RRQR factorization

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An RRQR factorization or rank-revealing QR factorization is a matrix decomposition algorithm based on the QR factorization which can be used to determine the rank of a matrix.[1] The SVD can be used to generate an RRQR, but it is not an efficient method to do so.[2] A RRQR implementation is available for MATLAB.[3]

References[edit]

  1. ^ Gu, Ming; Stanley C. Eisenstat (July 1996). "Efficient algorithms for computing a strong rank-revealing QR factorization". SIAM Journal on Scientific Computing 17 (4): 848–869. doi:10.1137/0917055. Retrieved 22 September 2014. 
  2. ^ Hong, Y.P.; C.-T. Pan (Jan 1992). "Rank-Revealing QR Factorizations and the Singular Value Decomposition". Mathematics of Computation 58 (197): 213–232. doi:10.2307/2153029. Retrieved 11 July 2011. 
  3. ^ "RRQR Factorization". 29 March 2007. Retrieved 2 April 2011.