SparseColumnPivotedQR.jl

A pure-Julia, rank-revealing, column-pivoted Householder QR factorization that operates directly on SparseMatrixCSC sparse matrices. Targets the same "small-to-medium sparse" niche as KLU does for LU — low symbolic-phase overhead, no BLAS-3 / multifrontal machinery — while preserving the rank-revealing guarantees of LAPACK's column-pivoted QR.

Tutorials and Documentation

For information on using the package, see the stable documentation. Use the in-development documentation for the version of the documentation, which contains the unreleased features.

Usage

using Pkg
Pkg.add("SparseColumnPivotedQR")

using SparseArrays, SparseColumnPivotedQR

A = sparse([1.0  0   2   0   0;
            0    3   0   0   1;
            4    0   5   0   0;
            0    0   0   6   0;
            0    7   0   0   8])
b = [1.0, 2.0, 3.0, 4.0, 5.0]

F = scpqr(A)
x = F \ b