A BLAS-3 Version of the QR Factorization with Column Pivoting

@article{QuintanaOrt1998ABV,
  title={A BLAS-3 Version of the QR Factorization with Column Pivoting},
  author={Gregorio Quintana-Ort{\'i} and Xiaobai Sun and Christian H. Bischof},
  journal={SIAM J. Scientific Computing},
  year={1998},
  volume={19},
  pages={1486-1494}
}
The QR factorization with column pivoting (QRP), originally suggested by Golub and Businger in 1965, is a popular approach to computing rank-revealing factorizations. Using BLAS Level 1, it was implemented in LINPACK, and, using BLAS Level 2, in LAPACK. While the BLAS Level 2 version delivers, in general, superior performance, it may result in worse performance for large matrix sizes due to cache e ects. We introduce a modi cation of the QRP algorithm which allows the use of BLAS Level 3… CONTINUE READING