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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.
- mgorth usage, JuanPi, 2012/09/17
- Re: mgorth usage, Jordi GutiƩrrez Hermoso, 2012/09/17
- Re: mgorth usage, c., 2012/09/17
- Re: mgorth usage, c., 2012/09/17
- Re: mgorth usage, JuanPi, 2012/09/17
- Re: mgorth usage, Ed Meyer, 2012/09/18
- Re: mgorth usage,
c. <=
- Re: mgorth usage, Jordi GutiƩrrez 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