Re: Here is some GSL code for a rank-revealing QRPT

[<rlee at fpcc dot net>]

I'll do some work on digging up refs.  Also, the code I provided is buggy
with rank calculation.

BTW, yesterday I sat down read the GSL design document in entirety. 
Everyone working on scientific libraries should read it.

-R

> rlee@fpcc.net writes:
>  > 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?
>
> Hi,
>
> If there is an improved algorithm I would be in favor of using it.
>
> Is there a paper or other reference (maybe a Lapack Working Note)
> which describes this algorithm?  The first step is to find out what has
> been written about it.
>
> --
> Brian Gough