Rank of Matrix

Hello everybody,
I think my question has been asked before but I am posing it once again
since I need it. Is there any way to find the rank of a matrix in R or
Splus?

See function qr. Note that the rank is numerically unstable.

______________________
Indrajit SenGupta
Department Of Statistics
St. Xavier's College
Calcutta University
mailto:indra_calisto at yahoo.com
mailto:indrajitsg at vsnl.net



_________________________________________________________



-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

***********************************************************************
Christian Hennig
Seminar fuer Statistik, ETH-Zentrum (LEO), CH-8092 Zuerich (current)
and Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg
hennig at stat.math.ethz.ch, http://stat.ethz.ch/~hennig/
hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/
#######################################################################
ich empfehle www.boag.de


-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

Hello everybody,
I think my question has been asked before but I am posing it once again
since I need it. Is there any way to find the rank of a matrix in R or
Splus?

yes, it has been asked quite recently.

You can use either qr(), there's an example in help(qr) or use svd() and
count the number of non-zero singular values. Deciding the right tolerance
for counting a singular value as zero is not trivial -- any matrix is
arbitrarily close to full rank matrices in almost any reasonable metric.

	-thomas

Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle



-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

I think my question has been asked before but I am posing it once again
since I need it. Is there any way to find the rank of a matrix in R or
Splus?

Use svd() to get the singular values and count up how many are greater
than the machine precision multiplied by the largest singular value. 
Simon
  ______________________________________________________________________

Simon Wood  snw at st-and.ac.uk  http://www.ruwpa.st-and.ac.uk/simon.html
The Mathematical Institute, North Haugh, St. Andrews, Fife KY16 9SS UK
Direct telephone: (0)1334 463799          Indirect fax: (0)1334 463748 

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._