Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES

DOI10.1137/050630416zbMath1113.65028OpenAlexW2112979995MaRDI QIDQ5470534

Zdeněk Strakoš, Miroslav Rozložnik, Christopher C. Paige

Publication date: 31 May 2006

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050630416

zbMATH Keywords

least squares linear equations singular values Krylov subspace methods condition numbers QR factorization Arnoldi method iterative solution backward stability rounding error analysis large sparse matrices loss of orthogonality modified Gram-Schmidt algorithm generalized minimum residual (GMRES) method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

Related Items (33)

A Krylov subspace type method for Electrical Impedance Tomography ⋮ Mixed precision algorithms in numerical linear algebra ⋮ Numerical simulation of influence of surface features on the elastohydrodynamic lubrication of sliding line contact using Krylov subspace method ⋮ A stabilized GMRES method for singular and severely ill-conditioned systems of linear equations ⋮ Adaptive version of simpler GMRES ⋮ Perturbation analysis of generalized saddle point systems ⋮ Parallel solution of mixed finite element/spectral element systems for convection-diffusion equations on non-matching grids ⋮ A Note on Inexact Inner Products in GMRES ⋮ Reorthogonalized block classical Gram-Schmidt ⋮ A New Analysis of Iterative Refinement and Its Application to Accurate Solution of Ill-Conditioned Sparse Linear Systems ⋮ Five-Precision GMRES-Based Iterative Refinement ⋮ Adaptive Precision Sparse Matrix–Vector Product and Its Application to Krylov Solvers ⋮ Extrapolating the Arnoldi Algorithm To Improve Eigenvector Convergence ⋮ On the generation of Krylov subspace bases ⋮ GMRES algorithms over 35 years ⋮ Accelerating the Solution of Linear Systems by Iterative Refinement in Three Precisions ⋮ Weighted Inner Products for GMRES and GMRES-DR ⋮ Evaluation of Abramowitz functions in the right half of the complex plane ⋮ An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process ⋮ Algebraic and discretization error estimation by equilibrated fluxes for discontinuous Galerkin methods on nonmatching grids ⋮ An object-oriented C++ implementation of Davidson method for finding a few selected extreme eigenpairs of a large, sparse, real, symmetric matrix ⋮ Towards understanding CG and GMRES through examples ⋮ Using multiple levels of parallelism to enhance the performance of domain decomposition solvers ⋮ On the robustness of numerical algorithms for linear systems and signal processing in finite precision arithmetic ⋮ Wavelet preconditioned Newton-Krylov method for elastohydrodynamic lubrication of line contact problems ⋮ Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations ⋮ Numerical solution of 2 × 2 block linear systems by block Gram–Schmidt methods ⋮ Parallel algebraic hybrid solvers for large 3D convection-diffusion problems ⋮ Block Gram-Schmidt algorithms and their stability properties ⋮ Block Modified Gram--Schmidt Algorithms and Their Analysis ⋮ Three-Precision GMRES-Based Iterative Refinement for Least Squares Problems ⋮ A Block Minimum Residual Norm Subspace Solver with Partial Convergence Management for Sequences of Linear Systems ⋮ Randomized Gram--Schmidt Process with Application to GMRES

Uses Software

mctoolbox

This page was built for publication: Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES