| [Abalenkovs_etal:2017] | Abalenkovs, M., Bagherpour, N., Dongarra, J., Gates, .M., Haidar, A., Kurzak, J., Luszczek, P., Relton, S., Sistek, J., Stevens, D., Wu, P., Yamazaki, I., Asim YarKhan, A., and Zounon, M., (2017a) PLASMA 17.1 Functionality Report LAPACK Working Notes 293 (lawn293 and UT-EECS-17-751 ). Available at: http://www.netlib.org/lapack/lawnspdf/lawn293.pdf |
| [Abramowitz_Stegun:1970] | Abramowitz, M., and Stegun, I.A., (1970) Handbook of Mathematical Functions. New York, Dover Publications. |
| [Anda_Park:1994] | Anda, A.A. and Park, H., (1994) Fast plane rotations with dynamic scaling. Siam J. Matrix Anal. Appl., 15, 162-174. DOI: https://doi.org/10.1137/S0895479890193017 |
| [Anderson_etal:1999] | Anderson, E., Bai, Z., Bischof, C., Blacford, S., Demmel, J., Dongarra, J., Croz, J.D., Greenbaum, A., Hammarling, S., McKenney, A., and Sorensen, D., (1999) LAPACK User’s Guide. 3rd Ed. SIAM, Philadelphia, PA. DOI: https://doi.org/10.1137/1.9780898719604 |
| [Anderson_Fahey:1997] | Anderson, E., and Fahey, M., (1997) Performance improvements to LAPACK for the Cray Scientific Library. LAPACK Working Note No 126. Available at: http://www.netlib.org/lapack/lawnspdf/lawn126.pdf |
| [Bailey:1990] | Bailey, D., (1990) FFTs in External or Hierarchical Memory. The Journal of Supercomputing, 4:1, 23-35. DOI: https://doi.org/10.1007/BF00162341 |
| [Barlow_etal:2005] | Barlow, J.L., Bosner, N., and Drmac, Z., (2005) A new stable bidiagonal reduction algorithm. Linear Algebra Appl., 397:1, 35-84. DOI: https://doi.org/10.1016/j.laa.2004.09.019 |
| [Barnard:1978] | Barnard, J., (1978) Algorithm AS126: Probability Integral of the normal range. Appl. Statist., 27:2, 197-198. DOI: https://doi.org/10.2307/2346956 |
| [Berry_etal:1990] | Berry, K.J., Mielke, P.W., and Cran, G.W., (1990) Algorithm AS R83: A remark on Algorithm AS 109: Inverse of the Incomplete Beta Function Ratio. Appl. Statist., 39:2, 309-310. DOI: https://doi.org/10.2307/2347779 |
| [Berry_etal:1991] | Berry, K.J., Mielke, P.W., and Cran, G.W., (1991) Correction to Algorithm AS R83: A remark on Algorithm AS 109: Inverse of the Incomplete Beta Function Ratio. Appl. Statist., 40:1, p.236. |
| [Best_Roberts:1975] | Best, D.J., and Roberts, D.E., (1975) Algorithm AS 91: The Percentage Points of the chi2 Distribution. Appl. Statist., 24:3, 385-388. DOI: https://doi.org/10.2307/2347113 |
| [Bini_etal:2005] | Bini, D.A., Gemignani, L., and Tisseur, F., (2005) The Ehrlich-Aberth method for the nonsymmetric tridiagonal eigenvalue problem. SIAM J. Matrix Anal. Appl., 27:1, 153-175. DOI: https://doi.org/10.1137/S0895479803429788 |
| [Bjornsson_Venegas:1997] | Bjornsson, H., and Venegas, S.A., (1997) A manual for EOF and SVD analyses of climate data. McGill University, CCGCR Report No. 97-1, Montreal, Quebec, 52 PP. See: https://www.jsg.utexas.edu/fu/files/EOFSVD.pdf |
| [blas1] | Lawson, C.L., Hanson, R.J., Kincaid, D.R., and Krogh, F.T., (1979) Algorithm 539: Basic linear algebraic subprograms for fortran usage. ACM Trans. Math. Software 5, 3, 324-325. DOI: http://dx.doi.org/10.1145/355841.355848 |
