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二十世纪七大算法： 1946年　蒙特卡洛方法； 1951年　矩阵计算的分解方法； 1959~1961年　计算矩阵特征值的QR算法； 1962年　快速排序算法； 1965年　快速傅利叶变换算法； 1977年　整数关系探测算法； 1987年　快速多极算法。 下面是二十世纪最好的十大算法： 20世纪最好的算法，计算机时代的挑选标准是对科学和工程的研究和实践影响最大。下面就是按年代次序排列的20世纪最好的10个算法。 1. Monte Carlo方法 1946年，在洛斯阿拉莫斯科学实验室工作的John von Neumann，Stan Ulam和Nick Metropolis编制了Metropolis算法，也称为Monte Carlo方法。Metropolis算法旨在通过模仿随机过程，来得到具有难以控制的大量的自由度的数值问题和具有阶乘规模的组合问题的近似解法。数字计算机是确定性问题的计算的强有力工具，但是对于随机性（不确定性）问题如何当时并不知晓，Metropolis算法可以说是最早的用来生成随机数，解决不确定性问题的算法之一。 2. 线性规划的单纯形方法 1947年，兰德公司的Grorge Dantzig创造了线性规划的单纯形方法。就其广泛的应用而言，Dantzig算法一直是最成功的算法之一。线性规划对于那些要想在经济上站住脚，同时又有赖于是否具有在预算和其他约束条件下达到最优化的能力的工业界，有着决定性的影响(当然，工业中的“实际”问题往往是非线性的；使用线性规划有时候是由于估计的预算，从而简化了模型而促成的)。单纯形法是一种能达到最优解的精细的方法。尽管理论上讲其效果是指数衰减的，但在实践中该算法是高度有效的——它本身说明了有关计算的本质的一些有趣的事情。 3. Krylov子空间叠代法 1950年，来自美国国家标准局的数值分析研究所的Magnus Hestenes, Eduard Stiefel和Cornelius Lanczos开创了Krylov子空间叠代法的研制。这些算法处理看似简单的求解形为Ax=b的方程的问题。当然隐藏的困难在于A是一个巨型的n*n 矩阵，致使代数解x=b/A是不容易计算的(确实，矩阵的“相除”不是一个实际上有用的概念)。叠代法——诸如求解形为Kx(k+1)=Kx(k)+b-Ax(k)的方程，其中K 是一个理想地“接近”A 的较为简单的矩阵——导致了Krylov子空间的研究。以俄罗斯数学家Nikolai Krylov命名的Krylov子空间由作用在初始“余量”向量 r(0)=b-Ax(0)上的矩阵幂张成的。当 A是对称矩阵时，Lanczos找到了一种生成这种子空间的正交基的极好的方法。对于对称正定的方程组，Hestenes 和Stiefel提出了称为共轭梯度法的甚至更妙的方法。过去的50年中，许多研究人员改进并扩展了这些算法。当前的一套方法包括非对称方程组的求解技巧，像字首缩拼词为GMRES和Bi-CGSTAB那样的算法。(GMRES和Bi-CGSTAB分别首次出现于1986和1992 SIAM journal on Scientific and Statistical computing(美国工业与应用数学学会的科学和统计计算杂志)。 4. 矩阵计算的分解方法 1951年，橡树岭国家实验室的A1ston Householder系统阐述了矩阵计算的分解方法。研究证明能把矩阵因子分解为三角、对角、正交和其他特殊形式的矩阵是极其有用的。这种分解方法使软件研究人员能生产出灵活有效的矩阵软件包。这也促进了数值线性代数中反复出现的大问题之一的舍入误差分析问题。 (1961年伦敦国家物理实验室的James Wilkinson基于把矩阵分解为下和上三角矩阵因子的积的LU分解，在美国计算机协会(ACM)的杂志上发表了一篇题为“矩阵逆的直接方法的误差分析”的重要文章。) 5. Fortran最优编译程序 1957年，John Backus在IBM领导一个小组研制Fortran最优编译程序。Fortran的创造可能是计算机编程历史上独一无二的最重要的事件：科学家(和其他人)终于可以无需依靠像地狱那样可怕的机器代码，就可告诉计算机他们想要做什么。虽然现代编译程序的标准并不过分――Fortran I只包含23，500条汇编语言指令――早期的编译程序仍然能完成令人吃惊的复杂计算。就像Backus本人在1998年在IEEE annals of the History of computing 发表的有关Fortran I，II, III的近代历史的文章中回忆道：编译程序“所产生的如此有效的代码，使得其输出令研究它的编程人员都感到吓了一跳。” 