scientific article; zbMATH DE number 125628
[For the entire collection see Zbl 0745.00024.] The orthogonalization of a set of vectors, with respect to an \(M\)-norm given by the inner product \(u^ TMu\) (\(M=B^ TB\) positive definite matrix), is a basic step in iterative methods for solving large symmetric systems of linear equations and for generalized eigenvalue problems. It is shown that the matrix factorization \(S=GR\), where the \((p,n)\)- matrix \(G\) is \(M\)-orthogonal and \(R\) is upper triangular, can be obtained efficiently by a generalized Gram-Schmidt method. An a posteriori method of measuring the loss of orthogonality in the columns of the computed matrix \(G\) is discussed.
- An Algorithm to Improve Nearly Orthonormal Sets of Vectors on a Vector Processor
- scientific article; zbMATH DE number 17928 (Why is no real title available?)
- A unified view of the orthogonalization methods
- Cholesky-like factorization of symmetric indefinite matrices and orthogonalization with respect to bilinear forms
- Numerical stability of orthogonalization methods with a non-standard inner product
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