| [blas2] | Dongarra, J.J., Du Croz, J., Hammarling, S., and Hanson, R.J., (1988) Algorithm 656: An extended set of basic linear algebra subprograms: Model implementation and test programs. ACM Trans. Math. Software 14, 1, 18-32. DOI: http://dx.doi.org/10.1145/42288.42292 |
| [blas3] | Dongarra, J.J., Du Croz, J., Hammarling, S., and Duff, I., (1990) Algorithm 679: A set of level 3 basic linear algebra subprograms. ACM Trans. Math. Software 16, 1, 18-28. DOI: http://dx.doi.org/10.1145/77626.77627 |
| [Bloomfield:1976] | Bloomfield, P., (1976) Fourier analysis of time series- An introduction. John Wiley and Sons, New York. ISBN: 978-0-471-65399-8 |
| [Bosner_Barlow:2007] | Bosner, N., and Barlow, J.L., (2007) Block and Parallel versions of one-sided bidiagonalization. SIAM J. Matrix Anal. Appl., 29:3, 927-953. DOI: https://doi.org/10.1137/050636723 |
| [Braun_Kulperger:1997] | Braun, W.J., and Kulperger, R.J., (1997) Properties of a fourier bootstrap method for time series. Communications in Statistics - Theory and Methods, 26, 1329-1336. DOI: http://dx.doi.org/10.1080/03610929708831985 |
| [Bretherton_etal:1992] | Bretherton, C., Smith, c., and Wallace, J.M., (1992) An intercomparison of methods for finding coupled patterns in climate data. Journal of Climate, 5, 541-560. DOI: 10.1175/1520-0442(1992)005<0541:AIOMFF>2.0.CO;2 |
| [Buckley:1994a] | Buckley, A.G., (1994) Conversion to Fortran 90: a Case Study. ACM Transactions on Mathematical Software, 20(3), 308-353. DOI: http://dx.doi.org/10.1145/192115.192139 |
| [Buckley:1994b] | Buckley, A.G., (1994) Algorithm 734: A Fortran 90 Code for Unconstrained Nonlinear Minimization. ACM Transactions on Mathematical Software*, 20(3), 354-372. DOI: http://dx.doi.org/10.1145/192115.192146 |
| [Cleveland:1979] | Cleveland, W.S., (1979) Robust Locally Weighted Regression and Smoothing Scatterplots. Journal of the American Statistical Association, 74, 829-836. DOI: https://doi.org/10.1080/01621459.1979.10481038 |
| [Cleveland_Devlin:1988] | Cleveland, W.S., and Devlin, S.J., (1988) Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting. Journal of the American Statistical Association, 83, 596-610. DOI: https://doi.org/10.1080/01621459.1988.10478639 |
| [Cleveland_etal:1990] | Cleveland, R.B., Cleveland, W.S., McRae, J.E., and Terpennings, I., (1990) A Seasonal-Trend Decomposition Procedure Based on Loess. See http://www.jos.nu/Articles/abstract.asp?article=613 |
| [Coates_Diggle:1986] | Coates, D.S., and Diggle, P.J., (1986) Tests for comparing two estimated spectral densities. Journal of Time series Analysis, 7:1, 7-20. DOI: https://doi.org/10.1111/j.1467-9892.1986.tb00482.x |
| [Cody:1988] | Cody, W.J., (1988) Algorithm 665: MACHAR: A Subroutine to Dynamically Determine Machine Parameters. ACM Transactions on Mathematical Software, 14:4, 303-311. DOI: https://doi.org/10.1145/50063.51907 |
| [Cody_Coonen:1993] | Cody, W.J., and Coonen, J.T., (1993) Algorithm 722_ Functions to Support the IEEE Standard for Binary Floating-Point Arithmetic. ACM Transactions on Mathematical Software, 19:4, 443-451. DOI: https://doi.org/10.1145/168173.168185 |
