Numerical stability of orthogonalization methods with a non-standard inner product (Q695058)
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scientific article; zbMATH DE number 6117469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical stability of orthogonalization methods with a non-standard inner product |
scientific article; zbMATH DE number 6117469 |
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Numerical stability of orthogonalization methods with a non-standard inner product (English)
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20 December 2012
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The authors study the numerical properties of several orthogonalization schemes where the inner product is induced by a nontrivial symmetric and positive definite matrix. The effect of its conditioning on the factorization and the loss of orthogonality between vectors computed in finite arithmetic is also analyzed.
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orthogonalization schemes
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QR factorization
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Gram-Schmidt process
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preconditioning
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rounding error analysis
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