Gene H. Golub

Gene Howard Golub (* February 29, 1932 in Chicago, † November 16, 2007 at Stanford ) was one of the most important mathematicians of his generation in the field of numerical mathematics.

Life

Golub was born as the son of Eastern European Jewish immigrants during the Great Depression. Together with his younger brother, he grew up in very modest circumstances. The Second World War and the Holocaust at that time in his life played no major role, but influenced him and his worldview later very strong. 1948 his father died. In 1949 he received his high school diploma and then attended a community college. There he came up with the differential and integral calculus in contact, which sparked his interest in mathematics. After two years, he successfully applied for admission to the University of Chicago and studied mathematics there. For his final undergraduate year he moved to Urbana -Champaign to continue his studies at the University of Illinois at Urbana -Champaign, and earned his BS in 1953 there and 1954 his M. S. He learned a lot about statistics and matrices, but in particular he took part in a programming course for the ILLIAC. His doctor father was Abraham Taub, who was leading him for numerical mathematics. In his doctoral thesis of 1959, " The Use of Chebyshev Matrix Polynomials in the Iterative Solution of Linear Equations Compared to the Method of Successive overrelaxation " he dealt with the iterative solution of linear systems of equations with the help of the SOR method and its relationship to Chebyshev - polynomials. Towards the end of his dissertation invited Taub Richard Varga one to Illinois. Golub and Varga discovered that they were working on similar things, and wrote a joint paper.

After his dissertation Golub went with a grant from the National Science Foundation to the University of Cambridge. He worked a lot with William Kahan together, made ​​contact with James H. Wilkinson and attended lectures by Cornelius Lanczos, of which he first learned of the existence of the singular value decomposition. He also met there Antony Jameson, whom he introduced her to numerical mathematics. In 1960 he returned to the United States. He worked for various institutions such as the Lawrence Berkeley National Laboratory, but then competed at various universities.

In 1962 he was awarded by George Forsythe a job at Stanford University and was a professor there in 1970, which he remained until his death. He worked at one of the world's best departments of computer science, along with Donald Knuth, Edward J. McCluskey and George Forsythe. Wilkinson, Germund Dahlquist or Peter Henrici were frequent visitors. Over time, Golub had 30 graduate students, including Richard P. Brent, Michael Heath, Michael Overton, Dianne O'Leary, Michael Saunders and Margaret Wright. Golub traveled extensively, was an avid visitor of conferences and talked often long periods of time abroad, such as at the ETH Zurich. He always sought contact with young scientists, brought many people together mathematicians and offered the opportunity to conduct research at Stanford University. He influenced the careers of many mathematicians to a great extent. His house in Stanford was open to everyone. Soon he was married in the 1990s.

Golub died after a short illness from acute myeloid leukemia, a day before the ETH Zurich would have awarded him an honorary doctorate.

In 1994 he was invited speaker at the International Congress of Mathematicians in Zurich (matrix computation and the theory of moments ).

Work

Golub's most famous work was the development of direct and iterative algorithms for computing a singular value decomposition (SVD), together with William Kahan in 1965 and with Christian Reinsch 1970. These were already part of the first version of MATLAB and are still used today. His most famous book, co-authored with Charles F. Van Loan, Matrix Computations is what he called the numerical linear algebra. The book has sold over 50,000 times and 10,000 times cited in scientific papers. In all, he published nearly 200 articles in professional journals.

Golub was the one who worked out the solution of the derived from the method of least squares linear systems of equations using Householder reflections in detail and made ​​them popular. He also coined the term "total least squares ". In the late 70s he developed with other fast solvers for the discretized Poisson equation on irregular regions. In the 1980s he made known his work preconditioning of the CG method.

He played a significant role in the development of the NA -Net, the NA - Digest and the International Conference on Industrial and Applied Mathematics ( ICIAM ). He was for a time president of the Society for Industrial and Applied Mathematics and founder of the magazines SIAM Journal on Scientific Computing, and SIAM Journal on Matrix Analysis and Applications. Golub was the owner of ten honorary doctorates, a member of the National Academy of Sciences and the support of Bolzano Gold Medal.

The University of Illinois, he was associated throughout his life, grateful for the opportunities that had opened up his training there. To honor the funds which he had acquired through his participation in a company founded by Stanford graduates, and to the mathematician Paul Saylor, he donated it the Paul -and- Cynthia Saylor Professorship.

A part of his inheritance went to SIAM, the organized so that, among other things, the annual Gene Golub SIAM Summer School.

Writings

  • With Charles Van Loan: Matrix Computations, Johns Hopkins University Press, 3rd edition, 1996; ISBN 978-0-8018-5414-9
  • With James Ortega: Scientific Computing and Differential Equations: An Introduction to Numerical Methods, Academic Press, 1991
  • With Gérard Meurant: Matrices, Moments and Quadrature, 1993
  • Moody T. Chu: Inverse Eigenvalue problems: theory, algorithms, and applications, Oxford University Press 2005
  • Numerical methods for solving linear least squares problems, Computational Mathematics, Volume 7, 1965, pp. 206-216.
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