Nick Higham was a mathematician working in the field of numerical linear algebra. He was renowned for his studies on the accuracy and stability of numerical algorithms. His work was fundamental to the success of very large matrix computations and has strongly influenced the development of widely used software, including MATLAB and LAPACK.
His research on functions of matrices led to widely used algorithms for computing the matrix exponential, the matrix logarithm, and other important matrix functions. He was also a leading expert on matrix nearness problems, including the computation of the nearest correlation matrix in financial and other applications.
Nick received a number of awards and honours, including the Leslie Fox Prize for Numerical Analysis of the Institute of Mathematics and its Applications in 1988 and the Fröhlich Prize of the London Mathematical Society in 2008. He was the author of four books, including two research monographs, and was the Editor of the Princeton Companion to Applied Mathematics (2015).
Professor Nicholas Higham FRS died on 20 January 2024.
Subject groups
-
Mathematics
Applied mathematics and theoretical physics
