Ben Daniel, NC State, Analyzing a Randomized Algorithm for Rank-Revealing QR Factorizations
ZoomA rank-revealing QR factorization (RRQR) of an mxn matrix A can be an efficient alternative to the singular value decomposition. Given 1≤k<n, the problem of computing an RRQR is selecting k linearly independent columns of A. In this talk, we discuss the RRQR and present an efficient two-staged randomized algorithm to compute one. We analyze…