myorth(X)
makes an orthonormal basis for the space spanned by the
columns of X
. The number of columns returned equals myrank(X)
,
which is the rank of X
.
myorth(X, tol_ = 1e-09)
numeric matrix.
tuning parameter for the rank.
myorth
returns a matrix, whose columns form an orthonormal
basis.
myrank
returns a single number, which is the rank of X
.
The calculations are based on the singular value decomposition
(svd
). And myrank(X)
is the number of singular values
of X
that are larger than max(dim(X))*svd(x)$d[1]*tol_
.