S files preliminary list (June 2001)

Note: These programs appear to work correctly under both Splus (Version 5.1) and R (Version 1.0.1)

Your comments and criticisms on coding and style are welcome.

Chapter 2 Arithmetic

Filename

Description

adjust.s

Demonstrates self-controlled floating point arithmetic by writing several numbers in d*2**i form.

macheps.s

Finds machine epsilon by trial and error.

 

Chapter 3 Matrices and Linear Equations

Filename

Description

chlsky.s

Computes Cholesky factorization of positive definite matrix.

chlsoi.s

Computes inverse of positive definite matrix.

 

Chapter 4 More Methods for Solving Linear Equations

Filename

Description

chex44.s

Likelihood computations for ARMA models.

chex46.s

Multiplication with Markov Chain transition matrix.

 

Chapter 5 Regression Computations

Filename

Description

chex56.s

QR factorization of a simple design matrix.

sweep.s

Demonstration of sweep operator in regression. Uses file browncut.dat.

 

Chapter 6 Eigenproblems

Filename

Description

orthit1.s

Computes three eigenvalues and their vectors of a 7 by 7 matrix using orthogonal iteration.

orthit2.s

Computes all four eigenvalues and vectors of a 4 by 4 matrix using orthogonal iteration.

orthit3.s

Computes two eigenvalues and their vectors of a 6 by 6 matrix using orthogonal iteration.

orthit4.s

Computes three eigenvalues and their vectors of a 5 by 5 matrix using orthogonal iteration.

qreig1.s

Computes all eigenvalues and vectors of four matrices.

rsvd1.s

Computes singular value decomposition.

 

Chapter 7 Functions: Interpolation, Smoothing and Approximation

Filename

Description

runge1.s

Demonstration of Runge phenomenon using equally spaced interpolation.

runge2.s

Demonstation of Runge phenomenon using unequally spaced interpolation.

splint.s

Demonstration of spline interpolation using both natural splines and splines with derivative conditions.

splsmu.s

Demonstration of smoothing splines. Uses data in eppright.dat.

 

Chapter 8 Introduction to Optimization and Nonlinear Equations

Filename

Description

numdif.s

Demonstration of numerical differentiation.

 

Chapter 9 Functions: Interpolation, Smoothing, and Approximation

Filename

Description

chex97.s

Computes results for logistic regression in Example 9.7 (Cox) to be compared with results in the demonstration chex97.

chex98.s

Computes results for logistic regression in Example 9.8 (Finney) to be compared with results in the demonstration chex98. Uses file finney.dat.

chex99.s

Computes results for Poisson regression in Example 9.9 (Frome) to be compared with results in the demonstration chex99. Uses file frome.dat.

 

Chapter 10 Numerical Integration and Monte Carlo Methods

Filename

Description

chex103.s

Computes posterior moments for variance components problem (Example 10.1) using the Korobov method.