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• W2282686670 abstract "A fundamental problem when adding column pivoting to the Householder QR factorization is that only about half of the computation can be cast in terms of high performing matrix-matrix multiplication, which greatly limits the benefits of so-called blocked algorithms. This paper describes a technique for selecting groups of pivot vectors by means of randomized projections. It is demonstrated that the asymptotic flop count for the proposed method is $2mn^2 - (2/3)n^3$ for an $mtimes n$ matrix with $m geq n$, identical to that of the best classical Householder QR factorization (with or without pivoting). Experiments demonstrate improvements in speed of substantial integer factors (between a factor of 3 and 5) relative to LAPACK's geqp3 implementation on a modern CPU." @default.
• W2282686670 created "2016-06-24" @default.
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• W2282686670 date "2015-12-08" @default.
• W2282686670 modified "2023-10-15" @default.
• W2282686670 title "Householder QR Factorization: Adding Randomization for Column Pivoting. FLAME Working Note #78" @default.
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