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673
The University of Florida sparse matrix collection
 NA DIGEST
, 1997
"... The University of Florida Sparse Matrix Collection is a large, widely available, and actively growing set of sparse matrices that arise in real applications. Its matrices cover a wide spectrum of problem domains, both those arising from problems with underlying 2D or 3D geometry (structural enginee ..."
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Cited by 298 (15 self)
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The University of Florida Sparse Matrix Collection is a large, widely available, and actively growing set of sparse matrices that arise in real applications. Its matrices cover a wide spectrum of problem domains, both those arising from problems with underlying 2D or 3D geometry (structural engineering, computational fluid dynamics, model reduction, electromagnetics, semiconductor devices, thermodynamics, materials, acoustics, computer graphics/vision, robotics/kinematics, and other discretizations) and those that typically do not have such geometry (optimization, circuit simulation, networks and graphs, economic and financial modeling, theoretical and quantum chemistry, chemical process simulation, mathematics and statistics, and power networks). The collection meets a vital need that artificiallygenerated matrices cannot meet, and is widely used by the sparse matrix algorithms community for the development and performance evaluation of sparse matrix algorithms. The collection includes software for accessing and managing the collection, from MATLAB, Fortran, and C.
Benchmarking Optimization Software with Performance Profiles
, 2001
"... We propose performance profiles  distribution functions for a performance metric  as a tool for benchmarking and comparing optimization software. We show that performance profiles combine the best features of other tools for performance evaluation. 1 Introduction The benchmarking of optimi ..."
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Cited by 243 (7 self)
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We propose performance profiles  distribution functions for a performance metric  as a tool for benchmarking and comparing optimization software. We show that performance profiles combine the best features of other tools for performance evaluation. 1 Introduction The benchmarking of optimization software has recently gained considerable visibility. Hans Mittlemann's [13] work on a variety of optimization software has frequently uncovered deficiencies in the software and has generally led to software improvements. Although Mittelmann's efforts have gained the most notice, other researchers have been concerned with the evaluation and performance of optimization codes. As recent examples, we cite [1, 2, 3, 4, 6, 12, 17]. The interpretation and analysis of the data generated by the benchmarking process are the main technical issues addressed in this paper. Most benchmarking efforts involve tables displaying the performance of each solver on each problem for a set of metrics such...
SPIRAL: Code Generation for DSP Transforms
 PROCEEDINGS OF THE IEEE SPECIAL ISSUE ON PROGRAM GENERATION, OPTIMIZATION, AND ADAPTATION
, 2005
"... Abstract — Fast changing, increasingly complex, and diverse computing platforms pose central problems in scientific computing: How to achieve, with reasonable effort, portable optimal performance? We present SPIRAL that considers this problem for the performancecritical domain of linear digital sig ..."
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Cited by 140 (31 self)
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Abstract — Fast changing, increasingly complex, and diverse computing platforms pose central problems in scientific computing: How to achieve, with reasonable effort, portable optimal performance? We present SPIRAL that considers this problem for the performancecritical domain of linear digital signal processing (DSP) transforms. For a specified transform, SPIRAL automatically generates high performance code that is tuned to the given platform. SPIRAL formulates the tuning as an optimization problem, and exploits the domainspecific mathematical structure of transform algorithms to implement a feedbackdriven optimizer. Similar to a human expert, for a specified transform, SPIRAL “intelligently ” generates and explores algorithmic and implementation choices to find the best match to the computer’s microarchitecture. The “intelligence” is provided by search and learning techniques that exploit the structure of the algorithm and implementation space to guide the exploration and optimization. SPIRAL generates high performance code for a broad set of DSP transforms including the discrete Fourier transform, other trigonometric transforms, filter transforms, and discrete wavelet transforms. Experimental results show that the code generated by SPIRAL competes with, and sometimes outperforms, the best available human tuned transform library code. Index Terms — library generation, code optimization, adaptation, automatic performance tuning, high performance computing, linear signal transform, discrete Fourier transform, FFT, discrete cosine transform, wavelet, filter, search, learning, genetic and evolutionary algorithm, Markov decision process I.
Solving semidefinitequadraticlinear programs using SDPT3
 MATHEMATICAL PROGRAMMING
, 2003
"... This paper discusses computational experiments with linear optimization problems involving semidefinite, quadratic, and linear cone constraints (SQLPs). Many test problems of this type are solved using a new release of SDPT3, a Matlab implementation of infeasible primaldual pathfollowing algorithm ..."
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Cited by 139 (18 self)
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This paper discusses computational experiments with linear optimization problems involving semidefinite, quadratic, and linear cone constraints (SQLPs). Many test problems of this type are solved using a new release of SDPT3, a Matlab implementation of infeasible primaldual pathfollowing algorithms. The software developed by the authors uses Mehrotratype predictorcorrector variants of interiorpoint methods and two types of search directions: the HKM and NT directions. A discussion of implementation details is provided and computational results on problems from the SDPLIB and DIMACS Challenge collections are reported.
Fast Fourier transforms for nonequispaced data: A tutorial
, 2000
"... In this section, we consider approximative methods for the fast computation of multivariate discrete Fourier transforms for nonequispaced data (NDFT) in the time domain and in the frequency domain. In particular, we are interested in the approximation error as function of the arithmetic complexity o ..."
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Cited by 110 (32 self)
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In this section, we consider approximative methods for the fast computation of multivariate discrete Fourier transforms for nonequispaced data (NDFT) in the time domain and in the frequency domain. In particular, we are interested in the approximation error as function of the arithmetic complexity of the algorithm. We discuss the robustness of NDFTalgorithms with respect to roundoff errors and apply NDFTalgorithms for the fast computation of Bessel transforms.
