An efficient implementation of the block Gram--Schmidt method

Yoichi Matsuo, Takashi Nodera
2013 ANZIAM Journal  
The block Gram-Schmidt method computes the qr factorisation rapidly, but this is dependent on block size m. We endeavor to determine the optimal m automatically during one execution. Our algorithm determines m through observing the relationship between computation time and complexity. Numerical experiments show that our proposed algorithms compute approximately twice as fast as the block Gram-Schmidt method for some block sizes, and is a viable option for computing the qr factorisation in a more stable and rapid manner.
doi:10.21914/anziamj.v54i0.6327 fatcat:vwquij2f3vffll25t2x5abjcc4