| [Cooley_etal:1969] | Cooley, J.W., Lewis, P., and Welch, P., (1969) The Fast Fourier Transform and its Applications. IEEE Trans on Education, 12:1, 27-34. DOI: https://doi.org/10.1109/TE.1969.4320436 |
| [Cooley_etal:1970] | Cooley, J.W., Lewis, P., and Welch, P., (1970) The application of the Fast Fourier Transform algorithm to the estimation of spectra and cross-spectra. Journal of Sound and Vibration, 12:3, 339-352. DOI: https://doi.org/10.1016/0022-460X(70)90076-3 |
| [Cooper:1968] | Cooper, B.E., (1968) The integral of student’s t distribution (Algorithm AS3). Applied Statistics, 17:2, 189-190. DOI: https://doi.org/10.2307/2985684 |
| [Cran_etal:1977] | Cran, G.W., Martin, K.J., and Thomas, G.E., (1977) Remark AS R19 and Algorithm AS 109: A remark on Algorithms: AS 63 the Incomplete Beta integral, AS 64 Inverse of the Incomplete Beta Function Ratio. Appl. Statist., 26:1, 111-114. DOI: https://doi.org/10.2307/2346887 |
| [Davison_Hinkley:1997] | Davison, A.C., and Hinkley, D.V., (1997) Bootstrap methods and their application. Cambridge Univesity press, Cambridge, UK, 484 pp. DOI: https://doi.org/10.1017/CBO9780511802843 |
| [Demmel_Kahan:1990] | Demmel, J.W., and Kahan, W., (1990) Accurate singular values of bidiagonal matrices. SIAM Journal of Scientific and Statistical Computing, 11:5, 873-912. DOI: https://doi.org/10.1137/0911052 |
| [Demmel_etal:1993] | Demmel, J., Heath, M.T., and Van Der Vorst, H., (1993) Parallel numerical linear algebra. Acta Numerica, 2, 111-197. DOI: https://doi.org/10.1017/S096249290000235X |
| [Dhillon:1998] | Dhillon, I.S., (1998) Current inverse iteration software can fail. BIT, 38:4, 685-704. DOI: https://doi.org/10.1007/BF02510409 |
| [Diggle:1990] | Diggle, P.J., (1990) Time series: a biostatistical introduction. Clarendon Press, Oxford, 257 pp. ISBN-10: 0198522266 |
| [Diggle_Fisher:1991] | Diggle, P.J., and Fisher, N.I., (1991) Nonparametric comparison of cumulative periodograms. Applied Statistics, 40:3, 423-434. DOI: https://doi.org/10.2307/2347522 |
| [Dongarra_etal:1989] | Dongarra, J.J., Sorensen, D.C., and Hammarling, S.J., (1989) Block reduction of matrices to condensed form for eigenvalue computations. Journal of Computational and Applied Mathematics, 27:1-2, 215-227. DOI: |
| [Doornik:2007] | Doornik, J.A, (2007) Conversion of high-period random numbers to floating point. ACM Transactions on Modeling and Computer Simulation, 17:1, Article No. 3. DOI: https://doi.org/10.1145/1189756.1189759 |
| [Duchon:1979] | Duchon, C., (1979) Lanczos filtering in one and two dimensions. Journal of applied meteorology, 18:8, 1016-1022. DOI: 10.1175/1520-0450(1979)018<1016:LFIOAT>2.0.CO;2 |
| [Ebisuzaki:1997] | Ebisuzaki, W., (1997) A method to estimate the statistical significance of a correlation when the data are serially correlated. Journal of climate, 10, 2147-2153. DOI: https://doi.org/10.1175/1520-0442%281997%29010%3C2147%3AAMTETS%3E2.0.CO%3B2 |
| [Fernando:1997] | Fernando, K.V., (1997) On computing an eigenvector of a tridiagonal matrix. Part I: Basic results. Siam J. Matrix Anal. Appl., 18:4, 1013-1034. DOI: https://doi.org/10.1137/S0895479895294484 |
