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A randomized Gram-Schmidt algorithm is developed for orthonormalization of high-dimensional vectors or QR factorization. The proposed process can be less computationally expensive than the classical Gram-Schmidt process while being at least…

Numerical Analysis · Mathematics 2022-01-20 Oleg Balabanov , Laura Grigori

We present an overview of randomized orthogonalization techniques that construct a well-conditioned basis whose sketch is orthonormal. Randomized orthogonalization has recently emerged as a powerful paradigm for reducing the computational…

Numerical Analysis · Mathematics 2025-12-18 Jean-Guillaume de Damas , Laura Grigori , Igor Simunec , Edouard Timsit

Block classical Gram-Schmidt (BCGS) is commonly used for orthogonalizing a set of vectors $X$ in distributed computing environments due to its favorable communication properties relative to other orthogonalization approaches, such as…

Numerical Analysis · Mathematics 2025-10-28 Erin Carson , Kathryn Lund , Yuxin Ma , Eda Oktay

The block classical Gram--Schmidt (BCGS) algorithm and its reorthogonalized variant are widely-used methods for computing the economic QR factorization of block columns $X$ due to their lower communication cost compared to other approaches…

Numerical Analysis · Mathematics 2025-06-06 Erin Carson , Yuxin Ma

Numerous applications, such as Krylov subspace solvers, make extensive use of the block classical Gram-Schmidt (BCGS) algorithm and its reorthogonalized variants for orthogonalizing a set of vectors. For large-scale problems in distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-30 Erin Carson , Yuxin Ma

With the recent realization of exascale performace by Oak Ridge National Laboratory's Frontier supercomputer, reducing communication in kernels like QR factorization has become even more imperative. Low-synchronization Gram-Schmidt methods,…

Numerical Analysis · Mathematics 2023-02-21 Kathryn Lund

Block Gram-Schmidt algorithms serve as essential kernels in many scientific computing applications, but for many commonly used variants, a rigorous treatment of their stability properties remains open. This work provides a comprehensive…

Numerical Analysis · Mathematics 2023-02-21 Erin Carson , Kathryn Lund , Miroslav Rozložník , Stephen Thomas

In this paper, we develop a new Randomized Global Generalized Minimum Residual (RGlGMRES) algorithm for efficiently computing solutions to large scale linear systems with multiple right hand sides.The proposed method builds on a recently…

Numerical Analysis · Mathematics 2026-02-17 Achraf Badahmane , Xian-Ming GU

The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…

Numerical Analysis · Mathematics 2021-05-18 Daniel Bielich , Julien Langou , Stephen Thomas , Kasia Swirydowicz , Ichitaro Yamazaki , Erik G. Boman

We integrate random sketching techniques into block orthogonalization schemes needed for s-step GMRES. The resulting block orthogonalization schemes generate the basis vectors whose overall orthogonality error is bounded by machine…

Numerical Analysis · Mathematics 2025-10-01 Ichitaro Yamazaki , Andrew J. Higgins , Erik G. Boman , Daniel B. Szyld

A new reorthogonalized block classical Gram--Schmidt algorithm is proposed that factorizes a full column rank matrix $A$ into $A=QR$ where $Q$ is left orthogonal (has orthonormal columns) and $R$ is upper triangular and nonsingular. With…

Numerical Analysis · Mathematics 2011-08-23 Jesse L. Barlow , Alicja Smoktunowicz

One of the limitations of recycled GCRO methods is the large amount of computation required to orthogonalize the basis vectors of the newly generated Krylov subspace for the approximate solution when combined with those of the recycle…

Numerical Analysis · Mathematics 2023-06-12 Stephen Thomas , Alison Baker , Stephane Gaudreault

This work introduces a novel algorithm to solve large-scale eigenvalue problems and seek a small set of eigenpairs. The method, called randomized Krylov-Schur (rKS), has a simple implementation and benefits from fast and efficient…

Numerical Analysis · Mathematics 2025-08-08 Jean-Guillaume de Damas , Laura Grigori

We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…

Numerical Analysis · Mathematics 2026-05-26 Yun Zeng , Jian-Feng Cai , Deren Han , Jiaxin Xie

In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…

Numerical Analysis · Mathematics 2025-08-29 Julianne Chung , Silvia Gazzola

We propose a block Krylov subspace version of the GCRO-DR method proposed in [Parks et al.; SISC 2005], which is an iterative method allowing for the efficient minimization of the the residual over an augmented Krylov subspace. We offer a…

Numerical Analysis · Mathematics 2026-05-14 Michael L. Parks , Kirk M. Soodhalter , Daniel B. Szyld

The orthogonalization process is an essential building block in Krylov space methods, which takes up a large portion of the computational time. Commonly used methods, like the Gram-Schmidt method, consider the projection and normalization…

Numerical Analysis · Mathematics 2022-04-29 Nils-Arne Dreier , Christian Engwer

Vector set orthogonal normalization and matrix QR decomposition are fundamental problems in matrix analysis with important applications in many fields. We know that Gram-Schmidt process is a widely used method to solve these two problems.…

Quantum Physics · Physics 2025-01-03 Zi-Ming Li , Yu-xi Liu

Using lower precision in algorithms can be beneficial in terms of reducing both computation and communication costs. Motivated by this, we aim to further the state-of-the-art in developing and analyzing mixed precision variants of iterative…

Numerical Analysis · Mathematics 2022-10-18 Eda Oktay , Erin Carson

Due to the ever growing amounts of data leveraged for machine learning and scientific computing, it is increasingly important to develop algorithms that sample only a small portion of the data at a time. In the case of linear least-squares,…

Machine Learning · Computer Science 2025-12-18 Gil Goldshlager , Jiang Hu , Lin Lin
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