Probabilistic Rounding Error Analysis of Householder QR Factorization

DOI10.1137/22m1514817zbMath1520.65019OpenAlexW4385335675WikidataQ128147840 ScholiaQ128147840MaRDI QIDQ6116667

Michael P. Connolly, Nicholas J. Higham

Publication date: 16 August 2023

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1514817

zbMATH Keywords

floating-point arithmeticbackward error analysisbackward errormatrix concentration inequalityHouseholder QR factorizationgivens QR factorizationprobabilistic rounding error analysis

Mathematics Subject Classification ID

Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

Floating-point arithmetic

Cites Work

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