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Explore using thin-QR (Cholesky decompositions) for Gram-Schmidt

Open weinbe2 opened this issue 4 years ago • 0 comments

Instead of using a traditional implementation of classical or modified Gram-Schmidt (or a hybrid thereof), (block-)orthonormalization can be formulated as a thin QR, which is implemented in practice via a Cholesky decomposition of the "outer-product-of-inner-products" of the vectors that are meant to be orthonormalized. This is described in https://arxiv.org/pdf/1801.07823.pdf , right around eqn (5.2). The benefit of this approach would be the numerical stability of a Cholesky decomposition, plus the overhead-reduction properties of batched inner products.

weinbe2 avatar Nov 30 '20 23:11 weinbe2