[SciPy-user] Gram-Schmidt orthogonalization

[nicky van foreest]

Hi David,

Thanks for the pointer.

2008/11/24 David Warde-Farley <dwf at cs.toronto.edu>:
>
> 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.
>
> Hey Nicky,
>
> 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
> http://en.wikipedia.org/wiki/Gram–Schmidt_process#Algorithm
>
> 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.
>
> Cheers,
>
> David
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