Estimating differential quantities using polynomial fitting of osculating jets
"... This paper addresses the pointwise estimation of differential properties of a smooth manifold S —a curve in the plane or a surface in 3D — assuming a point cloud sampled over S is provided. The method consists of fitting the local representation of the manifold using a jet, and either interpolation ..."
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Cited by 87 (2 self)
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This paper addresses the pointwise estimation of differential properties of a smooth manifold S —a curve in the plane or a surface in 3D — assuming a point cloud sampled over S is provided. The method consists of fitting the local representation of the manifold using a jet, and either interpolation or approximation. A jet is a truncated Taylor expansion, and the incentive for using jets is that they encode all local geometric quantities —such as normal, curvatures, extrema of curvature. On the way to using jets, the question of estimating differential properties is recasted into the more general framework of multivariate interpolation / approximation, a wellstudied problem in numerical analysis. On a theoretical perspective, we prove several convergence results when the samples get denser. For curves and surfaces, these results involve asymptotic estimates with convergence rates depending upon the degree of the jet used. For the particular case of curves, an error bound is also derived. To the best of our knowledge, these results are among the first ones providing accurate estimates for differential quantities of order three and more. On the algorithmic side, we solve the interpolation/approximation problem using Vandermonde systems. Experimental results for surfaces of R 3 are reported. These experiments illustrate the asymptotic convergence results, but also the robustness of the methods on general Computer Graphics models.
An Updated Set of Basic Linear Algebra Subprograms (BLAS)
 ACM Transactions on Mathematical Software
, 2001
"... This paper summarizes the BLAS Technical Forum Standard, a speci #cation of a set of kernel routines for linear algebra, historically called the Basic Linear Algebra Subprograms and commonly known as the BLAS. The complete standard can be found in #1#, and on the BLAS Technical Forum webpage #http: ..."
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Cited by 72 (7 self)
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This paper summarizes the BLAS Technical Forum Standard, a speci #cation of a set of kernel routines for linear algebra, historically called the Basic Linear Algebra Subprograms and commonly known as the BLAS. The complete standard can be found in #1#, and on the BLAS Technical Forum webpage #http:##www.netlib.org#blas#blastforum##
Estimation of Parameters and Eigenmodes of Multivariate Autoregressive Models
, 2001
"... Dynamical characteristics of a complex system can often be inferred from analyses of a stochastic time series model fitted to observations of the system. Oscillations in geophysical systems, for example, are sometimes characterized by principal oscillation patterns, eigenmodes of estimated autoregre ..."
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Cited by 70 (2 self)
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Dynamical characteristics of a complex system can often be inferred from analyses of a stochastic time series model fitted to observations of the system. Oscillations in geophysical systems, for example, are sometimes characterized by principal oscillation patterns, eigenmodes of estimated autoregressive (AR) models of first order. This paper describes the estimation of eigenmodes of AR models of arbitrary order. AR processes of any order can be decomposed into eigenmodes with characteristic oscillation periods, damping times, and excitations. Estimated eigenmodes and confidence intervals for the eigenmodes and their oscillation periods and damping times can be computed from estimated model parameters. As a computationally efficient method of estimating the parameters of AR models from highdimensional data, a stepwise least squares algorithm is proposed. This algorithm computes model coefficients and evaluates criteria for the selection of the model order stepwise for AR models of successively decreasing order. Numerical simulations indicate that, with the least squares algorithm, the AR model coefficients and the eigenmodes derived from the coefficients are estimated reliably and that the approximate 95% confidence intervals for the coefficients and eigenmodes are rough approximations of the confidence intervals inferred from the simulations.
Primaldual interior methods for nonconvex nonlinear programming
 SIAM Journal on Optimization
, 1998
"... Abstract. This paper concerns largescale general (nonconvex) nonlinear programming when first and second derivatives of the objective and constraint functions are available. A method is proposed that is based on finding an approximate solution of a sequence of unconstrained subproblems parameterize ..."
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Cited by 59 (5 self)
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Abstract. This paper concerns largescale general (nonconvex) nonlinear programming when first and second derivatives of the objective and constraint functions are available. A method is proposed that is based on finding an approximate solution of a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penaltybarrier function that involves both primal and dual variables. Each subproblem is solved with a modified Newton method that generates search directions from a primaldual system similar to that proposed for interior methods. The augmented penaltybarrier function may be interpreted as a merit function for values of the primal and dual variables. An inertiacontrolling symmetric indefinite factorization is used to provide descent directions and directions of negative curvature for the augmented penaltybarrier merit function. A method suitable for large problems can be obtained by providing a version of this factorization that will treat large sparse indefinite systems.
Computing the Singular Value Decomposition with High Relative Accuracy
 Linear Algebra Appl
, 1997
"... We analyze when it is possible to compute the singular values and singular vectors of a matrix with high relative accuracy. This means that each computed singular value is guaranteed to have some correct digits, even if the singular values have widely varying magnitudes. This is in contrast to the a ..."
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Cited by 55 (12 self)
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We analyze when it is possible to compute the singular values and singular vectors of a matrix with high relative accuracy. This means that each computed singular value is guaranteed to have some correct digits, even if the singular values have widely varying magnitudes. This is in contrast to the absolute accuracy provided by conventional backward stable algorithms, whichin general only guarantee correct digits in the singular values with large enough magnitudes. It is of interest to compute the tiniest singular values with several correct digits, because in some cases, such as #nite element problems and quantum mechanics, it is the smallest singular values that havephysical meaning, and should be determined accurately by the data. Many recent papers have identi#ed special classes of matrices where high relative accuracy is possible, since it is not possible in general. The perturbation theory and algorithms for these matrix classes have been quite di#erent, motivating us to seek a co...