The Contribution of Dr. J. H. Wilkinson to Numerical Analysis
The title of this post is the same as that of a symposium organized by Michael J. D. Powell and the Institute of Mathematics and its Applications (IMA) at the Royal Society in London on July 6th, 1977. The meeting commemorated the election of James Hardy Wilkinson to an Honorary Fellowship of the IMA.
The proceedings of the meeting were published by the IMA in a 91-page A5 booklet. As far as I am aware, few copies of the booklet survive and its contents have not previously been made available online. I am grateful to David Youdan, Executive Director of the IMA, for giving me permission to provide here a scan of the booklet. It is timely to do so, because this year marks the 100th anniversary of the birth of Wilkinson.
- The full booklet (31Mb).
Here are the individual chapters, with comments from Mike Powell’s preface in quotes.
- About Jim Wilkinson, with a Commemorative Snippet on Backward Error Analysis, L. Fox (Oxford University Computing Laboratory). “Leslie Fox describes many of Jim Wilkinson’s achievements that have not been published before and he exposes the accuracy of some ill-conditioned least squares calculations.”
- Inverse Iteration, Newton’s Method, and Non-linear Eigenvalue Problems, M. R. Osborne (Australian National University). “Mike Osborne unifies the convergence properties of a main class of iterative methods for calculating eigenvalues.”
- A New Look at Error Analysis, C. W. Clenshaw (University of Lancaster). “Charles Clenshaw develops an idea, due to Frank Olver, for treating the accumulation of errors in floating point arithmetic.”
- A Problem in Numerical Linear Algebra, J. H. Wilkinson (National Physical Laboratory). “Jim Wilkinson shows the relevance in practice of the equivalence of repeated matrix eigenvalues, the ill-conditioning of the matrix eigenvector calculation, and the orthogonality of left and right hand eigenvectors that have a common eigenvalue.”
For more information about Wilkinson, see this web page that Sven Hammarling and I have created.