Language/OS - Multiplatform Resource Library/LANGUAGE OS.iso/ast_text/faqs/frc!!fr1

Internet Message Format | 1993-06-28 | 22.5 KB

Path: senator-bedfellow.mit.edu!enterpoop.mit.edu!gatech!howland.reston.ans.net!usc!usc!not-for-mail
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Newsgroups: comp.lang.c,comp.lang.c++,sci.math.num-analysis,sci.comp-aided
Subject: Part 2 of 2: Free C,C++ for numerical computation
Followup-To: sci.math.num-analysis
Date: 1 Jun 1993 18:30:46 -0700
Organization: University of Southern California, Los Angeles, CA, US
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Keywords: source code, numerical statistical scientific computation
Xref: senator-bedfellow.mit.edu comp.lang.c:71405 comp.lang.c++:44270 sci.math.num-analysis:8443 sci.comp-aided:351

Where       : in math on Simtel
Description : derivative-free maximisation
Version     : July 1987


Name        : presto
Where       : pub/presto1.0.tar.Z on cs.washington.edu
Language    : C++
Systems     : Unix-like OS on (moderate) multiprocessor machines
Description : C++ routines for fine-grained parallel programming
              (lightweight threads) on multiprocessors. Tuned for the Sequent
              machines, but highly adaptable and customizable.
Author      : Brian N. Bershad, Edward D. Lazowska, Henry M. Levy
Version     : Version 1.0 is an optimized version by John E. Faust. (All
              above are from U. Washington, Seattle)
Comments    : Presto was the subject of a number of research papers in
              multiprocessor OS. Version 1.0 looks usable (ie not
              experimental anymore).


Name        : psuedo.asc
Where       : inside ddj9105.zip in published/dr-dobbs on ftp.uu.net
Description : implements R250 random number generator, from
              S. Kirkpatrick and E. Stoll, Journal of Computational Physics,
              40, p. 517 (1981).
Author      : W. L. Maier


Name        : random
Where       : bsd-sources/src/lib/libc/gen on gatekeeper.dec.com
Description : the BSD C library random number generator


Name        : random-c
Where       : in c on Simtel
Description : portable, good random number generator


Name        : range.tar.Z (191867 bytes)
Where       : in pub/range on math.tamu.edu
Description : C++ class for interval arithmetic.
              Associated with article in TOMS, Dec 1992 title
              "Precise computation using range arithmetic, via C++"
Author      : Oliver Aberth and Mark J. Schaefer
Version     : Dec 1992 (?)


Name        : ranpm
Where       : in prog/libraries on nuri.inria.fr (128.93.1.26)
              also in volume5 of comp.sources.misc in "random"
Description : the Park-Miller "minimal standard" random-number generator
Author      : Ajay Shah, [e-mail]
Version     : February 1992
Comments    : there are several other independent implementations,
              all are quite alike


Name        : ranlib-c
Where       : pub/unix on odin.mda.uth.tmc.edu or in general on Statlib
Description : large library for random variate generation from many
              univariate and multivariate distributions
Author      : Barry Brown, [e-mail]
Version     : 16 Jan 1992


Name        : rktec.c.Z (20870 bytes)
Where       : in misc on netlib
Description : computes the truncation error coefficients, tecs, of a
              Runge-Kutta formula, or a pair of formulas, specified in an
              input file.
Author      : Mike Hosea ([e-mail])
Version     : v1.1, Dec 4 1992


Name        : rlab
Where       : /pub/alpha/RLaB/rlab-0.50.tar.Z on evans.ee.adfa.oz.au
Systems     : Compiles and runs on Sun4, RS/6000, DEC/Ultrix, SysV/R4 i386,
              Linux, HP-UX, SGI
Language    : C + Fortran
Author      : Ian Searle ([e-mail])
Version     : In alpha test, currently v0.75, 25 April 1993
Description : "Matlab-like" interactive programming environment for
              numerical computations.
Comments    : Includes online help and LaTeX manual.


