Mathematics for AI and Machine Learning

Foundations for modern AI and machine learning

Rank-Revealing QR

Chapter 9 Linear algebra

Chapter 9: Matrix Decompositions and Beyond — Rank-Revealing QR (RRQR) with Column Pivoting

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Rank-Revealing QR — high-resolution mind-map icon

From the book

Chapter 9: Matrix Decompositions and Beyond. In the chapter mind map this icon labels Rank-Revealing QR (RRQR) with Column Pivoting. The discussion below is excerpted and lightly edited from § Theorem: Rank-Revealing QR Decomposition in Mathematics for AI and Machine Learning.

For a matrix $A \in \mathbb{R}^{M \times N}$ with $\mathrm{rank}(A) = r$, there exists a permutation matrix $P \in \mathbb{R}^{M \times M}$ such that

where $P \in \mathbb{R}^{M \times M}$ is a permutation matrix (reordering rows), $Q \in \mathbb{R}^{M \times r}$ has orthonormal columns, $R_{11} \in \mathbb{R}^{r \times r}$ is upper triangular and well-conditioned, and $||R_{22}||$ is small (indicating that the last $N-r$ columns are nearly linearly dependent on the first $r$ columns).

What this drawing shows

What you see. Shows QR with column selection or pivoting to expose numerical rank and important columns.

In the mind map. Chapter 9 — Rank-Revealing QR (RRQR) with Column Pivoting. See From the book above for definitions, figures, and worked examples.

Where to read next

Open Chapter 9 companion →

Read the full definitions, figures, and worked examples in Chapter 9: Matrix Decompositions and Beyond — see the mind-map node Rank-Revealing QR (RRQR) with Column Pivoting.