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https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Christopher Nix updated MATH-630:
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Attachment: QRDecomposition.patch
In light of the ongoing discussion in the mailing list, I have submitted a
further patch that includes the pivoting within the current class structure.
There are unit tests attached, duplicating existing tests for QR decomposition
with no pivoting. A few of these tests fail, and I'm still trying to figure it
out. This patch file is not intended for inclusion, only discussion.
Chris
> Rank Revealing QR Decomposition missing
> ---------------------------------------
>
> 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
> Attachments: QRDecomposition.patch, RRQRDecomposition.patch
>
>
> 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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