Mathematical Software (TOMS)


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ACM Transactions on Mathematical Software (TOMS), Volume 26 Issue 1, March 2000

NEOS and Condor: solving optimization problems over the Internet
Michael C. Ferris, Michael P. Mesnier, Jorge J. Moré
Pages: 1-18
DOI: 10.1145/347837.347842
We discuss the use of Condor, a distributed resource management system, as a provider of computational resources for NEOS, an environment for solving optimization problems over the Internet. We also describe how problems are submitted and...

Algorithm 799: revolve: an implementation of checkpointing for the reverse or adjoint mode of computational differentiation
Andreas Griewank, Andrea Walther
Pages: 19-45
DOI: 10.1145/347837.347846
In its basic form, the reverse mode of computational differentiation yields the gradient of a scalar-valued function at a cost that is a small multiple of the computational work needed to evaluate the function itself. However, the corresponding...

Remark on Algorithm 761: scattered-data surface fitting that has the accuracy of a cubic polynomial
Flavia de Tisi, Alba Valtulina
Pages: 46-48
DOI: 10.1145/347837.349795
Several improvements to the estimation of partial derivatives in Algorithm 761 are presented. The problems corrected are (1) in the calculation of the probability weight in subroutine SDPD3P which may result in overflow, (2) in the calculation...

Algorithm 800: Fortran 77 subroutines for computing the eigenvalues of Hamiltonian matrices. I: the square-reduced method
Peter Benner, Ralph Byers, Eric Barth
Pages: 49-77
DOI: 10.1145/347837.347852
This article describes LAPACK-based Fortran 77 subroutines for the reduction of a Hamiltonian matrix to square-reduced form and the approximation of all its eigenvalues using the implicit version of Van Loan's method. The transformation of the...

Automatic sampling with the ratio-of-uniforms method
Josef Leydold
Pages: 78-98
DOI: 10.1145/347837.347863
Applying the ratio-of-uniforms method for generating random variates results in very efficient, fast, and easy-to-implement algorithms. However parameters for every particular type of density must be precalculated analytically. In this article...

HPFBench: a high performance Fortran benchmark suite
Y. Charlie Hu, Guohua Jin, S. Lennart Johnsson, Dimitris Kehagias, Nadia Shalaby
Pages: 99-149
DOI: 10.1145/347837.347872
The high performance Fortran (HPF) benchmark suite HPFBench is designed for evaluating the HPF language and compilers on scalable architectures. The functionality of the benchmarks covers scientific software library functions and application...

ADMIT-1: automatic differentiation and MATLAB interface toolbox
Thomas F. Coleman, Arun Verma
Pages: 150-175
DOI: 10.1145/347837.347879
ADMIT-1 enables the computation of sparse Jacobian and Hessian matrices, using automatic differentiation technology, from a MATLAB environment. Given a function to be differentiated, ADMIT-1 will exploit sparsity if present to...

Algorithm 801: POLSYS_PLP: a partitioned linear product homotopy code for solving polynomial systems of equations
Steven M. Wise, Andrew J. Sommese, Layne T. Watson
Pages: 176-200
DOI: 10.1145/347837.347885
Globally convergent, probability-one homotopy methods have proven to be very effective for finding all the isolated solutions to polynomial systems of equations. After many years of development, homotopy path trackers based on probability-one...

Algorithm 802: an automatic generator for bivariate log-concave distributions
Wolfgang Hörmann
Pages: 201-219
DOI: 10.1145/347837.347908
Different automatic (also called universal or black-box) methods have been suggested to sample from univariate log-concave distributions. Our new automatic algorithm for bivariate log-concave distributions is based on the method of transformed...