January 27th, 2015 | Categories: Linear Algebra, matlab, programming, python | Tags:

Linear Algebra – Foundations to Frontiers (or LAFF to its friends) is a popular, high quality and free MOOC that, as the title suggests, teaches aspects of linear algebra in a way that takes the student from the very basics through to some cutting edge techniques. I worked through much of it last year and thoroughly enjoyed the approach it took — focusing on programming aspects from the very beginning. The course authors are also among the developers of the FLAME project, a high performance linear algebra library, and one of the interesting aspects of the LAFF course (for me at least) was that it taught linear algebra in a way that also allowed you to understand the approaches used in the algorithms behind FLAME.

Last year, all of the programming assignments in LAFF were done in Python, making use of the IPython notebook. This year, the software stack will be different and will be based on MATLAB. I understand that everyone who signs up to LAFF will be able to get a free MATLAB license from Mathworks for the duration of the course. Understandably, this caused quite a bit of discussion between the LAFF team and software/language geeks like me. In a recent Facebook thread, I asked about the switch and received the reply

‘MATLAB will be free during the course. There are open source equivalents, but Mathworks staff is supporting the use of MATLAB (staff for us). There were some who never got the IPython notebooks to work properly. We are really excited at the opportunity to innovate again and perhaps clear up snags in the programming issues we had. It was complicated to support IPython on all of the operating systems and machines that participants use. MATLAB promises to be easier and will allow us again to concentrate on the Linear Algebra’ – LAFF UTx

I’m sufficiently interested in this change from IPython to MATLAB that I’ll be signing up for the course again this year and I encourage you to do the same — I believe that the programming-centric teaching approach taken by LAFF is extremely well done and your time would be well-spent working through the course.

The course starts on 28th January 2015 so sign up now!

Here’s the trailer for last year’s course.

January 15th, 2015 | Categories: Open Data Science | Tags:

I recently had the good fortune to be involved in the creation of a European H2020 grant proposal called OpenDreamKit along with an international team from 15 institutions. My own contributions to this proposal were extremely modest and it was my first ever experience of being directly involved in an academic grant proposal. It’s the very first thing I’ve been involved with as part of my new appointment at The University of Sheffield.

Quoting from the proposal:

OpenDreamKit will deliver a flexible toolkit enabling research groups to set up Virtual Research Environments, customised to meet the varied needs of research projects in pure mathematics and applications and supporting the full research life-cycle from exploration, through proof and publication, to archival and sharing of data and code.

One of the many things that’s so great about this proposal is how it was written. Co-ordinated by Nicolas Thiéry, 33 contributors wrote it in LaTeX with version control provided by git and github. The video below, produced using gource,  is a visualation of the github repo over time and shows how we all danced around and with each other. My new manager, Neil Lawrence, who was much more deeply involved than I has good things to say about the process too.

The proposal was submitted yesterday after a lot of hard work and, as Nicholas Thiery commented in one of his emails to the group, is “Open from start to end :-)”

The Sage Facebook page summed up my thoughts about this project perfectly: “See the collaboration behind the *proposal*, and imagine the collaboration in the software!”

December 12th, 2014 | Categories: Scientific Software, The internet, walking randomly | Tags:

Wakelet is a new content curation platform that I’ve been playing with recently and I have to say, I like it a lot! Here’s a screenshot from one of my wakes, ‘Best of WalkingRandomly’ where I’ve gathered together some of the most popular pages here.

WalkingRandomly wakelet

A ‘wake’ is a collection of images, notes, comments and links. It sounds simple, and it is, but I’ve found it very useful for all kinds of stuff. For example, whenever I find an interesting article about scientific computing, I usually post it on my twitter feed – https://twitter.com/walkingrandomly. I’ve done this for hundreds of links but they are difficult to subsequently look up. With this in mind, I’ve started adding some of the best links to my Scientific Computing wake.

