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Two-step error estimators for implicit Runge--Kutta methods applied to stiff systems
S. González--Pinto, J. I. Montijano, S. Pérez--Rodríguez
This paper is concerned with local error estimation in the numerical integration of stiff systems of ordinary differential equations by means of Runge--Kutta methods. With implicit Runge--Kutta methods it is often difficult to embed a local error...
The design and implementation of a new out-of-core sparse cholesky factorization method
Vladimir Rotkin, Sivan Toledo
We describe a new out-of-core sparse Cholesky factorization method. The new method uses the elimination tree to partition the matrix, an advanced subtree-scheduling algorithm, and both right-looking and left-looking updates. The implementation of the...
SIPAMPL: Semi-infinite programming with AMPL
A. Ismael F. Vaz, Edite M. G. P. Fernandes, M. Paula S. F. Gomes
SIPAMPL is an environment for coding semi-infinite programming (SIP) problems. This environment includes a database containing a set of SIP problems that have been collected from the literature and a set of routines. It allows users to code their own...
Vector reduction/transformation operators
Roscoe A. Bartlett, Bart G. Van Bloemen Waanders, Michael A. Heroux
Development of flexible linear algebra interfaces is an increasingly critical issue. Efficient and expressive interfaces are well established for some linear algebra abstractions, but not for vectors. Vectors differ from other abstractions in the...
Algorithm 830: Another visit with standard and modified Givens transformations and a remark on Algorithm 539
Richard J. Hanson, Tim Hopkins
First we report on a correction and improvement to the Level 1 BLAS routine srotmg for computing the Modified Givens Transformation (MG). We then, in the light of the performance of the code on modern compiler/hardware combinations, reconsider...