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Distribution Category: Mathematics and Computers (UC-32) ANI4rH ANL--85-24 DE85 013852 ARGONNE NATIONAL LABORATORY 9700 South Cass Avenue Argonne, Illinois 60439 RESEARCH IN MATHEIIATICS AND COMPUTER SCIENCE AT ARGONNE April 1, 1984 -March 31, 1985 Mathematics and Computer Science Division Paul C. Messina, Division Director edited by Gail W. Pieper D jB Oo1 ~ '4 d p 0 'O e e a A E G-D S, B I This work was supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under contract W-31-109- Eng-38. IIsi3UitON O FMIS DOCUMETr IS U I
Transcript
Page 1: IN MATHEIIATICS AND COMPUTER SCIENCE AT ARGONNE · Epstein type, This work has been published in the proceedings of the workshop on "Spectral Theory of Sturm-Liouville Differential

Distribution Category:Mathematics and Computers (UC-32)

ANI4rH

ANL--85-24

DE85 013852

ARGONNE NATIONAL LABORATORY9700 South Cass AvenueArgonne, Illinois 60439

RESEARCH IN MATHEIIATICS AND COMPUTER SCIENCEAT ARGONNE

April 1, 1984 -March 31, 1985

Mathematics and Computer Science Division

Paul C. Messina, Division Director

edited by

Gail W. Pieper

D

jB Oo1

~ '4 d p

0

'O e e a A E

G-D

S,

B I

This work was supported by the Applied Mathematical Sciences subprogramof the Office of Energy Research, U.S. Department of Energy, under contract W-31-109-Eng-38.

IIsi3UitON O FMIS DOCUMETr IS U

I

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CONTmTS

INTRODUCTION 1

I. APPLIED ANALYSIS 3

A. Qualitative Analysis 3

1. Sturm-Liouville Operators 32. Bifurcation Phenomena 43. Functional Inequalities 54. One-Parameter Semigroups 5

B. Quantitative Analysis 6

1. Fluid Flow Problems 62. Sturm-Liouville Eigenvalue Problems 7

C. Constructive Analysis 7

II. COMPUTATIONAL MATHEMATICS 8

A. Optimization 8

1. MINPACK 82. Optimization with Structure 9

B. Approximations and Software Basics 10

C. Quadrature 10

D. Linear Algebra 11

1. Eigenvalue Accuracy 112. EISPACK 123. Parallel Algorithms 12

E. Numerical Solution of Partial DifferentialEquations 13

III. SOFTWARE ENGINEERING 15

A. Automated Reasoning 15

B. Program Development Aids andAutomated Transformation 17

1. Software Tools and ProgrammingEnvironments 17

2. Abstract Programming 173. Automated Program Transformation 18

iii

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C. Language and Arithmetic Systems Activities 19

1. Fortran Standards Committee 192. PL/I Standards Committee 193. Language Working Group 194. Floating Point Arithmetic 20

IV. ADVANCED COMPUTING RESEARCH 21

A. Advanced Computing Research

B. Advanced Computing Research Facility 21

V. RESEARCH COMPUTING FACILITY 23

APPENDIX A - PERMANENT STAFF 24

APPENDIX B - TEMPORARY STAFF AND CONSULTANTS 25

Temporary Appointment 25Faculty Research Leave Appointments 25Visiting Scientists 25Consultant 25

APPENDIX C - PROFESSIONAL ACTIVITIES 26

APPENDIX D - PRESENTATIONS 28

Publications 28Reports 30Technical Memoranda 31Oral Presentations 33

APPENDIX E -VISITORS PROGRAM 34

Faculty and Staff Appointments 34Resident Student Associates 34Guest Graduate Student 34Student Aides 34Student Research Participants 34Co-op Employees 35Pre-College Program in Science

and Engineering 35

APPENDIX F - MEETINGS AND WORKSHOPS 36

APPENDIX G -SEMINARS 38

iv

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ABSTRACT

This report reviews the research activities in the Mathematics and Computer Sci-ence Division at Argonne National Laboratory for the period April 1, 1984, throughMarch 31, 1985. The body of the report discusses various projects carried out in fourmajor areas of research: applied analysis, computational mathematics, softwareengineering, and advanced computing. Information on section staff, visitors,workshops, and seminars is found in the appendices.

V

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RESEARCH IN MATHEMATICS AND COMPUTER SCIENCEAT ARGONNE

April 1, 1984 - March 31, 1985

Two major efforts - advanced scientific computing and automated reasoning -havebeen the focus of activities for the Mathematics and Computer Science (MCS) Divisionthis year. Recognizing that the future of large-scale computers lies in parallelism, wehave been investigating innovative methods and facilities that enable parallel architec-tures to be used effectively. Work has included devising portable yet high-performancealgorithms and software (especially for automated reasoning, logic programming, andnumerical tasks) and designing programming tools for advanced computers.

In support of these efforts, we have established and now operate as a national userfacility an Advanced Computing Research Facility (ACRF). The first machine installedin this facility was a Denelcor HEP computer, obtained as part of a joint research anddevelopment agreement between Argonne and Denelcor Corporation. Though not asupercomputer, the HEP is fast enough to allow us to do significant experiments onsegments of real application codes.

Complementing these efforts are strong programs in applied analysis, computationalmathematics, and software engineering. The research here involves the formulation ofnew analytical and numerical methods, the design of computational algorithms, theirimplementation in computer programs, and their application in practical problems.

The mix of theory and application is an important strength of MCS Division activities.For example, we have begun a long-term project in plant control, with the initial goal ofproving statements about properties of a fault-tolerant computer system being con-sidered for use in Argonne's Experimental Breeder Reactor-II. The system will run on afault-tolerant processor at Draper Laboratories. To date, we have explored variousrepresentations for modelling the hardware for that processor and have proved thefault tolerance of the basic operations for the machine.

Many of our applications arise as collaborative projects with other Argonne divisions.Recent activities of this type include development of nonlinear models for electrodekinetics studies, optimization of Stirling engine designs, and studies of parallelism andsynchronization on the eight-processor Lemur - a parallel computer designed andbuilt in Argonne's High Energy Physics Division.

We also interact with universities and other research institutions. An outstandingexample this year is the 1984 Workshop on "Spectral Theory of Sturm-LiouvilleDifferential Operators." Attending the workshop were 26 mathematicians from universi-ties in Norway, West Germany, France, Yugoslavia, the Netherlands, Canada, and theUnited States. Another noteworthy example of interactions is our research using theACRF. Among the many projects under way, we mention work on parallel algorithms(with the University of Illinois, Chicago Circle), adaptive numerical methods for hyper-bolic conservation laws (with Purdue University), and conversion of fluid dynamic codesfor reservoir studies (with the Courant Institute).

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This report highlights the activities in the Mathematics and Computer Science Divi-sion from April 1, 1984 - March 31, 1985. During this period significant progress wasmade in several areas:

1. The concept of the Warren Abstract Machine was extended to include capabilitiesfor multiprocessing. A portable interpreter was designed to implement this expandedabstract machine and to enable experiments to be run on a variety of multiprocessors.Its portability was demonstrated by moving the system to the Ridge workstation andthe HEP.

2. The Pipelined Givens method for computing the QR factorization of a real mxnmatrix was extended to handle sparse matrices. The pipelined algorithm is well suitedto parallel computers having globally shared memory and low overhead synchroniza-tion primitives, and has achieved optimal speedups of 8-10 on a 1-PEM HEP.

3. Significant time reductions over the conventional pressure-link approach wereobtained with new techniques for numerical modeling of fluid flow phenomena. Ourmultigrid approach has the added advantage that it requires no relaxation parametersfor flows with Reynolds numbers less than 500.

4. More efficient use of function evaluation information in our VMCON optimizationpackage was demonstrated in a new application to Stirling engine design. When com-bined with a simulation package, VMCON reduced computational work by a factor offour and improved the efficiency of one Stirling engine design by 25%.

5. A modification of the Weeks method was devised for solving the inverse Laplacetransform problem. The new technique halves the cost of the computation withoutcompromising accuracy.

8. The programming environment Toolpack/1 was completed and public distribu-tion begun. The software tools are portable to different host systems and can beadapted to specific needs such As a particular command format.

7. Nearly optimal algorithms were implemented in a package of high-qualitysoftware for direct and indirect estimation of sparse Hessian matrices. The algorithmthat determines the Hessian matrix uses only two thirds of the storage required by anyother known algorithm.

8. Asymptotic and bifurcation analysis of the nonlinear equations of combustionresulted in a mathematical model for a flame attached to a flame holder; the modelincludes expressions for the flame speed and a set of jump conditions for the fluid vari-ables across the flame, which correct and improve the expressions used in the tradi-tional (heuristic) modeL

These and other activities highlighted below reflect the efforts of a permanentscientific staff of 20. A complete list of division members, their publications, and theirprofessional activities is provided in the appendices. Also included is a list of peoplewho visited Argonne to conduct seminars, participate in workshops, or collaborate onspecial projects.

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I. APPLIED ANALYSIS

Applied analysis research at Argonne involves the application of analytical andnumerical techniques to problems in the natural and engineering sciences. Majorefforts focus on spectral analysis of differential operators and bifurcation and stabilityanalysis of nonlinear phenomena in combustion. In addition, research continues onmodeling and analysis of certain fluid flow and materials science problems.

A. Qualitative AnalysisHans G. Kaper, Qzry K Leaf, Bernard J. Matkowsky*, Man Kam Kwongt,and Antrn Zettij

Qualitative Analysis refers to the analysis of classes of equations that share certainformal characteristis. The objective is to obtain information about the existence ofsolutions, their uniqueness, and their properties. This information, in turn, providesguidelines for the quantitative solution of a given problem on a computer. Emphasis isplaced on spectral analysis of Sturm-Liouville operators, bifurcation phenomena incombustion, functional inequalities, and one-parameter sernigroups.

1. Sturm-Liouville OperatorsHans G. Kaper, Man Kara Kwongt, and Anton Zettlf

A Sturm-Liouville eigenvalue problem is defined by a differential equation-(py' )'+qy=Ary on an interval (a,b), and a set of boundary conditions at the endpointsof the interval. Here p, q, and r are functions defined on (a,b), and X is a parameter.A standard assumption is that the weight function r is strictly positive.

We investigated the oscillatory properties of solutions of systems of Sturm-Liouville equations. It has long been known that for n-dimensional systems of the formy"+Q(t )y=0 on a semi-infinite domain, where Q is a continuous function whose valuesare real symmetric matrices of order n, oscillatory behavior at infinity results if thelargest eigenvalue of the once-integrated matrix Q tends to infinity with t, provided thetrace of Q(t) satisfies a certain growth condition. We had found one such growth condi-tion during our research in early 1983. It had been conjectured that a growth condi-tion may not be necessary for oscillatory behavior at infinity. In late 1983, we showedthat this is indeed the case when the system is two dimensional. More recently, in ajoint investigation with F. V. Atkinson of the University of Toronto, we subsequentlywere able to prove a more general result, namely, that n-dimensional systems areoscillatory at infinity if at least n -1 eigenvalues of the once integrated matrix Q tendto infinity with t. These results have been reported in three manuscripts which havebeen accepted for publication. We are now attempting to generalize the results furtherto prove that the indefinite growth of the largest eigenvalue of the once integratedmatrix Q as a function of t is sufficient for oscillatory behavior at infinity.