Name        : robot
Description : a scientific graph plotting and data analysis package.
              Works for Xview v3, and knows to generates postscript.
Where       : in pub/astrod on ftp.astro.psu.edu (128.118.147.28)
Version     : v0.46, 7 Feb 1993
Author      : Robin Corbet ([e-mail])


Name        : rpart
Where       : in general on Statlib
Description : Routines for recursive partitioning
Author      : Terry Therneau, [e-mail]
Version     : Feb 1991


Name        : sa.zoo (40682 bytes)
Where       : in pub/C-numanal on usc.edu
Description : library for simulated annealing
Language    : versions for C, C++ and Ada exist.
Author      : Skip Carter ([e-mail])
Version     : Tue Nov 10 12:00:42 PST 1992


Name        : sabre.tar.Z (813499 bytes)
Where       : in pub on athena.erc.msstate.edu
Description : (not clear) a linear/nonlinear simulation system
Comments    : the `portable math library' directory is definitely
              very useful (5k lines).  I noticed some interesting
              interpolation, integration, banded LU decomposition,
              nonlinear solver, etc.
Author      : ?
Version     : ?


Name        : sdeint.tar.z
Where       : in pub/C-numanal on usc.edu
Systems     : Unix, MS-DOS
Language    : C++
Description : A Runge-Kutta like class for integrating systems of Stochastic
              Differential Equations
Author      : Skip Carter, [e-mail]
Version     : v1.9 4 May 1993


Name        : sge.shar
Where       : in c on Netlib
Description : Linpack functions geco, gefa, gesl and a little of BLAS;
              nonstandard matrices
Author      : Mark K. Seager, [e-mail]
Version     : April 88


Name        : SGPC
Description : Simple Genetic Programming in C
Author      : Walter Alden Tackett ([e-mail])
Where       : in the pub/Users/tackett on sfi.santafe.edu
Version     : 28 May 1993
Comments    : genetic algorithms, nonlinear maximisation


Name        : SIMATH
Author      : SIMATH-Gruppe, Saarbruecken, Germany
Systems     : Unix
Where       : via anonymous ftp: ftp.math.uni-sb.de (134.96.32.23),
              ftp.math.orst.edu (128.193.80.160) in pub/simath
Version     : 3.6.1
Description : SIMATH contains a lot of C-functions over algebraic
              structures as arbitrary long integers, rational
              numbers, polynomials, Galois fields, matrices,
              elliptic curves, algebraic number fields, modular
              integers, etc. There is also an interactive calculator
              (simath) which uses the C-libraries of SIMATH.
Comments    : version 3.6.1 contains a handbook written in English.
              The SIMATH package also includes a user interface,
              which makes it possible to use the on-line
              documentation of the functions and the keyword index.
              It is free, but you have to first register, in order
              to get a "license" file without which it won't compile.


Name        : simpack
Author      : Paul A. Fishwick, [e-mail]
Description : tools for writing simulations with a EECS bias
Where       : pub/simdigest/tools on bikini.cis.ufl.edu, also see
              tr92-022.ps.Z from cis/tech-reports/tr92
Language    : C and C++ versions exist
Version     : v2.0, June 1992


Name        : smirnov.shar.Z (3599 bytes)
Author      : David Rapoport ([e-mail])
Version     : 22 February 1993
Description : Kolmogorov Smirnov two-sample statistic
Where       : in pub/C-numanal on usc.edu


Name        : SMMS (Sparse Matrix Manipulation System)
Description : A collection of about 80 commands to do almost
              anything you wish to do with sparse matrices VERY
              EASILY.  It is designed as an instructional and
              prototyping tool, not for "production" work.
Where       : /pub/smms93/* on eceserv0.ece.wisc.edu
Systems     : Any Unix system with X-windows, but tested only on Sun,
              HP and DEC.  Also works under DOS
Language    : Mostly C (any version).  One or two routines in Fortran
Author      : Fernando Alvarado ([e-mail])
Version     : Release 2 May 1993
Comments    : Includes online help for every command and LaTeX and
              PostScript versions a manual.  Expandable by the user.
              Release 2 handles complex sparse matrices, interval
              matrices, blocked matrices adn symbolic matrices.
              Visualization tools.  Interfaces to Harwell routines
              and Boeing-Harwell sparse matrix data.


