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Gram‐Schmidt orthogonalization: 100 years and more
Author(s) -
Leon Steven J.,
Björck Åke,
Gander Walter
Publication year - 2013
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1839
Subject(s) - orthogonalization , mathematics , algorithm , qr decomposition , gram , factorization , calculus (dental) , eigenvalues and eigenvectors , medicine , physics , dentistry , quantum mechanics , biology , bacteria , genetics
SUMMARY In 1907, Erhard Schmidt published a paper in which he introduced an orthogonalization algorithm that has since become known as the classical Gram‐Schmidt process. Schmidt claimed that his procedure was essentially the same as an earlier one published by J. P. Gram in 1883. The Schmidt version was the first to become popular and widely used. An algorithm related to a modified version of the process appeared in an 1820 treatise by P. S. Laplace. Although related algorithms have been around for almost 200 years, it is the Schmidt paper that led to the popularization of orthogonalization techniques. The year 2007 marked the 100th anniversary of that paper. In celebration of that anniversary, we present a comprehensive survey of the research on Gram‐Schmidt orthogonalization and its related QR factorization. Its application for solving least squares problems and in Krylov subspace methods are also reviewed. Software and implementation aspects are also discussed. Copyright © 2012 John Wiley & Sons, Ltd.