SIAM ReviewPub Date : 2026-02-09DOI: 10.1137/24m1680428
Martin J. Gander, Philippe Henry, Gerhard Wanner
{"title":"Landmarks in the History of Iterative Methods","authors":"Martin J. Gander, Philippe Henry, Gerhard Wanner","doi":"10.1137/24m1680428","DOIUrl":"https://doi.org/10.1137/24m1680428","url":null,"abstract":"SIAM Review, Volume 68, Issue 1, Page 3-90, February 2026. <br/> Abstract. “One of the ways to help make computer science respectable is to show that it is deeply rooted in history [math]” (Donald E. Knuth, Comm. ACM, 15 (1972), p. 671). A great many of the “respectable” modern numerical methods proceed iteratively, and we give an overview of them in the final section . Teaching and learning science from a historical perspective also leads to a “respectable” deeper understanding. The first problems requiring iterative processes were square-root calculations in Babylon, Greece, and India. More complicated problems such as sine tables in the Arabic, Indian, and medieval calculations, including Kepler’s Problem, were performed with fixed point iterations. With Newton, Raphson, and Simpson we enter the “respectable” realm of methods based on derivatives. Mourraille and Cayley contribute geometric insights in both [math] and [math], while Fourier, Cauchy, and Kantorovich provide rigorous error estimations. Surprisingly, even linear problems became interesting for very large dimensions, beginning with the work of Gauss, Seidel, Young, Richardson, and Krylov to domain decomposition and multigrid methods. We explain all of these methods and illustrate them using the “Montreal test problem.”","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"182 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2026-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146138553","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2026-02-09DOI: 10.1137/25m1802948
Rahul Parhi, Robert D. Nowak
{"title":"Compositional Function Spaces for Deep Learning","authors":"Rahul Parhi, Robert D. Nowak","doi":"10.1137/25m1802948","DOIUrl":"https://doi.org/10.1137/25m1802948","url":null,"abstract":"SIAM Review, Volume 68, Issue 1, Page 127-149, February 2026. <br/> Abstract. We present a variational framework for studying functions learned by deep neural networks with rectified linear unit nonlinearities. We introduce a function space built from compositions of functions of second-order Radon-domain bounded variation. The compositional form of these functions captures the structure of deep neural networks. We prove a representer theorem that shows that deep neural networks with finite width solve regularized data-fitting problems over this space. The critical width is controlled by the square of the number of training data. This perspective explains the effect of weight-decay regularization in neural network training, the importance of skip connections, and the role of sparsity in neural networks. By considering the function-space perspective, we provide sharp links between deep learning and variational methods.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"11 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2026-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146138822","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2025-11-06DOI: 10.1137/25m1741121
Volker H. Schulz
{"title":"Book Review:; Algorithmic Mathematics in Machine Learning","authors":"Volker H. Schulz","doi":"10.1137/25m1741121","DOIUrl":"https://doi.org/10.1137/25m1741121","url":null,"abstract":"SIAM Review, Volume 67, Issue 4, Page 917-918, December 2025. <br/> In the current academic landscape, nearly every mathematician will at some point be called upon to contribute—be it through teaching or research—to the burgeoning fields of data science and machine learning. Acquiring the necessary fundamentals in these areas ought to be straightforward. However, for many mathematicians, a significant language barrier arises when encountering the more computer science oriented literature. Bohn, Garcke, and Griebel tackle this challenge from a thoroughly mathematical perspective. Their notation is impeccable, consistently clarifying whether the subject at hand is a scalar, vector, matrix, or function. Concepts are introduced with unwavering rigor, distinguishing between well-posed and ill-posed problems, as well as between algorithms backed by convergence results and those that remain heuristic in nature.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"1 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2025-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145448276","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2025-11-06DOI: 10.1137/24m1700983
Guosheng Fu
