Jennifer Scott

Areas of interest
- Sparse linear algebra
- Numerical analysis
- Large-scale scientific computation
- Mathematical software
Research centres and groups
Research projects
My research focuses on the solution of large sparse systems of linear equations and large-scale linear and non linear optimization problems. An important orientation is the development of underlying theory and algorithms that are then realised as state-of-the-art mathematical software. For the last 30 years, I have been a major contributor to the internationally renowned HSL mathematical software library; I had overall responsibility for HSL from 2007 to 2018.
My key scientific contributions, which involve studying the underlying mathematics, new analysis and theoretical developments, leading to new library software, include:
* Sparse matrix ordering algorithms (bandwidth and profile minimisation and algorithms for challenging symmetric indefinite matrices that limit the need for numerical pivoting while maintaining sparsity);
* Algorithms to improve the efficiency and applicability of sparse direct solvers (including novel out-of-core techniques, the introduction of multiple front algorithms for coarse-grained parallelism, the use of single precision within a double precision solver, and sparse scaling algorithms);
* Robust limited memory incomplete factorization preconditioners for sparse linear systems;
* Novel techniques for solving large-scale sparse and mixed sparse-dense least squares problems.
Background
* 2016- Professor of Applied Mathematics and Director at Reading of the Centre for Doctoral Training in the Mathematics of Planet Earth, The University of Reading. (0.6 FTE.)
* 2011- Science and Technology Research Council Individual Merit Research Fellow, Rutherford Appleton Laboratory. (0.3 FTE since 2016).
* 2007-2018 Numerical Analysis Group Leader, STFC Rutherford Appleton Laboratory.
* 1990-2007 Researcher, Numerical Analysis Group, STFC Rutherford Appleton Laboratory.
* 1987-1990 Higher Scientific Officer, Numerical Analysis Group, Harwell Laboratory, Oxfordshire.
* 1986-1987 Higher Scientific Officer, Theoretical Physics Department, National Radiological Protection Board, Oxfordshire.
* 1984-1986 Junior Research Fellow, St John's College, University of Oxford.
* 1981-1984 PhD student, University of Oxford.
* 1978-1981 Undergraduate, University of Oxford.
Academic qualifications
* BA Hons (I) Mathematics, University of Oxford, 1981
* DPhil Mathematics, University of Oxford, 1984
Professional bodies/affiliations
* Science and Technology Facilities Research Council Individual Merit Research Fellow
* Fellow of the Society for Industrial and Applied Mathematics (SIAM)
* Fellow of the Institute of Mathematics and its Applications
* President of SIAM UKIE (2021–2023).
Websites/blogs
Publications
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Scott, J.
ORCID: 0000-0003-2130-1091 and Tůma, M. (2022) Solving large linear least squares problems with linear equality constraints. BIT Numerical Mathematics ISSN: 1572-9125 | doi: https://dx.doi.org/10.1007/s10543-022-00930-2
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Scott, J.
ORCID: 0000-0003-2130-1091 and Tůma, M. (2022) A computational study of using black-box QR solvers for large-scale sparse-dense linear least squares problems. ACM Transactions on Mathematical Software , 48 (1). pp. 1-24. ISSN: 1557-7295 | doi: https://dx.doi.org/10.1145/3494527
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Al Daas, H.
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Jolivet, P.
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Scott, J.
ORCID: 0000-0003-2130-1091 (2022) A robust algebraic domain decomposition preconditioner for sparse normal equations. SIAM Journal on Scientific Computing , 44 (3). pp. 1047-1068. ISSN: 1095-7197 | doi: https://dx.doi.org/10.1137/21M1434891
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Scott, J.
ORCID: 0000-0003-2130-1091 and Tuma, M. (2022) A null-space approach for large-scale symmetric saddle point systems with a small and non zero (2,2) block. Numerical Algorithms ISSN: 1572-9265 | doi: https://dx.doi.org/10.1007/s11075-021-01245-z
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Daužickaitė, I.
ORCID: 0000-0002-1285-1764 , Lawless, A. , Scott, J.
ORCID: 0000-0003-2130-1091 , Van Leeuwen, P.
ORCID: 0000-0003-2325-5340 (2021) Randomised preconditioning for the forcing formulation of weak constraint 4D‐Var. Quarterly Journal of the Royal Meteorological Society ISSN: 1477-870X | doi: https://dx.doi.org/10.1002/qj.4151
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Dauzickaite, I.
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Lawless, A.
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Scott, J.
ORCID: 0000-0003-2130-1091 , Leeuwen, P. (2021) On time-parallel preconditioning for the state formulation of incremental weak constraint 4D-Var. Quarterly Journal of the Royal Meteorological Society ISSN: 1477-870X | doi: https://dx.doi.org/10.1002/qj.4140
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Al Daas, H.
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Rees, T.
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Scott, J.
