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What is Efficient QRCP for Tall Matrices about?
This paper introduces a new algorithm called CQRRPT for QR decomposition with column pivoting, specifically designed for tall matrices. The algorithm combines randomized numerical linear algebra techniques to enhance pivot decisions and the decomposition process, demonstrating significant speed improvements over existing methods. The implementation is available in the open-source RandLAPACK library, showcasing its efficiency and numerical stability in practical applications.
- Author
- Abhi Malik
- Language
- EN