6. 矩阵本征值计算的QR算法 1959—61年，伦敦Ferranti Ltd.的J.G. F. Francis找到了一种称为QR算法的计算本征值的稳定的方法。本征值大概是和矩阵相连在—起的最重要的数了，而且计算它们可能是最需要技巧的。把—个方阵变换为一个“几乎是”上三角的矩阵――意即在紧挨着矩阵主对角线下面的一斜列上可能有非零元素――是相对容易的，但要想不产生大量的误差就把这些非零元素消去，就不是平凡的事了。QR 算法正好是能达到这一目的的方法，基于QR 分解， A可以写成正交矩阵Q 和一个三角矩阵R 的乘积，这种方法叠代地把 A=Q(k)R(k) 变成 A(k+1)==Q(k)R(k) 就加速收敛到上三角矩阵而言多少有点不能指望。20世纪60年代中期QR 算法把一度难以对付的本征值问题变成了例行程序的计算。 7. 快速分类法 1962：伦敦Elliott Brothers, Ltd.的Tony Hoare提出了快速(按大小)分类法.把n个事物按数或字母的次序排列起来，在心智上是不会有什么触动的单调平凡的事。智力的挑战在于发明一种快速完成排序的方法。Hoare的算法利用了古老的分割开和控制的递归策略来解决问题：挑一个元素作为“主元”、把其余的元素分成“大的”和“小的”两堆(当和主元比较时)、再在每一堆中重复这一过程。尽管可能要做受到严厉责备的做完全部N(N-1)/2 次的比较(特别是，如果你把主元作为早已按大小分类好的表列的第一个元素的话！)，快速分类法运行的平均次数具有O(Nlog(N)) 的有效性，其优美的简洁性使之成为计算复杂性的著名的例子。 8. 快速Fourier变换 1965年，IBM的T. J. Watson研究中心的James Cooley以及普林斯顿大学和AT＆T贝尔实验室的John Tukey向公众透露了快速Fourier变换(方法)(FFT)。应用数学中意义最深远的算法，无疑是使信号处理实现突破性进展的FFT。其基本思想要追溯到Gauss(他需要计算小行星的轨道)，但是Cooley—Tukey的论文弄清楚了Fourier变换计算起来有多容易。就像快速分类法一样，FFT有赖于用分割开和控制的策略，把表面上令人讨厌的O(N*N) 降到令人满意的O(Nlog(N)) 。但是不像快速分类法，其执行(初一看)是非直观的而且不那么直接。其本身就给计算机科学一种推动力去研究计算问题和算法的固有复杂性。 9. 整数关系侦查算法 1977年，BrighamYoung大学的Helaman Ferguson 和Rodney Forcade提出了整数关系侦查算法。这是一个古老的问题：给定—组实数，例如说x(1),x(2),…,x(n) ，是否存在整数a(1),a(2),..,a(n) （不全为零），使得 a(1)x(1)+a(2)x(2)+…+a(n)x(n)=0 对于n=2 ，历史悠久的欧几里得算法能做这项工作、计算x(1)/x(2) 的连分数展开中的各项。如果x(1)/x(2) 是有理数，展开会终止，在适当展开后就给出了“最小的”整数a(1)和a(2) 。欧几里得算法不终止——或者如果你只是简单地由于厌倦计算——那么展开的过程至少提供了最小整数关系的大小的下界。Ferguson和Forcade的推广更有威力，尽管这种推广更难于执行(和理解)。例如，他们的侦查算法被用来求得逻辑斯谛(logistic)映射的第三和第四个分歧点，b(3)=3.544090 和 b(4)=3.564407所满足的多项式的精确系数。(后者是120 阶的多项式；它的最大的系数是257^30 。)已证明该算法在简化量子场论中的Feynman图的计算中是有用的。 10. 快速多极算法 1987年，耶鲁大学的Leslie Greengard 和Vladimir Rokhlin发明了快速多极算法。该算法克服了N体模拟中最令人头疼的困难之一：经由引力或静电力相互作用的N个粒子运动的精确计算(想象一下银河系中的星体，或者蛋白质中的原于)看来需要O(N*N) 的计算量——比较每一对质点需要一次计算。该算法利用多极展开(净电荷或质量、偶极矩、四矩，等等)来近似遥远的一组质点对当地一组质点的影响。空间的层次分解用来确定当距离增大时，比以往任何时候都更大的质点组。快速多极算法的一个明显优点是具有严格的误差估计，这是许多算法所缺少的性质。 三、结束语 2l世纪将会带来什么样的新的洞察和算法？对于又一个一百年完整的回答显然是不知道的。然而，有一点似乎是肯定的。正如20世纪能够产生最好的l0个算法一样，新世纪对我们来说既不会是很宁静的，也不会是弱智的。

