RRQRMEX a MATLAB mexinterface for the rank revealing QR factorization
RRQRMEX provides a MATLAB routine rrqr, implementing an interface to the FORTRAN RRQR codes by G. QuintanaOrti 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

RRQRMEX Win32
Windows 32bit MexFile plus MFile and users guide.
(We have received reports, that this version doesn't work in Matlab r2008a. Try this version in that case.)  RRQRMEX Linux 32bit Linux 32bit MexFile plus MFile and users guide.
 RRQRMEX Linux 64bit Linux 64bit MexFile plus MFile and users guide.
 RRQRMEX Source the source code for optimized compilation and compilation on other platforms.
 RRQRMEX users guide
 all binary RRQRMEX files plus MFile and users guide.
 Reimplementation of the Gatewayfunction as CMexFunction. The source code for optimized compilation and compilation on other platforms
 RRQRMEX Linux 32bit and 64bit precompiled based on the CReimplementation.
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. QuintanaOrti;
Codes for rankrevealing QR factorizations of dense matrices.
ACM Trans. Math. Softw. vol. 24 pp.254257; 1998