Numerical Linear Algebra Group

Numerical Linear Algebra Group Activities 2020

The Numerical Linear Algebra Group had a productive year in 2020, despite working remotely from March onwards because of the pandemic. This post summarizes what we got up to. Publications are not included here, but many of them can be found on MIMS EPrints under the category Numerical Analysis; see also these news stories about our publications.

Craig Lucas, Nick Higham, Xinye Chen, Steven Elsworth, Xiaobo Liu, Michael Connolly, Mantas Mikaitis, Len Freeman, Massimiliano Fasi, Pierre Blanchard, Sven Hammarling, Asad Raza Aitor Mehasi Mehasi, Stephanie Lai, Gian Maria Negri Porzio, Thomas McSweeney, Mawussi Zounon, Françoise Tisseur, Srikara Pranesh, Yuqing Zhang, Eleni Vlachopoulou, March 2020.

Software

We make our research codes available as open source, principally on GitHub; see the repositories of Connolly, Fasi, Higham, Liu, Pranesh, Tisseur, and Zounon.

We also put MATLAB software on MATLAB Central File Exchange and on our own web sites, e.g., the Rational Krylov Toolbox (RKToolbox).

PhD Students

We welcomed new PhD students Xinye Chen and Thomas Seleiro.

Steven Elsworth successfully defended his PhD thesis Rational Krylov Methods and Machine Learning Approaches to Time Series Forecasting in March 2020 .

Michael Connolly took an internship with MathWorks from July to September 2020.

Postdoctoral Research Associates (PDRAs)

Mantas Mikaitis, previously an EPSRC Doctoral Prize Fellow in the group, is now working on the ICONIC project in the group.   During the year he successfully defended his PhD thesis Arithmetic Accelerators for a Digital Neuromorphic Processor in the Department of Computer Science.

Massimiliano Fasi left the group in September 2020 and is now working at Örebro University in Sweden.

Roberto Cahuantzi  was a member of the group from March to September 2020, working with Stefan Güttel.

Recognition and Service

Jack Dongarra received the 2020 IEEE Computer Society’s Computer Pioneer Award.

Srikara Pranesh and Michael Connolly won first and second best poster prizes, respectively, at the SIAM UKIE Section Meeting, Edinburgh, January 2020.

Françoise Tisseur received the London Mathematics Society’s Fröhlich Prize.

Theo Mary received an honourable mention for the 2020 Householder Prize and the 2021 SIAG/LA Early Career Prize. He also received a grant from the Faculty of Engineering Sciences of Sorbonne University for a project on”Mixed precision algorithms for HPC”.

Sixteen publications by members of the NLA group feature among the top 40 most read articles in two SIAM journals, both leading venues for publications in numerical linear algebra.

Stefan  Güttel was awarded the 2021 James H. Wilkinson Prize in Numerical Analysis and Scientific Computing.

Nick Higham received the IMA Gold Medal 2020.

Theo Mary has been awarded the 2021 SIAG/LA Early Career Prize by the SIAM Activity Group on Linear Algebra.

Grants

Stefan Güttel’s and Nick Higham’s Alan Turing Fellowships have been extended by one year to September 2021.

Stefan Güttel received a Small Project Grant from the Alan Turing Institute.

Nick Higham and Françoise Tisseur received funding for work on multi-precision algorithms from Lawrence Livermore National Laboratory under the Exascale Computing Project.

Nick Higham and Françoise Tisseur received funding from The MathWorks, Inc. to support a PhD student to work on exploiting multiprecision arithmetic.

Massimiliano Fasi is one of the participants of the 2020 INdAM-GNCS project “Low-rank methods for linear algebra problems with data-sparse structure” funded by the Scientific Computing Group of the Istituto Nazionale di Alta Matematica “Francesco Severi”.

External Presentations

SIAM UKIE Annual Meeting 2020, Edinburgh, January 10: Connolly, Liu, Negri Porzio, Pranesh, Higham, Pranesh and Tisseur.

SIAM Conference on Parallel Processing for Scientific Computing (PP20) in Seattle, Washington, US, February 12 – 15: Fasi, Mary, Mikaitis, Pranesh and Zounon.

Theo Mary, Performance and Accuracy of Mixed-Precision Matrix Factorizations, SIAM PP20, February, 2020.

Srikara Pranesh, Point Arithmetic for the Solution of Linear System of Equations, SIAM PP20, February, 2020.

Mawussi Zounon, Opportunities for Multi Precision Computation in Memory Bound Applications, SIAM PP20, February, 2020.

Low precision computations but eventually high precision accuracy. @sri_pranesh and @nhigham present the why and the how of mixing precisions for solving symmetric positive definite linear systems. #SIAMPP20 #HPC @nla_grp

— Hatem Ltaief (@HatemLtaief) February 12, 2020

Max fasi presenting a poster on large test matrix generation. #SIAMPP20@nhigham@nla_grp

—psrikara(@sri_pranesh) February 14, 2020

Nick Higham, Are Numerical Linear Algebra Algorithms Accurate at Extreme Scale and at Low Precisions?, in E-NLA Online seminar series on Numerical Linear Algebra, April 29, 2020.

Nick Higham, Random Orthogonal Matrices in High Performance Computing, Masked Guest Speaker, King Abdullah University of Science and Technology, 2020.

Nick Higham, The Anatomy of the World’s Fastest Linear Equation Solver, Online Distinguished Lecture, The Hong Kong Polytechnic University, September 2020.

Theo Mary, Mixed Precision Low Rank Compression of Data Sparse Matrices, Communications in NLA, online, September 2020.

Nick Higham, Rehabilitating Correlations, Leicester Actuarial Science Society and Students Union Mathematical Society, 2020.

Theo Mary, Mixed precision arithmetic: hardware, algorithms and analysis, London Mathematical Society Virtual Graduate Student Meeting, November, 2020.

Nick Higham, Mathematics of today’s floating-point arithmetic, London Mathematical Society Naylor Lecture, November 20, 2020.

Françoise Tisseur, Towards Reliable Eigensolvers for Nonlinear Eigenvalue Problems, in E-NLA Online seminar series on Numerical Linear Algebra, November 25, 2020.

Other Notable Tweets

Alan Turing Building closed today at 5 PM until further notice. See you later, I guess? @ManUniMaths—Gian Maria Negri Porzio(@GmnpIX) March 17, 2020

Our own Professor of Applied Mathematics @nhigham was recently interviewed by the Institute and Faculty of Actuaries (@actuarynews) to discuss his role in applying mathematics to financial problems.—University of Manchester Department of Mathematics(@ManUniMaths) June 08, 2020