[转]http://alpswy.spaces.live.com/
By Barry A. Cipra

Algos is the Greek word for pain. Algor is Latin, to be cold. Neither is the root for algorithm, which stems instead from al-Khwarizmi, the name of the ninth-century Arab scholar whose book al-jabrwa’l muqabalah devolved into today’s high school algebra textbooks. Al-Khwarizmi stressed the importance of methodical procedures for solving problems. Were he around today, he’d no doubt be impressed by the advances in his eponymous approach.
Some of the very best algorithms of the computer age are highlighted in the January/February 2000 issue of Computing in Science & Engineering, a joint publication of the American Institute of Physics and the IEEE Computer Society. Guest editors Jack Don-garra of the University of Tennessee and Oak Ridge National Laboratory and Fran-cis Sullivan of the Center for Comput-ing Sciences at the Institute for Defense Analyses put togeth-er a list they call the “Top Ten Algorithms of the Century.”
“We tried to assemble the 10 al-gorithms with the greatest influence on the development and practice of science and engineering in the 20th century,” Dongarra and Sullivan write. As with any top-10 list, their selections—and non-selections—are bound to be controversial, they acknowledge. When it comes to picking the algorithmic best, there seems to be no best algorithm. Without further ado, here’s the CiSE top-10 list, in chronological order. (Dates and names associated with the algorithms should be read as first-order approximations. Most algorithms take shape over time, with many contributors.)

1.蒙特卡洛算法
1946: John von Neumann, Stan Ulam, and Nick Metropolis, all at the Los Alamos Scientific Laboratory, cook up the Metropolis algorithm, also known as the Monte Carlo method. The Metropolis algorithm aims to obtain approximate solutions to numerical problems with unmanageably many degrees of freedom and to combinatorial problems of factorial size, by mimicking a random process. Given the digital computer’s reputation for deterministic calculation, it’s fitting that one of its earliest applications was the generation of random numbers.

2.单纯形法
1947: George Dantzig, at the RAND Corporation, creates the simplex method for linear programming. In terms of widespread application, Dantzig’s algorithm is one of the most successful of all time: Linear programming dominates the world of industry, where economic survival depends on the ability to optimize within budgetary and other constraints. (Of course, the “real” problems of industry are often nonlinear; the use of linear programming is sometimes dictated by the computational budget.) The simplex method is an elegant way of arriving at optimal answers. Although theoretically susceptible to exponential delays, the algorithm in practice is highly efficient—which in itself says something interesting about the nature of computation. In terms of widespread use, George Dantzig’s simplex method is among the most successful algorithms of all time.

3.Krylov子空间迭代法
1950: Magnus Hestenes, Eduard Stiefel, and Cornelius Lanczos, all from the Institute for Numerical Analysis at the National Bureau of Standards, initiate the development of Krylov subspace iteration methods. These algorithms address the seemingly simple task of solving equations of the form Ax = b. The catch, of course, is that A is a huge n x n matrix, so that the algebraic answer x = b/A is not so easy to compute. (Indeed, matrix “division” is not a particularly useful concept.) Iterative methods—such as solving equations of the form Kxi + 1 = Kxi + b – Axi with a simpler matrix K that’s ideally “close” to A—lead to the study of Krylov subspaces. Named for the Russian mathematician Nikolai Krylov, Krylov subspaces are spanned by powers of a matrix applied to an initial“remainder” vector r0 = b – Ax0. Lanczos found a nifty way to generate an orthogonal basis for such a subspace when the matrix is symmetric. Hestenes and Stiefel proposed an even niftier method, known as the conjugate gradient method, for systems that are both symmetric and positive definite. Over the last 50 years, numerous researchers have improved and extended these algorithms. The current suite includes techniques for non-symmetric systems, with acronyms like GMRES and Bi-CGSTAB. (GMRES and Bi-CGSTAB premiered in SIAM Journal on Scientific and Statistical Computing, in 1986 and 1992, respectively.)

4.矩阵计算的分解方法
1951: Alston Householder of Oak Ridge National Laboratory formalizes the decompositional approach to matrix computations. The ability to factor matrices into triangular, diagonal, orthogonal, and other special forms has turned
out to be extremely useful. The decompositional approach has enabled software developers to produce flexible and efficient matrix packages. It also facilitates the analysis of rounding errors, one of the big bugbears of numerical linear algebra. (In 1961, James Wilkinson of the National Physical Laboratory in London published a seminal paper in the Journal of the ACM, titled “ Error Analysis of Direct Methods of Matrix Inversion,” based on the LU decomposition of a matrix as a product of lower and upper triangular factors.)

