RRQR

Algorithm 782: Codes for rank-revealing QR factorizations of dense matrices. This article describes a suite of codes as well as associated testing and timing drivers for computing rank-revealing QR (RRQR) factorizations of dense matrices. The main contribution is an efficient block algorithm for approximating an RRQR factorization, employing a windowed version of the commonly used Golub pivoting strategy and improved versions of the RRQR algorithms for triangular matrices orginally suggersted by Chandrasekaran and Ipsen and by Pan and Tang, respectively, We highlight usage and features of these codes. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.


References in zbMATH (referenced in 18 articles , 1 standard article )

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  1. Drmač, Zlatko; Gugercin, Serkan: A new selection operator for the discrete empirical interpolation method -- improved a priori error bound and extensions (2016)
  2. Benner, Peter; Losse, Philip; Mehrmann, Volker; Voigt, Matthias: Numerical linear algebra methods for linear differential-algebraic equations (2015)
  3. Benner, Peter; Kürschner, Patrick; Saak, Jens: Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method (2013)
  4. Fassino, Claudia; Torrente, Maria-Laura: Simple varieties for limited precision points (2013)
  5. Barbella, G.; Perotti, F.; Simoncini, V.: Block Krylov subspace methods for the computation of structural response to turbulent wind (2011)
  6. Mahoney, Michael W.: Randomized algorithms for matrices and data (2011)
  7. Lee, Tsung-Lin; Li, Tien-Yien; Zeng, Zhonggang: A rank-revealing method with updating, downdating, and applications. II (2009)
  8. Baur, U.: Low rank solution of data-sparse Sylvester equations (2008)
  9. Baur, Ulrike: Control-oriented model reduction for parabolic systems. (2008)
  10. Drmač, Zlatko; Veselić, Krešimir: New fast and accurate Jacobi SVD algorithm. I (2008)
  11. Drmač, Zlatko; Veselić, Krešimir: New fast and accurate Jacobi SVD algorithm. II (2008)
  12. Gentle, James E.: Matrix algebra. Theory, computations, and applications in statistics (2007)
  13. Baur, U.; Benner, P.: Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic (2006)
  14. Bandyopadhyay, A.K.; Tomassoni, C.; Mongiardo, M.; Omar, A.S.: Generalized multipole technique without redundant multipoles (2005)
  15. Hansen, Per Christian; Yalamov, Plamen Y.: Computing symmetric rank-revealing decompositions via triangular factorization (2001)
  16. Johansson, Lars: A Newton method for rigid body frictional impact with multiple simultaneous impact points (2001)
  17. Pan, C.-T.: On the existence and computation of rank-revealing LU factorizations (2000)
  18. Bischof, Christian H.; Quintana-Ortí, Gregorio: Algorithm 782: Codes for rank-revealing QR factorizations of dense matrices (1998)