ORCID: 0000-0003-2130-1091 (2021) Two-level Nystrom-Schur preconditioner for sparse symmetric positive definite matrices. SIAM Journal on Scientific Computing , 43 (6). pp. A3837-A3861. ISSN: 1095-7197 | doi: https://dx.doi.org/10.1137/21M139548X
- Scott, J. and Tuma, M. (2020) Strengths and limitations of stretching for least-squares problems with some dense rows. ACM Transactions on Mathematical Software (TOMS) , 47 (1). pp. 1-25. ISSN: 0098-3500 | doi: https://dx.doi.org/10.1145/3412559
- Dauzickaite, I. , Lawless, A. , Scott, J. , Van Leeuwen, P. (2020) Spectral estimates for saddle point matrices arising in weak constraint four-dimensional variational data assimilation. Numerical Linear Algebra with Applications , 27 (5). ISSN: 1099-1506 | doi: https://dx.doi.org/10.1002/nla.2313
- Scott, J. and Tuma, M. (2019) Sparse stretching for solving sparse-dense linear least-squares problems. SIAM Journal on Scientific Computing , 41 (3). pp. A1604-A1625. ISSN: 1095-7197 | doi: https://dx.doi.org/10.1137/18M1181353
- Gould, N. , Rees, T. , Scott, J. (2019) Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems. Computational Optimization and Applications , 73 (1). pp. 1-35. ISSN: 0926-6003 | doi: https://dx.doi.org/10.1007/s10589-019-00064-2
- Chow, E. , Hartwig, A. , Scott, J. , Dongarra, J. (2018) Using Jacobi iterations and blocking for solving sparse triangular systems in incomplete factorization preconditioning. Journal of Parallel and Distributed Computing , 119 pp. 219-230. ISSN: 0743-7315 | doi: https://dx.doi.org/10.1016/j.jpdc.2018.04.017
- Hook, J. , Scott, J. , Tisseur, F. , Hogg, J. (2018) A max-plus approach to incomplete Cholesky factorization preconditioners. SIAM Journal on Scientific Computing , 40 (4). pp. A1987-A2004. ISSN: 1095-7197 | doi: https://dx.doi.org/10.1137/16M1107735
- Lungten, S. , Schilders, W. , Scott, J. (2018) Preordering saddle-point systems for sparse LDLT factorization without pivoting. Numerical Linear Algebra with Applications , 25 (5). ISSN: 1099-1506 | doi: https://dx.doi.org/10.1002/nla.2173
- Scott, J. and Tuma, M. (2018) A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows. Numerical Algorithms , 79 (4). pp. 1147-1168. ISSN: 1572-9265 | doi: https://dx.doi.org/10.1007/s11075-018-0478-2
- Rees, T. and Scott, J. (2018) A comparative study of null-space factorizations for sparse symmetric saddle point systems. Numerical Linear Algebra with Applications , 25 (1). ISSN: 1099-1506 | doi: https://dx.doi.org/10.1002/nla.2103
- Scott, J. and Tuma, M. (2017) Solving mixed sparse-dense linear least-squares problems by preconditioned iterative methods. SIAM Journal on Scientific Computing , 39 (6). pp. A2422-A2437. ISSN: 1095-7197 | doi: https://dx.doi.org/10.1137/16M1108339
- Hogg, J. , Scott, J. , Thorne, S. (2017) Numerically-aware orderings for sparse symmetric indefinite linear systems. ACM Transactions on Mathematical Software (TOMS) , 44 (2). pp. 1-22. ISSN: 0098-3500 | doi: https://dx.doi.org/10.1145/3104991
- Scott, J. (2017) On using Cholesky-based factorizations and regularization for solving rank-deficient sparse linear least-squares problems. SIAM Journal on Scientific Computing , 39 (4). pp. C319-C339. ISSN: 1095-7197 | doi: https://dx.doi.org/10.1137/16M1065380
- Scott, J. and Gould, N. (2017) The state-of-the-art of preconditioners for sparse linear least-squares problems. ACM Transactions on Mathematical Software (TOMS) , 43 (4). ISSN: 0098-3500 | doi: https://dx.doi.org/10.1145/3014057
- Scott, J. and Tuma, M. (2017) Improving the stability and robustness of incomplete symmetric indefinite factorization preconditioners. Numerical Linear Algebra with Applications , 24 (5). ISSN: 1099-1506 | doi: https://dx.doi.org/10.1002/nla.2099
- Hogg, J. , Ovtchinnikov, E. , Scott, J. (2016) A sparse symmetric indefinite direct solver for GPU architectures. ACM Transactions on Mathematical Software (TOMS) , 42 (1). ISSN: 0098-3500 | doi: https://dx.doi.org/10.1145/2756548
- Scott, J. and Tuma, M. (2016) Preconditioning of linear least squares by robust incomplete factorization for implicitly held normal equations. SIAM Journal on Scientific Computing , 38 (6). pp. C603-C623. ISSN: 1095-7197 | doi: https://dx.doi.org/10.1137/16M105890X
- Gould, N. and Scott, J. (2016) A note on performance profiles for benchmarking software. ACM Transactions on Mathematical Software (TOMS) , 43 (2). ISSN: 0098-3500 | doi: https://dx.doi.org/10.1145/2950048
- Dunning, P. , Ovtchinnikov, E. , Scott, J. , Kim, H. (2016) Level-set topology optimization with many linear buckling constraints using an efficient and robust eigensolver. International Journal for Numerical Methods in Engineering , 107 (12). pp. 1029-1053. ISSN: 0029-5981 | doi: https://dx.doi.org/10.1002/nme.5203