Project 8: Criteria for evaluating quadrature, ODE and integral equation software Interpreted as covered by the Baden conference on performance evaluation, see project 18. ----------------------------------------------------------------------- Oxford 1975: ============ Special session on evaluation of algorithms summarised in the minutes, pp 4-6. Position Paper: Building a Library of Numerical Algorithms: A Case Study from the Handbook on 'Linear Algebra' - C H Reinsch The author observed that there are there stages in the production of mathematical software: (i) the invention and selection of mathematical constructions (methods of computation), (ii) their casting into numerical algorithms (uniquely determined sequences of basic operations), (iii) the final transition into programs working on an individual computer (e.g. a FORTRAN program for an IBM 370 machine). He felt that the first stage is the domain of individual research so that a group devoted to communication could contribute little in this field. Likewise, he stated his belief that much of the third stage is too computer-specific to be the target of a group activity, On the other hand, it was the author's view that the second point would yield a more natural objective for the group. The working group would compile from the literature recommended methods of computation and evolve each of them into the form of a numerical algorithm as defined above and so gradually build up a universal library of such algorithms. The paper then discussed various premises of such an enterprise based on the experience gained in the work on the Springer Handbook of Automatic Computation, Volume II: Linear Algebra (eds. J. H. Wilkinson and C. H. Reinsch). Discussion: There was agreement with Dr Wilkinson that the divisions in the papers in the Handbook were a good idea. The respective merits of Algol 60 and FORTRAN were argued and Dr Lawson remarked that in some ways languages such as BABEL represented a gradual drawing together of opposing viewpoints. Pursuing Dr Reinsch's theme that algorithms should be written in an Algol 60 subset to enable them to be translated easily into other languages, especially FORTRAN, Dr Smith enquired how dynamic arrays could be translated. He felt that it was wrong to expect people, unfamiliar with the algorithm, to be able to deal adequately with difficulties that may arise in different machine implementations. A theme, which was to recur throughout the afternoon, was introduced by Professor Stetter who wondered whether the group was primarily concerned with software or algorithms. He and Dr Lawson favoured the Handbook approach, and welcomed EISPACK, which sets standards for others to follow in the creation of libraries. Professor Stetter emphasised the need for means of evaluating an algorithm and mentioned the work of Professor Hull's group for ordinary differential equations. At this point the Chairman conveyed a message from Professor Hull which explained his absence from the meeting because of sickness. Professor Hull had volunteered to - (i) Co-ordinate the creation of a set of test problems for stiff and non-stiff problems in ordinary differential equations and make them available on magnetic tape. (ii) Attempt to categorise these problems. (iii) Supplement each problem with a routine capable of solving the problem within specified requirements. The meeting adopted Dr Ford's suggestion that he should write to Professor Hull expressing regret at his absence due to sickness. The group then discussed possible objectives. Dr Reid felt that the creation of a collection of a set of machine readable test problems was most important and he was supported in this by Dr Ford. Professor Stetter suggested that the group consider the qualities required of a good algorithm. He felt that a survey of user requirements would be useful and observed that a user should not have to choose between algorithms, but have this done automatically for him by the computer, given details of his particular problem. Discussion of the criteria for evaluation of numerical software ranged through the choice of algorithm, performance, documentation and user convenience of software, the tools for the evaluation of software and the collection of statistics on user needs. Professor Stetter felt that more progress would be made by concentrating the Group's attention on specific subject areas and quadrature, ordinary differential equations and integral equations were mentioned as candidates for consideration. Of them quadrature appeared most favourable as a first step. Amsterdam 1977: =============== Dr Smith and Professor Stetter are separately working on this and the conference next year will address this problem.