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NumericalAlgebraicGeometry :: numericalRank

numericalRank -- numerical rank of a matrix

Synopsis

Description

numericalRank finds an approximate rank of the matrix M.

isFullNumericalRank = M is _not_ rank-deficient.

Let σ1,...,σn be the singular values of M.

If Threshold is >1, then to establish numerical rank we look for the first large gap between two consecutive singular values. The gap between σi and σi+1 is large if σii+1 > Threshold.

If Threshold is <=1, then the rank equals the number of singular values larger then Threshold.

i1 : numericalRank matrix {{2,1},{0,0.001}}

o1 = 2

Caveat

We assume σ0=1 above.

See also

Ways to use numericalRank :