# My MIMS Eprints

Lijing Lin, Nicholas J. Higham and Jianxin Pan, Covariance Structure Regularization via Entropy Loss Function, Computational Statistics & Data Analysis, 72, (2014).

Edvin Deadman and Nicholas J. Higham, Testing matrix function algorithms using identities, preprint, (2014).

Nicholas J. Higham and Edvin Deadman, A Catalogue of Software for Matrix Functions. Version 1.0, preprint, (2014).

Mary Aprahamian and Nicholas J. Higham, The Matrix Unwinding Function, with an Application to Computing the Matrix Exponential, SIAM Journal on Matrix Analysis and Applications, 35, (2014).

Nicholas J. Higham, Functions of Matrices, (2014).

Nicholas J. Higham, Numerical Conditioning, (2014).

Nicholas J. Higham and Samuel D. Relton, Estimating the Condition Number of the Frechet Derivative of a Matrix Function, preprint, (2013).

Nicholas J. Higham and Lin Lijing, Matrix Functions: A Short Course, preprint, (2013).

Nicholas J. Higham and Samuel D. Relton, Higher Order Frechet Derivatives of Matrix Functions and the Level-2 Condition Number, preprint, (2013).

Nicholas J. Higham, Matrix Computations in Basic on a Microcomputer, preprint, (2013).

Nicholas J. Higham and Lijing Lin, An Improved Schur--Pade Algorithm for Fractional Powers of a Matrix and their Frechet Derivatives, SIAM. J. Matrix Anal. & Appl., 34, (2013).

Ramaseshan Kannan, Stephen Hendry, Nicholas J. Higham and Francoise Tisseur, Detecting the Causes of Ill-Conditioning in Structural Finite Element Models, preprint, (2013).

Yuji Nakatsukasa and Nicholas J. Higham, Stable and Efficient Spectral Divide and Conquer Algorithms for the Symmetric Eigenvalue Decomposition and the SVD, SIAM J. Sci. Comput., 35, (2013).

Edvin Deadman, Nicholas J. Higham and Rui Ralha, Blocked Schur Algorithms for Computing the Matrix Square Root, Lecture Notes in Computer Science, 7782, (2013).

Awad H. Al-Mohy, Nicholas J. Higham and Samuel D. Relton, Computing the Frechet Derivative of the Matrix Logarithm and Estimating the Condition Number, SIAM J. Sci. Comput., 35, (2013).

Awad H. Al-Mohy and Nicholas J. Higham, Improved Inverse Scaling and Squaring Algorithms for the Matrix Logarithm, SIAM Journal on Scientific Computing, 34, (2012).

Iain Bethune, J. Mark Bull, Nicholas J. Dingle and Nicholas J. Higham, Performance analysis of asynchronous Jacobi's method implemented in MPI, SHMEM and OpenMP, preprint, (2012).

Yuji Nakatsukasa and Nicholas J. Higham, Backward stability of iterations for computing the polar decomposition, SIAM Journal on Matrix Analysis and Applications, 33, (2012).

Timo Betcke, Nicholas J. Higham, Volker Mehrmann, Christian Schröder and Françoise Tisseur, NLEVP: A Collection of Nonlinear Eigenvalue Problems, preprint, (2011).

Timo Betcke, Nicholas J. Higham, Volker Mehrmann, Christian Schröder and Françoise Tisseur, NLEVP: A Collection of Nonlinear Eigenvalue Problems. Users' Guide, preprint, (2011).

Nicholas J. Dingle and Nicholas J. Higham, Reducing the Influence of Tiny Normwise Relative Errors on Performance Profiles, preprint, (2011).

Iain Bethune, J. Mark Bull, Nicholas J. Dingle and Nicholas J. Higham, Investigating the Performance of Asynchronous Jacobi's Method for Solving Systems of Linear Equations, To appear in International Journal of High Performance Computing Applications.

Awad H. Al-Mohy and Nicholas J. Higham, Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators, SIAM Journal on Scientific Computing, 33, (2011).

Laurence Grammont, Nicholas J. Higham and Françoise Tisseur, A Framework for Analyzing Nonlinear Eigenproblems and Parametrized Linear Systems, Linear Algebra and its Applications, 435, (2011).

Nicholas J. Higham, Gaussian Elimination, Wiley Interdisciplinary Reviews: Computational Statistics, 3, (2011).

