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Here is some GSL code for a rank-revealing QRPT


I posted "Help developing a "better" QRPT routine".  I guess sometimes we
help those who help themselves ;-)

Here GSL code for rank-revealing QRPT.  It is just a minor tweak of
gsl_linalg_QRPT_decomp -- the key feature is a different pivoting
strategy.

I would appreciate any suggestions on making this more "GSL like".
I've only tested it with some M>N matrices -- some rank deficient.

So, does anyone think this could be a valuable addition to GSL?

-Rob

Attachment: gslExt_linalg_QRPT_dqrdc2.c
Description: Binary data


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