Hello R'users, I have a quick question. I wanted to know if there exist a function in R to compute the rank of a matrix. I could not find anything about it. Thank you, Raphael -------------- next part -------------- A non-text attachment was scrubbed... Name: raph.vcf Type: text/x-vcard Size: 303 bytes Desc: Card for Raphael Gottardo Url : https://stat.ethz.ch/pipermail/r-help/attachments/20020113/abf8bd77/raph.vcf
function for rank of a matrix ?
3 messages · Raphael Gottardo, Brian Ripley, Peter Dalgaard
On Sun, 13 Jan 2002, Raphael Gottardo wrote:
I have a quick question. I wanted to know if there exist a function in R to compute the rank of a matrix. I could not find anything about it.
It's not a well-defined question, due to rounding error. You can get one answer from qr(), which depends on the the tolerance. A better (but more expensive) answer is to use svd() and look at the singular values. Very few matrices in R are actually less than full rank (those containing just integers being the main exceptions), so the real question is `what is the lowest rank of a matrix that this one is close to' and the answer depends on the tolerance for `close' and how the distance is measured.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Raphael Gottardo <raph at alvie-mail.lanl.gov> writes:
Hello R'users, I have a quick question. I wanted to know if there exist a function in R to compute the rank of a matrix. I could not find anything about it.
Your best bet is probably qr(X)$rank, but beware that determining the rank numerically is an ill-defined operation due to floating-point imprecisions. In particular, notice that qr has a tol= argument.
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._