5.优化的Fortan编译器
1957: John Backus leads a team at IBM in developing the Fortran optimizing compiler. The creation of Fortran may rank as the single most important event in the history of computer programming: Finally, scientists (and others) could tell the computer what they wanted it to do, without having to descend into the netherworld of machine code. Although modest by modern compiler standards—Fortran I consisted of a mere 23,500 assembly-language instructions—the early compiler was nonetheless capable of surprisingly sophisticated computations. As Backus himself recalls in a recent history of Fortran I, II, and III, published in 1998 in the IEEE Annals of the History of Computing, the compiler “produced code of such efficiency that its output would startle the programmers who studied it.”

6.计算矩阵特征值的QR算法
1959–61: J.G.F. Francis of Ferranti Ltd., London, finds a stable method for computing eigenvalues, known as the QR algorithm. Eigenvalues are arguably the most important numbers associated with matrices—and they can be the trickiest to compute. It’s relatively easy to transform a square matrix into a matrix that’s “ almost” upper triangular, meaning one with a single extra set of nonzero entries just below the main diagonal. But chipping away those final nonzeros, without launching an avalanche of error, is nontrivial. The QR algorithm is just the ticket. Based on the QR decomposition, which writes A as the product of an orthogonal matrix Q and an upper triangular matrix R, this approach iteratively changes Ai = QR into Ai + 1 = RQ, with a few bells and whistles for accelerating convergence to upper triangular form. By the mid-1960s, the QR algorithm had turned once-formidable eigenvalue problems into routine calculations.

7.快速排序算法
1962: Tony Hoare of Elliott Brothers, Ltd., London, presents Quicksort. Putting N things in numerical or alphabetical order is mind-numbingly mundane. The intellectual challenge lies in devising ways of doing so quickly. Hoare’s algorithm uses the age-old recursive strategy of divide and conquer to solve the problem: Pick one element as a “pivot, ” separate the rest into piles of “big” and “small” elements (as compared with the pivot), and then repeat this procedure on each pile. Although it’s possible to get stuck doing all N(N – 1)/2 comparisons (especially if you use as your pivot the first item on a list that’s already sorted!), Quicksort runs on average with O(N log N) efficiency. Its elegant simplicity has made Quicksort the pos-terchild of computational complexity.

8.快速傅立叶变换
1965: James Cooley of the IBM T.J. Watson Research Center and John Tukey of Princeton University and AT&T Bell Laboratories unveil the fast Fourier transform. Easily the most far-reaching algo-rithm in applied mathematics, the
FFT revolutionized signal processing. The underlying idea goes back to Gauss (who needed to calculate orbits of asteroids), but it was the Cooley–Tukey paper that made it clear how easily Fourier transforms can be computed. Like Quicksort, the FFT relies on a divide-and-conquer strategy to reduce an ostensibly O(N2) chore to an O(N log N) frolic. But unlike Quick- sort, the implementation is (at first sight) nonintuitive and less than straightforward. This in itself gave computer science an impetus to investigate the inherent complexity of computational problems and algorithms.

9.整数关系探测算法
1977: Helaman Ferguson and Rodney Forcade of Brigham Young University advance an integer relation detection algorithm. The problem is an old one: Given a bunch of real numbers, say x1, x2, . . . , xn, are there integers a1, a2, . . . , an (not all 0) for which a1x1 + a2x2 + . . . + anxn = 0? For n = 2, the venerable Euclidean algorithm does the job, computing terms in the continued-fraction expansion of x1/x2. If x1/x2 is rational, the expansion terminates and, with proper unraveling, gives the “smallest” integers a1 and a2. If the Euclidean algorithm doesn’t terminate—or if you simply get tired of computing it—then the unraveling procedure at least provides lower bounds on the size of the smallest integer relation. Ferguson and Forcade’s generalization, although much more difficult to implement (and to understand), is also more powerful. Their detection algorithm, for example, has been used to find the precise coefficients of the polynomials satisfied by the third and fourth bifurcation points, B3 = 3.544090 and B4 = 3.564407, of the logistic map. (The latter polynomial is of degree 120; its largest coefficient is 25730.) It has also proved useful in simplifying calculations with Feynman diagrams in quantum field theory.

10.快速多极算法
1987: Leslie Greengard and Vladimir Rokhlin of Yale University invent the fast multipole algorithm. This algorithm overcomes one of the biggest headaches of N-body simulations: the fact that accurate calculations of the motions of N particles interacting via gravitational or electrostatic forces (think stars in a galaxy, or atoms in a protein) would seem to require O(N2) computations—one for each pair of particles. The fast multipole algorithm gets by with O(N) computations. It does so by using multipole expansions (net charge or mass, dipole moment, quadrupole, and so forth) to approximate the effects of a distant group of particles on a local group. A hierarchical decomposition of space is used to define ever-larger groups as distances increase. One of the distinct advantages of the fast multipole algorithm is that it comes equipped with rigorous error estimates, a feature that many methods lack.

20世纪10大算法