[R] Rank of Matrix

[Thomas Lumley]

On Tue, 19 Feb 2002, Indrajit SenGupta wrote:

> 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



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