Nicholas J. Higham and Lijing Lin, A Schur--Pad\'e Algorithm for Fractional Powers of a Matrix, SIAM J. on Matrix Analysis and Applications, 32, (2011).

Nicholas J. Higham and Lijing Lin, On $p$th Roots of Stochastic Matrices, Linear Algebra and its Applications, 435, (2011).

Timo Betcke, Nicholas J. Higham, Volker Mehrmann, Christian Schröder and Françoise Tisseur, NLEVP: A Collection of Nonlinear Eigenvalue Problems, preprint, (2010).

Timo Betcke, Nicholas J. Higham, Volker Mehrmann, Christian Schröder and Françoise Tisseur, NLEVP: A Collection of Nonlinear Eigenvalue Problems. Users' Guide, preprint, (2010).

Nicholas J. Higham, Christian Mehl and Françoise Tisseur, The Canonical Generalized Polar Decomposition, SIAM Journal On Matrix Analysis and Applications, 31, (2010).

Awad H. Al-Mohy and Nicholas J. Higham, The Complex Step Approximation to the Fréchet Derivative of a Matrix Function, Numerical Algorithms, 53, (2010).

Rüdiger Borsdorf, Nicholas J. Higham and Marcos Raydan, Computing a Nearest Correlation Matrix with Factor Structure, SIAM Journal on Matrix Analysis and Applications, 31, (2010).

Nicholas J. Higham and Awad H. Al-Mohy, Computing Matrix Functions, Acta Numerica, 19, (2010).

Awad H. Al-Mohy and Nicholas J. Higham, A New Scaling and Squaring Algorithm for the Matrix Exponential, SIAM Journal On Matrix Analysis and Applications., 31, (2009).

Awad H. Al-Mohy and Nicholas J. Higham, Computing the Fréchet Derivative of the Matrix Exponential, with an application to Condition Number Estimation, SIAM Journal On Matrix Analysis and Applications., 30, (2009).

Chun-Hua Guo, Nicholas J. Higham and Françoise Tisseur, An Improved Arc Algorithm for Detecting Definite Hermitian Pairs, SIAM Journal On Matrix Analysis and Applications., 31, (2009).

Chun-Hua Guo, Nicholas J. Higham and Françoise Tisseur, Detecting and Solving Hyperbolic Quadratic Eigenvalue Problems, SIAM Journal On Matrix Analysis and Applications., 30, (2009).

Nicholas J. Higham, The Scaling and Squaring Method for the Matrix Exponential Revisited, SIAM Review, 51, (2009).

Nicholas J. Higham, D. Steven Mackey and Françoise Tisseur, Definite Matrix Polynomials and their Linearization by Definite Pencils, SIAM Journal on Matrix Analysis and Applications, 31, (2009).

Anne Trefethen, Nicholas J. Higham, Iain Duff and Peter Coveney, Applications/Algorithms Roadmapping Activity. First Stage Final Report, preprint, (2009).

Anne Trefethen, Nicholas J. Higham, Iain Duff and Peter Coveney, Developing a High-Performance Computing/Numerical Analysis Roadmap, International Journal of High Performance Computing Applications, 23, (2009).

Nicholas J. Higham, Cholesky Factorization, preprint, (2008).

Rudiger Borsdorf and Nicholas J. Higham, A Preconditioned Newton Algorithm for the Nearest Correlation Matrix, IMA Journal of Numerical Analysis, 30, (2008).

Timo Betcke, Nicholas J. Higham, Volker Mehrmann, Christian Schröder and Françoise Tisseur, NLEVP: A Collection of Nonlinear Eigenvalue Problems, preprint, (2008).

Nicholas J. Higham, Functions of Matrices: Theory and Computation, (2008).

Nicholas J. Higham, An Interview with Gene Golub, preprint, (2008).

Nicholas J. Higham, Cayley, Sylvester, and Early Matrix Theory, Linear Algebra Appl., 428, (2008).

Nicholas J. Higham, D. Steven Mackey, Françoise Tisseur and Seamus D. Garvey, Scaling, Sensitivity and Stability in the Numerical Solution of Quadratic Eigenvalue Problems , International Journal for Numerical Methods in Engineering, 73, (2008).

Nicholas Hale, Nicholas J. Higham and Lloyd N. Trefethen, Computing $A^\alpha$, $\log(A)$ and Related Matrix Functions by Contour Integrals, SIAM Journal on Numerical Analysis, 46, (2008).

