Lek-Heng Lim

Lek-Heng Lim is a Professor in the Department of Statistics at the University of Chicago, with additional appointments in the Computational and Applied Mathematics Initiative (CCAM) and the College. He serves on the Executive Committee of CCAM and maintains an active research program in computational mathematics.

His research focuses on Numerical Linear Algebra, Matrix Computation, and Optimization, with applications spanning scientific computing and applied mathematics. Professor Lim has developed expertise in matrix decompositions, iterative methods, eigenvalue problems, and sparse linear algebra, contributing significantly to both theoretical foundations and practical implementations in computational mathematics.

He has maintained an extensive teaching record at the University of Chicago, offering advanced courses including Matrix Computation, Modern Applied Optimization, Matrix Calculus and Analysis, and Convex Optimization. His teaching spans multiple departments including Statistics, Computational and Applied Mathematics, Computer Science, and Financial Mathematics. Previously, he has taught at Stanford University, University of California Berkeley, University of Cambridge, and Cornell University across mathematics and computer science departments.

Professor Lim and his student Zehua Lai were featured in Quanta Magazine in March 2023 for their work in computational and applied mathematics. His educational materials and lecture notes demonstrate a commitment to pedagogical excellence and making complex computational concepts accessible to students.