Following a suggestion of J. Boersma of the Technological University at Eindhoven,

* Northwestern University1 Northern Illinois University

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the Netherlands, we established an interlacing property of the eigenvalues of twoSturm-Liouville boundary value problems on a half-line. The eigenvalues represent thefrequencies of possible transverse magnetic (TM) modes for one-dimensional wave pro-pagation in stratified inhomogeneous media with refraction indices of the symmetricEpstein type, This work has been published in the proceedings of the workshop on"Spectral Theory of Sturm-Liouville Differential Operators" (see Appendix F).

We also completed a study of Sturm-Liouville eigenvalue problems with indefiniteweights. We were able to establish the equivalence of two topologies using an orderingresult for selfadjoint operators in a Hilbert space. The equivalence is necessary forproof of the partial-range completeness properties of the eigenfunctions. Amanuscript is in preparation.

2. Bfurcakion PhenomenaHans G. Kaper, Gary K Leaf, and B. J. Matkowsky*

Two articles on bifurcation phenomena in combustion were completed andaccepted for publication in the open literature. The first article, entitled "Bifurcationof Pulsating and Spinning Reaction Fronts in Condensed Two-Phase Combustion,"describes various burning modes for a solid fuel, where a reaction front propagatesnonuniformly through a cylindrical fuel element of uniform composition. This type ofcombustion occurs without the formation of a gas phase, so that the solid sample itselfburns and is transformed directly into solid products. The burning modes appeareither as a pulsating motion, where a propagating planar reaction front pulsatesperiodically, or as a spinning motion, where a hot spot on the reaction front moves in ahelical motion through the sample or on the surface of the sample. The burning modesoriginate as bifurcations from a uniformly propagating plane reaction front as criticalparameters are exceeded. This work was done in collaboration with S. Margolis of San-dia Laboratories - Livermore.

The second article, entitled "The Stability of Plane Flames Attached to a FlameHolder," presents the derivation of a model for flame propagation in the presence of aflame holder. The model was based on the equations of fluid dynamics, which describeconservation of mass and momentum, and the transport equations, which describeheat conduction and the diffusion of chemical species. Both sets of equations weresimplified considerably, but the coupling between the fluid flow and transport effectswas retained. The method of matched asymptotic expansions was used to derive themodel from the basic equations. We obtained an expression for the flame speed andjump conditions for the fluid variables across the flame. Our results indicate that theflame speed is not constant and also that mass and momentum are not conservedacross the flame, as had been assumed earlier by Landau and Darrieus in their deriva-tion of a model of a flame. In the same article we used the model to present a stabilityanalysis for the plane flame solution and determined the conditions (i.e., ranges of theparameter values) under which a plane flame is stable when a flame holder is present.This work was done in collaboration with M. Matalon of Northwestern University.

Continuing our study of burner-stabilized flames, we are currently considering amodel of a flame in the presence of a porous plug burner. For such a flame, the

*Northwestern University

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neutral stability boundary in the Lewis number vs wave number plane consists ofbranches of two types, which separate the regions of stability and instability for cellu-lar and pulsating flames, respectively. Linear stability analyses have appeared in therecent literature, but our preliminary results indicate that, in certain parameterranges, some pulsating branches have been missed. We expect to identify thesebranches using more refined analytical and numerical techniques, and to determinetheir effects on the stability characteristics of the flame.

3. Functional InequalitiesHans G. Kaper and A. ZettLt

We completed our analysis of three algorithms, proposed by Ljubic in 1960 andKupcov in 1975, for estimating the L2-norms of the derivatives of order k (k =1,...,n -1)of functions defined on a half-line in terms of the 12-norms of the function and its nthderivative. The algorithms apply to any operator that is the adjoint of a maximal sym-metric operator in a Hilbert space. We showed how the algorithms can be related via asequence of linear transformations, established asymptotic expansions for the bestpossible constants for large values of n, and demonstrated that one of Kupcov's algo-rithms that avoids factorization is the most stable. We also found the extremals forwhich equality holds with the best possible const ants. The results have been acceptedby the Royal Society of Edinburgh for publication in the Proceedings.

4. One-Parameter SemigroupsHans G. Kaper

In our earlier collaboration with J. Hejtmanek (University of Vienna, Austria), wehad identified a need for further research into conditions that guarantee the validity ofthe spectral mapping theorem for the exponential function. It is well known that manyproblems in linear partial differential equations can be covered by the theory of one-parameter semigroups. A fundamental question concerns the relationship between thespectral bound of the generator of a semigroup (e.g., a differential operator) and thetype of the generated semigroup (i.e., the solution operator). For special classes ofgenerators - roughly those appearing in parabolic partial differential equations - thespectral bound and the type coincide, but in general the former is less than or at mostequal to the latter. An essential problem then is the identification of conditions on thegenerator of a one-parameter semigroup that guarantee the equality of the type of thesemigroup and the spectral bound of the generator. The mathematical literature onthis subject is very limited; the most relevant work so far has come from a group at theUniversity of Tuebingen (W. Germany) led by M. Wolff. In our first investigation we con-structed an example of an unbounded operator in a Hilbert space that generates astrongly continuous semigroup, for which the spectral mapping theorem for theexponential function does not hold. Such counterexamples had been given before, butour example had the novel feature that the spectra of both the generator and the semi-group could be determined explicitly.

Also in this area we completed a spectral analysis of the operator describing mul-tigroup neutron transport in a plane-parallel homogeneous slab. The investigation wasdone jointly with C. G. Lekkerkerker (University of Amsterdam). This analysis, which is

tNarthern Illinois University

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mentioned briefly in our monograph Spectral Methods in Linear Transport theory, wascomplicated because the spectrum of the transport operator is of nonuniform multipli-city. As a consequence, the expansion coefficients are not uniquely determined, andthe various isomorphisms can be defined only after the introduction of some appropri-ate extensions of the given function spaces. We have submitted a manuscript for publi-cation.

Recently, we have begun to study multiparticle Schroedirger operators withdilation-analytic interactions. Such operators give rise to a scattering theory withdilation-analytic wave and scattering operators. Our investigation focuses on the boun-dary values of these quantities, particularly their relationship to the customary waveoperators used in physics. Preliminary results indicate that the dilation-analytic andcustomary scattering theories are congruent. The transformation relating them deter-mines a family of projections onto invariant subspaces of the self-adjoint Schroedingeroperator being studied. Interestingly, the projections are not self-adjoint. They deter-mine invariant parts of the Schroedinger operator that have simple spectra but are notnormal. There are indications that one of these parts may provide fundamental insightinto the optical model of nuclear physics. We are investigating this point in detail.

B. Quantitative AnalysisHans G. Koper, Gary K Leaf, and Anton ZettLt

Quantitative Analysis refers to the development and analysis of methods for findingapproximate solutions to scientific and engineering problems.

1. Fluid Flow Problem.Gary K. Leaf

We worked with W. T. Sha of Argonne's Components Technology (CT) Division on aproject to improve the numerical procedures used in the COMMIX system of fluid flowsimulation programs. We analyzed two numerical schemes: a three-dimensional exten-sion of a two-dimensional scheme introduced by Raithby and a scheme developed in theComponents Technology Division. The analysis consisted of a derivation of bothschemes, a discussion of their accuracies, a Fourier stability analysis, and a com-parison of cross-diffusion effects. Our results are given in an ANL report entitled "AVolume-Weighted Skew-Upwind Difference Scheme in COMMIX."

In collaboration with S. P. Vanka of the CT Division, we are investigating numericalschemes for solving finite difference approximations to pressure-linked fluid flow equa-tions as a fully coupled system. In the first stage of our investigation we implementeda multigrid scheme in two dimensions which was based on a block Gauss-Seidelsmoother. The four velocities and the pressure associated with a given cell wererelaxed simultaneously. The procedure did not require relaxation parameters for flowswith Reynolds numbers less than 500. We achieved significant time reductions over theconventional pressure-linked approach.

tNorthern minaiB University

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2. Sturm-4iouville Elgenvalue ProblemsHans G. Kper, Carles T. Fulton,* and Anton ZettLt

One of the most common problems of mathematical physics is the solution of thesingular Sturm-Liouville boundary value problem on the half-line. Depending on thepotential function, the problem may have some discrete negative eigenvalues togetherwith a continuous spectrum, or a purely continuous spectrum. We have initiated aresearch effort aimed at developing a suite of algorithms that would be able to handlethe majority of physically interesting problems of quantum mechanics, as far as com-puting the so-called spectral function is concerned. We are currently investigating anapproach where one computes the step spectral function for a sequence of approximat-ing (regular) boundary value problems on a finite interval. This approach is justifiedbecause the step spectral function converges uniformly to the spectral function of thesingular problem on any compact interval that is contained in the continuous spec-trum.

C. Constructive AnalysisGary Leaf

Constructive Analysis refers to the development of mathematical models fordescribing and analyzing physical phenomena. Current work is carried on in collabora-tion with N. Q. Lam of the Materials Science and Technology Division.

We are developing a mathematical model that describes the dynamic redistributionof implanted solute atoms in a metal substrate during ion implantation at high tem-peratures. The initial model will take into account the interaction of implants withradiation-induced point defects. Later we will extend the mathematical model toinclude swelling effects. This extension will lead to the formulation of free boundaryproblems.

*Florida Institute of Technologyt Northern Iflinoa Umversity

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II. COMPUTATIONAL MATHEMATICS

Computational mathematics research at Argonne involves the design and analysis ofnumerical algorithms, the development of special techniques to measure algorithmreliability and efficiency, and the preparation of software based on broadly applicablecomputational methods. Efforts focus on large-scale and linearly constrained optimiza-tion, high-quality software and test programs for special functions, quadrature algo-rithms and techniques, methods for solving partial differential equations, and tech-niques for improving multiple eigenvalues. A special emphasis has been given toadvanced architectures, especially for numerical linear algebra.

A. OptimizationBurton S. Garbow, Kenneth E. Hillstrom, Michael Minkoff, Jorge J. Mcrb,

and Danny C. Sorensen

Optimization continues to play a major role in research activities at Argonne. Onepart of our studies is concerned with the development of new algorithms for generaloptimization problems. These algorithms can then be implemented in our MINPACKcollection of high-quality optimization software. Another part of our studies focuses onspecially structured optimization problems that arise in specific energy applicationsproblems.

1. INPACKJorge J. More, Danny C. Sorensen, Kenneth E. Hillstrom, andBurton S. Grbow

Optimization research currently focuses on large-scale optimization, linearlyconstrained optimization, and parallelism in optimization.

We continued our investiga'..ion of trust region methods for large-scale optimiza-tion and linearly constrained problems. The standard step calculation requires aminimization over n-dimensional space and order n *3 work. With our new methods,however, the step calculation can be replaced by a minimization over a speciallychosen k -dimensional subspace with the property that the minimization requires ordern work and storage. We found that in most cases a conjugate gradient method is suit-able for this computation but that near a solution a simplistic conjugate gradientmethod is not able to achieve a sufficient reduction in the trust region model. A moresophisticated approach is needed.

Our investigation of possible applications of parallelism within optimization hasshown that significant improvements are far more likely if we consider special classesof problems such as linear programming. Natural parallelism does exist in the estirr.-tion of derivatives of functions by differences, and may also exist in the evaluation ofthe problem functions. Eithar form of parallelism can lead to significant improve-ments. Other uses of parallelism in general optimization have not yet proven them-selves.