| [Fernando:1998] | Fernando, K.V., (1998) Accurately counting singular values of bidiagonal matrices and eigenvalues of skew-symmetric tridiagonal matrices. SIAM J. Matrix Anal. Appl., 20:2, 373-399. DOI: https://doi.org/10.1137/S089547989631175X |
| [Fortran] | Metcalf, M., Reid, J., and Cohen, M., (2013) Modern FORTRAN Explained. 7rd Ed., Oxford University Press, Oxford, UK. |
| [Gentleman_Marovich:1974] | Gentleman, W.M., and Marovich, S.B., (1974) More on algorithms that reveal properties of floating point arithmetic units. Communications of the ACM, 17:5, 276-277. DOI: https://doi.org/10.1145/360980.361003 |
| [Godunov_etal:1993] | S.K. Godunov, A.G. Antonov, O.P. Kiriljuk, V.I. Kostin (1993) Guaranteed Accuracy in Numerical Linear Algebra. Kluwer Academic. (A revised translation of a Russian text first published in 1988 in Novosibirsk) |
| [Goertzel:1958] | Goertzel, G., (1958) An Algorithm for the Evaluation of Finite Trigonometric Series. The American Mathematical Monthly, 65:1, 34-35. DOI: https://doi.org/10.2307/2310304 |
| [Goldstein:1973] | Goldstein, R.B., (1973) Chi-square quantiles. Comm. A.C.M., 16:8, 483-485. DOI: https://doi.org/10.1145/355609.362319 |
| [Golub_VanLoan:1996] | Golub, G.H., and Van Loan, C., (1996) Matrix Computations. 3rd Ed., The John Hopkins University Press, Baltimore, MD. |
| [Greenbaum_Dongarra:1989] | Greenbaum, A., and Dongarra, J., (1989) Experiments with QR/QL Methods for the Symmetric Tridiagonal Eigenproblem. LAPACK Working Note No 17. |
| [Hansen_etal:2012] | Hansen, P.C., Pereyra, V., and Scherer, G., (2012) Least Squares Data Fitting with Applications. Johns Hopkins University Press, 328 pp. ISBN:9781421407869 |
| [Harase:2014] | Harase, S., (2014) On the F2-linear relations of Mersenne Twister pseudorandom number generators. Mathematics and Computers in Simulation, 100, 103-113. DOI: https://doi.org/10.1016/j.matcom.2014.02.002 |
| [Hart:1978] | Hart, J.F., (1978) Computer Approximations. Krieger Publishing Co., Inc. Melbourne, FL, USA. ISBN:0882756427 |
| [Hennecke:1995] | Hennecke, M., (1995) A Fortran90 interface to random number generation. Computer programs in physics, 90 (1), 117-120. DOI: https://doi.org/10.1016/0010-4655(95)00065-N |
| [Higham:2009] | Higham, N.J., (2009) Cholesky factorization. Wiley Interdisciplinary Reviews: Computational Statistics, 1, 251-254. DOI: https://doi.org/10.1002/wics.018 |
| [Higham:2011] | Higham, N.J., (2011) Gaussian elimination. Wiley Interdisciplinary Reviews: Computational Statistics, 3:3, 230-238. DOI: https://doi.org/10.1002/wics.164 |
| [Hill:1970] | Hill, G.W., (1970) Student’s t-distribution (Algorithm 395). Comm. A.C.M., 13:10, 617-619. DOI: https://doi.org/10.1145/355598.355599 |
| [Hill:1970b] | Hill, G.W., (1970) Student’s t-quantiles (Algorithm 396). Comm. A.C.M., 13:10, 619-620. DOI: https://doi.org/10.1145/355598.355600 |
| [Hill:1973] | Hill, I.D., (1973) Algorithm AS66: The Normal Integral. Appl. Statist., 22:3, 424-427. DOI: https://doi.org/10.2307/2346800 |
| [Howell_etal:2008] | Howell, G.W., Demmel, J., Fulton, C.T., Hammarling, S., and Marmol, K., (2008) Cache efficient bidiagonalization using BLAS 2.5 operators. ACM Transactions on Mathematical Software (TOMS), 34:3, Article 14. DOI: https://doi.org/10.1145/1356052.1356055 |
