Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting (Q1431668): Difference between revisions

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Latest revision as of 08:29, 30 July 2024

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Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting
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    Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting (English)
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    11 June 2004
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    Backward and forward roundoff error estimates for the modified Gram-Schmidt algorithm with column pivoting are provided. It is shown that, the row-wise growth factors of the method are bounded, and that, if the matrix is well conditioned, then with a properly chosen tolerance, this algorithm can also correctly determine the numerical rank of the matrix.
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    Gram-Schmidt algorithm
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    numerical rank
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    column pivoting
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    least squares
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