24 •november 1987 siam news four decades of nulllerical ...higham/... · numerical algebra was...

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24 •November 1987 SIAM NEWS Four Decades of Nulllerical Linear Algebra at ORNL The "Gatlinburg" returned to Tennessee this ye ar as part of Numerical Linear Al- gebra Year, which is being observed by the University of Tennessee at Knoxville and Oak Ridge National Laboratory from Sep- tember 1, 1987 , to June 30 , 1988. In addi- tion to such special events, about 40 lead- ing researchers in numerical linear algebra and related areas of scientific computation and computer science are visiting UTK and ORNL during the special year. The Tenth International Symposium on Numerical Algebra-Gatlinburg X-was held in Fairfield Glade during the week of October 19. Parallel numerical linear al- gebra and the numerical treatment of large Markov chains were the themes of the sym- posium, which was dedicated to the mem- ory of the late James H. Wilkinson. Other major events scheduled for the year are workshops in each of the three major re- search areas in the field-systems of equa- tions, eigenvalue problems, and least squares computation. The workshops are being held at the beginning of each quarter during the academic year at UTK. Many visitors participated in the first workshop, held during the week of October 5, on the solution of systems of equations, the main theme of the fall quarter. The lec- turers were J. Alan George, UTK-ORNL Distinguished Scientist, James Ortega from the University of Virginia, and David Young from the University of Texas. George, formerly dean of mathematics at the University of Waterloo in Ontario , Canada, joined UTK-ORNL in mid-1986. His work is mainly in sparse matrix com- putations and parallel computer applica- tions. Ortega and Young focused on iter- ative techniques for the solution of systems of equations on vector and parallel super- computers. Young and two of his graduate students are spending the entire fall quarter at UTK and ORNL. George is giving a series of lectures on direct methods for sparse sys- tems and parallel computing during the fall quarter. He is also coordinating a research seminar for the academic year. The solution of eigenvalue and singular value problems will be the main focus of the winter qua rter of 1988. The spring quarter will be devoted primarily to the so- lution of least squares problems. The special year is supported by Ten- nessee's Science Alliance, the Department of Energy, the Air Force Office of Scientific Research, the National Security Agency, and the National Science Foundation. The sponsors are UTK's Departments of Com- puter Science and Mathematics and the Mathematical Sciences Section of ORNL's Engineering Physics and Mathematics Division . The Early Years of Numerical Linear Algebra at ORNL When the first large computers became available in the 1950s, researchers at ORNL were among the leaders in the de- velopment of tools for numerical linear al- gebra. One of the pioneers in the field was Alston S. Householder, formerly a UTK faculty member and head of ORNL's Mathematics Division, which was formed in 1962 from the Mathematics Panel he had set up in 1948. Householder 's research in numerical linear algebra began with ORNL's acquisition of the Oak Ridge Automatic Computer and Logic Engine (ORACLE), one of the nation's earliest vacuum-tube computers. Now retired and living in Malibu, California, Householder was an honored attendee at this year's Gatlinburg. Many distinguished mathematicians and computer scientists, among them Wallace Givens and G.W. Stewart, joined House- holder's staff during his career at ORNL and UTK. Leading experts in numerical linear algebra from all over the world, in- cluding James Wilkinson from England and Fritz Bauer from West Germany, were vis- iting collaborators. Two of the most fundamental tools of nu- merical linear algebra-Householder re- flections and Givens rotations-were de- veloped at ORNL in the 1950s. These transformations are still widely used to simplify the complex matrix problems en- David Young (left), J. Alan George (center), and James Ortega (right) countered in such applications as the de- sign of bridges and earthquake-resistant buildings. The Gatlinburgs The Tenth International Symposium on Numerical Algebra was the most recent of a series, officially dating back to 1961 and known informally as the Gatlinburgs, that grew out of the early work in numerical linear algebra done at ORNL. The series actually had two predecessors that set the stage for the ten symposia to come. In 1951 UCLA hosted a symposium en- titled Simultaneous Linear Equations and the Determination of Eigenvalues. Fi- nanced by the Office of Naval Research, sponsored by the Institute for Numerical Analysis of the National Bureau of Stan- dards , and organized by Olga Taussky, the symposium was the occasion for the pre- sentation of some important work. George Forsythe presented his "tentative classifica- tion and bibliography of methods for solv- ing systems of linear equations," with a bibliography of about 500 titles. In addi- tion , two new developments were intro- duced by speakers at the symposium . Givens gave a preliminary report on his tri- diagonalization method , and Barkley Rosser, Magnus Hestenes, and Eduard Stiefel discussed the conjugate gradient method. Six years after the UCLA symposium, Givens organized a somewhat similar sym- posium , which was held at Wayne State University in Detroit. Entitled Conference on Matrix Computations, the event fea- tured many speakers not on the UCLA program , among them Cornelius Lanczos, Peter Henrici, Richard Varga, Herbert Keller, Bauer, Wilkinson , and Young. Three years later, a group of people in- terested in matrices, including House- holder, felt that the time had come for a third conference on matrix computations. The result of their planning was Gatlinburg I, which was held in 1961. The format and philosophy of that meeting have been pre- served, on the whole, in the subsequent meetings of the series. In general, the symposia are to be inter- national one-week working sessions of lim- ited scope and with limited attendance. To encourage informal, unscheduled discus- sion among participants, the program for the first Gatlinburg was deliberately lim- ited to two one-hour invited presentations each morning and afternoon. Location has been an important consideration for the or- ganizers of all the Gatlinburgs-the ideal location has beautiful scenery, pleasant ac- commodations, and , perhaps most impor- tant, a lack of distractions, like theaters and nightclubs. The Mountain View Hotel in Gatlinburg satisfied the criteria and, in fact , was the site of the first four Gatlin- burgs. Householder organized the first four Gatlinburgs. Among the many details to be arranged were financing-obtained from Continued on page 17

