Title :
Scaling for orthogonality
Author :
Edelman, Alan ; Stewart, G.W.
Author_Institution :
Dept. of Math., California Univ., Berkeley, CA, USA
fDate :
4/1/1993 12:00:00 AM
Abstract :
In updating algorithms where orthogonal transformations are accumulated, it is important to preserve the orthogonality of the product in the presence of rounding error. Moonen et al. (ibid., vol.39, p.1911-13, 1991) have pointed out that simply normalizing the columns of the product tends to preserve orthogonality-though not, as DeGroat (ibid., vol.39, p.1913-14, 1991) points out, to working precision. The authors discuss the previous work and give an analysis of the phenomenon
Keywords :
matrix algebra; roundoff errors; signal processing; matrices; orthogonal transformations; orthogonality; rounding error; scaling; signal processing; updating algorithms; Arithmetic; Computer science; Difference equations; Laboratories; Loss measurement; Mathematics; Roundoff errors;
Journal_Title :
Signal Processing, IEEE Transactions on
