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We should have a version of QR with pivoting that stops early when the norm of the trailing submatrix is below a certain threshold (given by the user). If the rank of the m-by-n matrix is k, for m>n, this would cut the number of flops to 4/3mnk instead of 4/3mn^3. This is interesting when k << n. Quite a few people have requested this feature.
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We should have a version of QR with pivoting that stops early when the norm of the trailing submatrix is below a certain threshold (given by the user). If the rank of the m-by-n matrix is k, for m>n, this would cut the number of flops to 4/3mnk instead of 4/3mn^3. This is interesting when k << n. Quite a few people have requested this feature.
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