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Probabilistic Rounding Error Analysis of Householder QR Factorization

Journal Article · · SIAM Journal on Matrix Analysis and Applications
DOI:https://doi.org/10.1137/22m1514817· OSTI ID:2424942
 [1];  [1]
  1. Department of Mathematics, University of Manchester, Manchester, M13 9PL, UK.
+ Show Author Affiliations

Not provided.

Research Organization:
US Department of Energy (USDOE), Washington, DC (United States). Office of Science, Exascale Computing Project
Sponsoring Organization:
USDOE
OSTI ID:
2424942
Journal Information:
SIAM Journal on Matrix Analysis and Applications, Journal Name: SIAM Journal on Matrix Analysis and Applications Journal Issue: 3 Vol. 44; ISSN 0895-4798
Publisher:
Society for Industrial and Applied Mathematics (SIAM)
Country of Publication:
United States
Language:
English

References (15)

The WY Representation for Products of Householder Matrices journal January 1987
Accuracy and Stability of Numerical Algorithms book January 2002
Functions of Matrices book January 2008
Error Analysis of Direct Methods of Matrix Inversion journal July 1961
Sharper Probabilistic Backward Error Analysis for Basic Linear Algebra Kernels with Random Data journal January 2020
Matrix Computations book February 2013
User-Friendly Tail Bounds for Sums of Random Matrices journal August 2011
Stochastic Rounding and Its Probabilistic Backward Error Analysis journal January 2021
A New Approach to Probabilistic Rounding Error Analysis journal January 2019
The university of Florida sparse matrix collection journal November 2011
The Multishift QR Algorithm. Part II: Aggressive Early Deflation journal January 2002
Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm journal January 1992
Rounding Error Analysis of Mixed Precision Block Householder QR Algorithms journal January 2021
The Multishift QR Algorithm. Part I: Maintaining Well-Focused Shifts and Level 3 Performance journal January 2002
Randomized Gram--Schmidt Process with Application to GMRES journal June 2022

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Related Subjects

Mathematics