Suppose we are given an RRQR factorization for some matrix $A \in \mathbb{R}^{m \times n}$, $A\Pi = QR$ where $m > n$.

Is there a cheap way to update $A' = A + uv^{\top}$ given this factorization?

I am aware of how to update the QR factorization given a rank-one update, but I am unsure how to update $\Pi$ as well to guarantee the rank-revealing aspect.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.