History of Numerical Analysis

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Joseph F. Traub

Oral History (pdf)

Interviewer Thomas Haigh

In this interview, Joseph Traub begins by discussing his involvement, while a Bell Labs researcher in the 1960s, in the establishment (with Phyllis Fox and Morven Gentleman) of a project to create a portable library software library of high quality, tested routines for numerical analysis. He also gives more general commentary on the relationship of software to the discipline of numerical analysis, and on his personal experience with programming. He then discusses his role as founder of ACM SIGNUM, the special interest group for numerical mathematics.   In the second half of the interview, Traub talks more generally about his work in the twenty years since oral history interviews were were conducted by William Aspray (http://www.cbi.umn.edu/oh/display.phtml?id=38) . Topics include the further development of information-based complexity, his work on the computation of financial derivatives, his interest in quantum computing, his role in the establishment of the Computer Science and Telecommunications Board of the National Academies, his founding of the Journal of Complexity, his early concern over security of the national information  infrastructure, and his external professorship at the Santa Fe Institute.

Key words: mathematical software, numerical analysis software library, iterative methods, Jenkins-Traub algorithm, ACM SIGNUM, information-based complexity, computation of financial derivatives, quantum computing

Funding Agency:

Time frame: 1950's, 1960's, 1970's, 1980's, 1990's

People: Phyllis Fox, Morven Gentleman, W.J. Cody, Peter Businger, Henryk Wozniakowski

Location: Bell Laboratories, Columbia University, Stanford University, Argonne National Laboratory, Carnegie-Mellon University, Santa Fe Institute

Citation: Joseph F. Traub Oral history interview by Thomas Haigh, 19 and 20 March, 2004, New York, New York. Society for Industrial and Applied Mathematics, Philadelphia, PA


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