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We present a partitioned algorithm for reducing a symmetric matrix to a tridiagonal form, with partial pivoting. That is, the algorithm computes a factorization PAPT = LTLT, where, P is a permutation matrix, L is lower...
Efficient methods for solving linear-programming problems in exact precision rely on the solution of sparse systems of linear equations over the rational numbers. We consider a test set of instances arising from exact-precision linear programming...
We describe an efficient implementation of an algorithm for computing selected elements of a general sparse symmetric matrix A that can be decomposed as A = LDLT, where L is lower triangular and D is diagonal....
Costas Arrays: Survey, Standardization, and MATLAB Toolbox
Ken Taylor, Scott Rickard, Konstantinos Drakakis
Article No.: 41
A Costas array is an arrangement of N dots on an N-by-N grid, one per row, one per column, such that no two dots share the same displacement vector with any other pair. Costas arrays have applications in SONAR/RADAR systems,...
An Optimal Iterative Solver for Symmetric Indefinite Systems Stemming from Mixed Approximation
David J. Silvester, Valeria Simoncini
Article No.: 42
We discuss the design and implementation of a suite of functions for solving symmetric indefinite linear systems associated with mixed approximation of systems of PDEs. The novel feature of our iterative solver is the incorporation of error...
A Supernodal Approach to Incomplete LU Factorization with Partial Pivoting
Xiaoye S. Li, Meiyue Shao
Article No.: 43
We present a new supernode-based incomplete LU factorization method to construct a preconditioner for solving sparse linear systems with iterative methods. The new algorithm is primarily based on the ILUTP approach by Saad, and we incorporate a...
Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm
Sébastien Le Digabel
Article No.: 44
NOMAD is software that implements the Mesh Adaptive Direct Search (MADS) algorithm for blackbox optimization under general nonlinear constraints. Blackbox optimization is about optimizing functions that are usually given as costly programs with no...
Algorithm 910: A Portable C++ Multiple-Precision System for Special-Function Calculations
Article No.: 45
This article presents a portable C++ system for multiple precision calculations of special functions called e_float. It has an extendable architecture with a uniform C++ layer which can be used with any suitably prepared MP type. The system...
Algorithm 911: Multiple-Precision Exponential Integral and Related Functions
David M. Smith
Article No.: 46
This article describes a collection of Fortran-95 routines for evaluating the exponential integral function, error function, sine and cosine integrals, Fresnel integrals, Bessel functions, and related mathematical special functions using the FM...
Algorithm 912: A Module for Calculating Cylindrical Functions of Complex Order and Complex Argument
Article No.: 47
The present algorithm provides a module for calculating the cylindrical functions Jv(z), Yv(z), Hv(1)(z), and Hv(2)(z), where the order v is complex and the complex argument z...