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We have started writing a book on the numerical solution of systems of nonlinearequations, nonlinear least squares, and linearly constrained optimization. An outlinewas developed, and some background research was done. Since there has recentlybeen interesting work on convergence theory for trust region and linearly constrainedmethods, this topic received much attention.

We also continued development of MINPACK-2, a collection of optimization sub-programs for solving systems of nonlinear equations, nonlinear least squares problems,and unconstrained minimization and linearly constrained minimization problems. Aspart of this effort, we completed the preliminary design of the reverse communicationinterface. Use of reverse communication makes the codes more versatile anddecreases the number of required subroutines. We also started work on an extensionof the symbolic differentiation program JAKE to Fortran 77.

Additionally, Li a continuing collaboration with T. Coleman of Cornell University,we completed the development of high-quality software for the direct and indirect esti-mation of sparse (symmetric) Hessian matrices. The algorithm that determines theHessian matrix uses two thirds of the storage required by other known algorithms.Also, the algorithms are nearly optimal and run in linear time on practical problems.An interesting result of our research was the determination that loss of accuracyseems intrinsic to an indirect method; thus, direct methods are likely to retain animportant role in optimization software in the future.

2. Optimization with SructureMichael Minkoff

General mathematical programming methods are often inadequate for solvinglarge-scale optimization problems that arise in energy systems analyses. We are there-fore studying new approaches that explore the special structure of these problems.Our work during the past year involved two colaborative projects.

The first project, carried out with R. Land and M. Blander of the Chemical Tech-nology Division, focused on problems for non-ideal chemical solutions that cannot beformulated as dual gecmrn.Lic programs. A new approach was developed using theintroduction of artificital chemical species within the context of the ideal solutionmodel. This approach yielded results that were more robust than those from an earliertechnique based on use of a merit function line search.

The second project, carried out with T. J. Heames and others in the ComponentsTechnology Division, involved Stirling engine designs. The optimization problem of con-cern here is highly nonlinear and poorly scaled and involves expensive function evalua-tions (since each function evaluation is a full simulation in itself). To provide a moreefficient use of line search information, therefore, we modified our optimization pack-age VMCON. This package was then combined with a Stirling engine simulation package(developed by adapting a thermodynamic code SEAM1). The results showed a reduc-tion in computational work by a factor of four. Moreover, in one case the efficiency of aStirling engine design improved by 25%.

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B. Approximations and Software BasicsWilliam J. Cody Jr. and Michael Mikoff

Work on approximations and software basics involves the production of transport-able, high-quality software for special fuictions, especially Bessel functions, and algo-rithms and software for data fitting.

The FUNPACK package developed at Argonne in the early 1970s was noted for highquality but lacked transportability. The SPECFUN package now under developmentcontains more prograrr. than FUNPACK and is highly transportable at a small cost inperformance. In addition, each of the function programs is accompanied by a trans-portable test program. During the past year, we added subroutines for the Bessel func-tions I and J of orders 0 and 1 for real arguments, and companion test programs for theI functions. Our efforts were hampered, however, by deficiencies in the double-precision elementary fLnction library on the VAX. Accordingly, we began to preparereplacement routines. So far, a program for the exponential function and the neces-sary programs for manipulating the componc-its of a floating-point number have beenwritten. Still needed is a new exponentiation function, and perhaps several others,before work on SPECFUN can be completed.

The rapid appearance of IEEE-style arithmetic also complicates matters, becauseprograms exploiting the features of the IEEE architecture must remain tolerant ofolder, more flawed architectures. Research is needed to determine how to control thelast bit accuracy while moving between diverse architectures. Additionally, our tech-niques for dynamic determination of floating-point characteristics are frustrated byIEEE arithmetic, so we must f6nd new techniques if true portability of the test pro-grams is to be realized. Access to the IEEE arithmetic is now via an IBM PC with anIntel 8087 floating-point unit. In return, we are preparing a version of SPECFUNspecific to that machine, stripping out information making the programs portable toother machines, for example. To date, about half of the existing package has been con-verted and checked. The project provides a test of the ease of converting the package.

The research on data-fitting continued at a reduced level. We finished transport-ing the one-dimensional interactive package to our VAX and made the package avail-able to RCA and Lawrence Livermore National Laboratory. We also conducted a litera-ture search on multivariate interpolation and approximation and began to gather likelyinterpolation programs for evaluation.

C. QuadratureJames N. Lyness

The thrust of our quadrature research comprises both the design of quadraturetechniques and algorithms and the construction of quadrature software.

In collaboration with colleagues at the University of Naples, Italy, we began work onthe inverse Laplace transform problem. Significant progress was ,ade: we carried outa theoretical investigation into the Weeks method, developed a modification that pre-cisely halves the cost of a computation without compromising the accuracy, and com-pleted work on the numerical software. We also developed an understanding of how anumerical method for the evaluation of the Laplace transform convergence abscissa

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can be constructed.

We also examined various related methods for numerically evaluating an integralwhose integrand function has an oscillating tail. We modified a method of Longmanthat employs the Euler transformation; in many cases this seems to be the best avail-able method.

New work was begun in two areas. First, we initiated an investigation into the use oflattice rules for high-dimensional quadrature (in collaboration with I. H. Sloan of theUniversity of New South Wales). Lattice rules are extensions of the number theoreticrules associated with Koroborov and Conroy. We are investigating transformations thattake all space to a hypercube, followed by extrapolation (such as Romberg Integration).Some of the connections between these rules and rules of specified trigonometricaldegree have already been uncovered.

Second, we began work on an integration method for a particular class of six-dimensional integrals. Known as (electron) exchange integrals of two center overlapintegrals, they are characterized by an unpleasant 1/r 12 singularity. They areencountered in the calculation of physical and chemical properties of multi-atomicaggregates. Their intractability to numerical evaluation is well known; informationabout their structure, however peripheral, can only be welcome. We are pursuing twospecific goals related to this project: 1) a numerical analysis to determine whether aparticular asymptotic expansion exists for the numerical integration error (this willrequire evaluation of the integral with many different mesh sizes), and 2) assessment ofthe relative suitability of machines with parallel and vector architectures for evaluat-ing this integral. We plan to write different implementations for the algoritbEn on theCRAY X-MP at the National Magnetic Fusion Energy Computing Center and on the Denel-cor HEP. We will then run experiments with different integral functions to measure thesuitability of each architecture for this task.

D. Linear AlgebraJack J. Dongarra, Burton S. Garbs w, Danny C. Sorensen, Cleve Moler,and Ahmed Sameht

Our major efforts in linear algebra research during the past year have focused onimproving the accuracy of eigenvalues, redesigning the existing algorithms in EISPACKto increase efficiency over a wide range of machines, and developing parallel algo-rithms for advanced computers.

1. Egenvalue AccuracyJack J. Dongarra

We are investigating the problem of computing the invariant subspace associatedwith ill-conditioned eigenvalues. The work centers on computing the subspace frominformation obtained during the matrix decomposition. We plan to adapt to large.parse symmetric eigenvalue problems the techniques used in the dense in-core

*University of New MexicotTemporary Appointment

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symmetric eigenvalue problem. By using a process such as the Lanczos algorithm todetermine the approximate eigensystem followed by the new algorithm, we hope toprovide a fast, competitive process for determining the largest or smallest eigenvaluesand eigenvectors of large sparse symmetric matrices.

a. KISPA KJack J. Dngarra, Burton S. Garbow, a Ceve Moler*

We produced and tested the IBM PC version of EISPACK it is being distributed byIMSL and NAG.

We also held two meetings to discuss designing a unified package of routines forsolving linear equations and eigenvalue problems. This effort will be undertaken in col-laboration with outside groups, including Intel and NAG.

3. Parallel AlgorithmsJack J. Dongarra, Danny C. Sorensen, and Ahmed Sa eh

We have initiated a comprehensive research program with the goal of achievinghigh performance and portability on advanced architectures. Our primary focus hasbeen on linear algebra algorithms, since these algorithms are well understood andthere is some agreement on which algorithms to use.

During the past year we investigated some of the standard algorithms for solvingsystems of linear equations and the eigenvalue problem. We analyzed the most fre-quently used and time-consuming algorithms relating to eigenvalue problems andlinear equations for dense matrices, and reorganized them to use matrix-vector opera-tions. The results have been impressive: we achieved supervector performance on aCRAY X-MP.

One area investigated was the dynamic allocation of resources to a library on aparallel computer. On the HEP we developed a scheduler system for library routines.This takes the form of parallel work processes, each capable of satisfying all of therequests coming from the linear algebra library. The algorithm divides the work to bedone into independent subtasks defined by short packets of information that areplaced in a pool of problems to be served by the work processes. This schedulingmechanism enables portability because there is no dependence between problem size,algorithm, and number of processors required. It also provides a way to shield the userfrom concern with implementation details. A certain number of processes are dedi-cated to the library. These do not interfere with user requests for processes and canbe reclaimed by the user if he wishes.

We designed algorithms for dealing with banded systems of linear equations.These were implemented on the CRAY X-MP and the HEP with a speedup of between 3.5and 3.9 on a four-processor CRAY X-MP.

We also designed and implemented a parallel algorithm for solving linear least

*University of New MexicotTemporary Appointment

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squares problems that is suitable for both dense and sparse systems. The extension tothe sparse case was designed to be fully compatible with the data structures used inSPARSPAK so a user of that package could use the parallel algorithm without change tohis code. Optimal speedups (8-10 on a 1-PEM system) were obtained on the HEP withtest problems generated to reflect the sort of matrices arising in typical large-scaleapplications.

E. Numerical Solution of Partial Differential EquationsGary K Leaf and Michael Minkoff

This activity deals with the analysis of methods and software design for solving sys-tems of nonlinear partial differential equations (PDEs), including parabolic, mixedparabolic-elliptic, and some hyperbolic systems. We use the method of lines to reducea system of PDEs to a system of ordinary differential equations (ODEs). The solution ofsuch equations generally leads to large-scale linear systems with structure. Currentinterest centers on the use of moving mesh techniques and the application of precondi-tioners for conjugate gradient (CG) type algorithms.

We began investigating a moving mesh approach in conjunction with Gaerkin tech-niques and multistep ODE solvers. The objective is to distribute the mesh in a dynamicmanner, focusing the mesh in regions of steep gradients to ensure stability andefficiency in calculations. In the past, such techniques have been studied in the con-text of finite differences and single step methods, primarily in one dimension. We stu-died a problem modeling the motion of a shallow wave that develops a steep front. Weconsidered two approaches, both involving adjustment of the locations of the mesh-points by using a spring theory technique of Goffo. In the first approach, we introduceda transformation so that the mesh points were continually moving in physical spaceeven though they were fixed in the transformed space. In the second approach, weperiodically revised the mesh. Preliminary results suggest that the periodic approachis preferable. Both approaches, however, require more computational time than thefixed mesh approach to achieve comparable spatial accuracy.

Research on the use of preconditioners has involved several approaches. Earlier inthe year we investigated an iterative algorithm using an approximate LU factorizationas a preconditioner. In this implementation a sparse matrix data format was used.The algorithm was implemented in the MOL package and compared with the directband approach. For moderate to large problems, the storage requirements werereduced by half, while the execution time was doubled. Unfortunately, this increase inrunning time appears inherent in the general sparse matrix format.

