Details

Given the matrix X of size n x p, the problem is to compute the QR decomposition with column pivoting XP = Q R, where

  • Q is an orthogonal matrix of size n x n
  • R is a rectangular upper triangular matrix of size n x p
  • P is a permutation matrix of size n x n
The library requires n > p. In this case:

where the matrix Q 1 has the size n x p and R 1 has the size p x p.

For more complete information about compiler optimizations, see our Optimization Notice.
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