Probabilistic rounding error analysis of modified Gram-Schmidt

DOI10.1137/23M1585817zbMATH Open1544.65059MaRDI QIDQ6561639FDOQ6561639

Authors: Qinmeng Zou 

Publication date: 25 June 2024

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

zbMATH Keywords

concentration inequalitiesprobabilistic analysisGram-Schmidtloss of orthogonalityHouseholder QR

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Roundoff error (65G50) Orthogonalization in numerical linear algebra (65F25)

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