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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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Phil Steitz updated MATH-630:
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Affects Version/s: (was: 3.0)
2.0
2.1
2.2
Fix Version/s: 3.1
If we get a working patch in time, we can try to squeeze this into 3.0; but it
should be doable without compat breaks, so technically can wait until 3.1
> 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: 2.0, 2.1, 2.2
> Reporter: Christopher Nix
> Priority: Minor
> Fix For: 3.1
>
> 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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