Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES

DOI10.1137/050630416zbMath1113.65028MaRDI QIDQ5470534

Zdeněk Strakoš, Miroslav Rozložnik, Christopher C. Paige

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

zbMATH Keywords

least squares; linear equations; singular values; Krylov subspace methods; condition numbers; QR factorization; Arnoldi method; iterative solution; backward stability; rounding error analysis; large sparse matrices; loss of orthogonality; modified Gram-Schmidt algorithm; generalized minimum residual (GMRES) method

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65F10: Iterative numerical methods for linear systems

65G50: Roundoff error

65F35: Numerical computation of matrix norms, conditioning, scaling

65F25: Orthogonalization in numerical linear algebra

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Uses Software

• mctoolbox