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Numerical stability of the Gram-Schmidt algorithm

Mercredi 29 octobre 2014
Julien Langou (University of Colorado Denver)

We survey results of the numerical stability of the Gram-Schmidt algorithm. We will consider a variety of variants: Modified Gram-Schmidt, Classical Gram-Schmidt, Iterated Gram-Schmidt, Iterated Gram-Schmidt with a criterion, Gram-Schmidt with a non-Euclidean inner product. We will see various results along the years starting in 1967 and ending in 2014.

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Marc.Mezzarobba (at) nulllip6.fr