Given a set of vectors v1, ...., vn, I'd like to construct a matrix where
columns correspond to a linearly independent subset of these vectors.
Currenly, I form the matrix hcat(v1, ..., vn), use qrfact!() on it, check
the diagonal of the :R matrix and construct a new matrix as hcat(vj,...)
I'm looking for a way that would use less memory. Is there a more memory
efficient way ? (for instance a way to avoid the construction of an
intermediary matrix when finding the subset of vectors, or a way to delete
columns in place in a matrix)
