A Kaczmarz-inspired method for orthogonalization
Authors:
Isabel Detherage and Rikhav Shah
Journal:
Quart. Appl. Math.
MSC (2020):
Primary 65F25, 15A12; Secondary 60G42
DOI:
https://doi.org/10.1090/qam/1719
Published electronically:
June 5, 2025
Full-text PDF
Abstract | References | Similar Articles | Additional Information
This paper asks if the following iterative procedure approximately orthogonalizes a set of $n$ linearly independent unit vectors while preserving their span: in each iteration, access a random pair of vectors and replace one with the component perpendicular to the other, renormalized to be a unit vector.
We provide a positive answer: any given set of starting vectors converges almost surely to an orthonormal basis of their span. We specifically argue that the $n$-volume of the parallelepiped generated by the vectors approaches 1 (i.e. the parallelepiped approaches a hypercube). If $A$ is the matrix formed by taking these vectors as columns, this volume is simply $\det (\lvert A\rvert )$ where $\lvert A\rvert =(A^*A)^{1/2}$. We show that $O(n^2\log (1/\left (\det (\lvert A\rvert )\varepsilon \right )))$ iterations suffice to bring ${\det (\lvert A\rvert )}$ above $1-\varepsilon$ with constant probability.
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Additional Information
Isabel Detherage
Affiliation:
Department of Mathematics, University of California, Berkeley, , Berkeley, CA 94720-3840
MR Author ID:
1647600
ORCID:
0009-0008-5648-8232
Email:
isabel_detherage@berkeley.edu
Rikhav Shah
Affiliation:
Department of Mathematics, University of California, Berkeley, , Berkeley, CA 94720-3840
MR Author ID:
1345887
ORCID:
0000-0002-1561-6938
Email:
rikhav.shah@berkeley.edu
Received by editor(s):
May 1, 2025
Received by editor(s) in revised form:
May 5, 2025
Published electronically:
June 5, 2025
Additional Notes:
The second author was supported by NSF CCF-2420130
Article copyright:
© Copyright 2025
by the authors