The k-step Lanczos bidiagonalization reduces a matrix A∈Rm×n into a bidiagonal form Bk∈R(k+1)×k while generating two orthonormal matrices Uk+1∈Rm×(k+1) and Vk+1∈Rn×(k+1). However, any practical implementation of the algorithm suffers from loss of orthogonality of Uk+1 and Vk+1 due to the presence of rounding errors, and several reorthogonalization strategies are proposed to maintain some level of orthogonality. In this paper, we make a backward error analysis of the Lanczos bidiagonalization with reorthogonalization (LBRO) by writing various reorthogonalization strategies in a general form. Our results show that the computed Bk by the k-step LBRO of A with starting vector b is the exact one generated by the k-step Lanczos bidiagonalization of A+E with starting vector b+δb (denoted by LB(A+E,b+δb)), where the 2-norm of perturbation vector/matrix δb and E depend on the roundoff unit and orthogonality levels of Uk+1 and Vk+1. The results also show that the 2-norm of Uk+1−Ūk+1 and Vk+1−V̄k+1 are controlled by the orthogonality levels of Uk+1 and Vk+1, respectively, where Ūk+1 and V̄k+1 are the two orthonormal matrices generated by the k-step LB(A+E,b+δb) in exact arithmetic. Thus, the k-step LBRO is mixed forward–backward stable as long as the orthogonality of Uk+1 and Vk+1 are good enough. We use this result to investigate the backward stability of LBRO based SVD computation algorithm and LSQR algorithm. Numerical experiments confirm our results.
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