Robert M. Corless, Hui Ding, Nicholas J. Higham and David J. Jeffrey, The Solution of S exp(S) = A is Not Always the Lambert W Function of A, (2007).

Sven Hammarling, Nicholas J. Higham and Craig Lucas, LAPACK-Style Codes for Pivoted Cholesky and QR Updating, preprint.

Chun-Hua Guo and Nicholas J. Higham, Iterative Solution of a Nonsymmetric Algebraic Riccati Equation, SIAM Journal On Matrix Analysis and Applications., 29, (2007).

Nicholas J. Higham, Commentary on Selected Papers by Gene Golub on Matrix Factorizations and Applications, (2007).

Nicholas J. Higham, Review of ``Spectra and Pseudospectra: The Behavior of Nonnormal Matrices and Operators'', by Lloyd N. Trefethen and Mark Embree. Princeton University Press, Princeton, NJ, USA, 2005. , Bull. Amer. Math. Soc., 44, (2007).

Nicholas J. Higham, Ren-Cang Li and Françoise Tisseur, Backward Error of Polynomial Eigenproblems Solved by Linearization, SIAM Journal on Matrix Analysis and Applications, 29, (2007).

Chun-Hua Guo and Nicholas J. Higham, A Schur-Newton Method for the Matrix p'th Root and its Inverse, SIAM Journal On Matrix Analysis and Applications, 28, (2006).

Nicholas J. Higham, Functions of Matrices, (2006).

Nicholas J. Higham, D. Steven Mackey, Niloufer Mackey and Françoise Tisseur, Symmetric Linearizations for Matrix Polynomials, SIAM Journal on Matrix Analysis and Applications, 29, (2006).

Nicholas J. Higham, D. Steven Mackey and Françoise Tisseur, The Conditioning of Linearizations of Matrix Polynomials, SIAM J. Matrix Anal. Appl., 28, (2006).

Nicholas J. Higham, An Interview with Peter Lancaster, preprint.

Dario A. Bini, Nicholas J. Higham and Beatrice Meini, Algorithms for the Matrix p'th Root, Numerical Algorithms, 39, (2005).

Philip I. Davies and Nicholas J. Higham, Computing $f(A)b$ for Matrix Functions $f$, (2005).

Gareth I. Hargreaves and Nicholas J. Higham, Efficient Algorithms for the Matrix Cosine and Sine, Numerical Algorithms, 40, (2005).

Nicholas J. Higham, The Scaling and Squaring Method for the Matrix Exponential Revisited, SIAM Journal On Matrix Analysis and Applications, 26, (2005).

Nicholas J. Higham, D. Steven Mackey, Niloufer Mackey and Françoise Tisseur, Functions Preserving Matrix Groups and Iterations for the Matrix Square Root, SIAM Journal On Matrix Analysis and Applications, 26, (2005).

Nicholas J. Higham, Mihail Konstantinov, Volker Mehrmann and Petko Petkov, The Sensitivity of Computational Control Problems, IEEE Control Systems Magazine, 24, (2004).

Nicholas J Higham, The numerical stability of barycentric Lagrange interpolation, IMA Journal of Numerical Analysis, 24, (2004).

Nicholas J. Higham, D. Steven Mackey, Niloufer Mackey and Françoise Tisseur, Computing the Polar Decomposition and the Matrix Sign Decomposition in Matrix Groups, SIAM Journal On Matrix Analysis and Applications, 25, (2004).

Nicholas J. Higham, $J$-Orthogonal Matrices: Properties and Generation, SIAM Review, 45, (2003).

Adam Bojanczyk, Nicholas J Higham and Harikrishna Patel, Solving the indefinite least squares problem by hyperbolic QR factorization, SIAM Journal On Matrix Analysis And Applications, 24, (2003).

Philip I. Davies and Nicholas J. Higham, A Schur--Parlett Algorithm for Computing Matrix Functions, SIAM Journal On Matrix Analysis and Applications, 25, (2003).

Nicholas J. Higham, Accuracy and Stability of Numerical Algorithms, (2002).

Nicholas J. Higham, Computing the Nearest Correlation Matrix---A Problem from Finance, IMA Journal of Numerical Analysis, 22, (2002).

Nicholas J. Higham and Françoise Tisseur, More on pseudospectra for polynomial eigenvalue problems and applications in control theory, Elsevier, Linear Algebra and its Applications, 351-352, (2002).

