A Rank-k Update Procedure for Reorthogonalizing the Orthogonal Factor from Modified Gram--Schmidt

DOI10.1137/S0895479803424347MaRDI QIDQ4650978zbMATH OpenOpenAlexFDO

Authors L. Giraud, Serge Gratton, Julien Langou

Publication date 21 February 2005

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

Full work available at URL https://doi.org/10.1137/s0895479803424347

zbMATH Keywords

numerical examplessingular valuesill-conditioned matrixsingular vectorsGivens rotationsroundoff errorsHouseholder reflectionsGram-Schmidt algorithmrank-\(k\) update procedurereorthogonalization schemesseed-GMRES method

Mathematics Subject Classification ID

Factorization of matrices (15A23) Roundoff error (65G50) Orthogonalization in numerical linear algebra (65F25)

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Cited in

(1)

• Constructive updating/downdating of oblique projectors: a generalization of the Gram–Schmidt process

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