{"title":"Book Review:; Classical Numerical Analysis: A Comprehensive Course","authors":"Guosheng Fu","doi":"10.1137/24m1700983","DOIUrl":"https://doi.org/10.1137/24m1700983","url":null,"abstract":"SIAM Review, Volume 67, Issue 4, Page 914-915, December 2025. <br/> This textbook on classical numerical analysis is a true gem for students, educators, and practitioners in applied mathematics. With its broad scope and meticulous organization, it serves as a cornerstone reference for a wide range of topics from numerical linear algebra to numerical differential equations, optimization, and approximation theory. Whether you are teaching or attending an entry-level graduate course, this textbook offers all the essential tools to build a solid foundation in numerical analysis.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"78 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2025-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145448278","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2025-11-06DOI: 10.1137/23m161851x
Andrew J. Wathen
{"title":"Least Squares and the Not-Normal Equations","authors":"Andrew J. Wathen","doi":"10.1137/23m161851x","DOIUrl":"https://doi.org/10.1137/23m161851x","url":null,"abstract":"SIAM Review, Volume 67, Issue 4, Page 865-872, December 2025. <br/> Abstract.For many of the classic problems of linear algebra, effective and efficient numerical algorithms exist, particularly for situations where dimensions are not too large. The linear least squares problem is one such example: excellent algorithms exist when [math] factorization is feasible. However, for large-dimensional (often sparse) linear least squares problems there currently exist good solution algorithms only for well-conditioned problems or for problems where there are lots of data but only a few variables in the solution. Such approaches ubiquitously employ normal equations and so have to contend with conditioning issues. We explore some alternative approaches that we characterize as not-normal equations where conditioning may not be such an issue.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"42 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2025-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145448282","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2025-11-06DOI: 10.1137/24m1656657
Athanasios C. Antoulas, Ion Victor Gosea, Charles Poussot-Vassal
{"title":"On the Loewner Framework, the Kolmogorov Superposition Theorem, and the Curse of Dimensionality","authors":"Athanasios C. Antoulas, Ion Victor Gosea, Charles Poussot-Vassal","doi":"10.1137/24m1656657","DOIUrl":"https://doi.org/10.1137/24m1656657","url":null,"abstract":"SIAM Review, Volume 67, Issue 4, Page 737-770, December 2025. <br/> Abstract.The Loewner framework is an interpolatory approach for the approximation of linear and nonlinear systems. The purpose here is to extend this framework to linear parametric systems with an arbitrary number [math] of parameters. To achieve this, a new generalized multivariate rational function realization is proposed. We then introduce the [math]-dimensional multivariate Loewner matrices and show that they can be computed by solving a set of coupled Sylvester equations. The null space of these Loewner matrices allows the construction of multivariate rational functions in barycentric form. The principal result of this work is to show how the null space of [math]-dimensional Loewner matrices can be computed using a sequence of one-dimensional Loewner matrices. Thus, a decoupling of the variables is achieved, which leads to a drastic reduction of the computational burden. Equally importantly, this burden is alleviated by avoiding the explicit construction of large-scale [math]-dimensional Loewner matrices of size [math]. The proposed methodology achieves the decoupling of variables, leading (i) to a reduction in complexity from [math] to below [math] when [math] and (ii) to memory storage bounded by the largest variable dimension rather than their product, thus taming the curse of dimensionality and making the solution scalable to very large data sets. This decoupling of the variables leads to a result similar to the Kolmogorov superposition theorem for rational functions. Thus, making use of barycentric representations, every multivariate rational function can be computed using the composition and superposition of single-variable functions. Finally, we suggest two algorithms (one direct and one iterative) to construct, directly from data, multivariate (or parametric) realizations ensuring (approximate) interpolation. Numerical examples highlight the effectiveness and scalability of the method.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"135 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2025-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145448288","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2025-11-06DOI: 10.1137/25m1740838
Rikha Rahim, Ahmad F. Sihombing, Ika W. Palupi, Nona T. Sapulette
