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DOI 10.5286/raltr.2008004
Persistent URL http://purl.org/net/epubs/work/50393
Record Status Checked
Record Id 50393
Title Roundoff error analysis of orthogonal factorizations of upper Hessenberg rectangular matrices
Abstract Krylov space methods minimizing the 2-norm of the residual (GMRES and MINRES are classical examples) requires the solution of relative small linear least squares problems. The matrix modelling this least square problem is of upper Hessenberg type and the right-hand side is a multiple of the first column of the identity. We specialize some classical roundoff results for Givens (Householder) method to this case pointing out some peculiarities that are useful in the error analysis of Krylov methods such as GMRES, MINRES, and Flexible GMRES.
Organisation CSE , CSE-NAG , STFC
Keywords GMRES , Hessemberg form , Roundoff
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2008-004. STFC, 2008. hess.pdf 2008