PERFORMANCE EVALUATION
		 OF NUMERICAL  SOFTWARE

Proceedings of the IFIP TC 2.5 Working Conference on
Performance Evaluation of Numerical Software

edited by
Lloyd D. FOSDICK
Department of Computer Science
University of Colorado at Boulder
USA

1979

NORTH-HOLLAND PUBLISHING COMPANY
AMSTERDAM - NEW YORK - OXFORD

				CONTENTS

PREFACE								  v
PARTICIPANTS							vii

SESSION 1: GENERAL ASPECTS OF PERFORMANCE EVALUATION		  1
   Bo Einarsson, Chair

Correctness of Numerical Software
   T.E. Hull							  3

Fundamentals of Performance Evaluation for Numerical Software
   W. Stanley Brown						 17

Correctness Proof and Machine Arithmetic
   T.J. Dekker							 31

Discussion
   Bo Einarsson							 45

SESSION 2: GENERAL ASPECTS OF PERFORMANCE EVALUATION		 49
   W. Morven Gentleman, Chair

Performance Profiles and Software Evaluation
   J.N. Lyness							 51

A Performance Evaluation of Linear Algebra Software in Parallel
Architectures
   Thomas L. Jordan						 59

Detecting Errors in Programs
   Lloyd D. Fosdick						 77

Discussion
   W. Morven Gentleman						 89

SESSION 3: PERFORMANCE EVALUATION IN LINEAR ALGEBRA
   James H. Wilkinson, Chair					 93

Performance Evaluation of Linear Algebra Software
   I.N. Molchanov						 95

Can Automated Theorem Provers be used to Evaluate Linear Algebra
Software?
   Brian T. Smith						105

Performance Evaluation of Codes for Sparse Matrix Problems
   I.S. Duff and J.K. Reid					121

Discussion
   T.J. Dekker and W. Hoffmann					137

SESSION 4: RELIABILITY AND WARRANTY OF NUMERICAL SOFTWARE	143
    Wayne R. Cowell, Chair

Legal Aspects of Numerical Software			
    Bryan Niblett						145

Reliable-Warrantable Code
    E.L. Battiste						151

Legal Remedies for Misrepresentation of Software
    Colin Tapper						159

Discussion
    Wayne R. Cowell						169

SESSION 5: PERFORMANCE EVALUATION IN ORDINARY 
DIFFERENTIAL EQUATIONS
    Lawrence F. Shampine, Chair					173

Performance Evaluation of O.D.E. Software through Modelling
    Hans J. Stetter						175

Comparison of Algorithms for Systems of Ordinary Differential
Equations Originating from Parabolic Initial-Boundary Value
Problems in Two Dimensions
    P.J. van der Houwen and J.G. Verwer				185

Using a Testing Package for the Automatic Assessment of
Numerical Methods for O.D.E's
    W.H. Enright						199

Discussion
    L.F. Shampine						215

SESSION 6: PERFORMANCE EVALUATION IN OPTIMIZATION AND 
NONLINEAR EQUATIONS						219
    Freerk A. Lootsma, Chair					

Performance Evaluation for Optimization Software
    Philip E. Gill and Walter Murray				221

A Numerical Comparison of Optimization Programs Using Randomly
Generated Test Problems
    Klaus Schittkowski						235

Developing Modular Software for Unconstrained Optimization
    Robert B. Schnabel						245

Implementation and Testing of Optimization Software
    Jorge J. More'						253

Discussion
    F.A. Lootsma						267

SESSION 7: PANEL DISCUSSION					271
    John R. Rice, Chair						

The Use of Mathematical Software Outside the Mathematical 
Software Community
    B. Einarsson, A.M. Erisman (Chair), S. Hitotumatu, 
    L.F. Shampine, J.H. Wilkinson and N.N. Yanenko		273

Performance Evaluation of Non-Linear Programming Codes from the
Viewpoint of a Decision Maker
    F.A. Lootsma						285

SESSION 8: GENERAL ASPECTS OF PERFORMANCE EVALUATION		299
   L. Michael Delves, Chair

Methodology for the Algorithm Selection Problem
   John R. Rice							301

Experimental Design and Statistical Evaluation
   J.A. Nelder							309

Evaluation of Numerical Software Intended for Many Machines
Is it Possible?
   Brian Ford, Graham S. Hodgson and David K. Sayers		317

Discussion
   L.M. Delves							331

AUTHOR INDEX							335