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RRQR-MEX a MATLAB mex-interface for the rank revealing QR factorization

RRQR-MEX provides a MATLAB routine rrqr, implementing an interface to the FORTRAN RRQR codes by G. Quintana-Orti und C.H. Bischof [BisQO98]. The binary mex files for windows 32bit and Linux 32bit have been compiled without processor optimizations and linked statically against the reference implementations of BLAS ans LAPACK. Therefor they should run on any Matlab installation later than R14. More recent Matlab versions support dynamical linking against special Mathworks LAPACK and BLAS libraries, which can improve the performance. Also processor specific compilation can increase the efficiency of the mexfiles. In those cases, or on other platforms one might whish to compile the mexfiles directly from source.

Downloads

Laking the appropriate hardware we can not provide other binary files.

The sources for the RRQR library needed for the compilation from source can be found here.

An updated version with a bit more comfortable Makefiles can be found here.

Secondary Software

Based on the RRQR Peter Benner implemented a rank revealing tridiagonalization that can be found here.

References

[BisQO98]
C.H. Bischof und G. Quintana-Orti;
Codes for rank-revealing QR factorizations of dense matrices.
ACM Trans. Math. Softw. vol. 24 pp.254-257; 1998

Similar Projects

At Matlab Central alternative RRQR mex-files for Windows are available. http://www.mathworks.com/matlabcentral/fileexchange/18591 Ivo Houtzager bases his gateway functions on the C-mex interface. Thus he avoids problems with the currently unsupported Fortran compilers in Matlab.
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Jens Saak, saak@mpi-magdeburg.mpg.de