Roundoff error analysis of the CholeskyQR2 algorithm
zbMATH Open1330.65049MaRDI QIDQ896880FDOQ896880
Takeshi Fukaya, Yuji Nakatsukasa, Yuka Yanagisawa, Yusaku Yamamoto
Publication date: 15 December 2015
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://www.emis.de/journals/ETNA/volumes/2011-2020/vol44/abstract_vol44_pp306-326.html
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Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35)
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- A Robust and Efficient Implementation of LOBPCG
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- Stable and Efficient Computation of Generalized Polar Decompositions
- A stabilized GMRES method for singular and severely ill-conditioned systems of linear equations
- A numerically stable communication-avoiding \(s\)-step GMRES algorithm
- Rice condition numbers of QR and Cholesky factorizations
- Block Gram-Schmidt algorithms and their stability properties
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