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Page 1: 24 •November 1987 SIAM NEWS Four Decades of Nulllerical ...higham/... · Numerical Algebra was the most recent of a series, officially dating back to 1961 and known informally as

24 •November 1987 SIAM NEWS

Four Decades of Nulllerical Linear Algebra at ORNL The "Gatlinburg" returned to Tennessee

this year as part of Numerical Linear Al­gebra Year, which is being observed by the University of Tennessee at Knoxville and Oak Ridge National Laboratory from Sep­tember 1, 1987, to June 30, 1988. In addi­tion to such special events , about 40 lead­ing researchers in numerical linear algebra and related areas of scientific computation and computer science are visiting UTK and ORNL during the special year.

The Tenth International Symposium on Numerical Algebra-Gatlinburg X-was held in Fairfield Glade during the week of October 19. Parallel numerical linear al­gebra and the numerical treatment of large Markov chains were the themes of the sym­posium, which was dedicated to the mem­ory of the late James H. Wilkinson. Other major events scheduled for the year are workshops in each of the three major re­search areas in the field-systems of equa­tions, eigenvalue problems, and least squares computation. The workshops are being held at the beginning of each quarter during the academic year at UTK.

Many visitors participated in the first workshop, held during the week of October 5, on the solution of systems of equations, the main theme of the fall quarter. The lec­turers were J. Alan George, UTK-ORNL Distinguished Scientist, James Ortega from the University of Virginia , and David Young from the University of Texas . George, formerly dean of mathematics at the University of Waterloo in Ontario , Canada, joined UTK-ORNL in mid-1986. His work is mainly in sparse matrix com­putations and parallel computer applica­tions . Ortega and Young focused on iter­ative techniques for the solution of systems of equations on vector and parallel super­computers.

Young and two of his graduate students are spending the entire fall quarter at UTK and ORNL. George is giving a series of lectures on direct methods for sparse sys­tems and parallel computing during the fall quarter. He is also coordinating a research seminar for the academic year.

The solution of eigenvalue and singular

value problems will be the main focus of the winter quarter of 1988. The spring quarter will be devoted primarily to the so­lution of least squares problems.

The special year is supported by Ten­nessee's Science Alliance, the Department of Energy, the Air Force Office of Scientific Research , the National Security Agency, and the National Science Foundation . The sponsors are UTK's Departments of Com­puter Science and Mathematics and the Mathematical Sciences Section of ORNL's Engineering Physics and Mathematics Division.

The Early Years of Numerical Linear Algebra at ORNL

When the first large computers became available in the 1950s, researchers at ORNL were among the leaders in the de­velopment of tools for numerical linear al­gebra. One of the pioneers in the field was Alston S. Householder, formerly a UTK faculty member and head of ORNL's Mathematics Division , which was formed in 1962 from the Mathematics Panel he had set up in 1948 . Householder's research in numerical linear algebra began with ORNL's acquisition of the Oak Ridge Automatic Computer and Logic Engine (ORACLE), one of the nation's earliest vacuum-tube computers . Now retired and living in Malibu, California, Householder was an honored attendee at this year 's Gatlinburg.

