[SciPy-user] Gram-Schmidt orthogonalization

[Nathan Bell]

On Mon, Nov 24, 2008 at 3:09 PM, nicky van foreest <vanforeest at 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 at gmail.com
http://graphics.cs.uiuc.edu/~wnbell/