More recently, we have begun considering a nested factorization adapted from aprocedure developed by Appleyard and Cheshire for use in petroleum calculations. Wehave extended their approach to the nonsymmetric case by use of normal form CGtechniques. This algorithm uses the nested block tridiagonal matrix structure tocreate a recursive approximate factorization procedure. Our first step will be to com-pare this approach with the approximate LU factorization as preconditioners for thenormal form CG algorithm.

We are also studying two iterative methods developed by Saunders, Simon, and Yip.These methods are based on a tridiagonalization process applied directly to

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unsymmetric matrices. Our interest is in using the methods together with precondi-tioners so that the structure of the matrix can be exploited.

We continued to interact with DISPL users, specifically with 1) Z. Nagy and R. Land ofthe Chemical Technology Division on the modeling of the current density vs overpoten-tial relation for electrode kinetics studies, and with 2) G. Klinzing of the University ofPittsburgh and F. Aguirre of Bethlehem Steel Homer Research Laboratory on a modelfor simultaneous mass and heat transfer of partially miscible liquid-liquid systems.

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III. SOFTWARE ENGINEERING

Software Engineering research in the MCS Division includes activities that rangefrom theoretical work to applications of interest to DOE. A major part of these activi-ties involves research in automated reasoning. In 1984 we began implementing a five-year project that includes basic research in automated deduction, design of automatedreasoning software, and verification of program properties.

Other areas of interest include work on programming environments, automated pro-gram transformation, and abstract programming; application of software techniques tothe design of portable, reliable computer software; and studies in programminglanguages and computer arithmetic to ensure that numerically oriented features areincorporated into proposed new standards for Fortran, PL/I, and floating-point arith-metic.

A. Automated ReasoningLawrence T. Wos, Brian T. Smith, Ewing L. Lusk, John R. Gabriel,and Ross A. Ouerbeek

Automated reasoning has emerged as an exciting new research area. We are con-centrating on three categories: theory, software, and applications.

During the past year we carried out numerous experiments with linked inferencerules. Interest in such rules arises from the fact that they permit a reasoning programto take larger reasoning steps than standard inference rules and allow the user greatercontrol. LMA/ITP proved to be a valuable research tool for this work; it was very easyto add new variants and parameter setting and options for linking to ITP. Our resultsindicate that linked UR will be a useful inference rule, especially in proving propertiesof computer programs. The set of support strateg; was also found to mesh well withlinked inference. Set of support restricts a program's search for information early inthe attack on a problem; linked inference permits a more natural and smaller set ofsupport to be employed, which in turn contributes to efficiency. With linking we wereable to solve problems faster than with standard inference rules. The experiments alsoindicate that, although some exceptions exist, applying subsumption at the local levelwith linking is often too time-consuming. (This might not be the case should an alter-native and improved implementation of subsumption be discovered.) Finally, as part ofour investigation of the relationship between linked inference and logic programming,we determined that the depth-first approach as exemplified in Prolog would be a goodreplacement for the breadth-first implementation of linking. Our results werepresented at the 1984 Conference on Automated Deduction F ad were published in theproceedings.

To support this theoretical work, we continued to enhance our automated reasoningsoftware. Two substantial additions were made to LMA: 1) a proof explanation facilitywhich allows convenient access to each step in an inference (an especially valuablefeature for explaining linked inferences, paramodulation steps, and long sequences ofdemodulation), and 2) an interface to the MAPLE expert system for symbolicmathematics. The interface, which uses UNIX interprocess communication methods,

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allows the LMA system to rely on MAPLE to perform tasks like finding solutions of sys-tems of equations, evaluating integrals and derivatives, and factoring polynomials.MAPLE is treated not as a subsystem of LMA but as a peer; thus the way has been pavedfor adding other types of reasoning systems at the peer level, independent of LMA datastructures and conventions.

We also made a preliminary implementation of the processor for the Logic ControlLanguage (LMCL, a language for specifying automated reasoning programs). This pro-cessor, given an LMCL program specifying an automated reasoning program, generatesa Pascal program that calls the LMA procedures, thereby generating an automated rea-soning program. The system is currently undergoing tests using simple LMCL pro-grams.

In addition, as part of our long-range investigation of parallelism in logic program-ming, we began work on the Warren Abstract Machine. The Warren system comprisesan assembler (written in Prolog), a loader (written in C), and an interpreter (also writ-ten in C). Our research contribution involves the design of a multiprocessed inter-preter for the abstract machine. This design requires substantially more complicateddata structures and algorithms than the uniprocessed interpreter. To date we havecompleted a version of the system that runs with only one process. The data structureand memory management algorithms required for multiprocessing were implemented,but some parts of the interpreter remain restricted to uniprocessing mode. Portabil-ity was demonstrated by moving this version of the system to the Ridge workstationand to the HEP.

We continued tU evaluate and improve our theoretical tools by encouraging theiruse in practical applications. In collaboration with our group, colleagues at the IllinoisInstitute of Technology completed the first implementation of an expert system iOrorganic synthesis using our automated reasoning procedures in LMA. The problemrequires deep reasoning because of the complexity of organic synthesis and because ofthe constantly increasing database of chemical reactions. Using LMA, we are pursuinga new approach based on a logic representation of knowledge which is both flexible andpowerful.

We also collaborated on the design of a database for plant control and maintenancefor a breeder reactor. The design technique used was the entity-relationship model,which is application independent. A prototype implementation of a portion of thisdatabase (for the lube-oil cooling system) was undertaken in Prolog.

Another application was initiated as a long-term project in plant control.Specifically, the project involves designing a verification system, based on ITP/LMA andthe program transformation system TAMPR, that can be used to prove claims about thehardware and software control system.

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B. Program Development Aids and Automated TransformationJames M. Boyle, Wayne R. Cowell, Kenneth W. Dritz, Burton S. G rrbow,and Brian T. Smith

Our work on software tools and techniques has three main concerns: analyzing pro-gramming environments oriented to the development and maintenance of Fortran pro-grams, developing an abstract programming methodology to make programmingeasier and faster, and automatically creating reliable variants of software routines.The broad range of activities included under this area makes it possible for MCS scien-tists both to develop new software production tools and to test them in a workingenvironment.

1. Software Tools and Programming YivironmentsWayne R. Cowell, James M. Boyle, Kenneth W. Dritz, and Burton S. Garbow

The Toolpack project has been successfully completed and the first edition ofToolpack/1 released for public distribution through the National Energy SoftwareCenter and the Numerical Algorithms Group, Inc. Toolpack/1 released for public distri-bution through NESC and NAG. Toolpack has involved the development of Fortran-oriented software tools incorporated in a programming environment. An installed Tool-pack/1 system consists of a suite of software tools oriented to the development andmaintenance of Fortran programs, a user/Toolpack interface that interprets user corn-mands and invokes the appropriate sequence of tools, and a tool/system interface thatprovides low-level functions (such as character translation) required by tools.

Using experience from the work on the Toolpack project, we have begun newresearch in programming environments. We are perfecting a programming environ-ment suitable for the development of Fortran software on an architecture that featuresa supercomputer accessed through a front-end workstation. Initially we are using ourVAX as the workstation and the Denelcor HEP at Argonne and the Energy ResearchCRAY at the National Magnetic Fusion Energy Computing Center as the supercomput-ers. Two related questions guide our research: What tools are needed, and how shouldthe operation of the programming environment be divided between supercomputer andworkstation?

a Abstract ProgrammingJames M. Boyle and Kenneth W. Dritz.

Abstract programming involves the use of both problem-related abstractions andabstractions of the programming process itself. By encapsulating certain details -iso-lating their interactions with other parts of the program, or separating one monolithicproblem into a sequence of independent processes - such abstractions make it easierto write clear, correct programs.

During the past year we worked on a problem that arose in preparing the trans-portable version of TAMPR, namely, the need to automatically simplify a portion of theLisp specification for the transformer that uses mixed abstract data type (ADT) con-structor and selector functions. The basic approach involves "unrolling" functions -copying the definition of a function in place of its call and then copying the actual argu-ments of the call into the copy of the definition. This copying exposes possibilities for

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simplifications by juxtaposing operations in the function definition (typically ADT selec-tor functions) with actual values of the arguments (which typically Livolve ADT con-structor functions). Of course, in a recursive language, one cannot unroll functionsblindly, for unrolling could continue forever. We developed a strategy for controllingthe unrolling of functions that is based on determining whether a particular unrollingactually permits any simplifications to take place. We implemented transformationsusing this strategy and simplified a number of test examples. However, the transfor-mations are not yet efficient enough to simplify the symbol-generator part of theTAMPR transformer in a practical length of time.

Recently, we began work on a numerical abstract programming problem -automatically introducing temporary variables (which could be held in machine regis-ters) to optimize loops that compute recurrence relations. We found that a loop com-puting a recurrence relation can be optimized by unrolling the loop to a depth deter-mined by the number of elements appearing in the recurrence and introducing a tem-porary for each element in the recurrence. Each temporary can then be moved to ear-lier in the loop until all references but one to the element (the one in the assignmentto the temporary) are replaced by references to the temporary. When the temporariescan be held in machine registers (and even in many cases when they cannot), theoptimized loop runs faster than the unoptimized one because it performs fewer fetchesof subscripted variables. We needed to write only a few new transform nations to carryout this optimization: we were able to reuse transformations originally developed forother purposes (specifically, transformations to move invariant computations out ofloops and a set of transformations to merge declarations of local temporary variables).This ability to reuse transformations in different applications is one of the major advan-tages of a transformation-based programming methodology. During the remainder ofthe year we will improve these transformations by adding transformations to automati-cally decide which elements of the recursion to place in temporary variables.

3. Automated Program'fransformationJames M. Boyle and Kenneth W. Dritz

We are investigating methods for specifying, implementing, ind proving thecorrectness of program transformations. Our investigations have led to the develop-ment of TAMPR, a general program transformation system, which is being used in anumber of applications (e.g., changing multi-dimensional arrays to one-dimensional toimprove program efficiency) traditionally performed using separate tools.

Our focus during the past year has been on making the TAMPR system transport-able. As one part of this effort, we worked on enhancing the usability, efficiency, andtransportability of the TAMPR recognizers. We examined the implementations of thelexical analyzer and parser for programs and improved their reliability. In the pro-cess, we made them conform to the Toolpack TIE library so that they can be includedin Toolpack. We also improved the portability of the stand-alon (non-Toolpack) ver-sions of the programs.

We also worked on enhancing the Lisp-to-Fortran transformations to handle Lispprograms that use some nonapplicative constructs. Such constructs are used in theportions of the transformer that perform input and output of the program andtransformations, and in the trace facility that prints the result of each transformation

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step. These transformations are near completion and are being tested.

Additionally, we enhanced the portability of the Lisp F3 support routines for thetransformer. These routines can now be adapted to machines using either the "nor-mal" method of packing characters ino a word or the DEC "byte-swapped" approach,simply by changing one parameter se ting. They have been ported to the Ridge-32workstation; work is under way to port them to the HEP, the CRAY X-MP, the SequentBalance 8000, and the Convex C1 computers.

C. Language and Arithmetic Systems ActivitiesWiliam J Cody, Kenneth W. Dritz, Paul C. Messina, and Brian T. Smith

Language and arithmetic systems research studies address the problem of ensuringthat programming languages and arithmetic systems meet the diversified and chang-ing needs of their users. Argonne is participating in four projects: revisions of ANS For-tran, revisions of ANS PL/I, tracking of scientific programming languages for use in theDepartment of Energy, and development of IEEE standards for floating point arith-metic. Our special concern in these projects is thesuitability of the language and com-puter arithmetic for numerical computations.

