rank

Purpose

Computes the rank of a matrix, using the singular value decomposition.

Format

k = rank(x)
Parameters:x (NxP matrix) – data
Returns:k (scalar) – an estimate of the rank of x. This equals the number of singular values of x that exceed a prespecified tolerance in absolute value.

Examples

// Completely random x
x1 = rndn(150, 1);
rank(x1);

// X2 is multiple of x1
x2 = 2*x1;
rank(x1~x2);

For this example, the rank of both x1 and x1~x2 is one:

1.0000000
1.0000000

Global Input

_svdtol:scalar, the tolerance used in determining if any of the singular values are effectively 0. The default value is 10e-13. This can be changed before calling the procedure.

Source

svd.src

See also

Functions detl(), norm()