The stability of block variants of classical Gram-Schmidt

DOI10.1137/21M1394424MaRDI QIDQ3382789zbMATH OpenOpenAlexWikidataFDO

Authors Erin Carson, Kathryn Lund, Miroslav Rozložník

Publication date 22 September 2021

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

Full work available at URL https://doi.org/10.1137/21m1394424

zbMATH Keywords

block Krylov subspace methodsblock vectorsblockingGram-Schmidtloss of orthogonalitystability

Mathematics Subject Classification ID

Factorization of matrices (15A23) Orthogonalization in numerical linear algebra (65F25)

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Cites work

• A Newton basis GMRES implementation
• A note on the error analysis of classical Gram-Schmidt
• A second course in linear algebra
• Accuracy and Stability of Numerical Algorithms
• Admissible and attainable convergence behavior of block Arnoldi and GMRES
• Block Modified Gram--Schmidt Algorithms and Their Analysis
• Determination of the inertia of a partitioned Hermitian matrix
• Enlarged Krylov subspace conjugate gradient methods for reducing communication
• Mixed-Precision Cholesky QR Factorization and Its Case Studies on Multicore CPU with Multiple GPUs
• Parallelizable restarted iterative methods for nonsymmetric linear systems. part I: Theory
• Reorthogonalized block classical Gram-Schmidt
• Round off error analysis for Gram-Schmidt method and solution of linear least squares problems
• Rounding error analysis of the classical Gram-Schmidt orthogonalization process
• Shifted Cholesky QR for computing the QR factorization of ill-conditioned matrices
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• Stability Analysis and Improvement of the Block Gram–Schmidt Algorithm
• Stability of block LU factorization

Cited in

(12)

• Block Gram-Schmidt algorithms and their stability properties
• Optimal size of the block in block GMRES on GPUs: computational model and experiments
• GMRES algorithms over 35 years
• Stability Analysis and Improvement of the Block Gram–Schmidt Algorithm
• Block Modified Gram--Schmidt Algorithms and Their Analysis
• Adaptively restarted block Krylov subspace methods with low-synchronization skeletons
• Probabilistic rounding error analysis of modified Gram-Schmidt
• Reorthogonalized block classical Gram-Schmidt using two Cholesky-based TSQR algorithms
• On the loss of orthogonality in low-synchronization variants of reorthogonalized block classical Gram-Schmidt
• Rounding error analysis of the inverse compact WY modified Gram-Schmidt algorithms
• Randomized block Gram-Schmidt process for the solution of linear systems and eigenvalue problems
• Reorthogonalized Pythagorean variants of block classical Gram-Schmidt

Describes a project that uses

Uses Software

• mctoolbox
• CholQR

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