Nicholas John Higham FRS
Nick Higham is Royal Society Research Professor and Richardson Professor of Applied Mathematics in the Department of Mathematics at the University of Manchester. He is a Fellow of the Royal Society, a SIAM Fellow, a Member of Academia Europaea, and served as President of the Society for Industrial and Applied Mathematics (SIAM), 2017-2018.
Much of his research is concerned with the accuracy and stability of numerical algorithms, and the second edition of his monograph on this topic was published by SIAM in 2002. His other books include "Functions of Matrices: Theory and Computation" (SIAM, 2008), the first ever research monograph on matrix functions, and the 1000-page "The Princeton Companion to Applied Mathematics" (2015), of which he was editor.
His current research interests include multiprecision and mixed precision numerical linear algebra algorithms.
He blogs about applied mathematics at https://nhigham.com/
Nick has been collaborating with NAG for over 30 years, including on three Knowledge Transfer Partnerships (2010-2013, 2012-2013 and 2018--2021), on PhD Projects, and by hosting NAG staff at Manchester as Simon Industrial and Professional Fellows.
A particularly fruitful and long-term collaboration has been on software for the nearest correlation matrix (NCM) problem. Computing the NCM is crucial in financial modelling because estimated correlation matrices are often not positive definite and hence cannot be safely used in models.
Over the last fifteen years NAG has developed a suite of state of the art NCM routines that are highly optimized and include the latest algorithmic advances, such as Anderson acceleration.
NAG supports the Department of Mathematics at the University of Manchester through undergraduate prizes, best presentation prizes at SIAM-IMA Student Chapter conferences, and sponsorship of conferences such as Advances in Numerical Linear Algebra: Celebrating the Centenary of the Birth of James H. Wilkinson in 2019.
