Rank revealing QR factorizations

@article{Chan1987RankRQ,
  title={Rank revealing QR factorizations},
  author={T. Chan},
  journal={Linear Algebra and its Applications},
  year={1987},
  volume={88},
  pages={67-82}
}
  • T. Chan
  • Published 1987
  • Mathematics
  • Linear Algebra and its Applications
Abstract : An algorithm is presented for computing a column permutation Pi and a QR-factorization (A)(Pi) = QR of an m by n (m or = n) matrix A such that a possible rank deficiency of A will be revealed in the triangular factor R having a small lower right block. For low rank deficient matrices, the algorithm is guaranteed to reveal the rank of A and the cost is only slightly more than the cost of one regular QR-factorization. A posteriori upper and lower bounds on the singular values of A are… Expand
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