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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-630) Rank Revealing QR Decomposition missing
Date Wed, 10 Aug 2011 06:49:27 GMT

     [ https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Phil Steitz updated MATH-630:
-----------------------------

    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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