Past Research projects
- Parallel Numerical Linear Algebra for Extreme Scale Systems (NLAFET) (2013-2016).
- Matrix Exponential
- EPSRC funded projects (past and present).
- Functions of Matrices: Theory and Computation (2011-2016).
- MAPLE: MAthematics PLatform Engagement activity (2011-2015).
- EPSRC Network Numerical Algorithms and High Performance Computing (2011-2013).
- Novel Asynchronous Algorithms and Software for Large Sparse Systems (2010-2014).
- Centre for Interdisciplinary Computational and Dynamical Analysis (CICADA) (2007-).
- MOPNET: EPSRC Matrix and Operator Pencil Network (2009-2012).
- Optimization Problems in Structured Numerical Linear Algebra (2009-2012), with NAG Ltd.
- HPC/NA Roadmap Activity (2008-2009).
- Numerical Analysis of Matrix Functions (2001-2004).
- Parallel Computation of Matrix Functions (1998-2001).
Nearest Correlation Matrix Problem and NAG
- Nearest Correlation Matrix brochure, NAG, July 23, 2010.
- Videos of talks promoting this work: see NAG’s Past Finance Events webinar recordings “NAG Quant Event, New York 2011” (Higham), “NAG Quant Event, London 2009” (Higham), “NAG Quant Event, London 2011” (Lucas), “NAG Seminar with Nick Higham, June 2011”).
Videos
- Overview of Knowledge Transfer Partnership (KTP) project on matrix functions between Numerical Algorithms Group (NAG) and School of Mathematics.
- Overview of knowledge transfer and industrial engagement activities in the School of Mathematics.
- Overview of the School of Mathematics.
Nick Higham 