Optimal orthogonalization processes

Two optimal orthogonalization processes are devised to orthogonalize, possibly approximately, the columns of a very large and possibly sparse matrix A ∈ ℂ n × k . Algorithmically the aim is, at each step, to optimally decrease nonorthogonality of all the columns of A. One process relies on using tra...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Science China. Mathematics 2022, Vol.65 (1), p.203-220
Hauptverfasser: Huhtanen, Marko, Uusitalo, Pauliina
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Two optimal orthogonalization processes are devised to orthogonalize, possibly approximately, the columns of a very large and possibly sparse matrix A ∈ ℂ n × k . Algorithmically the aim is, at each step, to optimally decrease nonorthogonality of all the columns of A. One process relies on using translated small rank corrections. Another is a polynomial orthogonalization process for performing the Löwdin orthogonalization. The steps rely on using iterative methods combined, preferably, with preconditioning which can have a dramatic effect on how fast nonorthogonality decreases. The speed of orthogonalization depends on how bunched the singular values of A are, modulo the number of steps taken. These methods put the steps of the Gram-Schmidt orthogonalization process into perspective regarding their (lack of) optimality. The constructions are entirely operator theoretic and can be extended to infinite dimensional Hilbert spaces.
ISSN:1674-7283
1869-1862
DOI:10.1007/s11425-018-1711-x