1. Fartran Standards CommitteeBrian. Smith

Since the 1977 revision of ANS Fortran, the X3J3 Fortran Standards Committee ofthe American National Standards Institute (ANSI) has been considering revisions of thestandard. During the past year a proposal for a parameterized data type mechanismwas prepared and accepted. This mechanism, which permits the specifications todepend on integer parameters, enables users to write portable numeric packages ofsoftware, such as a linear algebra package.

2. PL/I Standards CommitteeKenneth W. Dritz

To represent the interests of those using large scientific computers, Argonne andSHARE Inc. are jointly sponsoring a membership on the ANSI technical committee X3J1(PL/I), which is revising the American NatioiA Standard for PL/I. During this pastyear we wrote detailed proposals for several of our extensions for numerical analysisthat had previously been approved in outline form. One of these was approved; the oth-ers remain pending. The proposed extensions will provide the framework within ANSPL/I for a parameterized model of floating-point arithmetic. They will permit the con-struction of portable PL/I mathematical software, and they will support the derivationof implementation-independent accuracy theorems for that software.

3. Language Working GroupF'ul C. Messina and Brian T. Smith

The Language Working Group (LWG) was formed by the DOE-established AdvancedComputing Committee (ACC) to recommend a common programming language for thenational laboratories. With the dissolution of the ACC, the DOE Scientific ComputingInformation Exchange Council agreed to oversee LWG activities. Motivated by the

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current interest in supercomputers, the LWG has been considering programminglanguage issues related to advanced architectures. Commercially available multipro-cessor systems for scientific work have been installed at several of the DOE nationallaboratories. The LWG has been studying the language requirements needed to pro-gram such systems effectively and is collaborating with P. 0. Frederickson of LosAlamos National Laboratory to design and recommend language extensions to Fortranthat should be used for such systems. Additionally, as part of its study of newlanguages that may be of interest for new architectures, the LWG heard presentationson the new language SISAL

The LWG also sponsored a workshop on Programming the Next Generation ofSupercomputers, and helped organize a mini-workshop on Mixed Language Program-ming (see Appendix F).

4. floating Point ArithmeticWiLLiam J. Cbdy

During the past several years, the IEEE Computer Society has been writing stan-dards for floating-point arithmetic.

The P754 Draft Standard for Binary Floating-Point Arithmetic has now progressedto the IEEE Standards Committee for final approval as an IEEE standard. Balloting isexpected by early spring 1985, with approval almost certain. The concern at this levelis only that formal procedures were followed for previous ballots, etc.; technicalmatters are not an issue.

Draft 1.0 of the P854 Standard for Radix- and Format Independent Floating-PointArithmetic has been published for public review and comment. The P854 WorkingGroup is now preparing responses to the comments and making final revisions to thedraft preparatory to voting the draft out of committee. The draft should be sent to thesponsoring Technical Committee for review and balloting (the first step in formalacceptance as an IEEE standard) by early summer.

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IV. ADVANCED COMPUTING RESEARCH

We have begun a major thrust in advanced computing research that emphasizes theihteraction between algorithms, the software environment, and advanced computerarchitectures, for both numerical and reasoning tasks. Two related activities arefeatured: one an expanded research program building on existing expertise insoftware engineering, computational mathematics, and applied analysis, the other anAdvanced Computing Research Facility (ACRF) supporting our research activities andoperating as a user facility. The initial targets of the research program are the crea-tion of portable algorithms, software, and parallel programming methodologies.

A. Advanced Computing ResearchJack J. Dongarra, Ewing L. Lusk, Ross Ouerbeek, and Danny C. Sorensen

To achieve software transportability, we are investigating an approach that involvesimplementing synchronization through monitors written as macros., The macros arerecoded for a specific machine and the source code (written in terms of those basicmacros) later re-expanded. We demonstrated the portability of the monitors/macroapproach by successfully porting to the Lemur, an eight-processor machine built atArgonne, a number of our algorithms developed on the HEP. As the operating systemon the HEP changed to UPX, a UNIX lookalike, we implemented the necessary changesin our macro package, thus effortlessly moving our source code from one multiproces-sor environment to another without change. We also implemented C versions of themonitors and macros.

Through experiments on the four-processor HEP at Ballistics Research Laboratory,we determined that the monitor most used in our package (the "askfor" monitor) canbecome a bottleneck when large numbers of processes are using it. (This behavior isnot apparent on a one-processor HEP.) We therefore developed a "distributed askfor"that eliminates the global critical section of code by dividing the global pool of prob-lems into several subpools shared among the various processes but not at the sametime.

We also ported our implementation of the Warren machine for logic programmingfrom the VAX to the HEP, demonstrating the competence of the HEP C compiler. Weare currently implementing our parallel version of the Warren Abstract Machine on theHEP.

B. Advanced Computing Research FacilityJack J. Dongarra, Ewing L. Lusk, Pul C. Messina, Ross Ouerbeek,and Dnny C. Sorensen

With the establishment of the ACRF based on a HEP, we began colL1borations onparallel computing research with other divisions within Argonne and with membersfrom universities, laboratories, and industry. We taught courses on the use of parallelMIMD computers and the HEP in particular, assisted users in the design and executionof experiments, worked with them to assess the suitability of the machine for theirapplications, and provided facilities for remote use (including connection to nationalnetworks such as ARPANET and MILNET). The HEP is proving useful in a wide variety of

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applications, including fluid dynamics codes, structural analysis, large-grain dataflowmethods, bin packing, and grid refinement near shocks.

We also installed the eight-processor computer formerly in the High Energy PhysicsDivision. It consists of eight National Semiconductor 16032 microcomputers that share8 megabytes of memory via a switch designed by a scientist in the High Energy PhysicsDivision. This machine has successfully run demonstration programs verifying fullparallelism and synchronization.

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V. RESEARCH COMPUTING FACILiTY

The Research Computing Facility (RCF) project involves the configuration andoperation of state-of-the-art computing systems. Its ultimate objective is to provideinnovative yet effective facilities that enable us to conduct the experimentation that isvital to much of our mathematics and computer science research. With the establish-ment of the Advanced Computing Research Facility, the RCF has taken on a new role:that of front-ending the experimental computer's in the ACRF.

The RCF is based on a VAX 11/780 minicomputer acquired in 1981. A second CPUwas added this past year to meet the heavy demands of our users. We also added twonew disk drives and added 8 megabytes of memory. This new hardware will provideincreased performance.

In keeping with our emphasis on innovative systems, we attached to the VAX theparallel computer developed in the High Energy Physics Division. We also added aRidge-32 workstation. This machine proved quite useful; we plan to enhance its capa-bilities with additional memory, disk storage, and network software.

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Appendix A

PERMANENT STAFF

J. M. Boyle, Ph.D., Northwestern University, 1970

W. J. Cody, Jr., M.A, University of Oklahoma, 1956; D. Sc. (Hon.), ElmhurstCollege, 1977

W. R. Cowell, Ph.D., University of Wisconsin, 1954

J. J. Dongarra, Ph.D., University of New Mexico, 1980

K. W. Dritz, M.S., Massachusetts Institute of Technology, 1967

J. R. Gabriel, M.S., University of Otago, New Zealand, 1953

B. S. Garbow, M.S., University of Chicago, 1952

K. E. Hillstrom, M.S., Northwestern University, 1957

H. G. Kaper, Ph.D., Rijksuniversiteit, Groningen, 1965

G. K. Leaf, Ph.D., University of Illinois, 1961

E. L. Lusk, Ph. D., University of Maryland, 1970

J. N. Lyness, D. Phil., Oxford University, 1957

P. C. Messina, Ph.D., University of Cincinnati, 1972

M. Minkoff, Ph.D., University of Wisconsin, 1973

J. J. Morb, Ph.D., University of Maryland, 1970

R. A. Overbeek, Ph.D., Pennsylvania State University, 1971

G. W. Pieper, Ph.D., University of Illinois, 1969

B. T. Smith, Ph.D., University of Toronto, 1969

D. C. Sorensen, Ph.D., University of California, San Diego, 1977

L. T. Wos, Ph.D., University of Illinois, 1957

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Aripendix B

TEMPORARY STAFF AND CONSULTANTS

Temporary Appointment

C. Ed Oliver, Resident Associate (detailed to Washington, D.C.)

Faculty Research Leave Appointments

Charles Fulton, Florida Institute of Technology

Ahmed Sarneh, University of Illinois

Clasine van Winter, University of Kentucky

Visiting Scientists

Frederick Atkinson, University of Toronto

lain Duff, AERE Harwell, England

Consultant

Gary Roediger, Corporate Computer Services

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Appendix C

PROFESSIONAL ACTIVITIES

Members of the section participated in the following professional activities duringthe period April 1, 1984 - March 31, 1985.

W. J. Cody

R.. Cowell

J. J. Dongarra

K W. Dritz

J. R. Gabriel

B. S. Garbow

H. G. Kaper

E. Isk

Associate Editor, Transactions on Mathematical SoftwareMember, International Federation for Information Process-

ing Working Group 2.5 for Mathematical SoftwareMember, IEEE Subcommittee for Floating-PointArithmetic

Chairman. IEEE Standards Subcommittee for Radix and For-mat Independent Floating Point Standard

Consultant, C. Abaci

Council Chairman, Toolpack Project

Associate Editor, CACMAssociate Editor, SIAM Frontiers in Applied

Mathematics

Member, X3J1 PL/I Standards CommitteeMember, SHARE PL/I Project

Member, American Society of Mechanical EngineersProcess Control Computer Committee

Member, IEEE Working Group on Al in Computer AidedControl Systems Design

Member, DOE Task Team on Applications of AI to theNuclear Industry

Consultant, C. Abaci

Associate Editor, Integral Equations and Operator TheoryAssociate Editor, Transport Theory and Statistical PhysicsSIAM Visiting LecturerAdjunct Professor, Northern Illinois UniversityVisiting Professor, Northwestern University

Adjunct Professor, Northern Illinois UniversityAssociate Editor, Journal of Automated ReasoningProgram Committee Vice Chairman, National

Computer Conference

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J. N. Lynein

P. C. Messina

M. inkoff

J. J.Morb

G. W. Pieper

B. T. Smith

D. C. Sorensen

I Was

Associate Editor, Mathematics of ComputationAdjunct Professor, Northern Illinois University

Chairman, DOE Advanced Computing Committee LanguageWorking Group

Member. Energy Research Supercomputer FacilityAdvisory Board

Member, Ad Hoc Committee on Long-Term Planning forDOE Scientific Computing Staff, 1985

Co-Chairman, Computer Acquisition Strategy Task Group,Argonne National Laboratory, 1985

Reviewer, NSF Advanced Computer Systems OfficeMember, HEPAP Sub-panel on Large-Scale Computing

Approaches for the Next DecadeChairman, ANL Energy Research Supercomputer Advisory

GroupOrganizer, Argonne Workshop on Programming the Next

Generation of SupercomputersMember, Conference Planning Committee, Spectral

Theory of Sturm-Liouville Differential OperatorsOrganizer, Workshop on Mixed Language Programming

Area Editor, SIGMAP Newsletter

Associate Editor, SIAM Journal on Numerical AnalysisAssociate Editor, Numerische Mathematik

Lecturer, Illinois Benedictine College

Chairman, SIGNUM Fortran CommitteeMember, DOE Advanced Computing Committee Language

Working GroupMember, International Federation for Information Process-

ing Working Group 2.5 for Mathematical SoftwareMember, X3J3 Fortran Standards Committee

Associate Editor, SIAM Journal on Scientific andStatistical Computing

Adjunct Professor, University of Illinois at UrbanaEditor-in-chief, Journal of Automated ReasoningPresident, Association for Automated Reasoning

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Appendix D

PRESENTATIONS

The following list reflects articles published, reports distributed, and talkspresented from April 1, 1984, to March 31, 1985. We continue to send out a periodicmailing of abstracts of our publications, through which we hope to keep scientistsbetter informed of the work of the Mathematics and Computer Science Division and toencourage interactions with other research institutions.

