Deviation maximization for rank-revealing QR factorizations

被引：7

作者：

Dessole, Monica ^{[1
]}

Marcuzzi, Fabio ^{[1
]}

机构：

[1] Univ Padua, Dept Math Tullio Levi Civita, Via Trieste 63, I-35121 Padua, Italy

来源：

NUMERICAL ALGORITHMS | 2022年 / 91卷 / 03期

关键词：

QR factorization; Rank revealing; Column pivoting; Block algorithm; Correlation; SINGULAR-VALUE;

D O I：

10.1007/s11075-022-01291-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we introduce a new column selection strategy, named here "Deviation Maximization", and apply it to compute rank-revealing QR factorizations as an alternative to the well-known block version of the QR factorization with the column pivoting method, called QP3 and currently implemented in LAPACK's xgeqp3 routine. We show that the resulting algorithm, named QRDM, has similar rank-revealing properties of QP3 and better execution times. We present experimental results on a wide data set of numerically singular matrices, which has become a reference in the recent literature.

引用

页码：1047 / 1079

页数：33

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