Nicholas J. Higham, Françoise Tisseur and Paul M. Van Dooren, Detecting a definite Hermitian pair and a hyperbolic or elliptic quadratic eigenvalue problem, and associated nearness problems, Elsevier, Linear Algebra and its Applications, 351-352, (2002).

Sheung Hun Cheng, Nicholas J Higham, Charles S Kenney and Alan J Laub, Approximating the logarithm of a matrix to specified accuracy, SIAM Journal On Matrix Analysis And Applications, 22, (2001).

Philip I. Davies, Nicholas J. Higham and Françoise Tisseur, Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem, SIAM Journal on Matrix Analysis and Applications, 23, (2001).

Nicholas J Higham and Hyun-Min Kim, Solving a quadratic matrix equation by Newton's method with exact line searches, SIAM Journal On Matrix Analysis And Applications, 23, (2001).

Françoise Tisseur and Nicholas J. Higham, Structured pseudospectra for polynomial eigenvalue problems, with applications, SIAM Journal On Matrix Analysis And Applications, 23, (2001).

Philip I. Davies and Nicholas J. Higham, Numerically stable generation of correlation matrices and their factors, BIT Numerical Mathematics, 40, (2000).

Nicholas J Higham and Hyun-Min Kim, Numerical analysis of a quadratic matrix equation, IMA Journal of Numerical Analysis, 20, (2000).

Nicholas J. Higham, QR factorization with complete pivoting and accurate computation of the SVD, Elsevier, Linear Algebra and its Applications, 309, (2000).

Nicholas J. Higham and Françoise Tisseur, A block algorithm for matrix 1-norm estimation, with an application to 1-norm pseudospectra, SIAM Journal On Matrix Analysis And Applications, 21, (2000).

Sheung Hun Cheng and Nicholas J. Higham, The nearest definite pair for the Hermitian generalized eigenvalue problem, Linear Algebra and its Applications, 302-303, (1999).

Anthony J. Cox and Nicholas J. Higham, Accuracy and stability of the null space method for solving the equality constrained least squares problem, BIT Numerical Mathematics, 39, (1999).

Anthony J. Cox and Nicholas J. Higham, Backward error bounds for constrained least squares problems, BIT Numerical Mathematics, 39, (1999).

Anthony J. Cox and Nicholas J. Higham, Row-wise backward stable elimination methods for the equality constrained least squares problem, SIAM Journal On Matrix Analysis And Applications, 21, (1999).

Sheung Hun Cheng and Nicholas J. Higham, A modified Cholesky algorithm based on a symmetric indefinite factorization, SIAM Journal On Matrix Analysis And Applications, 19, (1998).

Desmond J. Higham and Nicholas J. Higham, Structured backward error and condition of generalized eigenvalue problems, SIAM Journal On Matrix Analysis And Applications, 20, (1998).

Nicholas J. Higham, Factorizing complex symmetric matrices with positive definite real and imaginary parts, Mathematics of Computation, 67, (1998).

Nicholas J. Higham and Sheung Hun Cheng, Modifying the interia of matrices arising in optimization, Linear Algebra and its Applications, 275-276, (1998).

Nicholas J. Higham, Recent Developments in Dense Numerical Linear Algebra, (1997).

Nicholas J. Higham, Stability of the diagonal pivoting method with partial pivoting, SIAM Journal On Matrix Analysis And Applications, 18, (1997).

Nicholas J. Higham, Stable iterations for the matrix square root, Numerical Algorithms, 15, (1997).

Thierry Braconnier and Nicholas J. Higham, Computing the field of values and pseudospectra using the Lanczos method with continuation, BIT Numerical Mathematics, 36:3, (1996).

James W. Demmel, Nicholas J. Higham and Robert S. Schreiber, Stability of Block LU Factorization, Numerical Linear Algebra with Applications, Vol. 2, (1995).

Nicholas J. Higham, Stability of parallel triangular system solvers, SIAM Journal on Scientific Computing, 16, (1995).

Nicholas J. Higham and Philip A. Knight, Matrix powers in finite precision arithmetic, SIAM Journal On Matrix Analysis And Applications, 16, (1995).

Nicholas J. Higham, A Survey of Componentwise Perturbation Theory, (1994).

Nicholas J. Higham, The matrix sign decomposition and its relation to the polar decomposition, Linear Algebra and its Applications, 212-213, (1994).

