An interview with JOSEPH F. TRAUB Conducted by Thomas Haigh On 19 and 20 March 2004 New York, New York Interview conducted by the Society for Industrial and Applied Mathematics, as part of grant # DE-FG02-01ER25547 awarded by the US Department of Energy. Transcript and original tapes donated to the Computer History Museum by the Society for Industrial and Applied Mathematics © Computer History Museum Mountain View, California ABSTRACT In this interview, Joseph Traub begins by discussing his involvement, while a Bell Labs researcher in the 1960s, in the establishment (with Phyllis Fox and Morven Gentleman) of a project to create a portable library software library of high quality, tested routines for numerical analysis. He also gives more general commentary on the relationship of software to the discipline of numerical analysis, and on his personal experience with programming. He then discusses his role as founder of ACM SIGNUM, the special interest group for numerical mathematics. In the second half of the interview, Traub talks more generally about his work in the twenty years since OH 70, 89 and 94 were conducted. Topics include the further development of information-based complexity, his work on the computation of financial derivatives, his interest in quantum computing, his role in the establishment of the Computer Science and Telecommunications Board of the National Academies, his founding of the Journal of Complexity, his early concern over security of the national information infrastructure, and his external professorship at the Santa Fe Institute. 12/5/2005 2 TRAUB THOMAS HAIGH: Interview with Joseph F. Traub. This interview is being conducted by Thomas Haigh. It is the 19th of March, 2004, and the interview is taking place in Professor Traub’s office at Columbia University. This interview follows on from three earlier oral history interviews, Charles Babbage Institute numbers OH 70, 89 and 94, and is intended to be read as a supplement to them. It is conducted as part of the SIAM historical project to investigate the history of scientific computing and numerical analysis. Professor Traub, good afternoon. JOSEPH TRAUB: It’s a pleasure to have you here. HAIGH: One of the main functions of this interview will be to probe some areas which weren’t covered to as great an extent in the earlier interviews, particularly related to the history of software, and particularly, standard libraries and routines in the history of scientific computing. There’ll also be a chance to discuss your important work in a number of areas over the past 20 years since the interview was conducted, and also to amplify or to give the benefits of two decades more experience on some of the general kinds of issues that were discussed in the earlier interviews, for example the place of numerical analysis and scientific computing within computer science, so that’s quite a wide range of material to cover there. I wonder if it would be alright if we were to start by discussing the project you were involved in which is most directly to standard libraries for scientific computing, which was conducted during your time at Bell Labs during the 1960s. TRAUB: That’s fine. HAIGH: So, perhaps you could begin by saying something about the motivation of that project. Why it was that at that point in history you, and presumably other people at Bell Labs, believed that there was a need for some kind of standard high level library. TRAUB: The motivation for developing a standard library is that certain problems keep arising in many different scientific fields. Examples of such problems are: the numerical solution of ordinary and partial differential equations, integration, algebraic eigenvalues, large linear algebraic systems, and polynomial zeros HAIGH: And exactly the same mathematical requirements existed in a very wide range of application areas? TRAUB: Certainly similar requirements. HAIGH: Now, you arrived at Bell Labs, I believe, in 1959? TRAUB: September, 1959. HAIGH: You talked in the previous interview about the work that you did on iterative algorithms. 12/5/2005 3 TRAUB TRAUB: In 1959 I got interested in the theory of how do you pick the best possible algorithm, what’s the intrinsic difficulty of a problem, and for historical reasons the first area I looked at was iterative methods for solving nonlinear equations. In 1980 when Henryk Wozniakowski and I wrote our research monograph “A General Theory of Optimal Algorithms”, we realized that the study of optimal iterative methods, is technically, a particularly difficult area. In 1965 the study of optimal algorithms was called computational complexity, but that phrase didn’t exist when I started my work in this area. HAIGH: Right. It’s my impression from your earlier interview that in 1959 there wasn’t a particularly strong or directed research effort in computing going on at Bell Labs. Or at least it wasn’t that you turned up and then people said to you “this is what you must work” on and you had to fit it into an ongoing program. TRAUB: I was one of the first people hired by Bell Labs who had received their Ph.D. for a computing thesis. I received my degree under the Committee of Applied Mathematics at Columbia, because there was no computer science department there. Indeed, there were no computer science departments until the mid 1960s. I believe that Purdue started their department in 1962, but Carnegie Institute of Technology, Stanford, and others started in 1965. I was hired by the Mathematics Research Center (computer science wasn’t split off until quite a bit later). The sixties were a golden time to be at Bell Labs. I was very lucky. A number of times in my life I have been,by luck, just at the right place and this was one of them. It wasn’t entirely by luck because I always went for quality, and I chose Bell Labs because I was so impressed by its quality. In those days once you were hired by the Research Division at Bell Labs you were free to do any research you wanted. You were rewarded at salary time, particularly if your work had impact at the Laboratories or at ATT and, of course, great discoveries were made at Bell Labs during those days. One of the sayings at Bell Labs was “he wrote the book”. In my first few years at Bell Labs I buried myself in research which led to the 1964 monograph, Iterative Methods for the Solution of Equations. It should have been called Optimal Iteration Theory. The book has been in print ever since due to a number of publishers. When people write about optimal iterative methods they always cite this 1964 monograph and that always makes me feel good. HAIGH: So, given this enormous freedom, why and how did you become interested in the issue of standard software libraries? TRAUB: In 1966, I was on sabbatical at Stanford and when I returned to Bell Labs I was made supervisor of a research group. At the time, I was interested in exploring for what class of problems one could create global iterative methods; that is, methods that always converge. I also wanted a project that was good for the Labs, good for the community, and asked why people should have to write algebraic eigenvalue solvers, ODE solvers, etc. Let’s try instead to identify the important modules and then build software with certain characteristics. It should be portable and high quality. It should be 12/5/2005 4 TRAUB independently refereed the way a scientific paper is independently refereed. The test to be performed on the software depended on the particular subject and the subject I was personally interested in was the testing of polynomial zero finders. Somewhat later, I got involved with building software in that area. HAIGH: You talked about how much freedom researchers at Bell Labs enjoyed. Now, when you were head of a research group there was that like being a manager where you had people you could tell what to work on, or was it like being a department chair where your control was much more indirect? TRAUB: Everything I did was my own work or with collaborators. For the software library project one of the participants was Morven Gentleman who was a member of the technical staff, and was, therefore, free to do whatever he chose. On the other hand there were people like Phyllis Fox, who we hired as consultants to work on this project. HAIGH: And were the kind of libraries that you envisioned the project producing things that as you personally had worked on computations previously you had wished had existed for you to use? TRAUB: Exactly. I’ll give you a very concrete example of that. As part of my Ph.D. thesis, I had to solve a large eigenvalue problem. I went to Cornell University to meet with Professor Kato, who referred me to an algebraic eigenvalue solver. It occurred to me that we should have standard modules that we could use. There were some very good people working on mathematical software. In particular, at Argonne National Laboratory, there was a man named Jim Cody who was an expert on mathematical software. I can’t think of any university faculty that were building software. Perhaps it was not a way to get tenure at a good university. HAIGH: That’s an interesting point. So, the freedom from having to come up for a tenure review, and show that you’d published papers in which theorems were solved, and other mathematically respectable things were done, that in itself made Bell Labs almost a uniquely suitable place to pursue this kind of work.