After his visit to a Shell Research Laboratory, my high school
teacher in math told us in class (now more than 40 years ago) that he
was so happy with his education, because mathematics had helped him to
understand the explanations and demonstrations that had been given by
the Shell researchers. He said, "If you master mathematics then
you potentially understand everything." That was certainly a
slight exaggeration, but it nevertheless sounded like a golden
message. Since I definitely wanted to have a better understanding of
what was going on around me, mathematics seemed the obvious way to go.
Also, if it was not much beyond high school math, then it was pretty
easy in addition. What could one wish more? So I enrolled in Utrecht
University in 1961. Pretty soon I discovered that mathematics was much
more than a set of principles that helped one to solve intellectual
riddles. It was not a finished system that one could aim to master
after some limited time, but it was really a way of thinking, a means
of expressing creativity: endless, an old established science, but
still fresh and with undiscovered green meadows, nearby and far away.
I also learned that mathematics was more than merely an
intellectual activity: it was a necessary tool for getting a grip on
all sorts of problems in science and engineering. Without mathematics
there is no progress. However, mathematics could also show its nasty
face during periods in which problems that seemed so simple at first
sight refused to be solved for a long time. Every researcher will
recognize these periods of frustration and helplessness. My first
position outside the academic world was with the Dutch Nuclear
Research Center and it was an eye-opener for me in that mathematical
techniques, in combination with computers, could be used for solving
very complicated real-life problems, such as predicting and
controlling the behavior of a nuclear reactor. I was deeply impressed
by the numerical masterpieces of Jim Wilkinson and Dick Varga. They
led the way in showing how one could overcome some serious limitations
of computers for solving linear systems of equations. Such systems are
immensely important, because most scientific computations lead in one
way or another to the necessity to solve linear systems. Although the
real world seems to be highly nonlinear, we have to linearize first in
order to get insight and to produce meaningful solutions.
Many problems in physics, chemistry, engineering, earth sciences,
etc., lead to very large systems, and it has always been a challenge
for me to help shift our limits in tackling the computational
complexity. It is very much the same as the drive of an athlete to try
to break barriers. Research by many of us has now led to the ability
to solve systems of, say, billions of unknowns. The increase in speed
of computers and the human intelligence in discovering faster methods
have contributed almost in equal part to the progress made since the
early days of Gauss and Jacobi (who solved systems of order 7).
By doing this kind of research, one is highly rewarded for useful
ideas. Other scientists use them to their advantage and report on
their progress. This is what is hidden beneath the cool citation
scores. It is a great feeling to realize that my work is used by so
many other people.
My first success in research was in the mid-1970s, when I proposed,
together with Koos Meijerink, the so-called incomplete LU
decompositions of matrices, as a way to accelerate the convergence of
the Conjugate Gradient method. Our ICCG method became a widely used
tool. Then, around 1980, I became heavily inspired by the work of
Lanczos, Paige and Saunders, Manteuffel, and others. This led to the
completion of my Ph.D. thesis in 1982, at the age of 38. In 1984, I
resumed a position in the academic word again: first as a professor at
Delft University of Technology, and since 1990 as a professor at the
University of Utrecht.
Being a professor I felt certainly obliged to something in return
for the honor and I devoted much of my (spare) time to research.
Together with my advisor Bram van der Sluis, I published a paper that
helped to further the understanding of the Conjugate Gradients method
("The rate of convergence of conjugate gradients," Numer.
Math., 48[5]: 543-60, 1986). Early ideas by Sonneveld (1984) for
improvements in the bi-Conjugate Gradient (Bi-CG) method, for the
solution of unsymmetric linear systems, intrigued me for a long time.
Sonneveld had a brilliant idea for doubling the speed of convergence
of Bi-CG for virtually the same computational costs: CGS. He also
published a rather obscure method under the name of IDR. I doubt
whether that paper got more than two or three citations altogether.
The eventual understanding of that method and the reformulation of it,
so that rounding errors had much less bad influence on its speed of
convergence, led to the so frequently cited Bi-CGSTAB paper (1992).
Since some of the more successful methods had been published in SIAM
J. Sci. (for instance, GMRES, 1986), that journal was the obvious
choice for me. Also the presentation of Bi-CGSTAB at one of the famous
IBM workshops in Oberlech (what a pity that IBM stopped that
activity!) was extremely helpful in making other scientists acquainted
with the new technique.
Bi-CGSTAB is a surprisingly simple algorithm for the combination of
two successful techniques: the fast but irregularly converging Bi-CG
and the stabilizing effect of GMRES: some 15 lines of computer code.
This has helped many people in research and industry solve their
complicated computational problems. It has also stimulated further
research in my own area. For instance, many new preconditioning
techniques are used in combination with Bi-CGSTAB, which explains some
of the many citations. Bi-CGSTAB has also been included in the popular
mathematical research platform MATLAB.
Over the past few years, I have shifted my focus of attention to
eigenvalue problems. This is also an exciting area, with many unsolved
problems and with many applications in other sciences (plasma physics,
astronomy, climate modeling, acoustics, mechanical engineering, etc.).
My first success in this area has been the development of the Jacobi-Davidson
method (with Gerard Sleijpen, 1996), which was awarded the SIAG-LA
prize in 1998 (Sleijpen, G.L.G., and van der Vorst, H.A., "A
Jacobi-Davidson iteration method for linear eigenvalue problems,"
SIAM J Matrix Anal. A., 17[2]: 401-25, April 1996). I trust that there
are numerous nuggets to be uncovered in this research area and I hope
to be able to find more of these. Meanwhile, I keep an eye on
acceleration techniques. One never knows…
Henk A. van der Vorst
University of Utrecht
Mathematical Institute
Utrecht, The Netherlands