Algorithm 782:: Codes for rank-revealing QR factorizations of dense matrices

被引:31
作者
Bischof, CH
Quintana-Ortí, G
机构
[1] Argonne Natl Lab, Div Math & Comp Sci, Argonne, IL 60439 USA
[2] Univ Jaime I, Dept Informat, Castellon 46071, Spain
来源
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1998年 / 24卷 / 02期
关键词
block algorithm; numerical rank; rank-revealing QR factorization;
D O I
10.1145/290200.287638
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
This article describes a suite of codes as well as associated testing and timing drivers for computing rank-revealing QR (RRQR) factorizations of dense matrices. The main contribution is an efficient block algorithm for approximating an RRQR factorization, employing a windowed version of the commonly used Golub pivoting strategy and improved versions of the RRQR algorithms for triangular matrices originally Suggested by Chandrasekaran and Ipsen and by Pan and Tang, respectively. We highlight usage and features of these codes.
引用
收藏
页码:254 / 257
页数:4
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CHANDRASEKARAN, S ;
IPSEN, ICF .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1994, 15 (02) :592-622
[3]  
PAN CT, 1992, MCSP3321092 MATH COM