<p>Among all the deterministic CholeskyQR-type algorithms, Shifted CholeskyQR3 is specifically designed to address the QR factorization of ill-conditioned matrices. This algorithm introduces a shift parameter <i>s</i> to prevent failure during the initial Cholesky factorization step, making the choice of this parameter critical for the algorithm’s effectiveness. Our goal is to identify a smaller <i>s</i> compared to the traditional selection based on <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2978_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="41" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Vert X\Vert _{2}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">‖</mo> <mi>X</mi> <mo stretchy="false">‖</mo> </mrow> <mn>2</mn> </msub> </math></EquationSource> </InlineEquation>. In this research, we propose a new matrix norm called the <i>g</i>-norm, which is based on the column properties of <i>X</i>. This norm allows us to obtain a reduced shift parameter <i>s</i> for the Shifted CholeskyQR3 algorithm, thereby improving the sufficient condition of <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2978_Article_IEq2.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="45" /> </InlineMediaObject> <EquationSource Format="TEX">\(\kappa _{2}(X)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>κ</mi> <mn>2</mn> </msub> <mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> for this method. We provide rigorous proofs of orthogonality and residuals for the improved algorithm using our proposed <i>s</i>. Numerical experiments confirm the enhanced numerical stability of orthogonality and residuals with the reduced <i>s</i>. We find that Shifted CholeskyQR3 can effectively handle ill-conditioned <i>X</i> with a larger <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2978_Article_IEq2.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="45" /> </InlineMediaObject> <EquationSource Format="TEX">\(\kappa _{2}(X)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>κ</mi> <mn>2</mn> </msub> <mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> when using our reduced <i>s</i> compared to the original <i>s</i>. Furthermore, we compare CPU times with other algorithms to assess performance improvements.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

An Improved Shifted CholeskyQR Based on Columns

  • Yuwei Fan,
  • Haoran Guan,
  • Zhonghua Qiao

摘要

Among all the deterministic CholeskyQR-type algorithms, Shifted CholeskyQR3 is specifically designed to address the QR factorization of ill-conditioned matrices. This algorithm introduces a shift parameter s to prevent failure during the initial Cholesky factorization step, making the choice of this parameter critical for the algorithm’s effectiveness. Our goal is to identify a smaller s compared to the traditional selection based on \(\Vert X\Vert _{2}\) X 2 . In this research, we propose a new matrix norm called the g-norm, which is based on the column properties of X. This norm allows us to obtain a reduced shift parameter s for the Shifted CholeskyQR3 algorithm, thereby improving the sufficient condition of \(\kappa _{2}(X)\) κ 2 ( X ) for this method. We provide rigorous proofs of orthogonality and residuals for the improved algorithm using our proposed s. Numerical experiments confirm the enhanced numerical stability of orthogonality and residuals with the reduced s. We find that Shifted CholeskyQR3 can effectively handle ill-conditioned X with a larger \(\kappa _{2}(X)\) κ 2 ( X ) when using our reduced s compared to the original s. Furthermore, we compare CPU times with other algorithms to assess performance improvements.