bbc | UK-born mathematical physicist Sir Roger, from the University of Oxford, demonstrated that black holes were an inevitable consequence of Albert's Einstein's general theory of relativity.
Reacting to the win, he told the BBC: "It was an extreme honour and great pleasure to hear the news this morning, in a slightly unusual way - I had to get out of my shower to hear it."
Among scientific awards, he said, this is "the prime one".
Penrose receives half of this year's prize, with the other half being shared by Genzel and Ghez. Prof Ghez is only the fourth woman to win the physics prize, out of more than 200 laureates since 1901.
The other female recipients are Marie Curie (1903), Maria Goeppert-Mayer (1963) and Donna Strickland (2018).
"The history of black holes goes way back in time to the end of the 18th Century. Then, through Einstein's general relativity, we had the tools to describe these objects for real," said Ulf Danielsson, a member of the Nobel Committee.
But the mathematics of black holes was incredibly complex. Many researchers believed they were nothing more than mathematical artefacts, existing only on paper. It took researchers decades to realise they could persist in the real world.
"That's what Roger Penrose did," said Danielsson. "He understood the mathematics, he introduced new tools and then could actually prove this is a process you can naturally expect to happen - that a star collapses and turns into a black hole."
Sir Roger explained: "People were very sceptical at the time, it took a long time before black holes were accepted... their importance is, I think, only partially appreciated."
Penrose was born in 1931 in Colchester and comes from a distinguished scientific family. He is the son of the psychiatrist and geneticist Lionel Penrose and Margaret Leathes, who was the daughter of a well-known English physiologist. His brother Jonathan is a chess grandmaster.
Sir Roger shied away from competition as a child and struggled in exams. He told BBC Radio 4's The Life Scientific programme in 2016: "I was good at maths, but I didn't necessarily do very well in my tests." However, he added: "The teacher realised if he gave me enough time, I would do well.
"I think I had to do all my arithmetic working it out from first principles," he chuckled, adding: "I just was slow, and I'm slow at writing."
In the 1950s, he came up with the Penrose triangle, an impossible object which could be depicted in a perspective drawing but could not exist in reality. The triangle, along with other observations by Sir Roger and his father Lionel, influenced the Dutch artist MC Escher, who incorporated them into his artworks Waterfall, and Ascending and Descending.
Inspired by the British scientist Dennis Sciama, Penrose next applied his mathematical ability to physics. In 1965, he published a landmark paper in which he was able to show that a black hole always hides a singularity, a boundary where space and time ends.
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