Losing our giants: Gene Golub

I never met Gene Golub; I have his and Charles Van Loan’s “Matrix Computations” book. It is one of those that you pour over, sometimes scratching your head as to how a particular algorithm works, and there is a detailed discussion of how to implement the algorithm, including very helpful discussions of the inner workings.

The book is extraordinary, you can almost hear the lecture proceeding as you read it. It is accessible, and largely comprehensible. Considering the topic, this is quite a feat. It says something about the authors. I do pull the book down and pull neat things out for the occasional class I teach. It is helpful to use to explain why parallel Gaussian elimination is hard, but you can do parallel LU (which may be more generally useful), parallel QR and Cholesky decomposition. Dr. SVD will be missed. Even by people who never met him, but learned from some of his writings.