Monthly Archives: May 2019

Wilkinson Quotes

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by Sven Hammarling and Nick Higham

We collect here some quotes from the work of Jim Wilkinson. These reflect his unique perspective as a mathematician who was involved in designing and building one of the first digital computers and who subsequently developed and analyzed a variety of numerical algorithms

We have arranged the quotes under the following headings:

Program libraries | Floating-point arithmetic | Rounding error analysis | Conditioning | Backward error analysis | Polynomials | Interaction on Pilot ACE | Communication avoidance | Linear algebra on Pilot ACE

Program libraries

Since the programming is likely to be the main bottleneck in the use of an electronic computer we have given a good deal of thought to the preparation of standard routines of considerable generality for the more important processes involved in computation. By this means we hope to reduce the time taken to code up large-scale computing problems, by building them up, as it were, from prefabricated units. [W48, p. 286]

In spite of the self-contained nature of the linear algebra field, experience has shown that even here the preparation of a fully tested set of algorithms is a far greater task than had been anticipated. [W71a, p. v]

Floating-point arithmetic

At a time when the arithmetic provided on modern computers is often so disappointing, it is salutary to recall that the subroutines included provision for accumulating inner products in double-precision floating-point arithmetic and all rounding was immaculate! [W80, p. 105]

Rounding error analysis

The two main classes of rounding error analysis are not, as my audience might imagine, `backwards’ and `forwards’, but rather `one’s own’ and `other people’s’. One’s own is, of course, a model of lucidity; that of others serves only to obscure the essential simplicity of the matter in hand. [W85, p. 5]

In general, the statistical distribution of the rounding errors will reduce considerably the function of n occurring in the relative errors. We might expect in each case that this function should be replaced by something which is no bigger than its square root and is usually appreciably smaller. [W61, p. 38]

For me, then, the primary purpose of the rounding error analysis was insight. [W86, p. 197]

Conditioning

The system was mildly ill-conditioned, though we were not so free with such terms of abuse in those days, [W71, p. 144]

Backward error analysis

“You have been solving these damn problems better than I can pose them.” Sir Edward Bullard, Director NPL, in a remark to Wilkinson (mid 1950s) [W85, p. 11]

I first used backward error analysis in connection with simple programs for computing zeros of polynomials soon after the PILOT ACE came into use. [W85, p. 8]

There does seem to be some misunderstanding about the purpose of an a priori backward error analysis. All too often, too much attention is paid to the precise error bound that has been established. The main purpose of such an analysis is either to establish the essential numerical stability of an algorithm or to show why it is unstable and in doing so to expose what sort of change is necessary to make it stable. The precise error bound is not of great importance. [W74, p. 356]

The great stability of unitary transformations in numerical analysis springs from the fact that both the \ell_2-norm and the Frobenius norm are unitarily invariant. This means in practice that even when rounding errors are made, no substantial growth takes place in the norms of the successive transformed matrices. [W65, p. 77]

Although backward analysis is a perfectly straightforward concept there is strong evidence that a training in classical mathematics leaves one unprepared to adopt it. … I have even detected a note of moral disapproval in the attitude of many to its use and there is a tendency to seek a forward error analysis even when a backward error analysis has been spectacularly successful. [W85, p. 5]

Polynomials

The Fundamental Theorem of Algebra asserts that every polynomial equation over the complex field has a root. It is almost beneath the dignity of such a majestic theorem to mention that in fact it has precisely n roots. [W84, p. 21]

The cosy relationship that mathematicians enjoyed with polynomials suffered a severe setback in the early fifties when electronic computers came into general use. Speaking for myself I regard it as the most traumatic experience in my career as a numerical analyst. [W84, p. 3]

Interaction on Pilot ACE

Since the use of the punched-card equipment required the use of an operator, it encouraged user participation generally, and this was a distinctive feature of Pilot ACE operation. For example, various methods of accelerating the convergence of matrix iterative processes were left under the control of operators, and the skill with which these stratagems were used by young women with no more than high school mathematics qualifications was most impressive. Speaking for myself I gained a great deal of experience from user participation, and it was this that led to my own conversion to backward error analysis. [W80, p. 112]

Communication avoidance

Since all machines have stores of finite size often divided up into high speed and auxiliary sections, storage considerations often have a vitally important part to play. [W55, p. 188]

Linear algebra on Pilot ACE

An interesting feature of these codes is that they make a very intensive use of subroutines; the addition of two vectors, multiplication of a vector by a scalar, inner products, etc, are all coded in this way. [W80, p. 105]

From 1946–1948 a great deal of quite detailed coding was done.… The subroutines for floating-point arithmetic were … produced by Alway and myself in 1947 … They were almost certainly the earliest floating-point subroutines. [W80, pp. 104–105]

References

[W48]   J. H.Wilkinson, The Automatic Computing Engine at the National Physical Laboratory, Proc. Roy. Soc. London Ser. A 195, 285-286, 1948.

[W55]   J. H. Wilkinson, The use of iterative methods for finding the latent roots and vectors of matrices, Mathematical Tables and Other Aids to Computation 9, 184-191, 1955.

[W65]   J. H. Wilkinson, Error Analysis of Transformations Based on the Use of Matrices of the Form I-2ww^H, pages 77-101, in Louis Rall, ed., Error in Digital Computation, vol. 2, Wiley, 1965.

[W61]   J. H. Wilkinson. Error analysis of direct methods of matrix inversion. J. ACM, 8:281-330, 1961.

[W71]   J. H. Wilkinson. Some comments from a numerical analyst. J. ACM, 18:137–147, 1971. (The 1970 A. M. Turing lecture).

[W71a]   J. H. Wilkinson and C. Reinsch, eds, Linear Algebra, II, Springer, 1971.

[W74]   J. H. Wilkinson, Numerical linear algebra on digital computers, IMA Bull. 10, 354-356, 1974.

[W80]   J. H. Wilkinson, Turing’s work at the National Physical Laboratory and the construction of Pilot ACE, DEUCE, and ACE, pages 101-114, in N. Metropolis, J. Howlett and G.-C. Rota, eds, A History of Computing in the Twentieth Century: A Collection of Essays, Academic Press, 1980.

[W84]   James Wilkinson, The Perfidious Polynomial, in G. H. Golub, ed., Studies in Numerical Analysis, Mathematical Association of America, Washington, D.C., 24, pp 1-28, 1984.

[W85]   J. H. Wilkinson. The state of the art in error analysis. NAG Newsletter, 2/85:5–28, 1985. (Invited lecture for the NAG 1984 Annual General Meeting).

[W86]   J. H. Wilkinson, Error Analysis Revisited, IMA Bull. 22, 192-200, 1986

Françoise Tisseur elected as SIAM UKIE Section President

Professor Françoise Tisseur has been elected as the new SIAM United Kingdom and Republic of Ireland Section President (SIAM UKIE) for 2 years starting in May 2019.  She previously served as Vice President, 2013-2015.

In her candidate statement for the election, Françoise said “I would like to grow SIAM membership in our region. I will support the 14 SIAM student chapters, encourage the establishment of new ones, continue the recent SIAM-IMA cooperation and promote joint meetings between the two societies. I will work to ensure that the annual meeting is successful and has a suitably diverse program that includes industrial involvement.”

The SIAM UKIE Section was formed in 1996 by the Society for Industrial and Applied Mathematics (SIAM) with the aim of promoting and supporting applied and industrial mathematics in the UK and the Republic of Ireland.

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Françoise Tisseur