Mathematical Software (TOMS)


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ACM Transactions on Mathematical Software (TOMS), Volume 27 Issue 1, March 2001

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...