RRQR factorization

From HandWiki

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 singular value decomposition can be used to generate an RRQR, but it is not an efficient method to do so.[2] An RRQR implementation is available in MATLAB.[3]

References

  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. http://math.berkeley.edu/~mgu/MA273/Strong_RRQR.pdf. 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. https://zenodo.org/record/1235097. 
  3. "RRQR Factorization". 29 March 2007. http://www.mpi-magdeburg.mpg.de/mpcsc/downloads/rrqr/Readme.pdf. Retrieved 2 April 2011.