I am currently looking for a qr decomposition of a matrix A ≈ QR with A being n×m, Q being n×r and A being r×m where r is the rank of A (with respect to some cut-off threshold). I’ve played around a bit with qr from the LinearAlgebra package, but it seems like it has this functionality. Also, ther…

[image] dlfivefifty: I’m sure it’s not quite what you want, but note that QR with pivoting (qr(A, ColumnNorm())) will reveal the rank though it does compute the whole QR even for low rank matrices. If this isn’t acceptable, then there are early-terminating algorithms in GitHub - JuliaLinearA…

Is there a rank revealing qr decomposition?

Specific Domains Numerics

stevengj December 2, 2024, 6:55pm 4

If this isn’t acceptable, then there are early-terminating algorithms in GitHub - JuliaLinearAlgebra/LowRankApprox.jl: Fast low-rank matrix approximation in Julia

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Is there a rank revealing qr decomposition?

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