Gene Howard Golub (February 29, 1932 – November 16, 2007), was an American numerical analyst who taught at Stanford UniversityasFletcher Jones Professor of Computer Science and held a courtesy appointment in electrical engineering.
Born in Chicago, he was educated at the University of Illinois at Urbana-Champaign, receiving his B.S. (1953), M.A. (1954) and Ph.D. (1959) all in mathematics.[1] His M.A. degree was more specifically in Mathematical Statistics. His PhD dissertation was entitled "The Use of Chebyshev Matrix Polynomials in the Iterative Solution of Linear Equations Compared to the Method of Successive Overrelaxation" and his thesis adviser was Abraham Taub. Gene Golub succumbed to acute myeloid leukemia on the morning of 16 November 2007 at the Stanford Hospital.[2]
He arrived at Stanford in 1962 and became a professor there in 1970. He advised more than thirty doctoral students, many of whom have themselves achieved distinction. Gene Golub was an important figure in numerical analysis and pivotal to creating the NA-Net and the NA-Digest, as well as the International Congress on Industrial and Applied Mathematics.[3]
One of his best-known books is Matrix Computations,[4]
co-authored with Charles F. Van Loan. He was a major contributor to algorithms for matrix decompositions. In particular he published an algorithm together with William Kahan in 1970 that made the computation of the singular value decomposition (SVD) feasible and that is still used today. A survey of his work was published in 2007 by Oxford University Press as "Milestones in Matrix Computation".[5]
He is listed as an ISI highly cited researcher.[6] He held 11 honorary doctorates and was scheduled to receive an honorary doctorate from ETH Zürich on November 17, 2007. He was a visiting professor at Princeton (1970), MIT (1979), ETH (1974 & 2002), and Oxford (1982, 1998 & 2007).
Golub, G. H.; Pereyra, V. (1973). "The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate". SIAM Journal on Numerical Analysis. 10 (2): 413–432. Bibcode:1973SJNA...10..413G. doi:10.1137/0710036.
Golub, Gene H.; Heath, Michael; Wahba, Grace (1979). "Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter". Technometrics. 21 (2): 215–223. doi:10.1080/00401706.1979.10489751.
Golub, Gene H.; Meurant, Gérard (1994). "Matrices, Moments and Quadrature". In: David F. Griffiths, G. Alistair Watson (eds.): Numerical analysis 1993. Proceedings of the 15th Dundee Conference, June–July 1993. Pitman Research Notes in Mathematics Series. vol. 303. Harlow: Longman Scientific & Technical. pp. 105–156. ISBN0-582-22568-X.
Chan, Tony F.; Golub, Gene H.; Mulet, Pep (1999). "A Nonlinear Primal-Dual Method for Total Variation-Based Image Restoration". SIAM Journal on Scientific Computing. 20 (6): 1964–1977. Bibcode:1999SJSC...20.1964C. doi:10.1137/S1064827596299767.
Kamvar, Sepandar D.; Haveliwala, Taher H.; Manning, Christopher D.; Golub, Gene H. (2003). "Extrapolation methods for accelerating Page Rank computations". Proceedings of the twelfth international conference on World Wide Web - WWW '03. p. 261. doi:10.1145/775152.775190. ISBN1581136803. S2CID5645394.
Bai, Zhong-Zhi; Golub, Gene H.; Ng, Michael K. (2003). "Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems". SIAM Journal on Matrix Analysis and Applications. 24 (3): 603–626. doi:10.1137/S0895479801395458.
with Charles Van Loan: Matrix Computations (= Johns Hopkins Series in the Mathematical Sciences.3). Johns Hopkins University Press, Baltimore MD 1983, ISBN 0-8018-3010-9; 2nd edition 1989; 3rd edition 1996; 4th edition 2013[7]
Studies in Numerical Analysis. Mathematical Association of America, 1985, 426 pages.
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Golub, Gene H.; van Loan, Charles F. (1996), Matrix Computations (3rd ed.), Johns Hopkins University Press, ISBN978-0-8018-5414-9
^Chan, Raymond; Greif, Chen; O'Leary, Dianne (2007), Milestones in Matrix Computation: The selected works of Gene H. Golub with commentaries, Oxford University Press, ISBN978-0-19-920681-0
Gene Golub, Oral history interview by Thomas Haigh, 22–23 October 2005, Stanford University. Society for Industrial and Applied Mathematics, Philadelphia, PA, six-hour interview covers full career - transcript online.
"Because of space limitations... Master bibliography of matrix computation (pdf, 565 Kbytes, 66 pages) is online" from 4th edition (2013) of "Matrix computations": [2]Archived 2016-03-04 at the Wayback Machine