Many distinguished mathematicians and computer scientists , among them Wallace Givens and G.W. Stewart, joined House­holder's staff during his career at ORNL and UTK. Leading experts in numerical linear algebra from all over the world, in­cluding James Wilkinson from England and Fritz Bauer from West Germany, were vis­iting collaborators.

Two of the most fundamental tools of nu­merical linear algebra-Householder re­flections and Givens rotations-were de­veloped at ORNL in the 1950s. These transformations are still widely used to simplify the complex matrix problems en-

David Young (left), J. Alan George (center), and James Ortega (right)

countered in such applications as the de­sign of bridges and earthquake-resistant buildings.

The Gatlinburgs The Tenth International Symposium on

Numerical Algebra was the most recent of a series, officially dating back to 1961 and known informally as the Gatlinburgs , that grew out of the early work in numerical linear algebra done at ORNL. The series actually had two predecessors that set the stage for the ten symposia to come.

In 1951 UCLA hosted a symposium en­titled Simultaneous Linear Equations and the Determination of Eigenvalues . Fi­nanced by the Office of Naval Research , sponsored by the Institute for Numerical Analysis of the National Bureau of Stan­dards , and organized by Olga Taussky, the symposium was the occasion for the pre­sentation of some important work. George

Forsythe presented his "tentative classifica­tion and bibliography of methods for solv­ing systems of linear equations ," with a bibliography of about 500 titles. In addi­tion , two new developments were intro­duced by speakers at the symposium . Givens gave a preliminary report on his tri­diagonalization method , and Barkley Rosser, Magnus Hestenes, and Eduard Stiefel discussed the conjugate gradient method.

Six years after the UCLA symposium, Givens organized a somewhat similar sym­posium, which was held at Wayne State University in Detroit. Entitled Conference on Matrix Computations, the event fea­tured many speakers not on the UCLA program, among them Cornelius Lanczos, Peter Henrici , Richard Varga , Herbert Keller, Bauer, Wilkinson , and Young.

Three years later, a group of people in­terested in matrices , including House­holder, felt that the time had come for a third conference on matrix computations. The result of their planning was Gatlinburg I, which was held in 1961. The format and philosophy of that meeting have been pre­served, on the whole , in the subsequent meetings of the series.

In general , the symposia are to be inter­national one-week working sessions of lim­ited scope and with limited attendance. To encourage informal , unscheduled discus­sion among participants, the program for the first Gatlinburg was deliberately lim­ited to two one-hour invited presentations each morning and afternoon. Location has been an important consideration for the or­ganizers of all the Gatlinburgs-the ideal location has beautiful scenery, pleasant ac­commodations, and , perhaps most impor­tant , a lack of distractions, like theaters and nightclubs. The Mountain View Hotel in Gatlinburg satisfied the criteria and , in fact , was the site of the first four Gatlin­burgs.

Householder organized the first four Gatlinburgs. Among the many details to be arranged were financing-obtained from

Continued on page 17

Page 2: 24 •November 1987 SIAM NEWS Four Decades of Nulllerical ...higham/... · Numerical Algebra was the most recent of a series, officially dating back to 1961 and known informally as

Numerical Linear Algebra, continued from page 24

the National Science Foundation and the U .S. Atomic Energy Commission (AEC)-and sponsorship-provided by SIAM. SIAM has continued its involve­ment in the Gatlinburgs , and the SIAM Activity Group on Linear Algebra co­sponsored the most recent of the series .

One unforeseen result of the Gatlin burgs was the birth of a new SIAM journal. Gatlinburg II again was funded in part by AEC, with the stipulation that a proceed­ings be published . SIAM's decision to launch a journal on numerical analysis co­incided with the need of the Gatlinburg or­ganizers for a publisher, and the first issue of the SIAM Journal on Numerical Analy­sis contained papers from Gatlinburg II. Later meetings , supported entirely by NSF, had no such publishing requirements , and speakers were free to publish their papers as they chose.

Subsequent Gatlinburgs followed the 1961 meeting at varying intervals . Frank Olver was responsible for the program and invitations for Gatlinburg II , which took place in 1963, on approximations; the focus of Gatlinburg III , held one year later, was

again on matrices . Although five years elapsed between Gatlinburgs III and IV, conferences held elsewhere involved many of the participants and themes of the Gatlin burgs.

Los Alamos, which in its own way pro­vided the ambiance sought by the organiz­ers of the earliest Gatlinburgs , was the site chosen for the fifth symposium in the se­ries , held in 1972. Referred to as Gatlin­burg V despite the change in location , it was organized by Richard Varga and fol­lowed the format of its predecessors. Fritz Bauer organized Gatlinburg VI , held in a similarly remote, beautiful spot , this time in the Bavarian Alps , about 100 miles from Munich , in 1975.

From Germany the series moved to Asi­lomar, California-on the Monterey Pen­insula-under the leadership of Gene Golub in 1977. Although still a working meeting , the the 1977 Gatlinburg had a larger attendance as a result of Golub's in­vitation to the community to submit papers for inclusion. Oxford , England , was the site of the meeting organized by Leslie Fox and James Wilkinson in 1980, and Alan George organized a symposium that drew about 140 participants to Waterloo, On­tario , Canada, in 1984.

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Page 3: 24 •November 1987 SIAM NEWS Four Decades of Nulllerical ...higham/... · Numerical Algebra was the most recent of a series, officially dating back to 1961 and known informally as

History of ORNL

Oak Ridge National Laboratory, ongi­nally Clinton Laboratories, was established in 1943 as the pilot plant for demonstrating the safe production of plutonium-239, a fis­sionable man-made element. Since 1943 ORNL has made numerous contributions in the biological and physical sciences, as well as in engineering. Its main mission has been the safe, economical production and use of energy, particularly nuclear energy. Among ORNL's achievements are:

-Development of safe chemical methods for reprocessing nuclear fuels.

-Development of advanced nuclear systems, such as breeder and fusion reactors.

-Development of coal conversion, energy conservation, and solar electric technologies.

-Determination of the risks to health and the environment posed by radiation and radionu­clides from nuclear facilities and waste burial sites and by chemical contaminants from non­nuclear facilities.

-Development of more than 50 technologies recognized for their commercial potential (with rights to commercialize the technologies ac­quired by more than 15 private firms).

From 1948 to 1984 ORNL was operated by Union Carbide Corporation's Nuclear Division for AEC (until 1975), the Energy Research and Development Administra­tion (until 1978), and the U.S. Department of Energy (since 1978). For the past three and a half years, ORNL has been operated for DOE by Martin Marietta Energy Sys­tems, Inc.

Today, a core of researchers at ORNL and UTK are using numerical linear al­gebra to perform large-scale matrix com­putations on parallel computers. Robert C. Ward, head of ORNL's Mathematical Sci­ences Section and co-organizer, with G.W. Stewart, of this year's Gatlinburg, consid­ers ORNL a rich source of problems in nu­merical linear algebra. Of Numerical Lin­ear Algebra Year, Ward says, "Visiting mathematicians and computer scientists will have a unique opportunity to interact with scientists at ORNL at the forefront of knowledge in their own areas of expertise. From this information exchange, the vis­itors can contribute to computational mod­eling of complex phenomena, such as the movement of contaminants through the at­mosphere and soil."

In the--1950s the-Oak Ridge area was a hotbed of mathematical activity, with Householder and Givens developing fun­damental new tools for numerical linear al­gebra and attracting a variety of mathe­matical experts to the area. The current group of researchers and the numerous vis­iting mathematicians and computer scien-

November 1987 SIAM NEWS • 17

Robert C. Ward (left), head of the Mathematical Sciences Section at ORNL, and J. Alan George (right), UTK-ORNL Distinguished Scientist

tists expected during Numerical Linear Al­gebra Year give ORNL and UTK reason to anticipate new peaks in mathematical achievement.

J. Alan George, UTK-ORNL Distinguished Scientist, Carolyn Krause, ORNL technical writer, and Robert C. Ward, head of ORNL's Mathematical Sciences Section, provided the ma­terial on UTK-ORNL and Numerical Linear Al­gebra Year. A detailed description of the first four Gatlinburg meetings was published in SIAM Re­view (A.S. Householder, The Gatlinburgs, Vol. 16, July 1974, pp. 340-343).

Impressions of ICIAM, continued from page 6

high metallic arms, and each seat back is crowned with an aluminum semicircle. En­sconced in that protective chair, one among many in the great hall, I felt not like a mathematician or a tourist, but like a mem­ber of some outer space senate awaiting a speech by Flash Gordon.

Regrettably, my space fantasies ended all too soon. I was beamed back to reality to begin contemplating ICIAM '91, to be held four years henc.e in Boston. The trip won't be quite such an adventure next time, but there is some small comfort in knowing that the drivers will be almost as crazy.

Paul Davis is a professor of mathematics at Worcester Polytechnic Institute.