Round off error analysis for Gram-Schmidt method and solution of linear least squares problems

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DOIResolve DOI: http://doi.org/10.1007/BF01939404
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TypeArticle
Journal titleBIT Numerical Mathematics
ISSN1572-9125
Volume11
Issue4
Pages345367; # of pages: 23
Subjectnumeric computing; mathematics, general; computational mathematics and numerical analysis
AbstractRound off error analysis for the classical Gram-Schmidt orthogonalization method with re-orthogonalization is presented. The effect of the round-off error on the orthogonality of the derived vectors and also on the solution of the linear least squares problems when solved by the Gram-Schmidt algorithm are given. Numerical results compared favorably with the results of other methods. The classical case when no re-orthogonalization takes place is also discussed.
Publication date
LanguageEnglish
AffiliationNational Research Council Canada
Peer reviewedYes
NRC number16550
NPARC number21273609
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Record identifier7f6a690a-2cba-47c6-96f5-e1cfbf6309cd
Record created2015-01-16
Record modified2016-05-09
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