PowerStation/Numerical Recipes questions 
Author Message
 PowerStation/Numerical Recipes questions

Hi, folks.

        I'm a grad student who needs to do a lot of mathematical
processing on hundreds of different functions for my dissertation,
and I've looked at using Gauss, IMSL, and the procedures in
Numerical Recipes.  My fortran is slightly rusty (I've been using
<shudder> QB and VB for a couple of years), but using Gauss would
basically entail learning another language.  I've got access to a
VAX copy of IMSL, but I'd like to keep all my programming on my PC,
so I'm seriously thinking about just using the Numerical Recipes
procedures and a PC version of Fortran.  I saw PowerStation at
the book store the other day and noticed that it supposedly has
the Numerical Recipes algorithms already coded in for you (did I
understand that right?), so I'm thinking of buying it.  But before
I do, there's a couple of things I was wondering about:

1) If anyone out there has used the Numerical Recipes
   algorithms, is the subroutine library complete (i.e., do they
   provide all of the routines that are in the books of the same name)?

2) I've currently got Fortran 5.0.  Would there be any speed
   advantage for going with the PowerStation (I've got a 486/DX
   2-66 with 12 MB of RAM, so configuration is not a problem)?

3) I looked through the UseNet Fortran list, and I noticed a lot
   of messages about bugs in PowerStation.  Any comments, anyone?  
   (I will be doing math and string processing - no graphics, etc...
   - so I'm especially concerned about any problems of that nature).

4) Any comments in general on the downhill simplex minimzation program
   Amoeba in Numerical Recipes?  I plan on using it for Maximum
   Likelihood estimation, and would appreciate hearing from anyone else
   who's used it.

Thanks.

Troy Adair



Fri, 29 Aug 1997 17:12:24 GMT  
 PowerStation/Numerical Recipes questions

Quote:

>Hi, folks.

[... comments deleted ...]

Quote:

>1) If anyone out there has used the Numerical Recipes
>   algorithms, is the subroutine library complete (i.e., do they
>   provide all of the routines that are in the books of the same name)?

Yes. There is a "smart" extractor that extracts only the routines you
want. BTW, you do get sources of the NUMERICAL RECIPES not just an
object library. (in fact you will need to build the library if you need
it)

Quote:
>2) I've currently got Fortran 5.0.  Would there be any speed
>   advantage for going with the PowerStation (I've got a 486/DX
>   2-66 with 12 MB of RAM, so configuration is not a problem)?

Probably, you do not comprehend entirely the nature of the problem.
MS-Fortran v5.0 is a dead product (it died at v5.1); in addition,
it is a DOS compiler => 640Kb limit (ok you can get a bit higher with
overlays and a lot higher with Windows and v5.1) but you still
have segmented memory to deal with. Powerstation, OTOH, is a 32-bit
flat memory compiler that comes with one of the best DOS extenders
a mini version of PharLap's. If you will never have to deal with big
arrays/data, etc then stick with v5.0; else, you will need to use
the Powerstation. Another significant edge that the Powerstation
has is the number of DOS functions available: e.g. change directory,
get list of files matching a particular pattern, graphics, etc that
are not all available under MS Fortran v5.x

Quote:
>3) I looked through the UseNet Fortran list, and I noticed a lot
>   of messages about bugs in PowerStation.  Any comments, anyone?  
>   (I will be doing math and string processing - no graphics, etc...
>   - so I'm especially concerned about any problems of that nature).

Microsoft is an easy target for many of us (us = PC fortran users)
because it does not respond fast to problems/bugs. However, you
need to realize that MS Powerstation due to its price (~$85 academic
price) has sold thousands(?) of copies and so much more people
get into the bugs finding story. All compilers have bugs. That
does not mean that MS Powerstation is so bad; it is just not the
best Fortran PC compiler (I believe Lahey and Salford have the
two best but quite pricy compilers).

Quote:
>4) Any comments in general on the downhill simplex minimzation program
>   Amoeba in Numerical Recipes?  I plan on using it for Maximum
>   Likelihood estimation, and would appreciate hearing from anyone else
>   who's used it.

Sorry. Can't help you on that...

Quote:
>Thanks.

>Troy Adair


Petros Dafniotis

ps: All in all, if I were you I would stick with the VAX and the
DEC Fortran compiler. There is no other Fortran compiler as good
as that one and the VMS de{*filter*} is the best in the world, hands
down!


