Unexpected behaviour of base::qr()$rank
2017-06-22 19:49 GMT+02:00 Uwe Ligges <ligges at statistik.tu-dortmund.de>:
On 22.06.2017 17:11, Bernd Funovits wrote:
Hello, I experienced some unexpected behaviour while determining the rank of matrices (sometimes 1x1 matrices): base::qr(matrix(1e-20))$rank returns 1 (incorrect) base::qr(diag(c(1, 1e-20)))$rank returns 2 (incorrect)
Why do you believe this is incorrect? 0 != 1e-20 and 1e-20 is well representable without significant rounding errors given
.Machine$double.xmin
[1] 2.225074e-308 Best, Uwe Ligges
qr() has a tolerance argument which by default is tol=1e-07. Regards, I?aki