25 Nov
2008
25 Nov
'08
4:28 a.m.
On Mon, Nov 24, 2008 at 3:09 PM, nicky van foreest <vanforeest@gmail.com> wrote:
I recall from the book numerical recipes that the Gramm Schmidt methods works terrible, numerically speaking. They provide some counterexamples too. It is better to use singular value decomposition, which is included in scipy too.
Try QR first. It's reasonably stable and SVD is considerably more expensive. -- Nathan Bell wnbell@gmail.com http://graphics.cs.uiuc.edu/~wnbell/