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