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ACM Transactions on Mathematical Software (TOMS), Volume 42 Issue 4, July 2016

A Distributed-Memory Package for Dense Hierarchically Semi-Separable Matrix Computations Using Randomization
François-Henry Rouet, Xiaoye S. Li, Pieter Ghysels, Artem Napov
Article No.: 27
DOI: 10.1145/2930660

We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use...

Replicated Computational Results (RCR) Report for “A Distributed-Memory Package for Dense Hierarchically Semi-Separable Matrix Computations Using Randomization”
Dominic Meiser
Article No.: 28
DOI: 10.1145/2929907

In this report, we replicate a subset of the performance results in the article “A distributed-memory package for dense Hierarchically Semi-Separable matrix computations using randomization.”

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Matslise 2.0: A Matlab Toolbox for Sturm-Liouville Computations
Veerle Ledoux, Marnix Van Daele
Article No.: 29
DOI: 10.1145/2839299

The Matslise 2.0 software package is a thorough revision of the successful Matlab package Matslise of 2005. The package can be used to compute the eigenvalues and eigenfunctions of regular and some important classes of singular...

An Experimental Exploration of Marsaglia's xorshift Generators, Scrambled
Sebastiano Vigna
Article No.: 30
DOI: 10.1145/2845077

Marsaglia proposed xorshift generators are a class of very fast, good-quality pseudorandom number generators. Subsequent analysis by Panneton and L'Ecuyer has lowered the expectations raised by Marsaglia's article, showing several weaknesses of...

Manycore Algorithms for Batch Scalar and Block Tridiagonal Solvers
Endre László, Mike Giles, Jeremy Appleyard
Article No.: 31
DOI: 10.1145/2830568

Engineering, scientific, and financial applications often require the simultaneous solution of a large number of independent tridiagonal systems of equations with varying coefficients. Since the number of systems is large enough to offer...

Discrete Wavelet Transforms in the Large Time-Frequency Analysis Toolbox for MATLAB/GNU Octave
ZdenĚK Průša, Peter L. Søndergaard, Pavel Rajmic
Article No.: 32
DOI: 10.1145/2839298

The discrete wavelet transform module is a recent addition to the Large Time-Frequency Analysis Toolbox (LTFAT). It provides implementations of various generalizations of Mallat's well-known algorithm (iterated filterbank) such that completely...

Algorithm 963: Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions
Marcos Escobar, Benedikt Rudolph, Rudi Zagst
Article No.: 33
DOI: 10.1145/2834115

We describe the implementation of a parameter estimation method suitable for models commonly used in quantitative finance. The Continuum-Generalized Method of Moments (CGMM) is a Generalized Method of Moments (GMM) type of methodology that applies...

Algorithm 964: An Efficient Algorithm to Compute the Genus of Discrete Surfaces and Applications to Turbulent Flows
Adrián Lozano-Durán, Guillem Borrell
Article No.: 34
DOI: 10.1145/2845076

A simple and efficient algorithm to numerically compute the genus of surfaces of three-dimensional objects using the Euler characteristic formula is presented. The algorithm applies to objects obtained by thresholding a scalar field in a...