Probabilistic rounding error analysis of modified Gram-Schmidt

DOI10.1137/23M1585817MaRDI QIDQ6561639zbMATH OpenFDO

Authors Qinmeng Zou

Publication date 25 June 2024

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

Full work available at URL https://doi.org/10.1137/23M1585817

zbMATH Keywords

concentration inequalitiesGram-SchmidtHouseholder QRloss of orthogonalityprobabilistic analysis

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Orthogonalization in numerical linear algebra (65F25) Roundoff error (65G50)

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Cites work

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• Probabilistic Rounding Error Analysis of Householder QR Factorization
• Randomized Gram-Schmidt process with application to GMRES
• Reorthogonalized block classical Gram-Schmidt
• Rounding error analysis of the classical Gram-Schmidt orthogonalization process
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• Stability Analysis and Improvement of the Block Gram–Schmidt Algorithm
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• The WY Representation for Products of Householder Matrices
• User-friendly tail bounds for sums of random matrices

Cited in

(1)

• Rounding error analysis of the inverse compact WY modified Gram-Schmidt algorithms

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