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ACM Transactions on Mathematical Software (TOMS), Volume 18 Issue 4, Dec. 1992

Algorithm 709: testing algorithm implementations
A. G. Buckley
Pages: 375-391
DOI: 10.1145/138351.138378

Algorithm 710: FORTRAN subroutines for computing the eigenvalues and eigenvectors of a general matrix by reduction to general tridiagonal form
J. J. Dongarra, G. A. Geist, C. H. Romine
Pages: 392-400
DOI: 10.1145/138351.138352
This paper describes programs to reduce a nonsymmetric matrix to tridiagonal form, to compute the eigenvalues of the tridiagonal matrix, to improve the accuracy of an eigenvalue, and to compute the corresponding eigenvector. The intended purpose...

Discrete-time optimal control problems with general constraints
M. E. Fisher, L. S. Jennings
Pages: 401-413
DOI: 10.1145/138351.138356
This paper presents a computational procedure for solving combined discrete-time optimal control and optimal parameter selection problems subject to general constraints. The approach adopted is to convert the problem into a nonlinear programming...

Algorithm 711: BTN: software for parallel unconstrained optimization
Stephen G. Nash, Ariela Sofer
Pages: 414-448
DOI: 10.1145/138351.138359
BTN is a collection of FORTRAN subroutines for solving unconstrained nonlinear optimization problems. It currently runs on both Intel hypercube computers (distributed memory) and Sequent computers (shared memory), and can take advantage of...

A fast normal random number generator
Joseph L. Leva
Pages: 449-453
DOI: 10.1145/138351.138364
A method is presented for generating pseudorandom numbers with a normal distribution. The technique uses the ratio of uniform deviates method discovered by Kinderman and Monahan with an improved set of bounding curves. An optimized quadratic fit...

Algorithm 712: A normal random number generator
Joseph L. Leva
Pages: 454-455
DOI: 10.1145/138351.138367

Portable vectorized software for Bessel function evaluation
Ronald F. Boisvert, Bonita V. Saunders
Pages: 456-469
DOI: 10.1145/138351.138370
A suite of computer programs for the evaluation of Bessel functions and modified Bessel functions of orders zero and one for a vector of real arguments is described. Distinguishing characteristics of these programs are that (a) they are portable...

Computation of the multivariate normal integral
Zvi Drezner
Pages: 470-480
DOI: 10.1145/138351.138375
This paper presents a direct computation of the multivariate normal integral by the Gauss Quadrature method. An error control method is given. Results are presented for multivariate integrals consisting of up to twelve normal distributions. A...

Precise computation using range arithmetic, via C++
Oliver Aberth, Mark J. Schaefer
Pages: 481-491
DOI: 10.1145/138351.138377
An arithmetic is described that can replace floating-point arithmetic for programming tasks requiring assured accuracy. A general explanation is given of how the arithmetic is constructed with C++, and a programming example in this language is...