Multifrontal Multithreaded Rank-Revealing Sparse QR Factorization

[lessthanoptimal]

Sparse QR which can handle the rank deficient case. SPQR

Double check these references:

Paper:

Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing Sparse QR Factorization", ACM Transactions on Mathematical Software, 2011. Available at: https://dl.acm.org/doi/10.1145/2049662.2049670

Source code:

SuiteSparse on GitHub: https://github.com/DrTimothyAldenDavis/SuiteSparse
Specifically the SPQR directory: https://github.com/DrTimothyAldenDavis/SuiteSparse/tree/dev/SPQR