Numerical behaviour of the modified Gram-Schmidt GMRES implementation

DOI10.1007/BF02510248zbMath0891.65031OpenAlexW2000690703MaRDI QIDQ1371674

Anne Greenbaum, Zdeněk Strakoš, Miroslav Rozložnik

Publication date: 3 July 1998

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02510248

zbMATH Keywords

condition numbernumerical stabilityGMRES methodgeneralized minimal residual methodGram-Schmidt process

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cites Work

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• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• Perturbation theory for pseudo-inverses
• Updating the singular value decomposition