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Modified Kovarik algorithm for approximate orthogonalization of arbitrary matrices. (English) Zbl 1022.65045

Summary: In a previous paper [Int. J. Comput. Math. 77, No. 3, 469-480 (2001; Zbl 1005.65039)] the author presented an extension of an iterative approximate orthogonalization algorithm, due to Z. Kovarik [SIAM J. Numer. Anal. 7, 386-389 (1970; Zbl 0217.21501)], for arbitrary rectangular matrices. In this algorithm, as Kovarik already observed in his paper, at each iteration an inversion of a symmetric and positive definite matrix is made. The dimension of this matrix equals the number of rows of the initial one, thus the inverse computation can be very expensive.
In the present paper we describe an algorithm in which the above matrix inversion step is replaced by an arbitrary odd degree polynomial matrix expression. We prove that this new algorithm converges to the same matrix as the original Kovarik’s method. Some numerical experiments described in the last section of the paper show us that, even for small degree polynomial expressions the convergence properties of the new algorithm are comparable with those of the original one.

MSC:

65F25 Orthogonalization in numerical linear algebra
65F10 Iterative numerical methods for linear systems
Full Text: DOI

References:

[1] Golub G. H., Matrix Computations (1983) · Zbl 0559.65011
[2] DOI: 10.1137/0707031 · Zbl 0217.21501 · doi:10.1137/0707031
[3] DOI: 10.1080/00207160108805079 · Zbl 1005.65039 · doi:10.1080/00207160108805079
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