David H. Bailey

"Computo ergo sum."

http://www.davidhbailey.com

Updated: 29 July 2014

Disclaimer

This site is owned and operated by David H. Bailey. Material on this site is provided for research purposes only, and does not necessarily reflect the views or policies of the Lawrence Berkeley National Lab, the University of California, Davis, the U.S. Department of Energy or any other organization.

Affiliations

Bailey has two affiliations for his professional research work:
  1. Senior Scientist, Computational Research Dept., Lawrence Berkeley National Laboratory (March 1998 - June 2013). Bailey has retired from LBNL (effective 27 June 2013), but continues as an active researcher.
  2. Research Fellow, Department of Computer Science, University of California, Davis (February 2013 - present).

Research overview

High performance computing. Bailey is a leading figure in the field of high-performance scientific computing, with research ranging from numerical algorithms to supercomputer performance studies. He is author or co-author of one book and over 100 technical papers in the field (see Papers directory for a full list of publications). His paper "The NAS Parallel Benchmarks" (co-authored with several colleagues at NASA Ames Research Center) is widely cited in performance studies of scientific computer systems. His paper "FFTs in External or Hierarchical Memory" presented a technique for performing the fast Fourier transform (FFT) on parallel and hierarchical memory computers that is the now basis of many FFT implementations on modern computer systems. He has received both the Sidney Fernbach Award from the IEEE Computer Society and the Gordon Bell Prize from the Association for Computing Machinery.

Computational and experimental mathematics. Bailey is also a leading figure in the field of computational and experimental mathematics, applying high performance computing to problems in research mathematics. He is author or co-author of five books and nearly 100 technical papers in this field (see Papers directory for a full list of publications), many of them in conjunction with his long-time collaborator Jonathan M. Borwein of the University of Newcastle, Australia. Bailey is also a co-author of two widely used high-precision computation software packages. His best-known paper in this area, "On the Rapid Computation of Various Polylogarithmic Constants," co-authored with Peter Borwein (Jonathan Borwein's brother) and Simon Plouffe, describes a new formula for pi that permits one to directly calculate binary digits of pi beginning at an arbitrary starting position (this formula was discovered using Bailey's computer implementation of the PSLQ algorithm). In two more recent papers, Bailey and the late Richard Crandall demonstrated a connection between these formulas and a fundamental question about digit randomness. Bailey has received the Chauvenet Prize and the Merten Hesse Prize from the Mathematical Association of America.

Financial mathematics. Bailey, together with his colleagues Jonathan Borwein (of the University of Newcastle, Australia), Marcos Lopez de Prado (of Guggenheim Partners) and Jim Qiji Zhu (of Western Michigian University), have written a series of papers on mathematical finance (see Papers directory for a full list of publications). Their best-known paper in this area, "Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance," has attracted considerable interest in the field (see Press reports for details).

Other activities. Bailey and his colleague Jonathan Borwein jointly operate a website devoted to experimental mathematics. They also write articles on mathematics and science for the Math Drudge blog and contribute articles to the Huffington Post and the Conversation. More recently, Bailey, Borwein, Marcos Lopez de Prado and Jim Qiji Zhu have instituted a website and blog devoted to financial mathematics and the misuse of mathematics in the field.

Recent press reports

For additional press reports, see the Press reports page.

Books

Bailey has written one book on performance science, four books on computational and experimental mathematics, a CD-ROM reference. All of these books are available at Amazon.com or directly from the respective publishers. Further information on the experimental math books is available in the Books section of the experimental math website. The performance tuning book is available Here.

Conversation articles

Bailey and his colleague Jonathan Borwein have authored articles for The Conversation, an international forum of academic research and discussion based in Melbourne, Australia. A listing of these articles is available here:

Experimental Mathematics website

Bailey has published numerous research studies in the area of "experimental" (computer-assisted) mathematics, which establish that modern high-performance computer technology can be effectively utilized as a tool for mathematical research. Here is a website with additional information:

Financial Mathematics website

Bailey and Borwein, together with their colleagues Marcos Lopez de Prado of Hess Energy Trading Co. and Qiji Jim Zhu of Western Michigan University, have recently written a series of papers in mathematical finance, with the objective of helping researchers and investors distinguish mathematically sound techniques from the unfortunately much larger body of questionable techniques that sadly pervade the finance community and financial news. Here is a website with additional information:

High-precision software library

Bailey is a co-author of several software libraries for high-precision computation. These libraries include translation facilities so that one can use, with minor modifications, ordinary Fortran or C++ programs to perform high-precision calculations:

Huffington Post articles

Bailey and his colleague Jonathan Borwein have authored articles for the Huffington Post, a popular news and information based in the U.S. that was recently named the world's most influential blog/news site in a U.K. Guardian article. A listing of these articles is available here:

Math Drudge blog

Bailey and his collaborator Jonathan Borwein, jointly operate the "Math Drudge" blog, which contains essays, news and other material in the realm of mathematics, computing and scientific research:

Mathematical Investor blog

Bailey and Borwein, together with their colleagues Marcos Lopez de Prado and Qiji Jim Zhu, operate the "Mathematical Investor" blog, which contains essays, news and other material in the realm of financial mathematics and related disciplines:

Online papers

Online copies of over 180 of Bailey's technical papers are available here:

Online talks

Online copies of many of Bailey's recent lectures are available here:

Personal website

Some articles, papers, photos and other materials not directly related to Bailey's scientific research work are available at this website:

Photos

Pi

In 1996, Peter Borwein (brother of Jonathan Borwein), Simon Plouffe and Bailey co-authored a paper that presents a new formula for pi:

This formula, now known as the "BBP formula for pi", permits one to compute the n-th binary or hexadecimal digit of pi, without computing the first n-1 digits, by means of a simple scheme that requires very little memory. It was discovered by Simon Plouffe using a computer program written by Bailey that implements a simplified version of Helaman Ferguson's "PSLQ" algorithm. More recently, Richard Crandall and Bailey have shown that there is a connection between the new pi formula and the centuries-old question of normality (ie, statistical randomness of digits in a certain sense) of pi and various other math constants.

Some additional information on pi:

Press reports

Here are some press reports mentioning Bailey:

Resume

Bailey's detailed curriculum vitae (resume), including a list of publications, is available here:

SMR blog

This blog, contains essays, news and other material in the realm of modern science and religion.

SMR website

This contains over 80 articles on modern science and religion, discussing many issues involved and underscoring the pointlessness of a "war" between the two disciplines.

Websites of interest