WalkingRandomly wakelet


Wakelet is developed by a group in Manchester and I first learned about it because one of my friends is a developer there. At first, I dutifully played with it because of his involvement but I’ve continued using it’s really rather good!  Read more about wakelet:

December 2nd, 2014 | Categories: walking randomly | Tags:

For almost 10 years now I have been working in scientific applications support at The University of Manchester. It’s been a wonderful decade in which I’ve learned a lot, made many good friends and worked on dozens of collaborations with academic and IT colleagues alike. Since I live in Sheffield, I’ve also spent just over a year of my life on public transport!

It is, however, time for me to move on and I am delighted to announce that, as of 2nd March, I will be moving to The University of Sheffield. My new position is a joint venture between Sheffield’s Corporate Information and Computing Services (CICS) department and Professor Neil Lawrence, an expert in machine learning and computational biology.

I’m really excited about this new position — there’s going to be research computing support, open data science, high performance computing, software carpentry, teaching, code consultancy, GPUs, Python, MATLAB and lots more of the hardware and software technologies that I love so much. The fact that my commute is being reduced from 4 hours a day to 30 minutes a day is just the icing on the cake!

I’d like to publicly thank everyone at The University of Manchester for making my time there so wonderful. The University of Manchester is a truly amazing place in which to work and is chock-full of the most important resource of any organisation – creative, intelligent, driven, passionate and friendly people. I’ve still got 3 months to go before I leave so let’s make sure we get together at least one more time before I go.

November 17th, 2014 | Categories: general math, Linear Algebra, NAG Library, Numerics, programming, python | Tags:

Given a symmetric matrix such as

    \light \[ \left( \begin{array}{ccc} 1 & 1 & 0 \\ 1 & 1 & 1 \\ 0 & 1 & 1 \end{array} \right)\]

What’s the nearest correlation matrix? A 2002 paper by Manchester University’s Nick Higham which answered this question has turned out to be rather popular! At the time of writing, Google tells me that it’s been cited 394 times.

Last year, Nick wrote a blog post about the algorithm he used and included some MATLAB code. He also included links to applications of this algorithm and implementations of various NCM algorithms in languages such as MATLAB, R and SAS as well as details of the superb commercial implementation by The Numerical algorithms group.

I noticed that there was no Python implementation of Nick’s code so I ported it myself.

Here’s an example IPython session using the module

In [1]: from nearest_correlation import nearcorr

In [2]: import numpy as np

In [3]: A = np.array([[2, -1, 0, 0], 
   ...:               [-1, 2, -1, 0],
   ...:               [0, -1, 2, -1], 
   ...:               [0, 0, -1, 2]])

In [4]: X = nearcorr(A)

In [5]: X
array([[ 1.        , -0.8084125 ,  0.1915875 ,  0.10677505],
       [-0.8084125 ,  1.        , -0.65623269,  0.1915875 ],
       [ 0.1915875 , -0.65623269,  1.        , -0.8084125 ],
       [ 0.10677505,  0.1915875 , -0.8084125 ,  1.        ]])

This module is in the early stages and there is a lot of work to be done. For example, I’d like to include a lot more examples in the test suite, add support for the commercial routines from NAG and implement other algorithms such as the one by Qi and Sun among other things.

Hopefully, however, it is just good enough to be useful to someone. Help yourself and let me know if there are any problems. Thanks to Vedran Sego for many useful comments and suggestions.

November 12th, 2014 | Categories: programming, software deployment, The internet | Tags:

I follow a lot of software developers on twitter so I get to see a lot of opinions and comments about git.  Here are a few of my recent favourites

Opinions on git
I find that git is a technology that polarizes people. They either love it or they hate it…often both at the same time.


Git Tutorials
I find that I learn something new every time I read a different tutorial

Git tips and tricks
No matter how long you’ve used git, you can always learn a new trick or two.