| [Iacobucci_Noullez:2005] | Iacobucci, A., and Noullez, A., (2005) A Frequency Selective Filter for Short-Length Time Series. Computational Economics, 25:1-2,75-102. DOI: https://doi.org/10.1007/s10614-005-6276-7 |
| [Ipsen:1997] | Ipsen, I.C.F., (1997) Computing an eigenvector with inverse iteration. SIAM Review, 39:2, 254-291. DOI: https://doi.org/10.1137/S0036144596300773 |
| [Jenkins_Watts:1968] | Jenkins, G.M., and Watts, D.G., (1968) Spectral Analysis and its Applications. San Francisco: Holden-Day. ISBN-10: 0816244642 |
| [Knuth:1997] | Knuth, D.E., (1997) The Art of Computer Programming, Volume III: Sorting and Searching. 3rd Ed, Addison-Wesley, Reading, MA, USA. ISBN 0201896850. |
| [Lanczos:1964] | Lanczos, C., (1964) A precision approximation of the gamma function. J. SIAM Numer. Anal., B, 1:1, 86-96. DOI: https://doi.org/10.1137/0701008 |
| [Lau:1980] | Lau, C.L., (1980) Algorithm AS 147: A simple series for the Incomplete Gamma Integral. Appl. Statist., 29:1, 113-114. DOI: https://doi.org/10.2307/2346431 |
| [Lawson_Hanson:1974] | Lawson, C.L., and Hanson, R.J., (1974) Solving least square problems. Prentice-Hall. DOI: https://doi.org/10.1137/1.9781611971217 |
| [LEcuyer:1999] | L’Ecuyer, P., (1999) Tables of Maximally-Equidistributed Combined LFSR Generators. Mathematics of computations, 68:225, 261-269. DOI: https://doi.org/10.1090/S0025-5718-99-01039-X |
| [Majumder_Bhattacharjee:1973] | Majumder, K.L., and Bhattacharjee, G.P., (1973) Algorithm AS 63: the Incomplete Beta Integral. Appl. Statist., 22:3, 409-411. DOI: https://doi.org/10.2307/2346797 |
| [Malcolm:1972] | Malcolm, M.A., (1972) Algorithms to reveal properties of floating-point arithmetic. Communications of the ACM, 15:11, 949-951. DOI: https://doi.org/10.1145/355606.361870 |
| [Malyshev:2000] | Malyshev, A.N., (2000) On deflation for symmetric tridiagonal matrices. Report 182 of the Department of Informatics, University of Bergen, Norway. See: https://www.ii.uib.no/~sasha/mypapers/report/ii182.ps.gz |
| [Marques_Vasconcelos:2017] | Marques, O., and Vasconcelos, P.B., (2017) Computing the Bidiagonal SVD Through an Associated Tridiagonal Eigenproblem. In: Dutra I., Camacho R., Barbosa J., Marques O. (eds) High Performance Computing for Computational Science - VECPAR 2016. VECPAR 2016. Lecture Notes in Computer Science, vol 10150. Springer, Cham. DOI: https://doi.org/10.1007/978-3-319-61982-8_8 |
| [Marsaglia:1999] | Marsaglia, G., (1999) Random number generators for Fortran. Posted to the computer-programming-forum. See: http://computer-programming-forum.com/49-fortran/b89977aa62f72ee8.htm |
| [Marsaglia:2005] | Marsaglia, G., (2005) Double precision RNGs. Posted to the electronic billboard to sci.math.num-analysis. See: http://sci.tech-archive.net/Archive/sci.math.num-analysis/2005-11/msg00352.html |
| [Marsaglia:2007] | Marsaglia, G., (2007) Fortran and C: United with a KISS. Posted to the Google comp.lang.forum. See: http://groups.google.co.uk/group/comp.lang.fortran/msg/6edb8ad6ec5421a5 |
