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Reorthogonalization and stable algorithms for updating the Gram-Schmidt ๐‘„๐‘… factorization

Reorthogonalization and stable algorithms for updating the Gram-Schmidt ๐‘„๐‘… factorization

Numerically stable algorithms are given for updating the Gram-Schmidt QR factorization of an <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="m times n"> <mml:semantics> <mml:mrow> <mml:mi>m</mml:mi> <mml:mo>ร—<!-- ร— --></mml:mo> <mml:mi>n</mml:mi> </mml:mrow> <mml:annotation encoding="application/x-tex">m \times n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> matrix <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper A left-parenthesis m greater-than-or-slanted-equals n right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mi>A</mml:mi> โ€ฆ