This article describes the concepts and strategies that have guided the design and implementation of this simulator, with emphasis on those features that are particularly relevant to its most efficient use. 1.1 The problem domain

Over the past decade, microprocessor design strategies have focused on increasing the computational power on a single chip. Unfortunately, memory speeds have not kept pace. The result is an imbalance between computation speed and memory speed. This imbalance is leading machine designers to use more complicated memory hierarchies. In turn, programmers are explicitly restructuring codes to perform well on particular memory systems, leading to machine-specific programs. This paper describes our investigation into compiler technology designed to obviate the need for machine-specific programming. Our results reveal that through the use of compiler optimizations many numerical algorithms can be expressed in a natural form while retaining good memory performance.

In certain signal processing applications it is required to compute the null space of a matrix whose rows are samples of a signal with p components. The usual tool for doing this is the singular value decomposition. However, the singular value decomposition has the drawback that it requires O(p 3 ) operations to recompute when a new sample arrives. In this paper, we show that a different decomposition, called the URV, decomposition is equally effective in exhibiting the null space and can be updated in O(p 2 ) time. The updating technique can be run on a linear array of p processors in O(p) time. 1. Introduction Many problems in digital signal processing require the computation of an approximate null space of an n \Theta p matrix A whose rows represent samples of a signal (see [9] for examples and references). Specifically, we must find an orthogonal matrix V = (V 1 V 2 ) such that 1. AV 1 has no small singular values. 2. AV 2 is small. In this case we say that A has approximate ...

Abstract. The SDPA (SemiDefinite Programming Algorithm) [5] is a software package for solving semidefinite programs (SDPs). It is based on a Mehrotra-type predictor-corrector infeasible primal-dual interior-point method. The SDPA handles the standard form SDP and its dual. It is implemented in C++ language utilizing the LAPACK [1] for matrix computations. The SDPA version 7.0.5 enjoys the following features: • Efficient method for computing the search directions when the SDP to be solved is large scale and sparse [4]. • Block diagonal matrix structure and sparse matrix structure are supported for data matrices. • Sparse or dense Cholesky factorization for the Schur matrix is automatically selected. • An initial point can be specified. • Some information on infeasibility of the SDP is provided. This manual and the SDPA can be downloaded from the WWW site

In this paper an original method for integrating Artificial Neural Networks (ANN) with Hidden Markov Models (HMM) is proposed. ANNs are suitable to perform phonetic classification, whereas HMMs have been proven successful at modeling the temporal structure of the speech signal. In the approach described here, the ANN outputs constitute the sequence of observation vectors for the HMM. An algorithm is proposed for global optimization of all the parameters. Results on speaker-independent recognition experiments using this integrated ANN-HMM system on the TIMIT continuous speech database are reported. 1 Introduction In spite of the fact that speech exhibits features that cannot be represented by a first-order Markov model, Hidden Markov Models (HMMs) of speech units (e.g., phonemes) have been used with a good degree of success in Automatic Speech Recognition (ASR) (Rabiner & Levinson 85; Lee & Hon 89). Artificial Neural Networks (ANNs) have proven to be useful for classifying speech prop...

Abstract. A concept called stochastic complementation is an idea which occurs naturally, although not always explicitly, in the theory and application of finite Markov chains. This paper brings this idea to the forefront with an explicit definition and a development of some of its properties. Applications of stochastic complementation are explored with respect to problems involving uncoupling procedures in the theory of Markov chains. Furthermore, the role of stochastic complementation in the development of the classical Simon–Ando theory of nearly reducible system is presented. Key words. Markov chains, stationary distributions, stochastic matrix, stochastic complementation, nearly reducible systems, Simon–Ando theory

This is an abbreviated revision of the University of Waterloo research report CORR 94-32. y

The trend in high-performance microprocessor design is toward increasing computational power on the chip. Microprocessors can now process dramatically more data per machine cycle than previous models. Unfortunately, memory speeds have not kept pace. The result is an imbalance between computation speed and memory speed. This imbalance is leading machine designers to use more complicated memory hierarchies. In turn, programmers are explicitly restructuring codes to perform well on particular memory systems, leading to machine-specific programs. It is our belief that machine-specific programming is a step in the wrong direction. Compilers, not programmers, should handle machine-specific implementation details. To this end, this thesis develops and experiments with compiler algorithms that manage the memory hierarchy of a machine for floating-point intensive numerical codes. Specifically, we address the following issues: Scalar replacement. Lack of information concerning the flow of arra...

A ULV decomposition of a matrix A of order n is a decomposition of the form A = ULV^H, where U and V are orthogonal matrices and L is a lower triangular matrix. When A is approximately of rank k, the decomposition is rank revealing if the last n \Gamma k rows of L are small. This paper presents algorithms for updating a rank-revealing ULV decomposition. The algorithms run in O(n²) time, and can be implemented on a linear array of processors to run in O(n) time.

. Let A 2 R m\Thetan be a matrix with known singular values and singular vectors, and let A 0 be the matrix obtained by appending a row to A. We present stable and fast algorithms for computing the singular values and the singular vectors of A 0 in O \Gamma (m + n) min(m;n) log 2 2 ffl \Delta floating point operations, where ffl is the machine precision. Previous algorithms can be unstable and compute the singular values and the singular vectors of A 0 in O \Gamma (m + n) min 2 (m;n) \Delta floating point operations. 1. Introduction. The singular value decomposition (SVD) of a matrix A 2 R m\Thetan is A = U\Omega V T ; (1.1) where U 2 R m\Thetam and V 2 R n\Thetan are orthonormal; and\Omega 2 R m\Thetan is zero except on the main diagonal, which has non-negative entries in decreasing order. The columns of U and V are the left singular vectors and the right singular vectors of A, respectively; the diagonal entries of\Omega are the singular values of A....