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An algorithm is presented for generating random variables from the chi family of distributions with degrees of freedom parameter LY 2 1. It is based on the ratio of uniforms method and can be used effectively for the gamma family.
Two square root algorithms (for integer and floating point data types) are presented, which are simpler and more efficient than standard procedures. These could be effectively used as the basis of hardware-based square root generators as well as for software implementations. One possible appli-...
ELLPACK is a versatile, very high-level language for solving elliptic partial differential equations. Solving elliptic problems with ELLPACK typically involves a process in which one repeatedly computes a solution, analyzes the results, and modifies the solution technique. Although this process...
A method is presented for the generation of test problems for global optimization algorithms. Given a bounded polyhedron in R and a vertex, the method constructs nonconvex quadratic functions (concave or indefinite) whose global minimum is attained at the selected vertex. The construction...
Box-bisection is a method for solving nonlinear systems. Space is subdivided into boxes of smaller and smaller diameter, and each subbox is tested for the existence of solutions by a test that either eliminates it from further consideration or marks it for subdivision. Simple bisection uses a...
It is well known that the partial pivoting strategy by Bunch and Kaufman is very effective for factoring dense symmetric indefinite matrices using the diagonal pivoting method. In this paper, we study a threshold version of the strategy for sparse symmetric matrix decomposition. The use of this...
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