Shifted Cholesky QR for Computing the QR Factorization of Ill-Conditioned Matrices

DOI10.1137/18M1218212zbMath1434.65041arXiv1809.11085MaRDI QIDQ5220401

Yuji Nakatsukasa, Yusaku Yamamoto, Yuka Yanagisawa, Takeshi Fukaya, Ramaseshan Kannan

Publication date: 20 March 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.11085

zbMATH Keywords

roundoff error analysis; QR factorization; communication-avoiding algorithms; Cholesky QR factorization; oblique inner product

Mathematics Subject Classification ID

15A23: Factorization of matrices

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65F22: Ill-posedness and regularization problems in numerical linear algebra

15A18: Eigenvalues, singular values, and eigenvectors

65G50: Roundoff error

Uses Software

• JDQR
• SparseMatrix
• mctoolbox
• JDQZ
• CholQR
• CholeskyQR2