young scientists from Russia, France, Germany, Italy, Japan, USA and other countries. The price of the book (800 pages, hard cover) is 99$. The Proceedings will be distributed free to the participants of AMCA-95 Conference. If you are inerested to have the Proceedings of AMCA-95 Conference, please contact: AMCA--95 Organizing Committee Computing Center Russian Ac.\ Sci., Prospect Lavrentieva, 6 630090, Novosibirsk 90, RUSSIA Tel.: (007)3832--351157, Fax: (007)3832--357942 E-mail: lida@comcen.nsk.su ------------------------------ From: Robert van de Geijn Date: Tue, 21 Nov 1995 09:58:36 -0600 Subject: Graduate Fellowships in CAM at UT-Austin The Computational and Applied Mathematics (CAM) program is an interdisciplinary graduate program at the University of Texas at Austin. This exciting program draws from the strengths of the various departments and colleges on campus. Associated with CAM is the Texas Institute for Computational and Applied Mathematics (TICAM). As part of this program, twelve fellowships were created at a level of $25,000 per year for qualified students. While these fellowships are restricted to US citizens, a number of other funding opportunities also exist, including TAships and RAships in participating departments, as well as a few other fellowships. For more information, see our web page: http://www.ticam.utexas.edu call (512) 471-7386, or contact our Graduate Coordinator, Nita Cooke (nita@ticam.utexas.edu). ------------------------------ From: Victor Pereyra Date: Wed, 22 Nov 95 11:15:42 PST Subject: Position at Weidlinger Associates POSITION AVAILABLE Weidlinger Associates, Consulting Engineers, has an opening in its Los Altos, California office, to support the development and maintenance of commercial software in the areas of Non-Destructive Testing and Geophysical Oil Prospecting and Reservoir Characterization. Ideally, the candidate should have a MS degree in applied mathematics, scientific computing, physics, geophysics, applied mechanics or engineering with a strong applied mathematics and computing background, or several years of practical experience in areas not covered by his/her formal education. We value communications skills highly. Any and all of the abilities listed below are of interest: 1. Knowledge of Ultrasound Testing methods for inspecting nozzles, safe ends and other shapes; mathematical abilities to develop geometric models using analytic functions, B-splines and other interpolation functions and to implement ray tracing in such models. 2. Knowledge of elastic wave propagation simulation, geological modeling, seismic data processing, and other related matters as they pertain to petroleum exploration and reservoir characterization. 3. Development and maintenance under both UNIX and DOS/WINDOWS of large, complex, computer modeling packages. This includes graphics, user interfaces, and programming languages, specifically, FORTRAN, C and C++. 4. Interest in and ability to provide telephone or e-mail consultation and support to clients and licensees of the various software products, and in developing and performing demonstrations for clients and in trade shows. Citizenship or permanent residency is required. Please respond to: victor@wai.com, with a short statement establishing your credentials and current address. DO NOT SEND FULL RESUMES OVER e-mail. ------------------------------ End of NA Digest ************************** -------