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Recent articles from ACM Transactions on Mathematical Software
Algorithm 809: PREQN: Fortran 77 Subroutines for Preconditioning the Conjugate Gradient Method.(Statistical Data Included)
March 1, 2001... 1. INTRODUCTION
In this paper we describe Fortran 77 subroutines for preconditioning the conjugate gradient method. They are designed for solving a sequence of linear systems,
(1.1) [A.sub.i]x = [b.sub.i], i = 1, 2,..., t,
where the matrices [A.sub.i] vary slowly and the...
A Simple Universal Generator for Continuous and Discrete Univariate T-Concave Distributions.(Statistical Data Included)
March 1, 2001... 1. INTRODUCTION
During the last decade several approaches have been introduced for so-called universal (or black box) methods for generating nonuniform random variates. Recent papers propose methods where a hat function that approximates the respective probability density function or...
Algorithm 808: ARFIT--A Matlab Package for the Estimation of Parameters and Eigenmodes of Multivariate Autoregressive Models.
March 1, 2001... 1. OVERVIEW
ARFIT is a collection of Matlab modules for modeling and analyzing multivariate time series with autoregressive (AR) models. The stochastic model that underlies the ARFIT modules is the m-variate autoregressive model of order p (AR(p) model),
(1) [MATHEMATICAL...
Estimation of Parameters and Eigenmodes of Multivariate Autoregressive Models.(Statistical Data Included)
March 1, 2001... 1. INTRODUCTION
Dynamical characteristics of a complex system can often be inferred from analyses of a stochastic time series model fitted to observations of the system [Tiao and Box 1981]. In the geosciences, for example, oscillations of a complex system are sometimes characterized by...
Solving Systems of Partial Differential Equations Using Object-Oriented Programming Techniques with Coupled Heat and Fluid Flow as Example.
March 1, 2001... INTRODUCTION
Programming and debugging simulation codes that involve numerical solution of partial differential equations (PDEs) often take an undesirable large amount of time. To reduce the efforts spent on software issues, one can advantageously apply modern software development...
