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ACM Transactions on Mathematical Software (TOMS), Volume 40 Issue 4, June 2014

HSL_MI28: An Efficient and Robust Limited-Memory Incomplete Cholesky Factorization Code
Jennifer Scott, Miroslav Tůma
Article No.: 24
DOI: 10.1145/2617555

This article focuses on the design and development of a new robust and efficient general-purpose incomplete Cholesky factorization package HSL_MI28, which is available within the HSL mathematical software library. It implements a limited memory...

High-Performance Evaluation of Finite Element Variational Forms via Commuting Diagrams and Duality
Robert C. Kirby
Article No.: 25
DOI: 10.1145/2559983

We revisit the question of optimizing the construction and application of finite element matrices. By using commuting properties of the reference mappings and duality, we reorganize stiffness matrix construction and matrix-free application so that...

Fast Reverse-Mode Automatic Differentiation using Expression Templates in C++
Robin J. Hogan
Article No.: 26
DOI: 10.1145/2560359

Gradient-based optimization problems are encountered in many fields, but the associated task of differentiating large computer algorithms can be formidable. The operator-overloading approach to performing reverse-mode automatic differentiation is...

Computing Petaflops over Terabytes of Data: The Case of Genome-Wide Association Studies
Diego Fabregat-Traver, Paolo Bientinesi
Article No.: 27
DOI: 10.1145/2560421

In many scientific and engineering applications, one has to solve not one but multiple instances of the same problem. Often times, these problems are linked in a way that allows intermediate results to be reused. A characteristic example for this...

Algorithm 943: MSS: MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization
Jennifer B. Erway, Roummel F. Marcia
Article No.: 28
DOI: 10.1145/2616588

A MATLAB implementation of the Moré-Sorensen sequential (MSS) method is presented. The MSS method computes the minimizer of a quadratic function defined by a limited-memory BFGS matrix subject to a two-norm trust-region constraint. This...

Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms
Laura Antonelli, Stefania Corsaro, Zelda Marino, Mariarosaria Rizzardi
Article No.: 29
DOI: 10.1145/2616909

We present Talbot Suite, a C parallel software collection for the numerical inversion of Laplace Transforms, based on Talbot's method. It is designed to fit both single and multiple Laplace inversion problems, which arise in several...

Algorithm 945: modred—A Parallelized Model Reduction Library
Brandt A. Belson, Jonathan H. Tu, Clarence W. Rowley
Article No.: 30
DOI: 10.1145/2616912

We describe a new parallelized Python library for model reduction, modal analysis, and system identification of large systems and datasets. Our library, called modred, handles a wide range of problems and any data format.

The modred library...

Algorithm 946: ReLIADiff—A C++ Software Package for Real Laplace Transform Inversion based on Algorithmic Differentiation
Luisa D'amore, Rosanna Campagna, Valeria Mele, Almerico Murli
Article No.: 31
DOI: 10.1145/2616971

Algorithm 662 of the ACM TOMS library is a software package, based on the Weeks method, which is used for calculating function values of the inverse Laplace transform. The software requires transform values at arbitrary points in the complex...