Numerical Linear Algebra Group

The Numerical Linear Algebra Group had a busy year in 2021, despite the pandemic limiting our travel. 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.

Software

Nick Higham and Manta Mikaitis released Anymatrix: a MATLAB toolbox that provides an extensible collection of matrices, organized in groups, with the ability to search the collection by matrix properties. See this blog post by Nick and this blog post by Mantas.

We make our research codes available as open source, principally on GitHub; see the repositories of Connolly, Fasi, Higham, Liu, Mikaitis, Pranesh, 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 Ayana Mussabayeva and Alban Bloor Riley.

Thomas McSweeney (Scheduling with Precedence Constraints in Heterogeneous Parallel Computing) and Gian Maria Negri Porzio (Nonlinear Eigenvalue Problems: Theory and Algorithms) successfully defended their PhD dissertations.

Today I have defended my PhD thesis and passed my viva, marking the end of my PhD career at @ManUniMaths. I deeply thank my supervisor @tisseurf for her mentoring during these years, and all the other members of the @nla_grp: they are the best people I have ever met and… 1/2

— SIAM (@TheSIAMNews) September 30, 2021

Postdoctoral Research Associates (PDRAs)

Srikara Pranesh left the group in October 2021 and is now working at V-Labs in Bengaluru. He joined us in 2017 to work on the NLAFET  (Parallel Numerical Linear Algebra for Extreme Scale Systems) project and then moved onto the ICONIC project.

Mawussi Zounon left the group in June 2021 to become a senior software engineer at Arm Manchester. He joined us in 2016 to work on the NLAFET project. At the end of the NLAFET project, he continued working with the Numerical Linear Algebra Group as a Knowledge Transfer Partnership (KTP) associate, in partnership with NAG. The KTP, which ended in June 2021, was deemed “Outstanding” by the KTP Grading Panel for its achievement in meeting the KTP Objectives.

Ian McInerney joined the group in December 2021, having completed his PhD in the High Performance Embedded and Distributed Systems (HiPEDS) Centre for Doctoral Training at Imperial College, London, under the supervision of Eric Kerrigan and George Constantinides.

Grants

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

Françoise Tisseur received EPSRC funding to work on mixed precision symmetric eigensolvers.

Presentations at Conference and Workshops

SIAM Conference on Computational Science and Engineering (virtual), March 1-5: Connolly, Fasi, Higham, Mikaitis, Pranesh, Tisseur.

SIAM Conference on Applied Linear Algebra (virtual), May 17-21: Fasi, Liu.

New Directions in Numerical Linear Algebra and High Performance Computing (virtual) July 7-8, 2021: Hammarling, Higham, Tisseur.

SIAM Annual Meeting 2021(virtual), July 19-23: Connolly, Fasi, Higham, Mary, and Pranesh.

A panel at #SIAMAN21 offered strategies to facilitate the process of #writing and #publishing a book. Read about the techniques of successful authors and the advantages of publishing with SIAM in this month’s issue of SIAM News! https://sinews.siam.org/Details-Page/an21-panelists-offer-publication-advice-to-prospective-book-authors…

— SIAM (@TheSIAMNews) September 20, 2021

IEEE International Conference on Data Mining (ICDM) 2021, Auckland, New Zealand (virtual), December 7-10: Chen

Conference and Workshop Organization

Stefan Güttel continued to co-organize the E-NLA online seminar series dedicated to topics in Numerical Linear Algebra.

Nick Higham organized a minisymposium on Reduced Precision Arithmetic and Stochastic Rounding at the SIAM Conference on Computational Science and Engineering,  March 1-4, 2021.

Theo Mary and Srikara Pranesh organised a two-part minisymposium on Mixed Precision Algorithms for High Performance Scientific Computingr at the SIAM Conference on Computational Science and Engineering, March 1-5, 2021.

Massimiliano Fasi and Xiaobo Liu organised a two-part minisymposium on Computing Functions of Matrices at the SIAM Conference on Applied Linear Algebra, May 17-21, 2021.

Sven Hammarling, Nick Higham and Françoise Tisseur organized the New Directions in Numerical Linear Algebra and High Performance Computing workshop which was held virtually on July 7-8, 2021, celebrating the 70th birthday of Jack Dongarra. Videos from the workshop are available here.

Rob Corless and Nick Higham organized a two-part minisymposium Bohemian Matrices and Applications at the SIAM Annual Meeting (virtual), July 2021.

Nick Higham and Sri Pranesh organized a two-part minisymposium Computational Frontiers in Numerical Linear Algebra at the SIAM Annual Meeting (virtual), July 2021.

Max Fasi was on the organizing committee of the the 9th Matrix Equations and Tensor Techniques Workshop,  9-10 September 2021 in Perugia, Italy.

