Sunday, March 05, 2006


"The QR decomposition can be extended to the rank deficient case by introducing a column permutation P,

A P = Q R

The first r columns of Q form an orthonormal basis for the range of A for a matrix with column rank r. This decomposition can also be used to convert the linear system A x = b into the triangular system R y = Q^T b, x = P y, which can be solved by back-substitution and permutation. We denote the QR decomposition with column pivoting by QRP^T since A = Q R P^T. "
- GSL Reference Manual

This might be exactly what we need for the feature selection step in the Ichimura & Tomita paper! Wild cheers.

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