Iterative algorithms for Gram-Schmidt orthogonalization (Q1117669): Difference between revisions

A Gram-Schmidt algorithm to orthogonalize a sequence of vectors, where one vector at a time is orthogonalized to the set of already orthogonalized vectors is investigated. It is shown that if a reorthogonalization is performed whenever the norm of the vector is decreased more than a certain threshold, a prescribed accuracy of the whole sequence will be obtained both for the classical and the modified variants of the Gram-Schmidt algorithm.