Householder Orthogonalization with a Nonstandard Inner Product
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Abstract: Householder orthogonalization plays an important role in numerical linear algebra. It attains perfect orthogonality regardless of the conditioning of the input. However, in the context of a non-standard inner product, it becomes difficult to apply Householder orthogonalization due to the lack of an initial orthonormal basis. We propose strategies to overcome this obstacle and discuss algorithms and variants of Householder orthogonalization with a non-standard inner product. Theoretical analysis and numerical experiments demonstrate that our approach is numerically stable under mild assumptions.
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Cited in
(6)- Another orthogonal matrix, revisited
- A Chebyshev locally optimal block preconditioned conjugate gradient method for product and standard symmetric eigenvalue problems
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- An optimal error bound for \textsf{shiftedCholeskyQR3} in oblique inner product
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