Articles
Roundoff error analysis of the CholeskyQR2 algorithm in an oblique inner product
2016 Volume 8 Pages 5-8
Details
2016 Volume 8 Pages 5-8
The Cholesky QR algorithm is an ideal QR decomposition algorithm for high performance computing, but known to be unstable. We present error analysis of the Cholesky QR algorithm in an oblique inner product defined by a positive definite matrix, and show that by repeating the algorithm twice (called CholeskyQR2), its stability is greatly improved.
