Scaling for orthogonality

Author

Edelman, Alan ; Stewart, G.W.

Author_Institution

Dept. of Math., California Univ., Berkeley, CA, USA

Volume

Issue

fYear

1993

fDate

4/1/1993 12:00:00 AM

Firstpage

1676

Lastpage

1677

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;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.212741

Filename

212741

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=894608