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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

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