Probabilistic Rounding Error Analysis of Householder QR Factorization

DOI10.1137/22M1514817MaRDI QIDQ6116667zbMATH OpenOpenAlexWikidataFDO

Authors Michael P. Connolly, Nicholas J. Higham

Publication date 16 August 2023

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

Full work available at URL https://doi.org/10.1137/22m1514817

zbMATH Keywords

backward errorbackward error analysisfloating-point arithmeticmatrix concentration inequalityHouseholder QR factorizationgivens QR factorizationprobabilistic rounding error analysis

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50)

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Cites work

• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
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• Randomized Gram-Schmidt process with application to GMRES
• Rounding error analysis of mixed precision block Householder QR algorithms
• Sharper probabilistic backward error analysis for basic linear algebra kernels with random data
• Stochastic rounding and its probabilistic backward error analysis
• The University of Florida sparse matrix collection
• The WY Representation for Products of Householder Matrices
• The multishift QR algorithm. I: Maintaining well-focused shifts and level 3 performance
• The multishift QR algorithm. II: Aggressive early deflation
• User-friendly tail bounds for sums of random matrices
• Weighing the odds. A course in probability and statistics

Cited in

(9)

• Error Analysis of QR Updating with Exponential Windowing
• Probabilistic rounding error analysis of modified Gram-Schmidt
• Backward error analysis of the AllReduce algorithm for Householder QR decomposition
• Floating-point arithmetic
• Rounding error analysis of the inverse compact WY modified Gram-Schmidt algorithms
• Reorthogonalized block classical Gram-Schmidt using two Cholesky-based TSQR algorithms
• Sharper probabilistic backward error analysis for basic linear algebra kernels with random data
• Rounding error analysis of mixed precision block Householder QR algorithms
• A New Approach to Probabilistic Rounding Error Analysis

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