Fri, 29 Aug 1997 20:41:03 GMT  
 PowerStation/Numerical Recipes questions

Quote:
>as that one and the VMS de{*filter*} is the best in the world, hands
>down!

Ever tried dde on a Domain/OS box?

Dan
--
Dan Pop
CERN, CN Division

Mail:  CERN - PPE, Bat. 31 R-004, CH-1211 Geneve 23, Switzerland



Fri, 29 Aug 1997 22:51:11 GMT  
 PowerStation/Numerical Recipes questions

Quote:
>Hi, folks.

>    I'm a grad student who needs to do a lot of mathematical
>processing on hundreds of different functions for my dissertation,
>and I've looked at using Gauss, IMSL, and the procedures in
>Numerical Recipes.  My Fortran is slightly rusty (I've been using
><shudder> QB and VB for a couple of years), but using Gauss would
>basically entail learning another language.  I've got access to a
>VAX copy of IMSL, but I'd like to keep all my programming on my PC,
>so I'm seriously thinking about just using the Numerical Recipes
>procedures and a PC version of Fortran.  I saw PowerStation at
>the book store the other day and noticed that it supposedly has
>the Numerical Recipes algorithms already coded in for you (did I
>understand that right?), so I'm thinking of buying it.  But before
>I do, there's a couple of things I was wondering about:

>1) If anyone out there has used the Numerical Recipes
>   algorithms, is the subroutine library complete (i.e., do they
>   provide all of the routines that are in the books of the same name)?

Yes, every routine in the book is on the disk.
Access is made incredibly easy with a menu-driven help
file and automatic decompression of files.

Quote:
>2) I've currently got Fortran 5.0.  Would there be any speed
>   advantage for going with the PowerStation (I've got a 486/DX
>   2-66 with 12 MB of RAM, so configuration is not a problem)?

I believe you will get a significant speed improvement, but
how significant I don't know.  Anyone else know?

Quote:
>3) I looked through the UseNet Fortran list, and I noticed a lot
>   of messages about bugs in PowerStation.  Any comments, anyone?  
>   (I will be doing math and string processing - no graphics, etc...
>   - so I'm especially concerned about any problems of that nature).

The first version was quite buggy.  The "update" (still version 1.0)
is much better.  I do only numerical stuff and haven't found
any bugs since I installed the update (which was free from MS
and should be the currently sold program by now).

Quote:
>4) Any comments in general on the downhill simplex minimzation program
>   Amoeba in Numerical Recipes?  I plan on using it for Maximum
>   Likelihood estimation, and would appreciate hearing from anyone else
>   who's used it.

Coincidently, I plan on using this soon, but have not yet.

- Show quoted text -

Quote:
>Thanks.

>Troy Adair




Sat, 30 Aug 1997 08:18:03 GMT  
 PowerStation/Numerical Recipes questions

: Hi, folks.

:       I'm a grad student who needs to do a lot of mathematical
: processing on hundreds of different functions for my dissertation,
: and I've looked at using Gauss, IMSL, and the procedures in
: Numerical Recipes.  My Fortran is slightly rusty (I've been using
: <shudder> QB and VB for a couple of years), but using Gauss would
: basically entail learning another language.  I've got access to a
: VAX copy of IMSL, but I'd like to keep all my programming on my PC,
: so I'm seriously thinking about just using the Numerical Recipes
: procedures and a PC version of Fortran.  I saw PowerStation at
: the book store the other day and noticed that it supposedly has
: the Numerical Recipes algorithms already coded in for you (did I
: understand that right?), so I'm thinking of buying it.  But before
: I do, there's a couple of things I was wondering about:

: 1) If anyone out there has used the Numerical Recipes
:    algorithms, is the subroutine library complete (i.e., do they
:    provide all of the routines that are in the books of the same name)?

: 2) I've currently got Fortran 5.0.  Would there be any speed
:    advantage for going with the PowerStation (I've got a 486/DX
:    2-66 with 12 MB of RAM, so configuration is not a problem)?

: 3) I looked through the UseNet Fortran list, and I noticed a lot
:    of messages about bugs in PowerStation.  Any comments, anyone?  
:    (I will be doing math and string processing - no graphics, etc...
:    - so I'm especially concerned about any problems of that nature).

: 4) Any comments in general on the downhill simplex minimzation program
:    Amoeba in Numerical Recipes?  I plan on using it for Maximum
:    Likelihood estimation, and would appreciate hearing from anyone else
:    who's used it.

: Thanks.

: Troy Adair



Sat, 30 Aug 1997 13:47:48 GMT  
 PowerStation/Numerical Recipes questions

Quote:
>4) Any comments in general on the downhill simplex minimzation program
>   Amoeba in Numerical Recipes?  I plan on using it for Maximum
>   Likelihood estimation, and would appreciate hearing from anyone else
>   who's used it.

This is a very slow style of algorithm only to be used in dire circumstances.
Unless you've got a very good reason, you should try to use BFGS or conjugate
gradient techniques for most maximisation problems.

In fact, Maximum Likelihood problems have much more structure than generic
maximistation problems (a bit like least squares problems) and I think you can
often use a modified Levenberg-Marquandt style method (approximating
the second derivatives of the ML function using derivatives of the residuals).

Unless you are fairly clear about what you are doing, you may find that
learning the few commands you need in Gauss will cause you less grief in the
long run than using inappropriate routines in Fortran.

Chris



Sat, 30 Aug 1997 08:53:03 GMT  
 PowerStation/Numerical Recipes questions

last post fubar'd, try num 2:


: Hi, folks.
<stuff deleted>

: 1) If anyone out there has used the Numerical Recipes
:  provide all of the routines that are in the books of the same name)?

I believe the disk provided with Powerstation is a subset of the
full disk you get direct.

: 2) I've currently got Fortran 5.0.  Would there be any speed
:    advantage for going with the PowerStation (I've got a 486/DX
:    2-66 with 12 MB of RAM, so configuration is not a problem)?

you will realize a SIGNIFICANT speed improvement (32 bit v 16 bit)
The full glory of the speed is in numerical processing.
plus the windows interface/programming environment is a plus.
Of course, you can't create windows programs ( except NT )

: 3) I looked through the UseNet Fortran list, and I noticed a lot
:    of messages about bugs in PowerStation.  Any comments, anyone?  
:    (I will be doing math and string processing - no graphics, etc...
:    - so I'm especially concerned about any problems of that nature).

There's a maintenance release (1.0a?) that I'd assume they now ship
with the product. The bugs had to do with Linker incompatablilities
misc other items. Of couse Dos hosting Windows hosting Dos-Xtended
executables leads to occasional fubar's. Make frequent backups of
your Make files for they can get corrupted if one of your programs
GPF's windows. I'd also recommend Win 3.11 as host. I can't recall
a GPF since win 3.11 w/the maintenace release so either they've
fixed it or I'm writing less flakey code. I guess the former!

: 4) Any comments in general on the downhill simplex minimzation program
:    Amoeba in Numerical Recipes?  I plan on using it for Maximum
:    Likelihood estimation, and would appreciate hearing from anyone else
:    who's used it.

I've been playing with Amoeba and find it to be very interesting.
however, depending on the function(s) you're messing with and
the number of unknowns, it may not be the most appropriate.
If you tie in a graphical depiction of the search and hunt
procedure you'll find Amoeba can frequently go either down the
wrong path ( if there are many) and/or get stuck on a local
plateau. You'll find the documentation of the inputs to Amoeba
point you back to Nelder & Mead, Yarbro, and/or Jacoby. I've obtained
the  documents and I'd suggest you review them prior to
delving into the routine. You'll find them strewn about your
school library.
The NR folks changed the routine somewhat from the 1st
release of the NR collection. The factors for reflection,
contraction & expansion    of the Amoeba are built in as the
alpha, beta and gamma values
I believe in the orig and in Nelder & Mead there was
discussion of some question as to the appropriate size for these.
NR has adopted the values suggested in Jacoby. (1., .5, 2. )
I'm guessing cause I haven't revisited the routine for some time

Well that's about it, time I stopped procrastinating and got
back to whatever it was I was doing.

: Troy Adair

brian



Sat, 30 Aug 1997 21:50:16 GMT  
 PowerStation/Numerical Recipes questions
Here is my experience with Powerstation and Numerical Recipes.

1.  Powerstation with academic discount is great value.  The numerical recipes
alone would cost $50 dollars.  No bug was found that affects computation.

2.  If you need to spend more than half year on your code for thesis and with
a lot of matrix,  I would recommend Lahey Fortran 90 for $595.  It is much
more expensive but will cut your programming effort by at least half.  I did
a Bayes model for my PH.D. thesis and this is my reflection with my one month
experience in Fortran 90.

