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 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

↑ 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.
↑ 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.
↑ "RRQR Factorization" (PDF). 29 March 2007. Retrieved 2 April 2011.

Numerical linear algebra

Key concepts	Floating point Numerical stability

Problems	Matrix multiplication (algorithms) Matrix decompositions Linear equations Sparse problems

Hardware	CPU cache TLB Cache-oblivious algorithm SIMD Multiprocessing

Software	BLAS Specialized libraries General purpose software

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