[SciPy-user] Gram-Schmidt orthogonalization
nicky van foreest
Thu Nov 27 16:23:40 CST 2008
Thanks for the pointer.
2008/11/24 David Warde-Farley <email@example.com>:
> On 24-Nov-08, at 3:09 PM, nicky van foreest wrote:
>> Hi David,
>> I recall from the book numerical recipes that the Gramm Schmidt
>> methods works terrible, numerically speaking. They provide some
>> counterexamples too. It is better to use singular value decomposition,
>> which is included in scipy too.
> Hey Nicky,
> You're right about Gram-Schmidt being nasty if you do it naively, but
> there is IIRC a more numerically stable variant of Gram-Schmidt, see
> I just tend not to want to "roll my own" if I can help it, since stuff
> in SciPy is usually going to be better tested.
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