@article {17698,
title = {Error Analysis of the Quasi-Gram{\textendash}Schmidt Algorithm},
journal = {SIAM Journal on Matrix Analysis and Applications},
volume = {27},
year = {2005},
month = {2005///},
pages = {493 - 506},
abstract = {Let the $n\,{\times}\,p$ $(n\geq p)$ matrix $X$ have the QR factorization $X = QR$, where $R$ is an upper triangular matrix of order $p$ and $Q$ is orthonormal. This widely used decomposition has the drawback that $Q$ is not generally sparse even when $X$ is. One cure is to discard $Q$, retaining only $X$ and $R$. Products like $a = Q\trp y = R\itp X\trp y$ can then be formed by computing $b = X\trp y$ and solving the system $R\trp a = b$. This approach can be used to modify the Gram--Schmidt algorithm for computing $Q$ and $R$ to compute $R$ without forming $Q$ or altering $X$. Unfortunately, this quasi-Gram--Schmidt algorithm can produce inaccurate results. In this paper it is shown that with reorthogonalization the inaccuracies are bounded under certain natural conditions.},
keywords = {Gram{\textendash}Schmidt algorithm, orthogonalization, QR factorization, rounding-error analysis, sparse matrix},
doi = {10.1137/040607794},
url = {http://link.aip.org/link/?SML/27/493/1},
author = {Stewart, G.W.}
}