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Re: mgorth usage
From: |
c. |
Subject: |
Re: mgorth usage |
Date: |
Mon, 17 Sep 2012 21:32:44 +0200 |
On 17 Sep 2012, at 21:28, c. wrote:
>
> 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
jordi,
reading your message again I see I had initially erroneously interpreted it
as suggesting that Octave does not need mgorth. I now understand this was not
the case, sorry for the noise. Hope the references on "mgorth"'s algorithm are
of use to JP anyway.
c.
- mgorth usage, JuanPi, 2012/09/17
- Re: mgorth usage, Jordi Gutiérrez Hermoso, 2012/09/17
- Re: mgorth usage, c., 2012/09/17
- Re: mgorth usage,
c. <=
- 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