Pubiicatis

J. M. Boyle and M. N. Muralidharan, "Program Reusability Through Program Transfor-mation," IEEE Trans. on Soft. Engineering, SE-10, No. 5 (September 1984) 574-588

S. S. Chen, J. J. Dongarra, and C. C. Hsiung, "Multiprocessing Linear Algebra Algorithmson CRAY X-MP-2: Experiences with Small Granularity," J. of Parallel and DistributedComputing, 1 (1984) 22-31

W. J. Cody, "FUNPACK -A Package of Special Function Routines," Sources and Develop-rent of Mathematical Software, Ed. W. Cowell, Prentice-Hall, Englewood Cliffs, 1984,

pp. 49-67

W. J. Cody, "Observations on the Mathematical Software Effort," Sources and Develop-ment of Mathematical Software, Ed. W. Cowell, Prentice-Hall, Englewood Cliffs, 1984,pp. 1-19

W. J. Cody, J. J. Coonen, K. Hanson, D. Hough, W. Kahan, R. Karplinski, J. Palmer, F. N.Ris, and D. Stevenson, "A Proposed Radix- and Wordlength-Independent Standard forFloating Point Arithmetic," MICRO 4, No. 4 (August 1984) 88-100

T. F. Coleman, B. S. Garbow, and J. J. Morb, "Algorithm 618: FORTRAN Subroutines forEstimating Sparse Jacobian Matrices," ACM Trans. on Math. Soft. 10 (September 1984)345-347

T. F. Coleman, B. S. Garbow, and J. J More, "Software for Estimating Sparse JacobianMatrices," ACM Trans. on Math. Soft. 10 (September 1984) 329-345

T. F. Coleman and D. C. Sorensen, "A Note on the Computation of an Orthonormal Basisfor the Null Space of a Matrix," Mathematical Prog., 29 (1984) 234-242

J. J. Dongarra. "Performances Comparbes de 80 Ordinateurs sur des Programmes For-tran" Technique et Scient. Informatiques, 3, 5 (1984) 355-360

J. J. Dongarra and S. C. Eisenstat, "Squeezing the Most Out of an Algorithm in CRAY For-tran," ACM Trans. Math. Software, 10, 3 (1984) 221-230

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J. J. Dongarra, J. R. Gabriel, D. D. Koelling, and J. H. Wilkinson, "The Eigenvalue Problemfor Hermitian Matrices with Time Reversal Symmetry," Linear Algebra and Its Appl., 60(1984) 27-42

J. J. Dongarra, J. R. Gabriel, D. D. Koelling, and J. H. Wilkinson, "Solving the SecularEquation Including Spin Orbit Coupling for Systems with Inversion and Time ReversalSymmetry," J. of Computational Physics, 54 (May 1984) 278-288

J. J. Dongarra and R. Hiromoto, "A Collection of Parallel Linear Equations Routines forthe Denelcor HEP," Parallel Computing, 1, 2 (1984)

J. J. Dongarra and C. B. Moler, "EISPACK - A Package for Solving Matrix EigenvalueProblems," Sources and Development of Mathematical Software. Ed. W. Cowell,Prentice-Hall, Englewood Cliffs, 1984, pp. 68-87

J. J. Dongarra and G. W. Stewart, "LINPACK - A Package for Solving Linear Systems,"Sources and Development of Mathematical Software, Ed. W. Cowell, Prentice-Hall,Englewood Cliffs, 1984, pp. 20-48

B. S. Garbow, "Remark on Algorithm 535," ACM Trans. on Math. Soft. 10 (December1984) 476

L. Gatteschi and J. N. Lyness, "An Indirect Approach to Trigonometric Quadratic Rules,"Estrato da Calcolo, 20 (1983) 191-210

H. G. Kaper and M. K. Kwong, "Oscillation of Two-Dimensional Linear Second-OrderDifferential Systems," J. Diff. Eq. 56 (1985) 195-205

H. G. Kaper, M. K Kwong, K. Akiyama, and A. B. Mingarelli, "Oscillation of LinearSecond-Order Differential Systems," Proc. Amer. Math. Soc. 91 (1984) 85-91

H. G. Kaper, M. K. Kwong, and A. Zettl, "Regularizing Transformations for Certain Singu-lar Sturm-Liouville Boundary Value Problems," SIAM J. Math. Anal. 15 (1984) 957-963

H. G. Kaper, M. K Kwong, and A. Zettl, "Singular Sturm-Liouville Problems with Nonne-gative and Indefinite Weights," Monatshefte fuer Mathematik 97 (1984) 177-189

H. G. Kaper, C. G. Lekkerkerker, M. K Kwong, and A. Zettl, "Full- and Partial-RangeEigenfunction Expansions for Sturm-Liouville Problems with Indefinite Weights," Proc.Roy. Soc. Edinburgh 98A (1984) 69-88

G. K. Leaf and M. Minkoff, "DISPL2: A Portable Package for Solving One and Two SpatiallyDimensional Convection-Diffusion Kinetics Nonlinear PDEs," Advances in CbmputerMethods for Partial Differential Equations, Ed. V. R. Vichnevetsky and R S. Stepleman.IMACS, New Brunswick, New Jersey, 1984, pp. 429-432

E. Lusk, J. Gabriel, T. Lindholm, and R. Overbeek, "Logic Programming on the HEP,"Parallel MIMD Computation: The HEP Supercomputer and its Applications, ed. J. S.Kowalik, The MIT Press, 1985

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E. Lusk and R Overbeek, "A Portable Environment for Research in Automated Reason-ing," 7th International Conf. on Automated Deduction (Napa, California, May 14-16,1984), Lecture Notes in Computer Science, Vol. 170, Ed. R. E. Shostak, Springer-Verlag,New York, 1984, pp. 43-52

E. Lusk and R Overbeek, "Comment atteindre le milliard d'inferences par seconde,"Intelligence Artificielle et Productique 3 (November 1984) 5-7 (also in MCS-TM-32, pp.15-24)

E. Lusk and R. Overbeek, "Non-Horn Problems," JAR 1, 1 (February 1985) 103-114

E. L. Lusk, R. A. Overbeek, and B. Parrello, "Designing IMS Data Bases from Entity-Relationship Models," Auerbach Data Base Management, Auerbach Publishers, Inc.,1985

J. N. Lyness, "The Calculation of Trigonome'ric Fourier Coefficients," J. of Computa-tional Physics 54 (April 1984) 57-73

J. J. More, D. C. Sorensen, B. S. Garbow, and K. E. Hillstrorn, "The MINPACK Project,"Sources and Development of MathemiaticaL Software, Ed. W. Cowell, Prentice-Hall,Englewood Cliffs, 1984, pp. 88-111

D. C. Sorensen, "Analysis of Pairwise Pivoting in Gaussian Elimination," IEEE Trans. onComputers, C-34, 3 (1985) 274-278

D. C. Sorensen, "Buffering for Vector Performance on a Pipelined MIMD Machine," Paral-lel Computing 1 (1984) 143-164 (also MCS-TM-29, April 1984)

L. Wos, "Automated Reasoning and Its Potential Applications," Proc. of the RegionalIEEE Symposium on Artificial Intelligence, Long Island, New York, April 1984

L. Wos, "Achievements in Automated Reasoning," SIAM News (July 1984) 4-5

L. Wos, "Automated Reasoning," Am. Math. Monthly 92 (February 1985) 85-92

L. Wos, "Automated Reasoning Programs: How They Work," SIAM News (September 1984)4-5

L. Wos, "Editorial: A Journal Is Born," JAR 1, 1 (February 1985) 1-3

L. Wos, "What Is Automated Reasoning?" JAR 1, 1 (February 1985) 6-9

L. Wos, R. Veroff, B. Smith, and W. McCune, "The Linked Inference Principle, II: TheUser's Viewpoint," 7th International Conf. on Automated Deduction (Napa, California,May 14-16, 1984), Lecture Notes in Computer Science, Vol. 170, Ed. R. E. Shostak,Springer-Verlag, New York, 1984, pp. 316-332

L. Wos and S. Winker, "Open Questions Solved with the Assistance of AURA," Contem-porary Mathematics 29 (1984) 73-88

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L. Wos, S. Winker, B. Smith, R VerofT, and L. Henschen, "A New Use of an AutomatedReasoning Assistant: Open Questions in Equivalential Calculus and the Study of InfiniteDomains," AI 22 (1984) 303-358

Reports

J. Boersma, H. G. Kaper, and Man Kam Kwong, "Interlacing Property of Eigenvalues ofSturm-Liouville Boundary Value Problems," Proceedings of the 1984 Workshop: SpectralTheory of Sturm-LiouviLle Differential Operators, ANL-84-73 (December 1984), pp. 57-60

J. Clausing, R. Hagstrom, E. Lusk, and R. Overbeek, Use of Monitors in Pascal on theLemur: A Tutorial on the Barrier, Self-scheduling FOR-Loop, and Askfor Monitors, ANL-64-53 (July 1984)

W. J. Cody, Second Thoughts on the Mathematical Software Effort: A Perspective, ANL-84-83 (October 1984)

S. M. Ehrlich, J. R. Gabriel, A. Gonen, and L. Kuchnir, Graph Theoretic Approaches toDiagnostics: Applications of Logic Programming and Outset Theory to Aspects of Reac-tor rind Circuit Analysis, ANL-84-74 (January 1985)

J. R. Gabriel, A Design Philosophy for Reliable Systems, ANL-84-29 (1984)

J. R Gabriel and P. R Roberts, A Signal Flow Model for Sequential Logic Built fromCombinational Logic Elements and Its Implementation in Prolog, ANL-84-89 (Sep-tember 1984)

H. G. Kaper, G. K. Leaf, M. Matalon, and B. J. Matkowsky, Burner Stabilized Flames inFluids, ANL-84-47 (July 1984)

H. G. Kaper, A. Zettl, and G. W. Pieper, Proceedings of the 1984 Workshop: SpectralTheory of Sturm-Liouville Differential Operators, ANL-84-73 (December 1984)

G. K. Leaf and M. Minkoff. DISPLI: A Software Package for One and Two SpatiallyDimensioned Kmetics-Diffusion Problems, ANL-84-56 (September 1984)

E. Lusk, J. Gabriel. T. Lindholm, and R. Overbeek, A Tutorial on the Warren AbstractMachine, ANL-84-84 (October 1984)

E. L. Lusk and R. A. Overbeek, The Automated Reasoning System ITP, ANL-84-27 (April1984)

E. L. Lusk and R. A. Overbeek, Implementation of Monitors with Macros: A Program-ming Aid for the HEP and Other Parallel Processors, ANL-83-97 (Rev. 1: July 1984)

E. L. Lusk and R A. Overbeek, Logic Machine Architecture Inference Mechanisms -Layer 2 User Reference Manual Release 2.0, ANL-82-84, Rev. 1 (April 1984)