Recognition and Service

Nick Higham was been named a 2020 ACM Fellow.

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

Attending the 2021 James H. Wilkinson Prize in Numerical Analysis and Scientific Computing Lecture titled “Rational Krylov: A Toolkit for Scientific Computing” by Stefan Güttel of University of Manchester? Tune in today at 11:30 am CST. https://meetings.siam.org/sess/dsp_programsess.cfm?SESSIONCODE=71094… #SIAMCSE21

— SIAM (@TheSIAMNews) March 4, 2021

Nick Higham received the George Pólya Prize for Mathematical Exposition from the Society for Industrial and Applied Mathematics (SIAM).

SIAM has announced the 18 recipients of prestigious prizes that will be awarded at the SIAM Annual Meeting, taking place virtually July 19-23, 2021. #SIAMAN21 Learn More: https://sinews.siam.org/Details-Page/distinguished-mathematicians-receive-honorary-recognition-from-international-applied-mathematics-society-13…

— SIAM (@TheSIAMNews) July 14, 2021

Nick Higham was awarded the 2022 Hans Schneider Prize by the International Linear Algebra Society (ILAS).

Nick Higham (@nhigham) from the University of Manchester (@OfficialUoM) receives the 2022 Hans Schneider Prize for his fundamental contributions in the analysis of a wide range of numerical linear algebra problems and matrix functions.

@ilas2020@siagla@gamm_anla@nla_grp

— SIAM (@TheSIAMNews) October 19, 2021

External Members

Max Fasi took up a Lectureship in Computer Science at Durham University in October 2021.

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.

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

The Numerical Linear Algebra Group had a busy year in 2019. 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.

Marcus Webb joined the group in September 2019 as Lecturer in Applied Mathematics.

Software

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

Massimiliano Fasi successfully defended his PhD Computing Matrix Functions in Arbitrary Precision Arithmetic in May 2019.

Postdoctoral Research Associates (PDRAs)

Massimiliano Fasi joined us in April 2019 to work with Nick Higham on algorithms for high-performance numerical linear algebra.  He was a Visiting Fellow at the University of Pisa from November 2019 to January 2020.

Mantas Mikaitis joined us in October 2019 on a EPSRC Doctoral Prize Fellowship, having just completed his PhD in the School of Computer Science.

Pierre Blanchard left the group in May 2019 and is now a Numerical Software Engineer at Arm.

Maksims Abalenkovs and Theo Mary left the group in September 2019. Maksims is now a Research Software Engineer with the Science and Technology Facilities Council and Theo is a CNRS researcher at LIP6 in Paris.

Grants

Stefan Güttel, Nick Higham and Françoise Tisseur were awarded a new 30-month KTP project with Arup.  See this news story.

Presentations at Conference and Workshops

Workshop on Scientific Computing and Optimization with Applications to Image and Data Analysis, Hong Kong Baptist University, January 12, 2019: Higham.

Due Giorni di Algebra Lineare Numerica, Sapienza University of Rome, February 18 – 19, 2019: Negri Porzio.

SIAM Conference Computational Science and Engineering (CSE19) in Spokane, USA, February 25 – March 1: Blanchard, Dongarra, Elsworth, Hammarling, Higham, Mary, Pranesh, Tisseur and Zounon.

Manchester Numerical Linear Algebra Group at the @TheSIAMNews photo wall #SIAMCSE19

— Nick Higham (@nhigham) February 27, 2019

Jack Dongarra, SIAM/ACM Prize in Computational Science and Engineering prize winner reveals the anatomy of SVD algorithms #SIAMCSE19
— Nick Higham (@nhigham) February 28, 2019

Liverpool SIAM-IMA Student Chapter Early Career Researcher Conference, University of Liverpool, April 3-5, 2019: Higham.

Royal Society Meeting on Numerical Algorithms for High-Performance Computational Science, April 8 – 9: Blanchard, Fasi, Mary, Pranesh, Zounon.

Poster from @m_zounon of @ManUniMaths @nla_grp and @NAGTalk at @royalsociety discussion meeting http://ow.ly/B8Wp50pzfAK
— Nick Higham (@nhigham) April 08, 2019

Poster from Sri Pranesh of @ManUniMaths @nla_grp at @royalsociety discussion meeting http://ow.ly/B8Wp50pzfAK
— Nick Higham (@nhigham) April 08, 2019

Poster from Max Fasi of @ManUniMaths @nla_grp at @royalsociety discussion meeting http://ow.ly/B8Wp50pzfAK
— Nick Higham (@nhigham) April 08, 2019

The 12th International Conference on Numerical Optimization and Numerical Linear Algebra, Shangrao, Jiangxi, China, April 15-18, 2019: Higham.

