Numerical stability of orthogonalization methods with a non-standard inner product
From MaRDI portal
Publication:695058
DOI10.1007/s10543-012-0398-9zbMath1259.65069MaRDI QIDQ695058
Miroslav Tůma, Alicja Smoktunowicz, Jiří Kopal, Miroslav Rozložnik
Publication date: 20 December 2012
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-012-0398-9
preconditioning; QR factorization; Gram-Schmidt process; rounding error analysis; orthogonalization schemes
65G50: Roundoff error
65F05: Direct numerical methods for linear systems and matrix inversion
65F25: Orthogonalization in numerical linear algebra
65F08: Preconditioners for iterative methods
Related Items
s-Step Enlarged Krylov Subspace Conjugate Gradient Methods, Shifted Cholesky QR for Computing the QR Factorization of Ill-Conditioned Matrices, Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms, Weighted Inner Products for GMRES and GMRES-DR, Some observations on weighted GMRES, A POD projection method for large-scale algebraic Riccati equations, A null-space approach for large-scale symmetric saddle point systems with a small and non zero \((2, 2)\) block, Error analysis of an incremental proper orthogonal decomposition algorithm for PDE simulation data, Efficient implementations of the modified Gram-Schmidt orthogonalization with a non-standard inner product, Cholesky QR-based retraction on the generalized Stiefel manifold, Enlarged Krylov Subspace Conjugate Gradient Methods for Reducing Communication, Factorized Approximate Inverses with Adaptive Dropping, Preconditioning of Linear Least Squares by Robust Incomplete Factorization for Implicitly Held Normal Equations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Perturbation bounds for the Cholesky and QR factorizations
- Perturbation bounds for the \(LDL^ H\) and LU decompositions
- The loss of orthogonality in the Gram-Schmidt orthogonalization process
- A note on the error analysis of classical Gram-Schmidt
- Numerics of Gram-Schmidt orthogonalization
- Preconditioning techniques for large linear systems: A survey
- On the modified Gram-Schmidt algorithm for weighted and constrained linear least squares problems
- Reorthogonalized block classical Gram-Schmidt
- Rounding error analysis of the classical Gram-Schmidt orthogonalization process
- Weighted restarting method in the weighted Arnoldi algorithm for computing the eigenvalues of a nonsymmetric matrix
- Reduction of the symmetric eigenproblem \(Ax =\lambda Bx\) and related problems to standard form
- Robust Approximate Inverse Preconditioning for the Conjugate Gradient Method
- Terminating and Nonterminating Iterations for Solving Linear Systems
- Inversion of Matrices by Biorthogonalization and Related Results
- Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
- Accuracy and Stability of Numerical Algorithms
- Numerical performance of preconditioning techniques for the solution of complex sparse linear systems
- Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted $QR$ Factorization
- A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
- On adaptively accelerated Arnoldi method for computing PageRank
- A robust incomplete factorization preconditioner for positive definite matrices
- Solving linear least squares problems by Gram-Schmidt orthogonalization
- Round off error analysis for Gram-Schmidt method and solution of linear least squares problems
- NOTES ON THE SOLUTION OF ALGEBRAIC LINEAR SIMULTANEOUS EQUATIONS
- Methods of conjugate gradients for solving linear systems
- The Vector Method of Solving Simultaneous Linear Equations
