Algorithm 782: Codes for rank-revealing QR factorizations of dense matrices

Citation
Ch. Bischof et G. Quintana-orti, Algorithm 782: Codes for rank-revealing QR factorizations of dense matrices, ACM T MATH, 24(2), 1998, pp. 254-257
Citations number
3
Categorie Soggetti
Computer Science & Engineering
Journal title
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
ISSN journal
00983500 → ACNP
Volume
24
Issue
2
Year of publication
1998
Pages
254 - 257
Database
ISI
SICI code
0098-3500(199806)24:2<254:A7CFRQ>2.0.ZU;2-9
Abstract
This article describes a suite of codes as well as associated testing and t iming drivers for computing rank-revealing QR (RRQR) factorizations of dens e matrices. The main contribution is an efficient block algorithm for appro ximating an RRQR factorization, employing a windowed version of the commonl y used Golub pivoting strategy and improved versions of the RRQR algorithms for triangular matrices originally Suggested by Chandrasekaran and Ipsen a nd by Pan and Tang, respectively. We highlight usage and features of these codes.