Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X

   
 
 

 

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
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Abstract:

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