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  1. Commons Math
  2. MATH-630

Rank Revealing QR Decomposition missing

    Details

    • Type: Improvement
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 2.0, 2.1, 2.2
    • Fix Version/s: 3.2
    • Labels:
      None

      Description

      The current QR decomposition implementation performs no column pivoting and is thus not rank revealing.

      A rank revealing QR decomposition could determine rank more efficiently, though not always as reliably, as from the Singular Value Decomposition. Additionally the rank revealing decomposition can be used in least-squares algorithms on rank-deficient matrices.

        Attachments

        1. QRDecomposition.patch
          31 kB
          Christopher Nix
        2. RRQRDecomposition.patch
          31 kB
          Christopher Nix

          Activity

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            • Assignee:
              Unassigned
              Reporter:
              joubert Christopher Nix
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              Dates

              • Created:
                Updated:
                Resolved: