Column Pivoting
QR decomposition with column pivoting introduces a permutation matrix P:
Column pivoting is useful when A is (nearly) rank deficient, or is suspected of being so. It can also improve numerical accuracy. P is usually chosen so that the diagonal elements of R are non-increasing: . This can be used to find the (numerical) rank of A at lower computational cost than a singular value decomposition, forming the basis of so-called rank-revealing QR algorithms.
Read more about this topic: QR Decomposition
Famous quotes containing the word column:
“The actor who lets the dust accumulate on his Ibsen, his Shakspere [sic], and his Bible, but pores greedily over every little column of theatrical news, is a lost soul.”
—Minnie Maddern Fiske (18651932)
Main Site Subjects
Related Phrases
Related Words