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E. L. Lusk and R. A. Overbeek, Use of Monitors in Fortran: A 7utoria, on the Barrier,Self-Scheduling DO-Loop, and Askfor Monitors, ANL-84-51 (July 1984)

E. Lusk, R Overbeek, and R Olson, A Tutorial on the Use of Monitors in C: A Nutorial onWriting Portable Cbde for Multiprocessors, ANL-85-2 (January 1985)

G. W. Pieper, d., Mathematics and Computer Science Diivision Activities - April 1, 1983- March 31, 1984, ANL-84-32 (May 1984)

Technical Memoranca

W. J. Cody, "Software for Special Functions," MCS-TM-37 (October 1984)

T. F. Coleman. B. S. Garbow, and J. J. More, "Software for Estimating Sparse HessianMatrices," MCS-TM-43 (December 1984)

J. J. Dongarra, "Perfcirmance of Various Computers Using Standard Linear EquationsSoftware in a Fortran Environment," MCS-TM-23 (updated August 184)

J. J. Dongarra, J. du Croz, S. Hammarling, and R. J. Hanson, "A Proposal for an ExtendedSet of Fortran Basic Linear Algebra Subprograms," MCS-TM-41 (December 1984)

J. J. Dongarra and E. Grosse, "Distribution of Mathematical Software via ElectronicMail," MCS-TM-48 (March 1985)

J. J. Dongarra, L. Kaufman, and S. Hammarling, "Squeezing the Most out of EigenvalueSolvers on High-Performance Computers," MCS-TM-46 (January 1955)

J. J. Dongarra, E. L. Lusk, R. A. Overbeek, B. T. Smith. and D. C. Sorensen, "New Direc-tions in Software for Advanced Computer Architectures," MCS-TM-32 (August 1984)

J. J. Dongarra. A. Sameh, and D. C. Sorensen, "Implementation of Some Concurrent.Algorithms for Matrix Factorization," MCS-TM-25 (October 1984)

J. J. Dongarra and D. C. Sorensen, "A Parallel Linear Algebra Library," MCS-TM-33(October 1984)

K. Dritz, "History of Multitasking in PL/1 (IBM and otherwise)," Proceedings for theArgonne Workshop on Programming the Next Generation of Supercomputers, MCS-TM-334 (October 1984), pp. 24-42

J. Gabriel, T. G. Lindholm, E. L. Lusk, and R. A. Overbeek, "A Short Note on AchievableLIP Rates Using the Warren Abstract Prolog Machine," MCS-TM-38 (October 1984)

C. W. Gear, "Maintaining Solution Invariants in the Numerical'Solution of ODEs," MCS-TM-40 (Navember 1984)

G. Giunta. J. N. Lyness, and A. Murli, "An Implementation of Weeks' Method for t4

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Inverse Laplace Transformation Problem," MCS-TM-39 (October 1984)

M. T. Heath and D. C. Sorensen, "A Pipelined Givens Method for Computing the QR Fac-torization of a Sparse Matrix," MCS-TM-47 (February 1985)

"Informal Proceedings of the Symposium on Computational Mathematics - State of theArt," MCS-TM-42 (December 1984)

C. Kamath and A. Sameh, "The Preconditioned Conjugate Gradient Algorithm on a Mul-

tiprocessor," MCS-TM-28 (June 1984)

E. L. Lusk and R A. Overbeek, "Implementing Multiprocessing Algorithms Now," NewDirections in Software for Advanced Computer Architectures, MCS-TM-32 (August 1984),pp. 5-10

E. Lusk and R Overbeek, "Multiprocessing Using Macro Packages That Implement Moni-tors," Proceedings for the Argonne Workshop on Programming the Next Generation ofSupercomputers, MCS-TM-34 (October 1984) 91-107

E. L Lusk and R A. Overbeek, "Parallelism in Automated Reasoning Systems," NewDirections in Software for Advanced Computer Architectures, MCS-TM-32 (August 1984),pp. 25-34

E. L. Lusk and R A. Overbeek, "Research Topics: Multiprocessing Algorithms for Compu-tational Logic," MCS-TM-31 (July 1984)

J. N. Lyness, "Extrapolation Methods for Multi-Dimensional Quadrature of Singular andRegular Integrand Functions," MCS-TM-45 (February 1985)

J. N. Lyness and G. Giunta, "A Modification of the Weeks' Method for Numerical Inversionof the Laplace Transform," MCS-TM-35 (October 1984)

B. T. Smith, J. J. Dongarra, and P. C. Messina, "Proceedings for the Argonne Workshopon Programming the Next Generation of Supercomputers," MCS-TM-34 (October 1984)

D. Sorensen, "Some Experiences with Transporting Numerical Software for ParallelComputers," Proceedings for the Argonne Workshop on Programming the Next Genera-tion of Supercomputers, MCS-TM-34 (October 1984), pp. 109-117

Oral Presentations

W. J. Cody, "The Proposed IEEE Radix and Wordlength Independent Floating Point Stan-dard," Western Michigan University, April 12, 1984

W. J. Cody, "Software for the Elementary Functions: History and Philosophy," SIAMNational Meeting, Seattle, Washington. July 20, 1984

W. J. Cody, "Second Thoughts on the Mathematical Software Effort: A Perspective,"

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Symposium on Computational Mathematics: State of the Art, Argonne National Labora-tory, September 1984

W. J. Cody, "Software for Special Functions," Torino, Italy, October 11, 1984

J. J. Dongarra, "Designing Algorithms in Linear Algebra for Different Computer Archi-tectures," 23rd IEEE Conf. on Decision and Control, Las Vegas, Nevada, December 12,1984

K W. Dritz, "ANSI Standard PL/I - Update 1984," SHARE 63, Miami Beach, August 15,1984

J. R. Gabriel, "Copcepts for Reliable Plant Operation," Conference on Control Systems inNuclear Plant, Oak Ridge National Laboratory, May 16. 1984

J. R. Gabriel, "Automated Reasoning Research at Argonne," Conference on ArtificialIntelligence Applications in the Nuclear Industry, EPRI, June 19, 1984

H. G. Kaper, "Full- and Partial-Range Eigenfunction Expansions for Sturm-LiouvilleProblems of Polar Type," Dept. of Mathematics, University of Illinois, Urbana, April 12,1984

H. G. Kaper, "Asymptotics of Eigenvalues and Eigenfunctions of Indefinite Sturm-Liouville Problems," ANL Workshop on Spectral Theory of Sturm-Liouville DifferentialOperators, Argonne National Laboratory, Argonne, Illinois, May 15, 1984

H. G. Kaper, "Op zoek naar een dominante eigenwaarde," invited talk, Afscheidssympo-sium Prof. Dr. Ir A.I. van de Vooren, Rijksuniversiteit Groningen, Netherlands, June 22,1984

H. G. Kaper, "Burner Stabilized Flames in Fluids," Conference on Ordinary and PartialDifferential Equations, Dundee, Scotland, June 26, 1984

H. G. Kaper, "Sturm-Liouville Eigenwertprobleme mit indefiniten Gewichtsfunktionen,"Inst. fuer Angewandte Mathematik, Universitaet Erlang' n-Nuernberg, W. Germany, July11, 1984

H. G. Kaper, "Sturm-Liouville Eigenwertprobleme mit indefiniten Gewichtsfunktionen,"Inst. fuer Mathematik, Universitaet Regensburg, W. Germany, July 14, 1984

H. G. Kaper, "Careers in Mathematics," Lyons Township High School, March 6, 1985

J. N. Lyness, "Integrating Some Infinite Oscillating Tails," Invited address International

Congress on Computational and Applied Mathematics, Leuven, Belgium, J'Ly 25, 1984

J. N. Lyness, "A Survey of Extrapolation Methods for Multi-dimensional Quadrature ofSingular and Regular Integrand Functions," Invited address at Liverpool, Manchester,1985 Summer School, July 11, 1985

J. N. Lyness, "A Survey of Extrapolation Methods for Multi-dimensional Quadrature of

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Singular and Regular Integrand Functions," University of Pavia, Italy, February 28, 1985

J. N. Lyness, "When Not to Use an Automatic Quadrature Routine," University of Parma,Italy, February 27, 1985

P. C. Messina, "Programming Language Standards Development: A Difficult BalancingAct," Northern Illinois University, April 4, 1984

P. C. Messina, "Experiences with Programming the Denelcor HEP Parallel Computer,"High Energy Physics Advisory Panel Sub-panel on Large-Scale Computing Approachesfor the Next Decade, Fermi National Laboratory, December 7, 1984

P. C. Messina, "Introduction to Supercomputer Technology," Association of AmericanRailroads Research and Test Department, Workshop on Railroad Research Applicationsof Supercomputer Technology, Chicago, February 5, 1984

J. J. More, "Software for EstImating Sparse Jacobian and Hessian Matrices: A GraphColoring Approach," Oberwolfach Mathematical Programming Conference, Oberwolfach,Germany, January 7-11, 1985.

J. J. More, "Software for Estimating Sparse Jacobian and Hessian Matrices: A GraphColoring Approach," Christian Michelsen Institute, Bergen, Norway, January 14, 1985.

L. Wos, "Automated Reasoning: Introduction and Applications," University of IndianaComputer Science Department, April 3, 1984

L. Wos, "Automated Reasoning: Introduction and Applications," Sandia National Labora-tories, April 10, 1984

L. Wos, "Automated Reasoning: Introduction and Applications," Associated Colleges forGreater Chicago, Argonne National Laboratory, April 12, 1984

L. Wos, "Automated Reasoning: Introduction and Applications," University of Missouri atRolla. April 18, 1984

L. Wos, "Automated Reasoning and Answering Open Questions," University of Missouri atRolla, April 18, 1984

L. Wos, host, Tutorial Workshop on Automated Reasoning, Argonne National Laboratory,June 12-13, 1984

l. Wos, "Automated Reasoning," Midwest Talent Search Program, Argonne NationalLaboratory, July 3, 1984

L. Wos, "Automated Reasoning: Introduction and Applications," General MotorsResearch, September 25, 1984.

L. Was, "Automated Reasoning and Its Relation to Expert Systems," IBM ResearchCenter, Yorktown Heights, October 10, 1984.

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L. Wos, "Automated Reasoning, Circuit. Design, and Circuit Validation," IEEE DesignAutomated Workshop, Michigan State University, October 17, 1984.

L. Wos, "Automated Reasoning: Introduction and Applications," (with E. Lusk), COMPACtutorial, November 6, 1984.

L Wos, "Programs That Function as Automated Reasoning Assistants," University of Illi-nois, Urbana, November 13, 1984.

L. Wos, "Programs That Function as Automated Reasoning Assistants," College of SaintFrancis, Joliet, IL, December 4, 1984.

L. Wos, "Automated Reasoning: Introduction and Applications," Carnegie- Mellon Univer-sity, PA, January 23, 1985.

L. Wos, "Automated Reasoning: Introduction and Applications," IEEE Computer Society,Chicago Section, February 27, 1985.

L Wos, "Automated Reasoning: Introduction and Applications," Automath andAutomated Reasoning Week (part of Mathematics Year on Logic), University of Mary-land, March 5, 1985.

L Wos, "Automated Reasoning: Answering Open Questions from Algebra and FormalLogic," Automath and Automated Reasoning Week (part of Mathematics Year on Logic),University of Maryland, March 6, 1985.