Nicholas J. Higham and Pythagoras Papadimitriou, A parallel algorithm for computing the polar decomposition, Elsevier, Parallel Computing, 20, (1994).

Nicholas J. Higham and Alex Pothen, Stability of the partitioned inverse method for parallel solution of sparse triangular systems, SIAM Journal on Scientific Computing, 15, (1994).

James W. Demmel and Nicholas J. Higham, Improved error bounds for underdetermined system solvers, SIAM Journal On Matrix Analysis And Applications, 14, (1993).

Nicholas J. Higham, Optimization by direct search in matrix computations, SIAM Journal On Matrix Analysis And Applications, 14, (1993).

Nicholas J. Higham, Perturbation Theory and Backward Error for $AX-XB=C$, BIT Numerical Mathematics, 33, (1993).

Nicholas J. Higham and Philip A. Knight, Finite precision behavior of stationary iteration for solving singular systems, Linear Algebra and its Applications, 192, (1993).

James W. Demmel and Nicholas J. Higham, Stability of Block Algorithms with Fast Level-3 BLAS, ACM Transactions on Mathematical Software, 18, (1992).

Desmond J. Higham and Nicholas J. Higham, Backward error and condition of structured linear systems, SIAM Journal On Matrix Analysis And Applications, 13, (1992).

Desmond J. Higham and Nicholas J. Higham, Componentwise perturbation theory for linear systems with multiple right-hand sides, Linear Algebra and its Applications, 174, (1992).

Nicholas J. Higham, Estimating the matrix p-norm, Numerische Mathematik, 62, (1992).

Nicholas J. Higham, Stability of a method for multiplying complex matrices with three real matrix multiplications, SIAM Journal On Matrix Analysis And Applications, 13, (1992).

Nicholas J. Higham, Algorithm 694: A Collection of Test Matrices in MATLAB, ACM Transactions on Mathematical Software, 17, (1991).

Nicholas J. Higham, Iterative refinement enhances the stability of QR factorization methods for solving linear equations, BIT Numerical Mathematics, 31, (1991).

Nicholas J. Higham, Analysis of the Cholesky Decomposition of a Semi-definite Matrix, (1990).

Nicholas J. Higham, Bounding the error in Gaussian elimination for tridiagonal systems, SIAM Journal On Matrix Analysis And Applications, 11, (1990).

Nicholas J. Higham, Experience with a Matrix Norm Estimator, SIAM Journal on Scientific and Statistical Computing, 11, (1990).

Nicholas J. Higham, Exploiting fast matrix multiplication within the level 3 BLAS, ACM Transactions on Mathematical Software, 16, (1990).

Nicholas J. Higham, Stability analysis of algorithms for solving confluent Vandermonde-like systems, SIAM Journal On Matrix Analysis And Applications, 11, (1990).

Nicholas J. Higham and Robert S. Schreiber, Fast polar decomposition of an arbitrary matrix, SIAM Journal on Scientific and Statistical Computing, 11, (1990).

Nicholas J. Higham and Desmond J. Higham, Large growth factors in Gaussian elimination with pivoting, SIAM Journal On Matrix Analysis And Applications, 10, (1989).

Nicholas J. Higham, Computing a nearest symmetric positive semidefinite matrix, Linear Algebra and its Applications, 103, (1988).

Nicholas J. Higham, FORTRAN codes for estimating the one-norm of a real or complex matrix, with appliations to condition estimation, ACM Transactions on Mathematical Software, 14, (1988).

Nicholas J. Higham, The symmetric Procrustes problem, BIT Numerical Mathematics, 28, (1988).

Nicholas J. Higham, A Survey of Condition Number Estimation for Triangular Matrices, SIAM Review, 29, (1987).

Nicholas J. Higham, Computing real square roots of a real matrix, Linear Algebra and its Applications, 88-89, (1987).

Nicholas J. Higham and G. W. Stewart, Numerical Linear Algebra in Statistical Computing, (1987).

Nicholas J. Higham, Computing the Polar Decomposition---with Applications, SIAM Journal of Scientific and Statistical Computing, 7, (1986).

Nicholas J. Higham, Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix, SIAM Journal of Scientific and Statistical Computing, 7, (1986).

Nicholas J. Higham, Newton's method for the matrix square root, Mathematics of Computation, 46, (1986).