SPQR_RANK

Algorithm 933, reliable calculation of numerical rank, null space bases, pseudoinverse solutions, and basic solutions using SuiteSparseQR. The SPQR_RANK package contains routines that calculate the numerical rank of large, sparse, numerically rank-deficient matrices. The routines can also calculate orthonormal bases for numerical null spaces, approximate pseudoinverse solutions to least squares problems involving rank-deficient matrices, and basic solutions to these problems. The algorithms are based on SPQR from SuiteSparseQR [{it T. A. Davis}, “Algorithm 915, SuiteSparseQR: multifrontal multithreaded rank-revealing sparse QR factorization”, ACM Trans. Math. Softw. 38, No. 1, Paper No. 8, 22 p. (2011; url{doi:10.1145/2049662.2049670})]. SPQR is a high-performance routine for forming QR factorizations of large, sparse matrices. It returns an estimate for the numerical rank that is usually, but not always, correct. The new routines improve the accuracy of the numerical rank calculated by SPQR and reliably determine the numerical rank in the sense that, based on extensive testing with matrices from applications, the numerical rank is almost always accurately determined when our methods report that the numerical rank should be correct. Reliable determination of numerical rank is critical to the other calculations in the package. The routines work well for matrices with either small or large null space dimensions.

This software is also peer reviewed by journal TOMS.

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