[MATH-630] Rank Revealing QR Decomposition missing

• Type: Improvement
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 2.0, 2.1, 2.2
• Fix Version/s: 3.2
• Assignee: Unassigned
• Reporter: Christopher Nix
• Created: 23/Jul/11 20:08
• Updated: 07/Apr/13 09:15
• Resolved: 12/Mar/13 17:10

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.