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From "Luc Maisonobe (JIRA)" <>
Subject [jira] [Resolved] (MATH-630) Rank Revealing QR Decomposition missing
Date Tue, 12 Mar 2013 17:11:13 GMT


Luc Maisonobe resolved MATH-630.

    Resolution: Fixed

Fixed in subversion repository as of r1455627.

Patch applied after conversion to current status and slight adaptations.

Thanks for the report and for the patch!
> Rank Revealing QR Decomposition missing
> ---------------------------------------
>                 Key: MATH-630
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 2.0, 2.1, 2.2
>            Reporter: Christopher Nix
>            Priority: Minor
>             Fix For: 3.2
>         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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