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SHIFTED CHOLESKY QR FOR COMPUTING THE QR FACTORIZATION OF ILL-CONDITIONED MATRICES

Fukaya, T; Kannan, R; Nakatsukasa, Y; Yamamoto, Y; Yanagisawa, Y

Fukaya, T (corresponding author), Hokkaido Univ, Sapporo, Hokkaido, Japan.

SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2020; 42 (1): A477

Abstract

The Cholesky QR algorithm is an efficient communication-minimizing algorithm for computing the QR factorization of a tall-skinny matrix X epsilon R-mx......

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