Name        : smooth.tar.Z
Description : Unix tool for smoothing
Where       : in ftp-raimund/pub/src/Math on nestroy.wu-wien.ac.at
              (137.208.3.4)
Author      : Bill Davidsen ([e-mail])
Version     : v1.9, 15 Aug 1989


Name        : SPARSE
Where       : in sparse on Netlib
Description : library for LU factorisation for large sparse matrices
Author      : Ken Kundert, Alberto Sangiovanni-Vincentelli,
              [e-mail]


Name        : spline29.zip
Where       : in mirrors/msdos/c on wuarchive.wustl.edu
Description : Interpolation using splines under tension, dressed up as
              a Unix tool
Author      : James. R. Van Zandt
Version     : v2.9, 21 Nov 1992


Name        : |STAT
Where       : in pub/stat on archive.cis.ohio-state.edu (128.146.8.52)
Description : collection of around 30 Unix tools for statistical analysis
Author      : Gary Perlman ([e-mail])
Version     : 5.4, 27 May 1993
Systems     : Unix, MS-DOS
Comments    : Has been in use for 13 years.  There is a troff|ps manual
              and man pages.  Explicitly designed to work with Unix
              philosophy.  The file stat.tar.Z.crypt.uu is ENCRYPTED;
              you have to send email asking for the password.


Name        : submit1
Where       : in jcgs on Statlib
Description : damped convex minorant algorithm
Author      : David Eberly, [e-mail]
Version     : May 1992


Name        : svd.c.Z (8704 bytes)
Where       : in pub/C-numanal on usc.edu
Description : SVD based on pascal from J. C. Nash book
Author      : Bryant Marks ([e-mail])
              Brian Collett ([e-mail])
Version     : 14 April 1993


Name        : taranto-1.0.shar.Z
Where       : in prog/libraries on nuri.inria.fr (128.93.1.26)
Description : portable, accurate FP to decimal conversion.


Name        : totinfo
Where       : in volume7 of comp.sources.misc
Description : info statistic and chi-square for 2-D contingency tables
Date        : August 1989


Name        : tsp
Where       : pub/dank/tsp.zip at punisher.caltech.edu
Systems     : Any C environment
Description : Simple heuristic Travelling Salesman Problem solver
Author      : Dan Kegel - from "Discrete Optimization Algorithms," Maciej Syslo
Version     : 1.1


Name        : using-lapack.Z (8478 bytes)
Where       : pub/C-numanal on usc.edu
Description : Notes on using Lapack through f2c.
Author      : S. Sullivan ([e-mail])
Version     : 14 April 1993



Name        : vis5d
Where       : vis5d.ssec.wisc.edu (128.104.231.66)
Systems     : SGI, Stardent, IBM PC
Language    : C, Fortran
Authors     : Brian Paul ([e-mail]) and Bill Hibbard
Version     : 3.0 (soon to be 3.1)
Description : visualizing/animating data made by numerical weather
              models and similar sources
Comments    : vis5d interactively provides 3-D isosurfaces, vector-field
              slices, horizontal and vertical contour and colored slices,
              and ribbon "particle" trajectories (integral curves)


Name        : vspline
Where       : in gcv on Netlib
Description : non-parametric estimate of a smooth vector-valued
              function from noisy data
Author      : Jeff Fessler
Comments    : splines


Name        : wavethresh (wavelet.shar)
Where       : in directory S on Statlib, and anonymous ftp from
              gdr.bath.ac.uk, in directory pub/masgpn
Language    : C (and S functions)
Author      : Guy Nason ([e-mail])
Version     : 2.1 (March 26 1993)
Description : wavelet transform & thresholding software in C for linking
              into S.
Comments    : Performs 1- and 2-D discrete wavelet transforms using
              Daubechie's wavelets. Also performs thresholding according to
              Donoho and Johnstone.


Name        : weisfeld-simplex.shar (7457 bytes)
Where       : pub/C-numanal on usc.edu
Description : small implementation of simplex method for linear programming.
Author      : Matt Weisfeld (not on Internet)
Version     : Feb 1993
Comments    : associated with article in Feb 1993 CUJ.
              For production use (where you want a black-box solver),
              the `lpsolve' package (above) is better.  If you want to
              open up a simplex implementation and modify it, then this is
              quite good, using the article as documentation.


