Numerical stability of orthogonalization methods with a non-standard inner product (Q695058): Difference between revisions
From MaRDI portal
Latest revision as of 00:53, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical stability of orthogonalization methods with a non-standard inner product |
scientific article |
Statements
Numerical stability of orthogonalization methods with a non-standard inner product (English)
0 references
20 December 2012
0 references
The authors study the numerical properties of several orthogonalization schemes where the inner product is induced by a nontrivial symmetric and positive definite matrix. The effect of its conditioning on the factorization and the loss of orthogonality between vectors computed in finite arithmetic is also analyzed.
0 references
orthogonalization schemes
0 references
QR factorization
0 references
Gram-Schmidt process
0 references
preconditioning
0 references
rounding error analysis
0 references
0 references
0 references
0 references
0 references
0 references
