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Re: mgorth usage


From: c.
Subject: Re: mgorth usage
Date: Tue, 18 Sep 2012 19:19:05 +0200

On 18 Sep 2012, at 18:55, Ed Meyer wrote:

> I put a patch to mgorth on the patch tracker to fix a few problems with the 
> documentation.
> 
> BTW the Householder QR method (as used in lapack) is more stable than MGS, 
> although
> more expensive. Both result in the same QR decomposition if the columns are 
> independent;
> MGS is less accurate as the columns become dependent, or as the condition 
> number
> rises. What this means for mgorth is that if x is nearly dependent on the 
> columns of v
> the resulting y will not be very orthogonal to v.  Using lapack QR to do the 
> same thing
> results in a much better y, as demonstrated by:
> 
> a = rand(10,5);
> [q r] = qr(a); 
> v = q(:,1:5);
> x = q(:,5) + 10*eps*q(:,6);  # x is almost dependent on v
> [y,h] = mgorth(x,v);
> v'*y
> [q r] = qr([v x]);
> y2 = q(:,6);
> v'*y2
> 
> 
> -- 
> Ed Meyer

I can't see your patch in the tracker, could you post a link?
c.

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