Gw. Stewart, Four algorithms for the the efficient computation of truncated pivoted QR approximations to a sparse matrix, NUMER MATH, 83(2), 1999, pp. 313-323
In this paper we propose four algorithms to compute truncated pivoted QR ap
proximations to a sparse matrix. Three are based on the Gram-Schmidt algori
thm and the other on Householder triangularization. All four algorithms lea
ve the original matrix unchanged, and the only additional storage requireme
nts are arrays to contain the factorization itself, Thus, the: algorithms a
re particularly suited to determining tow-rank approximations to a sparse m
atrix.