Gram-Schmidt or Householder: Losing the Right Angles
An interactive live film: classical and modified Gram-Schmidt and Householder run for real in single precision on nearly parallel columns; their Q triads and orthogonality errors show who keeps the right angles. Squeeze until CGS fails.
Narration
Three columns that point almost the same way: a badly conditioned matrix. Each algorithm turns them into an orthonormal Q, and we run all three for real, in single precision.
In exact arithmetic classical Gram Schmidt, modified Gram Schmidt and Householder give the same Q. The three triads on the right would be identical right angles.
The rest of the narration is in the book's Companion.
More from Chapter 4
Interactive1:51Householder Reflection: A Mirror That Clears a ColumnChapter 4
Preview1:30The Rank of a Product: Dimensions Can Only Be LostChapter 4
Preview1:56Householder QR: One Mirror per ColumnChapter 4
Preview1:24Numerical Rank: When Is a Pancake a Plane?Chapter 4
Preview1:41A Rank-One Change of the Identity: Identity, Projection, MirrorChapter 4