2nd IMA and OR Society Conference on Mathematics of Operational Research,Birmingham, April 25-26, 2019: Riccietti.

Data-Centric Materials Science and Engineering. Microstructure Fingerprinting and Digital Twinning for Industry 4.0, University of Manchester, May 14-15, 2019: Higham.

Structured Matrix Days, Limoges, France, May 23 – 24, 2019: Mary.

Advances in Numerical Linear Algebra: Celebrating the Centenary of the Birth of James H. Wilkinson, May 29-30,2019: Blanchard, Dongarra, Fasi. Güttel, Hammarling, Higham, Lucas, Tisseur and Zounon. Highlights of the conference.

Jack Dongarra at #ANLA19
— Nick Higham (@nhigham) May 29, 2019

SIAM UKIE National Student Chapter Conference, University of Manchester, June 10-11, 2019: Fasi.

Gene Golub SIAM Summer School  at the Paul Langevin, Aussois, June 17-28, 2019: Rogers.

Summer School on Optimization, Big Data and Applications (OBA), Veroli, Italy, June 30 – July 6, 2019: Riccietti.

The International Congress on Industrial and Applied Mathematics (ICIAM 2019), Valencia, Spain, July 15-19: Fasi, Güttel, Higham, Pranesh and Tisseur.

@tisseurf delivers the Olga-Taussky-Todd lecture at #iciam2019 @ICIAM2019 on Nonlinear eigenvalues problemd
— ICIAMnews (@ICIAMnews) July 15, 2019

International Conference on Continuous Optimization (ICCOPT), Berlin, Germany, August 5-8, 2019: Riccietti.

Franco–German–Swiss (FGS) Conference on Optimization, Nice, France, September 17-20, 2019: Riccietti.

Model Order Reduction Summer School 2019, Academisch Genootschap, Eindhoven, The Netherlands, September 23-27, 2019: Higham.

Computational Science Engineering, Data Science and Artificial Intelligence by Total R&D (MATHIAS), Serris, France, October 14-17, 2019: Riccietti.

Conference and Workshop Organization

• Jack Dongarra, Laura Grigori and Nick Higham organized the Royal Society discussion meeting Numerical Algorithms for High-Performance Computational Science, April 8 – 9.  See this report on the workshop.
• The Manchester SIAM Student Chapter organized their 8th Manchester SIAM Student Chapter Conference on June 10 – 11, 2019.
• Sven Hammarling, Nick Higham and Françoise Tisseur organized the workshop Advances in Numerical Linear Algebra at the University of Manchester, May 29 -30, 2019.

Visitors

Rob Corless from University of Western Ontario visited the group in November 2019.

Recognition and Service

• Françoise Tisseur delivered the Olga Taussky-Todd Lecture and Nick Higham was an invited speaker at the International Congress on Industrial and Applied Mathematics (ICIAM) in Valencia, Spain, July 2019.
• Jack Dongarra received the SIAM/ACM Prize in Computational Science and Engineering at the SIAM Conference on Computational Science and Engineering (CSE19)
• Jack Dongarra was elected as a Foreign Member of the Royal Society.
• Françoise Tisseur was elected as SIAM UKIE Section President, 2019-20.
• Steven Elsworth obtained a SIAM Student Travel Award to attend the 2019 SIAM Conference on Computational Science and Engineering (CSE19) in Spokane, Washington.
• Nick Higham received the London Mathematics Society’s Naylor Prize and Lectureship.
• Nick Higham delivered the Feng Kang Distinguished Lecture at the Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, in April 2019, and the LAA Lecture (formerly the Hans Schneider Lecture) in the Department of Mathematics, University of Wisconsin, Madison, December 2019.

Other Notable Tweets

Join us next Wednesday (Nov 13) for talks by data scientists from @AutoTraderLife, @BarclaysMan, @nbrowncareers, and @Peak_HQ. All part of #Manchester‘s buzzing #datascience community! Limited places and registration required.
— Stefan Güttel (@guettel) November 06, 2019

Pleased to announce the winners of this year’s Python Coding Competition at @ManUniMaths — sponsored by @sabisu! Well done to all winners & participants
— Stefan Güttel (@guettel) October 25, 2019

The Numerical Linear Algebra Group, many of whom are in the October 2018 photo below, had a busy year. 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.

As well as the new group members mentioned below, Stephanie Lai joined the group in September as Executive Assistant to Nick Higham. Stephanie, who holds an MMath degree from the University of Manchester, helps to maintain this website, which launched this autumn. Martin Lotz left the group in August 2018 and is now an Associate Professor at The University of Warwick.