mrank: Matrix Rank

Description

Provides an estimate of the rank of a matrix M.

Usage

mrank(M)

Arguments

Numeric matrix; vectors will be considered as column vectors.

Value

Matrix rank as integer between 0 and min(ncol(M), nrow(M)).

Details

Provides an estimate of the number of linearly independent rows or columns of a matrix M. Compares an approach using QR-decomposition with one counting singular values larger than a certain tolerance (Matlab).

References

Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM, Philadelphia.

Examples

Run this code

mrank(magic(10))   #=> 7
mrank(magic(100))  #=> 3 (!)
mrank(hilb(8))     #=> 8 , but qr(hilb(8))$rank says, rank is 7.
# Warning message:
# In mrank(hilb(8)) : Rank calculation may be problematic.

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