A sharper loss-of-orthogonality bound for MGS-HA
Let be the symmetric positive-definite matrix defining the non-standard inner product, let be the input matrix with rows, let be the number of columns, and let denote the unit roundoff. Write for the computed -orthogonal factor and let denote the condition number. The loss of -orthogonality is measured by . MGS-HA orthogonality-bound conjecture. The loss of -orthogonality of MGS-HA can be bounded as
The quantity on the right is motivated by numerical experiments, where it describes the observed loss of -orthogonality for MGS-HA more sharply than the earlier bound, although the paper states that it has no theoretical background yet.
References
Primary source
Akira Imakura and Yusaku Yamamoto, “Efficient implementations of the modified Gram-Schmidt orthogonalization with a non-standard inner product”, arXiv:1703.10440 (2017).
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