Rank Revealing QR Decomposition missing
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Key: MATH-630
URL: https://issues.apache.org/jira/browse/MATH-630
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Christopher Nix
Priority: Minor
The current QR decomposition implementation performs no column pivoting and is
thus not rank revealing.
A rank revealing QR decomposition could determine rank more efficiently, though
not always as reliably, as from the Singular Value Decomposition. Additionally
the rank revealing decomposition can be used in least-squares algorithms on
rank-deficient matrices.
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