A sharper loss-of-orthogonality bound for MGS-HA
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.
Sources & referencesView supporting material
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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