Monthly Archives: February 2013

SIAM Conference on Computational Science and Engineering 2013 Preview

I’ll be attending the SIAM CS&E meeting in Boston next week. This will be the first time I’ve attended this now biennial meeting, which has been running since 2000. The meeting is run by the SIAM Activity Group on Computational … Continue reading

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The Nearest Correlation Matrix

A correlation matrix is a symmetric matrix with unit diagonal and nonnegative eigenvalues. In 2000 I was approached by a London fund management company who wanted to find the nearest correlation matrix (NCM) in the Frobenius norm to an almost … Continue reading

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The Lanczos Tapes

Cornelius Lanczos (1893-1974) gave lectures at UMIST (a predecessor institution of The University of Manchester) in the late 1960s and early 1970s, while he was a Professor at the Dublin Institute for Advanced Study. In 1972, UMIST Audio Visual Services … Continue reading

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