Program for
Symposium on Gene Golub's Legacy:
Matrix Computations --
Foundation and Future

Saturday, March 1, 2008
Stanford University, Stanford, CA
Terman Auditorium, in Frederick E. Terman Engineering Center

map of Terman Engineering Center

The program will include historical presentations as well as technical ones on some topics related to Gene's research interests.

Talks will begin at 8:45am and end by 5:15pm.

The speakers, with provisional titles for their talks, are listed here:

  • Zhaojun Bai: Bilinear Forms and Secular Equations in Electronic Structure Calculations
  • Michele Benzi: Decay Results for Functions of Band Matrices, the HSS Preconditioner, and Saddle Point Problems: Some Highlights from a Collaboration
  • Jack Dongarra: One of Gene's Hobbies: Building a Scientific Computing Community (Netlib and NA-Net)
  • Howard Elman: Inner-Outer Iterations and Preconditioners for Constrained Linear Systems of Equations
  • Walter Gautschi: Gene Golub's Fascination with Matrices, Moments, and Quadrature
  • Chen Greif: Gene Speaks for Himself: Excerpts from an Interview
  • Sep Kamvar: n = 8 billion. Gene Golub and the Mathematics of the World Wide Web
  • Tamara Kolda: Efficient Computations with Tensors
  • Lek-Heng Lim Numerical Multilinear Algebra: From Matrices to Tensors;
  • Charles Van Loan: 50/50, 20/20, and Other Golden Ratios: Remembering a Favorite Collaboration
  • Margaret Wright: Serra House as a Transformation: Structure, Stability, and Updating
  • MINI-MEMORIES:

  • Petter Bjørstad
  • Daniela Calvetti
  • Nancy Nichols
  • Ingram Olkin
  • Julia Olkin
  • Gilbert Strang
  • James Varah
  • Grace Wahba
  • Program Committee:

  • Chen Greif (co-chair)
  • Dianne O'Leary (co-chair)
  • Sou-Cheng Choi
  • Peter Glynn
  • Jim Lambers
  • Michael Saunders
  • Accommodations

    Information about parking and dining

    Back to Symposium homepage, and registration form.

    Abstracts

    "Bilinear Forms and Secular Equations in Electronic Structure Calculations"
    Zhaojun Bai
    University of California, Davis

    Bilinear forms and secular equations appear in many scientific and statistical computing problems. Gene conceptualized the idea of bilinear form and secular equation computing, and worked on its theoretical and numerical aspects over three decades. In this talk, we will discuss the continual and compelling need of large-scale bilinear form computing in modern electronic structure calculations of materials and nanostructures.

    Back to top

    "Decay Results for Functions of Band Matrices, the HSS Preconditioner, and Saddle Point Problems: Some Highlights from a Collaboration"
    Michele Benzi
    Emory University

    In this talk I will describe some of the results of my collaboration with Gene Golub. In the first part of my talk I will explain how our attempt to compute preconditioners for SPD matrices using Gene's method of matrix moments led to a theory of exponential off-diagonal decay in the entries of analytic functions of banded Hermitian matrices. This theory has recently found application in quantum information processing. Some recent extensions and further applications of the theory will be briefly mentioned. In the second part of the talk I will describe our work on the use of the Hermitian/Skew-Hermitian Splitting (introduced by Bai, Golub, and Ng) as a preconditioner for saddle point problems.

    Back to top

    "One of Gene's Hobbies: Building a Scientific Computing Community (Netlib and NA-Net)"
    Jack Dongarra
    University of Tennessee
    Oak Ridge National Laboratory
    University of Manchester

    In addition to Gene's contributions to matrix computation he was influential in Netlib, the NA Net and the digest. These systems were created in 1984 to facilitate quick distribution of public domain software routines and community interaction. The Numerical Analysis Net (or "NA Net") began as a simple file of contact information for numerical analysts and evolving into an email forwarding service for the community. It soon evolved to support a regular electronic mail newsletter, and eventually an online directory service. This talk will look at these systems and Gene's influence on them.

    Back to top

    "Inner-Outer Iterations and Preconditioners for Constrained Linear Systems of Equations"
    Howard Elman
    Department of Computer Science
    University of Maryland

    The numerical solution of constrained linear systems of equations such as the Stokes and linearized Navier-Stokes equations entails "inner" iterations for certain subsidiary problems such as the discrete Poisson and convection-diffusion equations. We discuss the use of inner iterations for the subproblems, and we examine how this general methodology is affected by acceleration strategies such as Richardson and conjugate gradient iteration. We then discuss the connections between inner iteration and preconditioning and show that these connections lead to the development of efficient preconditioners for the constrained problems arising in models of incompressible flows.

