A BLAS-3 version of the QR factorization with column pivoting. (English) Zbl 0912.65034
From the authors’ abstract: We introduce a modification of the QR factorization with column pivoting (QRP) algorithm which allows the use of Level 3 BLAS kernels while maintaining the numerical behaviour of the LINPACK and LAPACK implementations.
Reviewer: Th.Sonar (Hamburg)
MSC:
65F25 | Orthogonalization in numerical linear algebra |
65F20 | Numerical solutions to overdetermined systems, pseudoinverses |