[SciPy-dev] implement reorthogonalization method in gmres
Tue Feb 23 19:26:02 CST 2010
It seems that the vectors produced by the Gram-Schmidt process may not be
orthogonal (probably due to the presence of roundoff errors or when the
matrix is ill conditionned). I would suggest to add an option to test for
loss of orthogonality and reorthogonalize if needed. See
http://www4.ncsu.edu/~ctk/newton/SOLVERS/nsoli.m for an example.
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