Robust Selective Gram-schmidt Reorthogonalization

نویسنده

  • Julien Langou
چکیده

A new criterion for selective reorthogonalization in the Gram-Schmidt procedure is given. We establish its comportment in presence of rounding errors when the criterion is used with modified Gram-Schmidt algorithm and show counter-example matrices which prove that standard criteria are not always valid. Experimentally, our criterion is fine also for the classical Gram-Schmidt algorithm with reorthogonalization. AMS Subject Classification : 65F25, 65G50, 15A23.

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تاریخ انتشار 2002