Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
DOI10.1137/050630416zbMATH Open1113.65028OpenAlexW2112979995MaRDI QIDQ5470534FDOQ5470534
Authors: Christopher C. Paige, Miroslav Rozložník, Zdeněk Strakoš
Publication date: 31 May 2006
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050630416
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Krylov subspace methodsleast squaressingular valueslinear equationscondition numbersArnoldi methoditerative solutionbackward stabilityQR factorizationrounding error analysislarge sparse matricesloss of orthogonalitymodified Gram-Schmidt algorithmgeneralized minimum residual (GMRES) method
Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)
Cited In (39)
- A Krylov subspace type method for electrical impedance tomography
- Extrapolating the Arnoldi algorithm to improve eigenvector convergence
- Probabilistic rounding error analysis of modified Gram-Schmidt
- Mixed precision algorithms in numerical linear algebra
- A Note on Inexact Inner Products in GMRES
- Numerical solution of 2 × 2 block linear systems by block Gram–Schmidt methods
- Imposing symmetry in augmented linear systems.
- Five-Precision GMRES-Based Iterative Refinement
- Reorthogonalized block classical Gram-Schmidt using two Cholesky-based TSQR algorithms
- Perturbation analysis of generalized saddle point systems
- Numerical simulation of influence of surface features on the elastohydrodynamic lubrication of sliding line contact using Krylov subspace method
- Using multiple levels of parallelism to enhance the performance of domain decomposition solvers
- On the generation of Krylov subspace bases
- Wavelet preconditioned Newton-Krylov method for elastohydrodynamic lubrication of line contact problems
- Stability of the MGS-like elimination method for equality constrained least squares problems
- Evaluation of Abramowitz functions in the right half of the complex plane
- Accuracy of the Lanczos process for the eigenproblem and solution of equations
- A block minimum residual norm subspace solver with partial convergence management for sequences of linear systems
- Reorthogonalized block classical Gram-Schmidt
- An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
- Block Modified Gram--Schmidt Algorithms and Their Analysis
- A new analysis of iterative refinement and its application to accurate solution of ill-conditioned sparse linear systems
- Parallel solution of mixed finite element/spectral element systems for convection-diffusion equations on non-matching grids
- Adaptive Precision Sparse Matrix–Vector Product and Its Application to Krylov Solvers
- Efficient GMRES+AMG on GPUs: composite smoothers and mixed \(V\)-cycles
- A stabilized GMRES method for singular and severely ill-conditioned systems of linear equations
- Randomized Gram-Schmidt process with application to GMRES
- Parallel algebraic hybrid solvers for large 3D convection-diffusion problems
- On the robustness of numerical algorithms for linear systems and signal processing in finite precision arithmetic
- Weighted Inner Products for GMRES and GMRES-DR
- An object-oriented C++ implementation of Davidson method for finding a few selected extreme eigenpairs of a large, sparse, real, symmetric matrix
- Algebraic and discretization error estimation by equilibrated fluxes for discontinuous Galerkin methods on nonmatching grids
- Towards understanding CG and GMRES through examples
- Accelerating the solution of linear systems by iterative refinement in three precisions
- Three-precision GMRES-based iterative refinement for least squares problems
- Adaptive version of simpler GMRES
- Analyzing vector orthogonalization algorithms
- GMRES algorithms over 35 years
- Block Gram-Schmidt algorithms and their stability properties
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