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Re: mgorth usage


From: c.
Subject: Re: mgorth usage
Date: Mon, 17 Sep 2012 21:32:44 +0200

On 17 Sep 2012, at 21:28, c. wrote:

> 
> On 17 Sep 2012, at 18:29, Jordi Gutiérrez Hermoso wrote:
> 
>> Gram-Schmidt is numerically unstable, so there's no reason for Octave
>> to have it. Instead, use orth, which uses the svd.
> 
> Gram-Schmidt is numerically unstable, that's why mgorth uses _modified_ 
> Gram-Schmidt which is more stable.
> THERE IS reason to have mgorth as it is a required step in any algorithm 
> based on the Arnoldi process [1],
> like, for example, GMRES [2].
> 
>> HTH,
>> - Jordi G. H.
> c.
> 
> [1] http://en.wikipedia.org/wiki/Arnoldi_iteration
> [2] http://en.wikipedia.org/wiki/Generalized_minimal_residual_method

jordi,

reading your message again I see I had initially erroneously interpreted it
as suggesting that Octave does not need mgorth. I now understand this was not
the case, sorry for the noise. Hope the references on "mgorth"'s algorithm are 
of use to JP anyway.

c.

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