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The Gram–Schmidt process can be stabilized by a small modification; this version is sometimes referred to as modified Gram-Schmidt or MGS. This approach gives the same result as the original formula in exact arithmetic and introduces smaller errors in finite-precision arithmetic.
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A practical way to enforce this is by requiring that the next search direction be built out of the current residual and all previous search directions. The conjugation constraint is an orthonormal-type constraint and hence the algorithm can be viewed as an example of Gram-Schmidt orthonormalization. This gives the following expression:
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Jørgen Pedersen Gram (27 June 1850 – 29 April 1916) was a Danish actuary and mathematician who was born in Nustrup, Duchy of Schleswig, Denmark and died in Copenhagen, Denmark. Important papers of his include On series expansions determined by the methods of least squares , and Investigations of the number of primes less than a given number .
In linear algebra, the Schmidt decomposition (named after its originator Erhard Schmidt) refers to a particular way of expressing a vector in the tensor product of two inner product spaces. It has numerous applications in quantum information theory , for example in entanglement characterization and in state purification , and plasticity .
$ tex Gram-Schmidt_process.tex && dvips -E Gram-Schmidt_process.dvi; Outline fonts $ eps2eps -dNOCACHE Gram-Schmidt_process.ps Gram-Schmidt_process2.eps; Fix bounding box $ ps2epsi Gram-Schmidt_process2.eps Gram-Schmidt_process.eps; Convert to Sketch $ pstoedit -f sk Gram-Schmidt_process.eps Gram-Schmidt_process.sk; Convert to SVG
More generally, we can factor a complex m×n matrix A, with m ≥ n, as the product of an m×m unitary matrix Q and an m×n upper triangular matrix R.As the bottom (m−n) rows of an m×n upper triangular matrix consist entirely of zeroes, it is often useful to partition R, or both R and Q: