BV_ORTHOG_BLOCK_CHOL#
Orthogonalize a set of vectors \(V\) with the Cholesky QR method, that is, compute \(R=\mathrm{chol}(V^*V)\), then obtain the orthogonalized vectors as \(Q=V R^{-1}\).
Developer Note#
This is plain Cholesky QR, which may fail in case of ill-conditioned \(V\). An iterated version such as CholeskyQR2 should be preferred [Yamamoto et al., 2015].
References#
Y. Yamamoto, Y. Nakatsukasa, Y. Yanagisawa, and T. Fukaya. Roundoff error analysis of the choleskyqr2 algorithm. Electron. Trans. Numer. Anal., 44:306–326, 2015.
See Also#
BV: Basis Vectors, BVOrthogBlockType, BVSetOrthogonalization(), BVOrthogonalize(), BV_ORTHOG_BLOCK_GS, BV_ORTHOG_BLOCK_TSQR, BV_ORTHOG_BLOCK_TSQRCHOL, BV_ORTHOG_BLOCK_SVQB
Level#
advanced
Location#
src/sys/classes/bv/interface/bvorthog.c
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