Name        : xgobi
Where       : in general on Statlib
Systems     : Unix, needs X Windows
Description : a data analysis package emphasising graphical data exploration
Author      : Debby Swayne, [e-mail]
              Dianne Cook, [e-mail]
              Andreas Buja, [e-mail]
Date        : 23 March 1993
Comments    : EDA


Name        : XLispStat
Where       : pub/xlispstat on umnstat.stat.umn.edu
Systems     : Unix, Macintosh, MSW
Description : a statistical package
Author      : Luke Tierney, [e-mail]
Version     :
Comments    : object-oriented, EDA, graphics, lisp


Name        : xtrap.c.Z (4463 bytes)
Author      : Bryan M. Gorman, [e-mail]
Version     : 28 July 1992
Description : extrapolation program.  Supports 6 algorithms: VBS
              approximants, Aitken delta-squared, Wynn epsilon algo,
              Wynn rho algo, Brezenski theta algo, Levin u-transform.
              Is dressed up as a Unix tool.
Where       : pub/C-numanal on usc.edu


Name        : xvgr/xmgr (open look or motif versions)
Where       : /CCALMR/pub/acegr on amb4.ccalmr.ogi.edu
Systems     : Unix, with either open look or motif
Description : graphics for EDA
Author      : Paul J. Turner, [e-mail]
Version     : 2.10, 2 May 1993



f2c
---

In case you had not already noticed it: a public domain, industrial
strength, fortran-to-C translator named f2c exists.  It has one great
strength and one great weakness: "It is a true compiler".  Thus the
code generated always "works", at the price of frequently looking like
fortran.

A lot of useful fortran libraries can readily be turned into working C
using f2c, and the resulting C can often be made almost human after
some hand-editing.  The weakest link of f2c is code which involves
matrices.

A pointer to f2c is at EOF.  f2c is also inside Netlib, so you are
probably better off figuring out how to use Netlib.



Other pointers
--------------

There is a lot of interesting C source in these fields which I know nothing
about:
        - signal processing
        - pattern recognition, neural networks
The comp.dsp FAQ has some pointers to source code.
Please send me complete entries to include in the above index.

A lot of 3rd party source code which hooks into the S statistical package
uses computational engines written in C.  With a little work you can extract
useful source from this.  Look in the S directory on Statlib for more
pointers.  If you find something which is remarkably useful and easy
to extract, please tell me about it.

The same phenomenon operates to some extent for the XLispStat package.
Look around on the umnstat.stat.umn.edu site.



Interesting sites
-----------------

If you don't have ftp access, send email to [e-mail]
saying "help".  You will get instructions on how to do ftp via email.

Juhana Kouhia ([e-mail]) has setup a very nice service:
Everything in this index (except for what is on {net,stat}lib) is
mirrored in pub/sci/math/numcomp-free-c on nic.funet.fi
Note: this site is in finland.  If you are in the US, please try
to find a site closer to you.

source-code newsgroups:
        ftp.uu.net  (e.g. usenet/comp.sources.reviewed archives the
        comp.sources.reviewed newsgroup).
f2c:
        dist/f2c on research.att.com
        pub/gnu on prep.ai.mit.edu
Netlib:
        research.att.com     email, ftp
        ornl.gov             email, xnetlib
        nac.no               email, xnetlib for Europe
           (e.g. send email to [e-mail] to access by email)
        unix.hensa.ac.uk is a mail server useful for Europe.
        ci.cs.uow.edu.au (130.130.64.3) in Australia
Statlib:
        lib.stat.cmu.edu (as statlib)
        dmssyd.syd.dms.csiro.au (130.155.96.1)
others:
        qiclab.scn.rain.com has a small collection in pub/math, including
        fft stuff not listed above.  elib.ZIB-Berlin.de is quite interesting
        too.



Books
-----

Name        : C Mathematical Function Handbook
Author      : Louis Baker
Language    : C and C++
Version     : 757 pages, soft, including floppy, McGraw Hill, 1992, $50
Description : Code implementing the algorithms and formulas in
              Abramovitz and Stegun, with several chapters added.  It will
              save you a lot of time as compared with writing code out of A&S.
              95% of the pages in the book are merely the source code, without
              even doing pretty printing.  It improves on A&S in (broadly)
              mathematical physics.

