Randomized orthogonalization process with reorthogonalization.

DOI10.1002/NLA.70029MaRDI QIDQ6893943zbMATH OpenFDO

Authors Laura Grigori

Publication date 25 November 2025

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/NLA.70029

zbMATH Keywords

random sketchingrandomized GMRESrandomized Gram-Schmidt processreorthogonalization algorithmround-off error analysis

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Randomized algorithms (68W20)

Cited in

(1)

• \(S^{\top}S\)-SVD via sketching and the nearest \(S^{\top}S\)-orthogonal matrix

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