Re: orthogonalizing vectors

From: Pierre Asselin (pa_at_see.signature.invalid)
Date: 02/25/05


Date: Fri, 25 Feb 2005 00:57:52 +0000 (UTC)

Mike Deskevich <mikedeskevich@gmail.com> wrote:

> i was wondering if anyone knows of any ways to orthogonalize (and
> normalize, but that's easy) vectors other than the gram-schmidt method?

Householder matrices ? See Gilbert Strang, "Introduction to Applied
Mathematics", Wellesley-Cambridge 1986, ISBN 0-961-4088-0-4.

> [ ... ]
> unfortunately on the larger end of the range (2,000 vectors of 70,000
> dimensions), the repeated dot products and subtractions do not exactly
> orthogonalize the vectors.

IIRC that is one of the problems that Householder matrices resolve.

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