              The code does not show very good C competence.  The code
              and the book betray their development on a computer running
              MS-DOS.  Sometimes, more-recent algorithms which improve on A&S
              are ignored.


Name        : Applied Numerical Methods in C
Author      : Shoichiro Nakamura
Version     : Prentice Hall, hardback, $48; disk+manual costs $35.
              604 pages.


Name        : Numerical Recipes in C
Author      : William H. Press, Saul A. Teukolsky, William T. Vetterling
              and Brian P. Plannery
Language    : C
Version     : 2nd edition, 933 pages, Cambridge University Press, 1992,
              $50 hard, $20 for the floppy.
Description : A very thorough first book on numerical computation, with
              accompanying source code.  The methods are often not
              industrial-strength, and a expert on (say) linear algebra
              will be disappointed at the treatment of linear algebra.
              But to a relative novice it's easy to start using, and
              likely to work pretty well pretty often.  Within the
              constraint of being accessible to a novice to numerical
              computation, the methods here are uptodate.

              The text is refreshing and a real pleasure to read.  Thus,
              for example, even if you plan to use Linpack source code
              to do a SVD, it's well worth reading the text here.  The
              authors are often opinionated in situations where the
              relative merits of alternative methods are not known "for
              sure", this gives the reader the benefit of their wisdom
              (in ways that experts will sometimes consider
              superficial).  I think such editorialising is very useful
              to the novice, even though it is bound to be misleading at
              times.

              The typesetting is superb: it is done using TeX.  The
              second edition has a two-tier treatment where advanced
              topics are in smaller type.  All the source code is
              printed in the book, and very beautifully at that -- i.e.,
              it's not a mere waste of paper.  The floppy has examples
              of usage of every function; these examples are not in the
              book.

              The source code is widely used, but not as much as
              Linpack.  Hence we often hear complaints on the net about
              subtle errors in their FFT and SVD functions.  Presumably
              there are other errors too.  The book exists in a fortran
              version too, and the development of the C version is not
              done independently of the fortran.  Hence their C is a bit
              fortran-like.

              Their C uses base-1 arrays.  This is inconsistent with C
              idiom and incorrect according to the ANSI C standard.  It
              can be fixed by wasting a little memory and fixing nrutil.

              Perhaps the worst drawback of the source code is that it
              is copyrighted (unlike (say) Linpack).  Thus while you can
              use it in your programs (after buying the floppy), you are
              not allowed to send a program containing this source code
              to anyone else.  Thus when you choose to use Numerical
              Recipes source code for your work, you implicitly give up
              the right to {give your program to a colleague, or post it
              on the net, or sell it} without dealing with their
              lawyers.

              The file usc.edu:pub/C-numanal/nr.experiences (16158 bytes)
              will tell why a lot of "real numerical analysts" dislike
              Numerical Recipes.


Name        : Computing for Scientists and Engineers: A workbook for
              analysis, numerics and applications
Author      : William J. Thompson
Language    : C
Version     : 464 pages, $55, John Wiley and Sons



Credits
-------

The following people helped me put this index together:

Bardo Muller                    [e-mail]
David E. Stewart                [e-mail]
Skip Carter                     [e-mail]
John Gregory                    [e-mail]
John Eaton                      [e-mail]
P. G. Hamer                     [e-mail]
Alan Magnuson                   [e-mail]
David Rapoport                  [e-mail]
Peter Fraenkel                  [e-mail]
Martin-D. Lacasse               [e-mail]
Matthew Koebbe                  [e-mail]
Nicolas Ratier                  [e-mail]
Henri Cohen                     [e-mail]
Bill Hutchison                  [e-mail]
Ronald F. Guilmette             segfault![e-mail]
Jay Han                         [e-mail]
Van Snyder                      [e-mail]
Alan Cabrera                    [e-mail]
Vincent Broman                  [e-mail]
Piercarlo Grandi                [e-mail]
Abed Hammoud                    [e-mail]
Richard A. O'Keefe              [e-mail]

Of course, we owe infinite gratitude to the authors themselves, for
making their work available in the public domain.
--
Ajay Shah, [phone], [e-mail]