MSMprogramming

Algorithms · Code · Design

I turn hard problems into correct, fast software: I find the right mathematical formulation, design the algorithm and write the production code.

I am Mathieu Dutour Sikirić, a mathematician trained at the École Normale Supérieure in Paris. I spent twelve years as a research scientist, and since 2018 I have worked as a software engineer on compilers, trading systems, blockchain protocols and optimization. MSM programming is where the three strands of that work meet: mathematics, programming and modelling.

Expertise

Mathematics

Discrete geometry, lattices and polyhedra: problems where the structure has to be understood before anything can be computed.

  • PhD in mathematics (Université Paris-Sud, 1999), agrégation, École Normale Supérieure
  • Lattices and quadratic forms: perfect forms, Voronoi and Delaunay tessellations, packing and covering
  • Polytopes and their symmetries: dual description, cut and metric polytopes, representation conversion up to symmetry
  • Graphs and maps: fullerenes, polycycles, zigzags, embeddings
  • Group cohomology of arithmetic groups, and computational input for algebraic geometry (moduli spaces, compactifications)
  • Linear, integer, semidefinite and copositive programming; SAT and SMT

Programming

High-performance, parallel code in the language the problem calls for, and taken all the way to production.

  • C++ (20+ years, modern C++20), Rust, Python, Fortran, OCaml, GAP, Solidity
  • Parallel and distributed computing: MPI, OpenMP, threads, lock-free data structures
  • Compilers: a Python-to-native compiler for Pandas workloads, and DSLs for smart contracts
  • Low-latency trading: a trading system and an exchange matching-engine simulator for Nasdaq and CBOE
  • Blockchain: core contributor to the Linera L1 protocol (560+ merged pull requests), 3× faster contract execution, EVM next to WebAssembly
  • WebAssembly, databases (PostgreSQL, RocksDB, ScyllaDB), CI and profiling

Modelling

Writing a real system as equations or constraints, then making the numerical model faithful, stable and fast.

  • Ocean waves and circulation: WAVEWATCH III, WWM-III, SCHISM, WAM, ROMS coupling
  • An operational wave forecast for the Croatian meteorological service (DHMZ)
  • Numerical methods for PDEs: finite differences and finite elements, implicit schemes, domain decomposition
  • Optimization models: LP, MILP and CP formulations for supply-chain planning, stronger relaxations, warm starts
  • Finance: calibrating option volatility surfaces under no-arbitrage constraints
  • Data pipelines for satellite, radar and in-situ observations

Selected work

  • polyhedral_commonC++20 · primary author

    A 170,000-line library for polytopes, lattices, groups and quadratic forms. It runs natively and in WebAssembly, with bindings for GAP, Python, Julia, Rust and MCP. It produced record classifications: all 2,237,251,040 perfect forms in dimension 9 and all 55,083,357 C-type domains in dimension 6.

  • Linera protocolRust · core contributor, 2022–2026

    A layer-1 blockchain built on microchains. I worked on protocol internals, database-agnostic storage, execution-engine performance, the EVM runtime and a decentralized exchange.

  • WAVEWATCH IIIFortran · contributor

    NOAA’s ocean wave forecast model. I contributed domain-decomposition parallelization and an implicit scheme, used for large-scale hurricane modelling.

  • ocean_worksC++ · sole author

    Tools for interpolation, plotting, model comparison and forcing-file generation, covering ROMS, WWM, SCHISM, WAM, WAVEWATCH, NEMO, COSMO and ALADIN outputs.

  • permutalibC++ · author

    Permutation-group algorithms in C++: stabilizer chains and partition backtrack, ported from GAP for use inside compiled code.

  • Bookswith M. Deza, E. Deza, M. Shtogrin, Y. Itoh

    Geometry of Chemical Graphs (Cambridge University Press, 2008); Random Sequential Packing of Cubes (World Scientific, 2011); Geometric Structure of Chemistry-Relevant Graphs (Springer, 2015); Generalizations of Finite Metrics and Cuts (World Scientific, 2016).

Background

  • Software engineer in industry: optimization, blockchain (Linera, Alacris), options pricing (Arrow Markets), trading systems (Simplectica), compilers (Bodo.ai)
  • Research scientist, Ruđer Bošković Institute, Zagreb. Stays as a Humboldt fellow in Rostock and at ICERM, Hausdorff Institute and Oberwolfach
  • Postdoc, Hebrew University of Jerusalem
  • École Normale Supérieure, Paris; PhD at Université Paris-Sud (Orsay)

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