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