Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting (Q1431668)
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scientific article; zbMATH DE number 2073456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting |
scientific article; zbMATH DE number 2073456 |
Statements
Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting (English)
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11 June 2004
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Backward and forward roundoff error estimates for the modified Gram-Schmidt algorithm with column pivoting are provided. It is shown that, the row-wise growth factors of the method are bounded, and that, if the matrix is well conditioned, then with a properly chosen tolerance, this algorithm can also correctly determine the numerical rank of the matrix.
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Gram-Schmidt algorithm
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numerical rank
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column pivoting
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least squares
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