Gene Golub Symposium

Engineering at Illinois Engineering at Illinois

The Scientific Legacy of Gene Golub (slides)
Michael Heath, University of Illinois at Urbana-Champaign

Gene Golub's principal scientific legacy is his technical and personal leadership in establishing the central position of matrix computations in modern scientific computing. In this talk we review a few of his seminal contributions, including development and popularization of algorithms for the singular value decomposition, QR factorization for least squares computations, the conjugate gradient and Lanczos methods for linear systems and eigenvalue problems, total least squares, generalized cross-validation, fast Poisson solvers, updating matrix factorizations, Gaussian quadrature rules, and inverse eigenvalue problems.