Gene H. Golub 1932–2007

Abstract

Gene Howard Golub, professor in the Computer Science Department of Stanford University (USA) passed away suddenly from an acute myeloid leukemia in the Stanford Hospital on November 16, 2007. Gene was one of the prominent figures of numerical linear algebra or, as he preferred to call it, matrix computations. Gene was born in Chicago (Illinois) on February 29, 1932, from parents who emigrated from Ukraine and Latvia to the United States in 1923. He did his graduate studies first in the University of Chicago and then, from 1953 to 1959, in the University of Illinois at Urbana-Champaign. There, he studied matrix theory and statistics. He had a partial time job in the computer center and learn how to program one of the first parallel computers, the ILLIAC IV. For a while he was considering doing a Ph.D. in statistics but he became a student of Professor Abraham Taub, an applied mathematician, who oriented him toward the study of Chebyshev polynomials for solving linear systems, starting from John von Neumann’s works. In 1959 Taub invited Richard Varga to the University of Illinois and Gene discovered that Varga was working on the same topic. This lead to the writing of a seminal joint paper that was published in 1961. After his Ph.D. thesis Gene received an NSF fellowship that allowed him to spend 15 months in Cambridge (UK) where he met for the first time Jim Wilkinson who was working at the National Physical Laboratory. Jim became a prominent expert in rounding error analysis in numerical linear algebra algorithms and a frequent visitor to Stanford. Gene met also Cornelius Lanczos in the UK. When he was back to the US, he worked for several industrial companies and then decided to back to academics. In 1962, George Forsythe offered him an assistant professorship in Stanford and soon a permanent position. It was in these times that Gene met some of Forsythe’s students that were about to become famous like Cleve Moler (founder of Matlab and present SIAM president) and Beresford Parlett. The Stanford University Computer Science Department was founded by Forsythe in 1966 and Gene naturally get a position in the department together with John McCarthy, Donald Knuth and other well–known researchers. He was chairman of the department in 1982. During his brilliant career Gene authored or co–authored more than 180 papers published in the best journals and many contributed or invited papers to an uncountable number of international conferences. It is almost impossible to summarize all of his many important contributions to applied mathematics. Perhaps the most well– known ones are the use of QR factorizations to solve least squares problems and the invention of direct and iterative algorithms for the computation of the singular value decomposition (SVD) together with W. Kahan. SVD was a great passion of Gene and he used it in many applications. He was so in love with SVD that the license plate of his last car was “Pr. SVD”. Noticeable also is the discovery of the cyclic reduction algorithm for solving certain structured linear systems leading to the construction of fast Poisson solvers. Gene was one of the most active evangelists for the preconditioned conjugate gradient algorithm through his joint papers with P. Concus and D.P. O’Leary. More recently he worked on algorithms for computing bounds or estimates of bilinear forms u f(A)v where u and v are vectors, A is a square