**Solving systems of partial differential equations using object-oriented programming techniques with coupled heat and fluid flow as example**

Hans Petter Langtangen, Otto Munthe

Pages: 1-26

DOI: 10.1145/382043.382045

This paper exploits object-oriented implementation techniques to facilitate the development computer codes for solving systems of coupled partial differential equations. We show how to build a simulator for equation systems by merging...

**Estimation of parameters and eigenmodes of multivariate autoregressive models**

Arnold Neumaier, Tapio Schneider

Pages: 27-57

DOI: 10.1145/382043.382304

Dynamical characteristics of a complex system can often be inferred from analysis of a stochastic time series model fitted to observations of the system. Oscillations in geophysical systems, for example, are sometimes characterized by principal...

**Algorithm 808**: ARfit—a matlab package for the estimation of parameters and eigenmodes of multivariate autoregressive models

Tapio Schneider, Arnold Neumaier

Pages: 58-65

DOI: 10.1145/382043.382316

ARfit is a collection of Matlab modules for modeling and analyzing multivariate time series with autoregressive (AR) models. ARfit contains modules to given time series data, for analyzing eigen modes of a fitted model, and for simulating AR...

**A simple universal generator for continuous and discrete univariate T-concave distributions**

Josef Leydold

Pages: 66-82

DOI: 10.1145/382043.382322

We use inequalities to design short universal algorithms that can be used to generate random variates from large classes of univariate continuous or discrete distributions (including all log-concave distributions). The expected time is uniformly...

**Algorithm 809: PREQN**: Fortran 77 subroutines for preconditioning the conjugate gradient method

José Luis Morales, Jorge Nocedal

Pages: 83-91

DOI: 10.1145/382043.382343

PREQN is a package of Fortran 77 subroutins for automatically generating preconditioners for the conjugate gradient method. It is designed for solving a sequence of linear systems Aix =...

**A precision- and range-independent tool for testing floating-point arithmetric I**: basic operations, square root, and remainder

Bridgitte Verdonk, Annie Cuyt, Dennis Verschaeren

Pages: 92-118

DOI: 10.1145/382043.382404

This paper introduces a precision- and range-independent tool for testing the compliance of hardware or software implementations of (multiprecision) floating-point arithmetic with the principles of the IEEE standards 754 and 854. The tool...

**A precision- and range-independent tool for testing floating-point arithmetic II**: conversions

Brigitte Verdonk, Annie Cuyt, Dennis Verschaeren

Pages: 119-140

DOI: 10.1145/382043.382405

The IEEE 754 and 854 standards for floating-point arithmetic are essentially a specification of a programming environment, encompassing aspects from computer hardware, operating systems, and compilers to programming languages (see especially...