RRQR Factorization
   HOME

TheInfoList



OR:

An RRQR factorization or rank-revealing QR factorization is a
matrix decomposition In the mathematical discipline of linear algebra, a matrix decomposition or matrix factorization is a factorization of a matrix into a product of matrices. There are many different matrix decompositions; each finds use among a particular class of ...
algorithm based on the
QR factorization In linear algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix ''A'' into a product ''A'' = ''QR'' of an orthogonal matrix ''Q'' and an upper triangular matrix ''R''. QR decomp ...
which can be used to determine the
rank Rank is the relative position, value, worth, complexity, power, importance, authority, level, etc. of a person or object within a ranking, such as: Level or position in a hierarchical organization * Academic rank * Diplomatic rank * Hierarchy * H ...
of a matrix. The
singular value decomposition In linear algebra, the singular value decomposition (SVD) is a factorization of a real or complex matrix. It generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any \ m \times n\ matrix. It is related ...
can be used to generate an RRQR, but it is not an efficient method to do so. An RRQR implementation is available in MATLAB.


References

Matrix decompositions Numerical linear algebra {{Algorithm-stub