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

DOI10.1137/S0895479803424347zbMATH Open1068.65052OpenAlexW2016923379MaRDI QIDQ4650978FDOQ4650978

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

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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)

Cited In (1)

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

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