November 11th, 2014 | Categories: math software, mathematica, programming, R | Tags:

RLink is Mathematica’s interface to the R language – a feature that has been extremely popular since its debut in Mathematica version 9. It’s a great package but has one or two issues. For example, RLink makes use of a built in version of R which is currently stuck at the rather old version 2.14. Official support for the use of external versions of R and adding third-party libraries varies by operating system and version of Mathematica. Windows support is great — OS X support, not so much.

Expert Mathematica user Szabolcs Horvát has written the definitive guide on how to get RLink up and running with the latest version of R on all three major operating systems, building on earlier work by Leonid Shifrin and members of the Mathematica Stack Exchange community. Thanks to this work, we can now enjoy any version of R we like with Mathematica!

October 22nd, 2014 | Categories: Books, Free software, math software, matlab | Tags:

Many engineering textbooks such as Ogata’s Modern Control Engineering include small code examples written in languages such as MATLAB. If you don’t have access to MATLAB and if the examples don’t run in GNU Octave for some reason, the value of these textbooks is reduced.

Professor Kannan M. Moudgalya et al of the Indian Institute of Technology Bombay have developed an ambitious project that has ported the code examples of over 400 textbooks to the open-source computational system, Scilab.

The Textbook Companion Project has free Scilab code for textbooks from a range of subject areas including Fluid Mechanics,  Control Systems, Chemical Engineering and Digital Electronics.


September 22nd, 2014 | Categories: matlab, python, Scientific Software | Tags:

The Mathematics department at The University of Manchester runs a third year undergraduate module called ‘Problem solving by computer’ which invites students to solve complex mathematical problems by doing a little programming. Along with some interesting mathematics, the course exposes students to a wide variety of languages and numerical libraries including MATLAB, Octave, NAG, Mathematica and, most recently, Python.

Earlier this year, Python was introduced as an option for students who wanted to use it for a project in this course and, despite only being given two lectures in the language, quite a few people chose to use it. Much of this success must be attributed to the Python for MATLABers notes written by Manchester PhD student, Sophia Coban which is why I’m providing links to them here.

August 21st, 2014 | Categories: control theory, Free software, math software, simulink | Tags:

I currently work at The University of Manchester in the UK as a ‘Scientific Applications Support Specialist’. In recent years, I have noticed a steady increase in the use of open source software for both teaching and research – something that I regard as a Good Thing.

Even though Manchester has, what I believe is, a world-class site licensed software portfolio, researchers, lecturers and students often prefer open source solutions for all sorts of reasons. For example, researchers at Manchester can use MATLAB while they are associated with the University but their right to do so ceases as soon as they leave. If all of your research code is in the form of MATLAB and Simulink models, you had better hope that your next employer or school has the requisite licenses.

This summer, a few people in the Control Systems Centre of Manchester’s Electrical and Electronic Engineering department asked the question ‘Is it possible to implement all of the simple MATLAB/Simulink examples we use in a second year undergraduate introduction to Control Theory using free software?’ In particular, they chose the programs Scilab and Xcos.

Since the aim of this course is to teach control theory principles rather than any particular software solution, it would ideally be software agnostic. Students aren’t asked to develop models, they are just asked to play with pre-packaged models in order to improve their understanding of the material.

Student intern Danail Stoychev was tasked with attempting to port all of the examples from the course and in fairly short order he determined that the answer to their question was a resounding ‘Yes’.

For example, the model below is an example of feedback with a first order transfer function and a delay.  First in Simulink:

Simulink version 1st order transfer function with delay

and now in xcos

xcos version 1st order transfer function with delay

Part of the exercise set for the students is to define all of the relevant parameters in the workspace: b,a,k and so on. If you attempt to download and run the above, you’ll have to do that in order to make them work. You’ll also need extract and plot the results from the workspace.

It can be seen that the two models look very similar and, for these examples at least, it really doesn’t matter which piece of software the students use.

The full set of MATLAB/Simulink examples along with Danail’s Scilab/Xcos conversions can be found at http://personalpages.manchester.ac.uk/staff/William.Heath/matlab_scilab.html