[SciPy-user] Gram-Schmidt orthogonalization
Mon Nov 24 15:43:41 CST 2008
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.
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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