| [Mastronardi_etal:2006] | Mastronardi, M., Van Barel, M., Van Camp, E., and Vandebril, R., (2006) On computing the eigenvectors of a class of structured matrices. Journal of Computational and Applied Mathematics, 189:1-2, 580-591. DOI: https://doi.org/10.1016/j.cam.2005.03.048 |
| [Matsumoto_Nishimura:1998] | Matsumoto, M., and Nishimura, T., (1998) Mersenne Twister: A 623-dimensionally equidistributed uniform pseudorandom number generator. ACM Transactions on Modeling and Computer Simulation, 8:1, 3-30. DOI: https://doi.org/10.1145/272991.272995 |
| [Monro_Branch:1977] | Monro, D.M., and Branch, J.L., (1997) Algorithm AS 117: The Chirp discrete Fourier transform of general length. Appl. Statist., 26:3, 351-361. DOI: https://doi.org/10.2307/2346986 |
| [Noreen:1989] | Noreen, E.W., (1989) Computer-intensive methods for testing hypotheses: an introduction. Wiley and Sons, New York, USA, ISBN:978-0-471-61136-3 |
| [Olagnon:1996] | Olagnon, M., (1996) Traitement de donnees numeriques avec Fortran 90. Masson, 264 pages, Chapter 11.1.2, ISBN 2-225-85259-6. (in French) |
| [Oppenheim_Schafer:1999] | Oppenheim, A.V., and Schafer, R.W., (1999) Discrete-Time Signal Processing. 2rd Edition. Prentice-Hall, Signal Processing Series, New Jersey. ISBN-10: 0131988425 |
| [Parlett_Dhillon:1997] | Parlett, B.N., and Dhillon, I.S., (1997) Fernando’s solution to Wilkinsin’s problem: An application of double factorization. Linear Algebra and its Applications, 267, 247-279. DOI: https://doi.org/10.1016/S0024-3795(97)80053-5 |
| [Parlett:1998] | Parlett, B.N., (1998) The Symmetric Eigenvalue Problem. Revised edition, SIAM, Philadelphia. DOI: https://doi.org/10.1137/1.9781611971163 |
| [Peizer_Pratt:1968] | Peizer, D.B., and Pratt, J.W., (1968) A normal approximation for Binomial, F, Beta, and other common, related tail probabilities, I. J.A.S.A., 63:324, 1457-1483. DOI: https://doi.org/10.2307/2285895 |
| [Potscher_Reschenhofer:1988] | Potscher, B.,M., and Reschenhofer, E., (1988) Discriminating between two spectral densities in case of replicated observations. Journal of Time series Analysis, 9:3, 221-224. DOI: https://doi.org/10.1111/j.1467-9892.1988.tb00466.x |
| [Potscher_Reschenhofer:1989] | Potscher, B.,M., and Reschenhofer, E., (1989) Distribution of the Coates-Diggle test statistic in case of replicated observations. Statistics, 20:3, 417-421. DOI: https://doi.org/10.1080/02331888908802190 |
| [Priestley:1981] | Priestley, M.B., (1981) Spectral Analysis and Time Series. London: Academic Press. ISBN-10: 0125649223 |
| [Ralha:2003] | Ralha, R.M.S., (2003) One-sided reduction to bidiagonal form. Linear Algebra Appl., 358:1-3, 219-238. DOI: https://doi.org/10.1016/S0024-3795(01)00569-9 |
| [Reinsch_Bauer:1968] | Reinsch, C., and Bauer, F.L., (1968) Rational QR transformation with Newton shift for symmetric tridiagonal matrices. Numerische Mathematik, 11, 264-272. DOI: https://doi.org/10.1007/978-3-662-39778-7_17 |
| [Sedgewick:1998] | Sedgewick, R., (1998) Algorithms in C - Parts 1-4: Fundamentals, Data Structures, Sorting, Searching. 3rd Ed, Addison-Wesley, Reading, MA, USA. ISBN 978-0-201-31452-6. |
