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Posted to issues@commons.apache.org by "Luc Maisonobe (JIRA)" <ji...@apache.org> on 2013/03/12 18:11:13 UTC
[jira] [Resolved] (MATH-630) Rank Revealing QR Decomposition
missing
[ https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
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: 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: 3.2
>
> 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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