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RRQR factorization

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(Redirected from Rank-revealing QR algorithm) Concept in linear algebra

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

References

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