3.  The subroutine Ameoba can only do simple optimization.  For more complicated

ones you are advised to use two routines that need first order derivative. Among
the two, frprmn seems a bit more stable than dfpmin.

J.G. Liao



Sat, 30 Aug 1997 22:49:59 GMT  
 PowerStation/Numerical Recipes questions

: Hi, folks.

:       I'm a grad student who needs to do a lot of mathematical
: processing on hundreds of different functions for my dissertation,
: and I've looked at using Gauss, IMSL, and the procedures in
: Numerical Recipes.  My Fortran is slightly rusty (I've been using
: <shudder> QB and VB for a couple of years), but using Gauss would
: basically entail learning another language.  I've got access to a
: VAX copy of IMSL, but I'd like to keep all my programming on my PC,
: so I'm seriously thinking about just using the Numerical Recipes
: procedures and a PC version of Fortran.  I saw PowerStation at
: the book store the other day and noticed that it supposedly has
: the Numerical Recipes algorithms already coded in for you (did I
: understand that right?), so I'm thinking of buying it.  But before
: I do, there's a couple of things I was wondering about:

: 1) If anyone out there has used the Numerical Recipes
:    algorithms, is the subroutine library complete (i.e., do they
:    provide all of the routines that are in the books of the same name)?

: 2) I've currently got Fortran 5.0.  Would there be any speed
:    advantage for going with the PowerStation (I've got a 486/DX
:    2-66 with 12 MB of RAM, so configuration is not a problem)?

: 3) I looked through the UseNet Fortran list, and I noticed a lot
:    of messages about bugs in PowerStation.  Any comments, anyone?  
:    (I will be doing math and string processing - no graphics, etc...
:    - so I'm especially concerned about any problems of that nature).

: 4) Any comments in general on the downhill simplex minimzation program
:    Amoeba in Numerical Recipes?  I plan on using it for Maximum
:    Likelihood estimation, and would appreciate hearing from anyone else
:    who's used it.

: Thanks.

: Troy Adair

Hi Troy
I cannot help you on V5.0 vs. Powerstation, I have used V5.1 till now and
has just bought Powerstation but had no time yet to get my teeth into it!
However, while doing my Ph D I used the Nelder-Mead algorithm (which is
the simplex, or hill-climbing, algorithm used in Amoeba) to adapt Kalman
filters. It seemed to work well, the nelder-Mead algorithm is actually an
improvement on the original simplex by Spendley, et al. Unfortunately it
still suffers from some of the problems, e.g. converging on "false"
optimum peaks. I suspect you will experience similar problems when
applying it to maximum likelihoods. Let me know how this application is
progressing!

Regards




Tue, 02 Sep 1997 16:51:49 GMT  
 PowerStation/Numerical Recipes questions

Quote:

>Subject: Re: PowerStation/Numerical Recipes questions

>Date: 14 Mar 1995 00:18:03 GMT

deletions

Quote:
>2) I've currently got Fortran 5.0.  Would there be any speed
>   advantage for going with the PowerStation (I've got a 486/DX
>   2-66 with 12 MB of RAM, so configuration is not a problem)?

>I believe you will get a significant speed improvement, but
>how significant I don't know.  Anyone else know?

It depends on the code, but you can expect a program using Powerstation to run
in about 60% of the time it takes to run using MS Fortran 5.0.  A rough guide
is that with Powerstation you are using 32-bit processing rather than 16-bit.  
So the speed-up will be more or less by a factor of two minus some reduction
for the inefficiency of the system.   However, for me, the main advantage of
Powerstation over previous versions is the superb Windows-based
development environment.  I even use it to develop code to run on UNIX boxes.

Tom



Sat, 20 Sep 1997 03:00:00 GMT  
 PowerStation/Numerical Recipes questions

Quote:

>However, for me, the main advantage of Powerstation
> over previous versions is the superb Windows-based development
> environment.  I even use it to develop code to run on UNIX boxes.

I like the environment too, but I wouldn't call it superb.  I sorely miss
the ability to tailor the editor the way I can in Programmer's Workbench.
 And how do I search through all project files?  And why aren't my inline
comments recognized as comments (as far as the text coloring is
concerned)?  

:^) julie


www -   http://www.oceanweather.com/~oceanwx/oceanwx.htm



Sat, 20 Sep 1997 03:00:00 GMT  
 
 [ 11 post ] 

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