Gram-Schmidt orthogonalization: 100 years and more
2013 (English)In: Numerical Linear Algebra with Applications, ISSN 1070-5325, E-ISSN 1099-1506, Vol. 20, no 3, 492-532 p.Article, review/survey (Refereed) Published
In 1907, Erhard Schmidt published a paper in which he introduced an orthogonalization algorithm that has since become known as the classical Gram-Schmidt process. Schmidt claimed that his procedure was essentially the same as an earlier one published by J. P.Gram in 1883. The Schmidt version was the first to become popular and widely used. An algorithm related to a modified version of the process appeared in an 1820 treatise by P. S. Laplace. Although related algorithms have been around for almost 200years, it is the Schmidt paper that led to the popularization of orthogonalization techniques. The year 2007 marked the 100th anniversary of that paper. In celebration of that anniversary, we present a comprehensive survey of the research on Gram-Schmidt orthogonalization and its related QR factorization. Its application for solving least squares problems and in Krylov subspace methods are also reviewed. Software and implementation aspects are also discussed.
Place, publisher, year, edition, pages
Wiley-Blackwell , 2013. Vol. 20, no 3, 492-532 p.
Gram-Schmidt; orthogonalization; least squares; error analysis
IdentifiersURN: urn:nbn:se:liu:diva-96149DOI: 10.1002/nla.1839ISI: 000318114500007OAI: oai:DiVA.org:liu-96149DiVA: diva2:640721