RRQR factorization

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" (PDF). SIAM Journal on Scientific Computing. 17 (4): 848–869. 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" (PDF). 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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