ACM Transactions on Mathematical Software articles from March 1 2001

ACM Transactions on Mathematical Software archives from March 1 2001

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...

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...

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...

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...

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, ...

A Precision- and Range-Independent Tool for Testing Floating-Point Arithmetic I: Basic Operations, Square Root, and Remainder.
March 1, 2001... 1. INTRODUCTION AND MOTIVATION The IEEE standard [IEEE 1985] for floating-point arithmetic, which became official in 1985 and which we shall refer to as IEEE-754, has been adopted by most major microprocessor manufacturers. Whereas...

A Precision- and Range-Independent Tool for Testing, Floating-Point Arithmetic II: Conversions.
March 1, 2001... 1. INTRODUCTION In Part I of this report we introduced a comprehensive precision- and range-independent tool to test how well a floating-point implementation with arbitrary precision and exponent range complies with the philosophy of the...

Corrigendum.(Correction Notice)
March 1, 2001... In the December 2000 print issue (pages 601 and 616) Geoff Miller was credited as being the guest editor for the two articles by Christian Bischof, Bruno Lang, and Xiaobai Sun: "A Framework for Symmetric Band Reduction" and "Algorithm...