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Appendix E

VIS1TOI PROGRAM

The Visitors Program encourages interactions with the applied mathematical sci-ences research community. Following is a list of students and visiting scientists whocame to Argonne for work in mathematics and computer science during the periodApril 1, 1984, through March 31, 1985.

Faculty and Saff Appointments

Howard BlairPaul CalamaiGiulio GiuntaAndreas GriewankWilliam HarrodJohann HejtmanekLawrence HenschenGwendolen HinesWaldo KabatMan Kern KwongWilliam McCune, Jr.Bernard MatkowskyMonagur MuralidharanAlmerico MurliG. W. StewartJames H. WlkinsonAnthony WojcikAnton Zetti

Iowa State UniversityUniversity of Waterloo, CanadaItalian National Research CouncilSouthern Methodist UniversityUniversity of KentuckyUniversity of ViennaNorthwestern UniversityUniversity of IllinoisIllinois Institute of TechnologyNorthern Illinois UniversityNorthwestern UniversityNorthwestern UniversityUniversity of KentuckyUniversity of NaplesUniversity of MarylandStanford UniversityIllinois Institute of TechnologyNorthern Illinois University

Resident cudent Associates

Joseph KljaichJonathan MillsTodd Peterson

Illinois Institute of TechnologyWestern Michigan UniversityCornell University

Guest Gradate bbident

Steven Winker

Zachary Franco

Chris Thompson

Betsy Ann Knox

University of Illinois, Chicago Circle

Scientific Asistants

Harvard UniversityNAG, Inc.

saudnt Aide

Illinois Benedictine College

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dent Research Participants

Jennifer ArbanasJohn BechtoldKatherine ClarkeJames ClausingGenell DavisLouis KuchnirPhilip RobertsDavid TchengKiernan WholeanThomas Wood

Western Michigan UniversityNorthwestern UniversityKansas State UniversityMuskegun CollegeConcordia CollegeMassachusetts Institute of TechnologyOklahoma State UniversityIllinois State UniversitySiena CollegeOklahoma State University

Coop Employees

Steven EhrlichTimothy LindholmRobert Taylor

Illinois Institute of TechnologyIllinois Institute of TechnologyQueen's University of Belfast

Precollege Program in Science and Engineering

Robert OlsonMichael Yoo

Lisle Senior High SchoolHomewood/Flossmoor High School

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Appendix F

MEETINGS AND WORKSHOPS

1. Spectral Theory of Sturm-Liouville Differential Operators -May 14 - June 15. 1984

A five-week workshop was sponsored jointly by the MCS Division and the University ofChicago Board of Governors. Five topics were emphasized: asymptotics of eigenvaluesand eigenfunctions; qualitative and quantitative aspects of Sturm-Liouville problemswith discrete spectra; qualitative and quantitative aspects of Sturm-Liouville problemswith continuous spectra; polar, indefinite, and non-selfadjoint Sturm-Liouville prob-lems; and systems of second-order Sturm-Liouville equations. The proceedings of themeeting have been published as Argonne Report 84-73.

2. Third Tutorial/Workshop on Automated Reasoning -June 12-13, 1984

A two-day series of lectures was presented by members of the Argonne automatedreasoning group. The lectures included discussion of the fundamentals of automatedreasoning and various applications such as circuit design and validation, programverification, and research in mathematics and formal logic.

3. Forefronts of Large-Scale Computational Problems -June 25-27. 1984

Argonne co-sponsored a conference at the National Bureau of Standards, Gaithers-burg, Maryland. More than 400 people attended, including university researchers,laboratory directors, hardware manufacturers, and R&D managers. Medical imaging,materials science, economics, chemical synthesis, and fluid design were some of theapplications areas discussed for large-scale computing.

4. Mixed Language Programming Workshop -June 28. 1984

A miniworkshop, jointly organized by the Language Working Group and the IFIP Work-ing Group 2.5 on Numerical Software, was held at the Jet Propulsion Laboratory in June1984. This workshop explored the feasibility of satisfying the need for specializedlanguage facilities by combining subprograms, each written in a suitable language. Theconclusion from this miniworkshop was that there exists enough interest and experi-ence with mixed language programming to hold a more extended workshop on thistopic in 1985.

5. 21st Language Working Group Meeting -September 5-7. 1984

A Language Working Group meeting was held in Knoxville, Tennessee. The focus wason X3J3 actions and on language issues for parallel computers.

6. 1984 NASIG Meeting -September 18-19, 1984

Argonne hosted a two-day meeting which featured two topics: 1) partial and ordinarydifferential equations, approximations, and applications; and 2) parallel computations,linear algebra, and optimization.

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7. Computational Mathematic: State of the Art -September ,)-21. 1984

A two-day symposium was held at Argonne in honor of J. H. Wilkinson on his 65thbirthday. Ten invited speakers presented lectures on current and future researchdirections in the mainstream of modern scientific computing.

8. 1984 Midwest Conference on Ordinary Differential Equations -October 12-13.1964

Argonne hosted the 1984 annual conference on ODEs. Approximately 35 mathemati-cians attended, primarily from U.S. universities. The program consisted of eightinvited one-hour lectures.

9. 22nd Language Working Group Meeting -February 25-27. 1985

A Language Working Group meeting was held in San Mateo to review the activities atthe national laboratories, to examine the progress of Fortran standards work, and todiscuss members' experiences programming parallel machines.

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Appendix G

sIARS

During the period April 1, 1984 - March 31, 1985, the Mathematics and ComputerScience Division sponsored numerous seminars in mathematics and computer science.Many of these were part of a continuing series of seminars on high-performance com-puting, sponsored jointly by the MCS Division and Computing Services.

Ken KennedyAutomatic Translation of Fortran Programs to Vector FormRice UniversityApril 5, 1984

Ram SrivastavDirect Methods for the Numerical Solution of SingularIntegral Equations

State University of New York at Stony BrookApril 12, 1984

Gerard HuetCanonical Forms in Finitely Presented Algebras... and

Other Related TopicsInstitut National de Recherche en Informatique et enAutomatique, France

May 8, 1984

J. P. VialUnconstrained Optimization by Approzimation of a Projected Gadient PathCenter for Operations Research and Econometrics, BelgiumMay 8, 1984

J. Douglas rdwellIssues in the Design of a Computer-Aided Systems and

Control Analysis and Design EnvironmentThe University of TennesseeMay 24, 1984

Roger Fletcherl Penalty Methods for Nonlinear ConstraintsDundee University, ScotlandMay 30, 1984

W. ZangwillHomotopy Methods for Global OptimizationUniversity of ChicagoJune 5, 1984

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Alvin BaylissA Numerical Method for the Helmholtz EquationExxon Corporate ResearchJune 29, 1984

James BunchSolving Toeplitz Systems of EquationsUniversity of California - San DiegoJuly 5, 1984

James H. WlkinsonNon-Linear Equations in Numerical Linear AlgebraStanford UniversityJuly 6, 1984

Ake BjorckSome Methods for Separating Stiff Components in Initial Value ProblemsLinkoping University, SwedenAugust 9, 1984

Elvio UrsicA Linear Characterization of NP-Complete ProblemsMadison, WisconsinAugust 9, 1984

M. J. D. PowellData Smoothing Using Divided DifferencesUniversity of Cambridge, EnglandSeptember 24, 1984

Robert PaigeTransformational Programming with Largo Scale AutomationRutgers UniversityOctober 29, 1984

Seve GregoryFifth Generation Research at imperial College and Parlog:Parallel Programming in Logic

Imperial College of Science and Technology, University of LondonOctober 30, 1984

Claude I.marechalTowards Constructing Second Order Methods for Nonsmooth OptimizationINRIA, FranceDecember 6, 1984

J Strother MooreAutomated Hardware VrificationUniversity of Texas at AustinDecember 11, 1984

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Walter GautuchiPolynomials Orthogonal on the Semi-circlePurdue UniversityFebruary 19, 1985

Michael OsborneL 1 PittingAustralian National UniversityApril 11, 1985

High-Performance Computing Seminars

Clifford ArnoldMachine Independent Techniques for Scientific SupercormputingETA Systems, Inc.April 19, 1984

Dennis GannonProgramming a 64 Processor Parallel System: Some Techniques

and IdeasPurdue UniversityApril 23, 1984

Don CalahanSimulation and Tasking of Vector MultiprocessorsUniversity of MichiganMay 11, 1984

Gerard VichniacSimulating Physics uith Cllular AutomataMIT Laboratory for Computer ScienceMay 18, 1984(Sponsored jointly with the Physics Division)

Robert EwaldHigh Performance Computing at Los Aamos,Los Alamos National LaboratoryMay 29, 1984

Jack WorltonSupercomputers: }hast, Present, and FutureLos Alamos National LaboratoryJune 12, 1984

John GustafsonDesign Considerations for the Matriz Algebra AcceleratorFloating Point Systems, Inc.June 28, 1984

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Cleve MolerMATLAB on the IBM-PCUniversity of New MexicoJuly 6, 1984

Rusty LuskArgonne's Advanced Computing Research FacilityArgonne National LaboratoryJuly 26, 1984

Paul SwarztrauberTopics in Fast Fourier 7IansforwsNational Center for Atmospheric ResearchAugust 2, 1984

Raul MendezJapanese Supercomputers - Hardware and Software FbaturesNaval Post Graduate SchoolAugust 13, 1984

Peter EltgrothThe Independent Timne-step Method for HydcrodynaamicsLawrence Livermore National LaboratoryAugust 20, 1984

Creve MaplesImplications of a Reconffgurable Multiprocessor Architecture inScientific Applications

Lawrence Berkeley LaboratoryOctober 18, 1984

Dave SadlerOUerriew of the CRAY-2CRAY Research inc.November 2, 1984

lain S. DuffThe Use of Supercomputers in EuropeA.E.R.E. Harwell. EnglandNovember 29, 1984

Steve WallachConvex C-1: A 64bit SupercomputerConvex Computer CorporationDecember 11, 1984

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R D. RetbergThe Butterfly MultiprocessorBBN LaboratoriesJanuary 24, 1985

adney FernbachSupercomputer Systems: Present and FukureAlamo, CaliforniaJanuary 31, 1985

John Van RomndaleThe Blaze Language: A Parallel Language for Scientific ProgrammingNASA Langley Research CenterFebruary 7. 1985

flse IpsenEfficient Parallel Solution of Linear Systems with Hyperbolic RotationsYale UniversityFebruary 14, 1985

Lawrence SamartnThe FLEX/32 Multicomputing EnvironmentFlexible Computer CorporationFebruary 28, 1985

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Distribution for ANLrHe4

Internal:

K. L. KliewerA. B. KrisciunasP. C. Messina (91)D. M. PahisT. M. Woods (2)G. W. Pieper (91)

ANL Patent DepartrnentANL Contract FileANL LibrariesTIS Files (6)

EKternal:

DOE-TIC. for distribution per UC-32 (169)Manager, Chicago Operations Office, DOEMathematics and Computer Science Division Review Committee:

J. L. Bona, U. ChicagoT. L. Brown, U. of Illinois, UrbanaS. Gerhart, Wang Institute,Tynsboro, MAG. H. Golub, Stanford U.W. C. Lynch, Xerox Corp., Palo AltoJ. A. Nohel, U. of Wisconsin, MadisonM. F. Wheeler, Rice U.

D. Austin, ER-DOEJ. Greenberg, ER-DOEG. Michael, LLLC. E. Oliver, ER-DOE


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