Randomised Methods for Computing the QR Decomposition of a Tall-Skinny Matrix
The QR decomposition is used to solve least squares problems, systems of equations and other important linear algebra tasks. We consider the computation of the QR decomposition for tall-skinny matrices, using the Cholesky decomposition as an intermediate step. To improve efficiency, we introduce randomised numerical linear algebra and sketching as a tool for improving computational efficiency. Num