## Abstract

We consider the QR decomposition of an m × n matrix X with full column rank, where m × n. Among the many algorithms available, the Cholesky QR algorithm is ideal from the viewpoint of high performance computing since it consists entirely of standard level 3 BLAS operations with large matrix sizes, and requires only one reduce and broadcast in parallel environments. Unfortunately, it is well-known that the algorithm is not numerically stable and the deviation from orthogonality of the computed Q factor is of order O((κ_{2}(X))^{2}u), where κ_{2}(X) is the 2-norm condition number of X and u is the unit roundoff. In this paper, we show that if the condition number of X is not too large, we can greatly improve the stability by iterating the Cholesky QR algorithm twice. More specifically, if κ_{2}(X) is at most O(u^{-1/2} ), both the residual and deviation from orthogonality are shown to be of order O(u). Numerical results support our theoretical analysis.

Original language | English |
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Pages (from-to) | 306-326 |

Number of pages | 21 |

Journal | Electronic Transactions on Numerical Analysis |

Volume | 44 |

Publication status | Published - 2015 |

## Keywords

- Cholesky QR
- Communication-avoiding algorithms
- QR decomposition
- Roundoff error analysis

## ASJC Scopus subject areas

- Analysis