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RRQR factorization

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.

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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. Bibcode:1996SJSC...17..848G. doi:10.1137/0917055. Retrieved 22 September 2014. http://math.berkeley.edu/~mgu/MA273/Strong_RRQR.pdf ↩
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. https://zenodo.org/record/1235097 ↩
"RRQR Factorization" (PDF). 29 March 2007. Retrieved 2 April 2011. http://www.mpi-magdeburg.mpg.de/mpcsc/downloads/rrqr/Readme.pdf ↩