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Re: mgorth usage
From: |
c. |
Subject: |
Re: mgorth usage |
Date: |
Mon, 17 Sep 2012 21:28:02 +0200 |
On 17 Sep 2012, at 18:29, Jordi Gutiérrez Hermoso wrote:
> Gram-Schmidt is numerically unstable, so there's no reason for Octave
> to have it. Instead, use orth, which uses the svd.
Gram-Schmidt is numerically unstable, that's why mgorth uses _modified_
Gram-Schmidt which is more stable.
THERE IS reason to have mgorth as it is a required step in any algorithm based
on the Arnoldi process [1],
like, for example, GMRES [2].
> HTH,
> - Jordi G. H.
c.
[1] http://en.wikipedia.org/wiki/Arnoldi_iteration
[2] http://en.wikipedia.org/wiki/Generalized_minimal_residual_method
- mgorth usage, JuanPi, 2012/09/17
- Re: mgorth usage, Jordi Gutiérrez Hermoso, 2012/09/17
- Re: mgorth usage,
c. <=
- Re: mgorth usage, c., 2012/09/17
- Re: mgorth usage, JuanPi, 2012/09/17
- Re: mgorth usage, Ed Meyer, 2012/09/18
- Re: mgorth usage, c., 2012/09/18
- Re: mgorth usage, Jordi Gutiérrez Hermoso, 2012/09/18
- Re: mgorth usage, c., 2012/09/18
Re: mgorth usage, Rhys Ulerich, 2012/09/17
Re: mgorth usage, James Sherman Jr., 2012/09/17