Speaker
Michael Overton
(New York University)
Description
It is well known that, when defining Householder transformations, the correct choice of sign in the standard formula is important to avoid cancellation and hence numerical instability. In this talk we point out that when the "wrong" choice of sign is used, the extent of the resulting instability depends in a somewhat subtle way on the data leading to cancellation.
Authors
Michael Overton
(New York University)
Pinze Yu
(Yale University)