    Back to top

    "Gene Golub's Fascination with Matrices, Moments, and Quadrature"
    Walter Gautschi
    Department of Computer Science
    Purdue University

    One of the early highlights in Golub's work is the now classical Golub-Welsch characterization of Gaussian quadrature rules in terms of eigenvalues and eigenvectors of a tridiagonal matrix. Some personal recollections regarding the discovery of this and related results will be offered. It is here where moments come in, and where Golub's interest in moments and generalized moments, as well as in orthogonal polynomials and quadrature, took off. What he has done with these tools in the field of linear algebra will be briefly summarized.

    Back to top

    "Gene Speaks for Himself: Excerpts from an Interview"
    Chen Greif
    Department of Computer Science
    University of British Columbia

    The Milestones book of Gene's selected works was completed and published just in time for the Stanford50 meeting, March 2007. One item that we editors (Raymond Chan, Dianne O'Leary and I) wanted to include was a biography of Gene. During the course of 2006 Gene and I met three times, twice at Stanford and once in Vancouver, and taped an interview several hours long. Gene talked with passion and detail about his life and his work, and the tapes are fascinating and full of interesting stories. In this talk we will hear excerpts from the interview.

    Back to top

    "n = 8 billion. Gene Golub and the Mathematics of the World Wide Web"
    Sep Kamvar
    Google

    From 2000-2003, Gene and I collaborated on ways to compute web search rankings fast enough to enable personalized search, which amounted to a web-scale eigenvector approximation for every user of a search engine. I will discuss the collaboration and use it as a window on Gene's far reaching impact on the information industry.

    Back to top

    "Efficient Computations with Tensors"
    Tamara G. Kolda
    Sandia National Labs

    In this talk I will discuss some work that came out of the Workshop on Tensor Decompositions, which was co-organized by Gene Golub. The focus will be on efficient computations with tensor. We mention the Tensor Toolbox for MATLAB, which is an object-oriented library of methods for dense, sparse, and structured tensors. We discuss the critical operations in two higher-order generalizations of the matrix SVD: the CANDECOMP/PARAFAC (CP) and Tucker decompositions. This talk includes joint work with Brett Bader (Sandia National Labs) and Jimeng Sun (IBM).

    Back to top

    "Numerical Multilinear Algebra: From Matrices to Tensors"
    Lek-Heng Lim
    Gene's 2007 PhD student, jointly directed by Gunnar Carlsson:
    Mathematics Department
    University of California, Berkeley

    Gene had often lamented that linear algebra, as taught in math departments, and CS237A, his famous course on numerical linear algebra, bore almost no relation to each other. One reason is that in math, linear algebra is regarded as a topic in algebra and is mostly about what could be deduced from the axiomatic definitions of fields and vector spaces. Notions like conditioning, least squares, norms, orthogonality, SVD, though central to numerical linear algebra, do not extend to arbitrary fields and are relegated to a secondary status. Another difference, as Gene also liked to emphasize, is the pivotal role played by matrices. Many mathematicians prefer coordinate-free objects and regard matrices with disdain. But while matrices could represent linear operators with respect to some bases, they could also represent bilinear forms, order-2 tensors, graphs, metrics, correlations, hyperlink structures, DNA microarray measurements, movie ratings by viewers -- many of these make little sense when viewed as an operator. When one realizes that a matrix is not necessarily a coordinate representation of a linear operator, and is contented with results valid only over the real and complex fields, linear algebra becomes enormously more interesting. In similar spirit, we will examine the prospects of a subject we call "numerical multilinear algebra", which is to multilinear algebra what numerical linear algebra is to linear algebra.

    Back to top

    "50/50, 20/20, and Other Golden Ratios: Remembering a Favorite Collaboration"
    Charles Van Loan
    Department of Computer Science
    Cornell University

    Working with Gene on GVL1, GVL2, and GVL3 was a defining experience; an occasion to witness up close the breadth and beauty of the matrix computation field. During this period there was a 1:1 correspondence between my 2AM revisions and Gene's missed airplane connections! Finishing up GVL4 without Gene has been a different experience, prompting me to share book-related thoughts on collaboration, research vision, and the metaphor of 1.61803398874989...

    Back to top

    "Serra House as a Transformation: Structure, Stability, and Updating"
    Margaret Wright
    Courant Institute
    New York University

    Among the recurrent themes in Gene's work were (problem) structure, (numerical) stability, and (low-rank) updates. These concepts can be extended to an interpretation of Serra House as a life-changing transformation experienced for many years by a sequence of students and visitors at Stanford. I'll propose some lighthearted connections between Gene's favorite topics and an a posteriori analysis of time spent at Serra House.

    Back to top