FFT literature has been mostly concerned with minimizing the number of floating-point operations performed by an algorithm. Unfortunately, on present-day microprocessors this measure is far less important than it used to be, and interactions with the processor pipeline and the memory hierarchy have a larger impact on performance. Consequently, one must know the details of a computer architecture in order to design a fast algorithm. In this paper, we propose an adaptive FFT program that tunes the computation automatically for any particular hardware. We compared our program, called FFTW, with over 40 implementations of the FFT on 7 machines. Our tests show that FFTW's self-optimizing approach usually yields significantly better performance than all other publicly available software. FFTW also compares favorably with machine-specific, vendor-optimized libraries. 1. INTRODUCTION The discrete Fourier transform (DFT) is an important tool in many branches of science and engineering [1] and...

This paper surveys the fundamental principles of subjective Bayesian inference in econometrics and the implementation of those principles using posterior simulation methods. The emphasis is on the combination of models and the development of predictive distributions. Moving beyond conditioning on a fixed number of completely specified models, the paper introduces subjective Bayesian tools for formal comparison of these models with as yet incompletely specified models. The paper then shows how posterior simulators can facilitate communication between investigators (for example, econometricians) on the one hand and remote clients (for example, decision makers) on the other, enabling clients to vary the prior distributions and functions of interest employed by investigators. A theme of the paper is the practicality of subjective Bayesian methods. To this end, the paper describes publicly available software for Bayesian inference, model development, and communication and provides illustrations using two simple econometric models. *This paper was originally prepared for the Australasian meetings of the Econometric Society in Melbourne, Australia,

. Although there has been some experimentation with Java as a language for numerically intensive computing, there is a perception by many that the language is not suited for such work. In this paper we show how optimizing array bounds checks and null pointer checks creates loop nests on which aggressive optimizations can be used. Applying these optimizations by hand to a simple matrix-multiply test case leads to Java compliant programs whose performance is in excess of 500 Mflops on an RS/6000 SP 332MHz SMP node. We also report in this paper the effect that each optimization has on performance. Since all of these optimizations can be automated, we conclude that Java will soon be a serious contender for numerically intensive computing. 1 Introduction The scientific programming community has recently demonstrated a great deal of interest in the use of Java for technical computing. There are many compelling reasons for such use of Java: a large supply of programmers, it is obj...

In this paper we report on the development of an efficient and portable implementation of Strassen's matrix multiplication algorithm. Our implementation is designed to be used in place of DGEMM, the Level 3 BLAS matrix multiplication routine. Efficient performance will be obtained for all matrix sizes and shapes and the additional memory needed for temporary variables has been minimized. Replacing DGEMM with our routine should provide a significant performance gain for large matrices while providing the same performance for small matrices. We measure performance of our code on the IBM RS/6000, CRAY YMP C90, and CRAY T3D single processor, and offer comparisons to other codes. Our performance data reconfirms that Strassen's algorithm is practical for realistic size matrices. The usefulness of our implementation is demonstrated by replacing DGEMM with our routine in a large application code.

and verification in a physical scale model

Success in high-resolution protein–protein docking requires accurate modeling of side-chain conformations at the interface. Most current methods either leave side chains fixed in the conformations observed in the unbound protein structures or allow the side chains to sample a set of discrete rotamer conformations. Here we describe a rapid and efficient method for sampling off-rotamer side-chain conformations by torsion space minimization during protein–protein docking starting from discrete rotamer libraries supplemented with side-chain conformations taken from the unbound structures, and show that the new method improves side-chain modeling and increases the energetic discrimination between good and bad models. Analysis of the distribution of side-chain interaction energies within and between the two protein partners shows that the new method leads to more native-like distributions of interaction energies and that the neglect of side-chain entropy produces a small but measurable increase in the number of residues whose interaction energy cannot compensate for the entropic cost of side-chain freezing at the interface. The power of the method is highlighted by a number of predictions of unprecedented accuracy in the recent CAPRI (Critical Assessment of PRedicted Interactions) blind test of protein–protein docking methods.

The maximum-likelihood method for estimating observation and forecast error covariance parameters is described. The method is presented in general terms but with particular emphasis on practical aspects of implementation. Issues such as bias estimation and correction, parameter identifiability, estimation accuracy, and robustness of the method, are discussed in detail. The relationship between the maximum-likelihood method and Generalized Cross-Validation is briefly addressed. The method can be regarded as a generalization of the traditional procedure for estimating covariance parameters from station data. It does not involve any restrictions on the covariance models and can be used with data from moving observers, provided the parameters to be estimated are identifiable. Any available a priori information about the observation and forecast error distributions can be incorporated into the estimation procedure. Estimates of parameter accuracy due to sampling error are obtained as a by-p...

Abstract. We review applications of microlocal analysis (MA) to reflection seismology. In this inverse method one attempts to estimate the index of refraction of waves in the earth from seismic data measured at the Earth’s surface. Seismic imaging creates images of the Earth’s upper crust using seismic waves generated by artificial sources and recorded into extensive arrays of sensors (geophones or hydrophones). The technology is based on a complex, and rapidly evolving, mathematical theory that employs advanced solutions to a wave equation as tools to solve approximately the general seismic inverse problem, with complications introduced by the heterogeneity and anisotropy of the Earth’s crust. We describe several important developments using MA to generate these wave-solutions by manipulating the wavefields directly on their phase space. We also consider some recent applications of MA to global seismology. 1.

In this paper we review the current state of the problem solving environment (PSE) field and make projections for the future. First we describe the computing context, the definition of a PSE and the goals of a PSE. The state-of-the-art is summarized along with sources (books, bibliographics, web sites) of more detailed information. The principal components and paradigms for building PSEs are presented. The discussion of the future is given in three parts: future trends, scenarios for 2010/2025, and research

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