RRQR factorization explained

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]

Notes and References

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

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