When modified Gram–Schmidt generates a well‐conditioned set of vectors

作者: Luc Giraud , Julien Langou

DOI: 10.1093/IMANUM/22.4.521

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摘要: In this paper, we show why the modified Gram-Schmidt algorithm generates a well-conditioned set of vectors. This result holds under assumption that initial matrix is not 'too ill-conditioned' in way quantified. As consequence if two iterations are performed, resulting produces whose columns orthogonal up to machine precision. Finally, illustrate through numerical experiment sharpness our result.

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