RCLUPPr: a new randomized CholeskyQR with LU preconditioning
In this work, we present the comprehensive rounding error analysis of RCLUPPr proposed in \cite{RCLUPP}, which is a novel randomized CholeskyQR-type algorithm performing LU decomposition with partial pivoting (LUPP decomposition) directly on the tall-skinny $X\in\mathbb{R}^{m\times n}$ with $m \ge n$ and $\mbox{rank}(X...