| [Shea:1988] | Shea, B.L., (1988) Algorithm AS 239: Chi-squared and Incomplete Gamma Integral. Appl. Statist., 37:3, 466-473. DOI: https://doi.org/10.2307/2347328 |
| [Shea:1991] | Shea, B.L., (1991) Algorithm AS R85 : A remark on AS 91: The Percentage Points of the chi2 Distribution. Appl. Statist., 40:1, pp.233-235. DOI: https://doi.org/10.2307/2347937 |
| [Stewart:1980] | Stewart, G.W., (1980) The efficient generation of random orthogonal matrices with an application to condition estimators. SIAM J. Numer. Anal., 17:3, 403-409. DOI: https://doi.org/10.1137/0717034 |
| [Stewart:2007] | Stewart, G.W., (2007) Block Gram-Schmidt Orthogonalization. Report TR-4823, Department of Computer Science, College Park, University of Maryland. |
| [Terray_etal:2003] | Terray, P., Delecluse, P., Labattu, S., Terray, L., (2003) Sea Surface Temperature associations with the Late Indian Summer Monsoon. Climate Dynamics, 21:7-8, 593-618. DOI: https://doi.org/10.1007/s00382-003-0354-0 |
| [Theiler_etal:1992] | Theiler, J., Eubank, S., Longtin, A., Galdrikian, B., and Farmer, J.D. (1992) Testing for nonlinearity in time series: the method of surrogate data. Physica D, 8, 77-94. DOI: https://doi.org/10.1016/0167-2789(92)90102-s |
| [Thomas_etal:2007] | Thomas, D.B., Luk, W., Leong, P.H.W., and Villasenor, J.D., (2007) Gaussian random number generators. ACM Comput. Surv., 39:4, Article 11, 38 pages. DOI: https://doi.org/10.1145/1287620.1287622. See: http://doi.acm.org/10.1145/1287620.1287622 |
| [VanZee_etal:2011] | Van Zee, F.G., Van de Geijn, R., and Quintana-Orti, G., (2011) Restructuring the QR Algorithm for High-Performance Application of Givens Rotations. FLAME Working Note 60. The University of Texas at Austin, Department of Computer Sciences. Technical Report TR-11-36. |
| [vonStorch_Zwiers:2002] | von Storch, H., and Zwiers, F.W., (2002) Statistical Analysis in Climate Research. Cambridge University Press, Cambridge, UK, 484 pp., ISBN:9780521012300 |
| [Walck:2007] | Walck, C., (2007) Hand-book on statistical distributions for experimentalists. Stockholm University, Internal Report SUF-PFY/96-01. See http://staff.fysik.su.se/~walck/suf9601.pdf |
| [Walker:1988] | Walker, H.F., (1988) Implementation of the GMRES method using Householder transformations. Siam J. Sci. Stat. Comput., 9:1, 152-163. DOI: https://doi.org/10.1137/0909010 |
| [Welch:1967] | Welch, P.D., (1967) The use of Fast Fourier Transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms. IEEE trans. on audio and electroacoustics, AU-15:2, 70-73. DOI: https://doi.org10.1109/TAU.1967.1161901 |
| [Wichura:1988] | Wichura, M.J., (1988) Algorithm AS 241: The percentage points of the normal distribution. Appl. Statist., 37:3, 477-484. DOI: https://doi.org/10.2307/2347330 |
| [Wilson_Hilferty:1931] | Wilson, E.B., and Hilferty, M.M., (1931) The distribution of Chi-square. Proc. Natl. Acad. Sci., USA, 17:12, 684-688. DOI: https://doi.org/10.1073/pnas.17.12.684 |
| [YarKhan_etal:2016] | YarKhan A., Kurzak, J., Luszczek, P., and Dongarra, J., (2016) Porting the PLASMA numerical library to the OpenMP standard. International Journal of Parallel Programming, 45: 612. DOI: https://doi.org/10.1007/s10766-016-0441-6 |