{"title":"Book Review:; A New Lotka–Volterra Model of Competition With Strategic Aggression: Civil Wars When Strategy Comes into Play","authors":"Rikha Rahim, Ahmad F. Sihombing, Ika W. Palupi, Nona T. Sapulette","doi":"10.1137/25m1740838","DOIUrl":"https://doi.org/10.1137/25m1740838","url":null,"abstract":"SIAM Review, Volume 67, Issue 4, Page 915-917, December 2025. <br/> This book offers a fresh and innovative approach to competitive system modeling by introducing strategic aggression as a central factor in population dynamics. Through rigorous mathematical analysis, the authors provide valuable insights for researchers and academics in applied mathematics, economics, and social sciences. Moreover, the model’s relevance to real-world phenomena such as the increasing frequency and duration of civil conflicts over recent decades further enhances the book’s significance, making it a valuable resource for those seeking to understand conflict dynamics through a mathematical lens. We confirm that we have no affiliations with the book’s authors or editors. However, we recognize that this book aligns well with one of the courses in our research group, the Industrial and Financial Mathematics Research Group, specifically in the study of dynamic systems, where we also explore extensions of the Lotka–Volterra model by incorporating aggressive strategy considerations.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"35 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2025-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145448277","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2025-11-06DOI: 10.1137/24m1676211
Anita T. Layton
{"title":"Book Review:; Mathematical Analysis: A Very Short Introduction","authors":"Anita T. Layton","doi":"10.1137/24m1676211","DOIUrl":"https://doi.org/10.1137/24m1676211","url":null,"abstract":"SIAM Review, Volume 67, Issue 4, Page 913-913, December 2025. <br/> This is the second book I have reviewed in the Oxford University Press A Very Short Introduction series. The first one was Eric Lauga’s Fluid Mechanics: A Very Short Introduction, reviewed in this journal a year ago. These A Very Short Introduction books are pocket-sized and written by expert authors, and (judging by the book list published by the Oxford University Press) they present all kinds of interesting and challenging topics in a readable way. Earl’s book is no exception—its author has succeeded in making a few highly technical topics accessible.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"135 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2025-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145448279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM ReviewPub Date : 2025-11-06DOI: 10.1137/25m1799684
Dan Feldman, Melanie Schmidt, Christian Sohler
{"title":"Turning Big Data Into Tiny Data: Coresets for Unsupervised Learning Problems","authors":"Dan Feldman, Melanie Schmidt, Christian Sohler","doi":"10.1137/25m1799684","DOIUrl":"https://doi.org/10.1137/25m1799684","url":null,"abstract":"SIAM Review, Volume 67, Issue 4, Page 801-861, December 2025. <br/> Abstract.We develop and analyze a method to reduce the size of a very large set of data points in a high-dimensional Euclidean space [math] to a small set of weighted points such that the result of a predetermined data analysis task on the reduced set is approximately the same as that for the original point set. For example, computing the first [math] principal components of the reduced set will return approximately the first [math] principal components of the original set, or computing the centers of a [math]-means clustering on the reduced set will return an approximation for the original set. Such a reduced set is also known as a coreset. The main new features of our construction are that the cardinality of the reduced set is independent of the dimension [math] of the input space and that the sets are mergeable [P. K. Agarwal et al., Proceedings of the 31st ACM SIGMOD-SIGACT-SIGAI Symposium on Principals of Database Systems, 2012, pp. 23–34]. The latter property means that the union of two reduced sets is a reduced set for the union of the two original sets. It allows us to turn our methods into streaming or distributed algorithms using standard approaches. For problems such as [math]-means and subspace approximation the coreset sizes are also independent of the number of input points. Our method is based on data-dependently projecting the points on a low-dimensional subspace and reducing the cardinality of the points inside this subspace using known methods. The proposed approach works for a wide range of data analysis techniques including [math]-means clustering, principal component analysis, and subspace clustering. The main conceptual contribution is a new coreset definition that allows charging for the costs that appear for every solution to an additive constant.","PeriodicalId":49525,"journal":{"name":"SIAM Review","volume":"53 1","pages":""},"PeriodicalIF":10.2,"publicationDate":"2025-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145448284","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}