Seminari del Dipartimento di Matematica

Seminario del 2024

Some recent developments of deterministic CholeskyQR

nell'ambito della serie: SEMINARI MAT/08 TEAM

analisi numerica

CholeskyQR is a popular algorithm for QR factorization in both academia and industry. In order to have good orthogonality, CholeskyQR2 is developed by repeating CholeskyQR twice. Shifted CholeskyQR3 introduces a shifted item in order to deal with ill-conditioned matrices with good orthogonality. This talk primarily focuses on deterministric methods. We define a new matrix norm and make improvements to the shifted item and error estimations in CholeskyQR algorithms. We use such a technique and provide an analysis to some sparse matrices in the industry for CholeskyQR. Moreover, we combine CholeskyQR and our new matrix norm with randomized models for probabilistic error analysis and make amelioration to CholeskyQR. A new 3-step algorithm without CholeskyQR2 is also developed with good orthogonality.